+++ รวมความหมายของ Backtest/Optimize Report ของ MT4 ...อย่าคิดว่า ทุก Indicator/EA จะใช้ได้หมดกับทุก Time Frame หรือ ทุกคู่ แต่เราควรหรือน่าจะทำการทดสอบก่อนนำไปใช้

     สำหรับคนที่ชอบหา EA/Indicator ต่างๆ มาเล่น อย่าลืมนะครับก่อนนำไปใช้ ลองเอามาทำ Optimize ดูก่อน เพื่อดูว่ามันเหมาะกับ tf ไหน เหมาะกับคู่เงินไหน และค่า ที่เหมาะมันควรจะใช้เท่าไหร่ และพอได้ค่าแล้วก็มาสุ่มทำ back test เป็นช่วง ๆ อีกทีหนึ่ง ... 

เมนูมันอยู่ตรงนี้นะครับ

ส่วน Report แต่ละค่านั้นมีรายละเอียดประมาณนี้Refer : http://articles.mql4.com/83

Gross profit, the summed up profit for all profitable transactions;

Gross loss, the summed up loss for all unprofitable trasnactions;

Total net profit, shows the difference between gross profit and gross loss:

TotalNetProfit = GrossProfit - GrossLoss

Profit factor, shows the ratio between gross profit and gross loss:

ProfitFactor = GrossProfit / GrossLoss

Expected payoff, to be calculated as follows:

Expected Payoff = (ProfitTrades / TotalTrades) * (GrossProfit / ProfitTrades) - 
                  (LossTrades / TotalTrades) * (GrossLoss / LossTrades)

where:

• TotalTrades - total amount of trades;
  
• ProfitTrades - the amount of profitable transactions;
  
• LossTrades - the amount of losing transactions;
  
• GrossProfit - the summed up profit;
  
• GrossLoss - the summed up loss.
  

Absolute drawdown is the difference between the initial deposit and the smalles value of balance within testing:

AbsoluteDrawDown = InitialDeposit - MinimalBalance

Maximal drawdown is the highest difference between one of local upper extremums of the balance graph and the following lower extremums:

MaximalDrawDown = Max of (Maximal Peak - next Minimal Peak)

The basic stages of changing the maximal drawdown value within testing are given in the picture below. The total maximal drawdown value is in the thick arrows.

Other results shown in the "Report" tab are obtained using the simplest mathematical calculations.

• Total trades - total amount of trades made by the expert within testing;
  
• Short positions (won %) - total amount of short positions and the precentage of profitable ones among them (profitable short positions / total amount of short positions * 100%);
  
• Long positions (won %) - total amount of long positions and the precentage of profitable ones among them (profitable long positions / total amount of long positions * 100%);
  
• Profit trades (% of total) - total amount of profitable transactions and percentage of the total amount of transactions (ProfitTrades / TotalTrades * 100%);
  
• Loss trades (% of total) - total amount of losing transactions and percentage of the total amount of transactions (LossTrades / TotalTrades * 100%);
  
• Largest profit trade - the largest profitable trade among profitable trades;
  
• Largest loss trade - the largest losing trade among losing trades;
  
• Average profit trade - averaged size of profit of profit trades (GrossProfit / ProfitTrades);
  
• Average loss trade - averaged size of loss among losing trades (GrossLoss / LossTrades);
  
• Maximum consecutive wins (profit in money) - maximum consecutive amount of wins among profitable series of trades and the summed up profit within this series;
  
• Maximum consecutive losses (loss in money) - maximum consecutive amount of losses among losing series of trades and the summed up loss within this series;
  
• Maximal consecutive profit (count of wins) - maximum profit of a consecutive series of profitable trades and the amount of trades in this series;
  
• Maximal consecutive loss (count of losses) - maximum loss of a consecutive series of losing trades and the amount of trades in this series;
  
• Average consecutive wins - averaged amount of trades in consecutive profitable series.
  
• Average consecutive losses - averaged amount of trades in consecutive losing series.
  

Colors used for modeling quality diagram

The following colors are used in the color diagram:

• Lime - modeling on minutes, marked with 7 in the picture below.
  
• Deeper green colors show modeling on large timeframes, from M5 to H4.
  
• Pink color - pure fractal modeling without data of a smaller timeframe, marked with 2 in the picture.
  
• Gray color - modeling limitation by date, marked with 1 in the picture.

Expected Payoff = (ProfitTrades / TotalTrades) * (GrossProfit / ProfitTrades) - (LossTrades / TotalTrades) * (GrossLoss / LossTrades) =
=  (ProfitTrades / TotalTrades) * (GrossProfit / ProfitTrades) - (LossTrades / TotalTrades) * (GrossLoss / LossTrades)  =
= GrossProfit  / TotalTrades -  GrossLoss /TotalTrades =
= ( GrossProfit - GrossLoss ) /  TotalTrades =
=  TotalNetProfit / TotalTrades


Expected Payoff = TotalNetProfit / TotalTrades