On the earth of Foreign currency trading, discovering efficient methods to maximise income and decrease dangers is crucial. Two well-liked approaches are utilizing the multi-layer perceptron (MLP) technique and imply reversion that are applied in our Alphabet AI buying and selling advisor.
⭐️⭐️⭐️⭐️⭐️ MT4 Model Obtainable Right here: https://www.mql5.com/en/market/product/108004
⭐️⭐️⭐️⭐️⭐️ MT5 Model Obtainable Right here: https://www.mql5.com/en/market/product/108005
✅ Reside Sign: https://www.mql5.com/en/customers/delmare/vendor
Alphabet EA is an algorithmic buying and selling advisor that we added to the Market in November 2023 to automate buying and selling on the MetaTrader 5 platform. After a 12 months of its operation, we gathered priceless information that helped consider the technique’s effectiveness. On this submit, I’ll evaluate the outcomes of actual buying and selling with backtesting information for a similar interval to see how properly the testing matches precise efficiency.
Buying and selling Outcomes for 2024
Actual Buying and selling
For 2024, the Alphabet EA achieved the next outcomes:
- Web revenue: $713.66.
- Most drawdown: 10.9%.
- Whole trades: 211.
- Revenue issue: 3.38.
- Common commerce measurement: $3.38.
The actual buying and selling chart exhibits regular development in capital with solely occasional and minor drawdowns. The utmost drawdown was simply 10.9%, indicating a low stage of danger. The general capital development for the 12 months exceeded 200%, which is a superb consequence for a long-term technique.
MetaTrader 5 Testing Outcomes
Concurrently, I performed backtesting on historic information to guage how properly actual buying and selling outcomes match the forecasts:
- Web revenue: $697.91.
- Most drawdown: 14.67%.
- Whole trades: 197.
- Revenue issue: 3.98.
- Common commerce measurement: $3.54.
The backtesting outcomes are nearly similar to the true buying and selling outcomes, confirming the algorithm’s effectiveness. The backtest confirmed barely decrease income and a barely increased drawdown, however these variations are insignificant. This confirms that the EA works reliably on each historic information and in reside buying and selling.
Actual Buying and selling vs Testing Comparability
Beneath is a chart evaluating the revenue curves from actual buying and selling and backtesting. As you may see, the curves are nearly similar. This means that the technique performs equally in 95% of circumstances throughout each testing and reside buying and selling.
Moreover, let’s take a more in-depth have a look at the chart primarily based on trades from the previous couple of months. Within the desk beneath, I highlighted the trades that match between the take a look at and the true buying and selling studies. As proven, the vast majority of trades coincide in each time and outcomes.
All through 2024, the outcomes of actual buying and selling and testing remained nearly similar. The common drawdown and revenue are almost the identical, which demonstrates the technique’s reliability.
- Actual revenue: $713.66 versus take a look at revenue: $697.91.
- Actual buying and selling drawdown: 10.9% versus take a look at drawdown: 14.67%.
- Revenue issue: 3.38 in actual buying and selling and three.98 in backtesting.
The minimal variations between testing and reside buying and selling outcomes verify the prime quality of the algorithm and its skill to adapt to altering market circumstances.
Conclusions and Classes Realized
After a 12 months of operation, Alphabet EA proved its effectiveness and resilience to market fluctuations. The EA confirmed wonderful leads to each actual buying and selling and backtesting. The low drawdown and regular capital development make it a extremely dependable device for long-term automated buying and selling.
Plans for the Future
In 2025, I plan to check Alphabet EA on extra foreign money pairs and completely different market circumstances. There may be additionally an intention to optimize sure parameters to additional enhance effectivity and scale back dangers.
