On this planet of Foreign currency trading, discovering efficient methods to maximise earnings and decrease dangers is essential. Two widespread approaches are utilizing the multi-layer perceptron (MLP) technique and imply reversion that are applied in our Alphabet AI buying and selling advisor.
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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 yr of its operation, we gathered worthwhile knowledge that helped consider the technique’s effectiveness. On this put up, I’ll evaluate the outcomes of actual buying and selling with backtesting knowledge for a similar interval to see how nicely the testing matches precise efficiency.
Buying and selling Outcomes for 2024
Actual Buying and selling
For 2024, the Alphabet EA achieved the next outcomes:
Internet revenue: $713.66. Most drawdown: 10.9%. Whole trades: 211. Revenue issue: 3.38. Common commerce dimension: $3.38.
The actual buying and selling chart exhibits regular progress in capital with solely occasional and minor drawdowns. The utmost drawdown was simply 10.9%, indicating a low stage of danger. The general capital progress for the yr exceeded 200%, which is a wonderful consequence for a long-term technique.
MetaTrader 5 Testing Outcomes
Concurrently, I performed backtesting on historic knowledge to judge how nicely actual buying and selling outcomes match the forecasts:
Internet revenue: $697.91. Most drawdown: 14.67%. Whole trades: 197. Revenue issue: 3.98. Common commerce dimension: $3.54.
The backtesting outcomes are virtually similar to the true buying and selling outcomes, confirming the algorithm’s effectiveness. The backtest confirmed barely decrease earnings and a barely increased drawdown, however these variations are insignificant. This confirms that the EA works reliably on each historic knowledge and in dwell buying and selling.
Actual Buying and selling vs Testing Comparability
Under is a chart evaluating the revenue curves from actual buying and selling and backtesting. As you possibly can see, the curves are virtually similar. This means that the technique performs equally in 95% of circumstances throughout each testing and dwell 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 virtually 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 dwell buying and selling outcomes affirm the top quality of the algorithm and its capability to adapt to altering market circumstances.
Conclusions and Classes Discovered
After a yr 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 progress make it a extremely dependable software 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 totally different market circumstances. There may be additionally an intention to optimize sure parameters to additional enhance effectivity and cut back dangers.