Our First FapTurbo Evolution Backtest

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If you recall we didn't have much luck comparing the original MetaTrader version of FapTurbo with FapTurbo Evolution in forward testing. We have managed to do rather better with our backtesting. One of the reasons backtesting FapTurbo Evolution in Dukascopy's JForex platform takes so long, if you follow the instructions in the Evolution manual at least, is that it uses tick data rather than one minute bars like MT4.  This makes the results more accurate, but also much more time consuming to obtain.  Here's the equity curve we obtained for the period starting on 5th July trading the EUR/GBP pair using the default input settings:

FapTurbo Evolution backtest for EUR/GBP from July 5th 2009

As you can see, starting with a large wad of pretend money, the robot was profitable over the brief period we have so far tested. 12 profitable trades and 4 losers for a net profit of $762.63. That doesn't take account of Dukascopy's commission, which comes to a grand total of $80.60. More interesting than a possibly fleeting profit, to us here at the Trading Gurus at least, is that at long last we have managed to obtain a set of forward test and backtest results that have some vague similarities. Take a look at those results again in table form:

Amount Direction Open date Open price Close date Close price Profit/Loss Profit/Loss in
pips
Equity
Opening Balance $10,000.00 $10,000.00
0.1 SELL 06/07/2009 23:26 0.85910 06/07/2009 23:44 0.85830 $130.26 8.0 $10,130.26
0.1 BUY 06/07/2009 23:44 0.85830 06/07/2009 23:55 0.85890 $97.72 6.0 $10,227.98
0.1 SELL 07/07/2009 00:35 0.85905 07/07/2009 02:09 0.85865 $65.02 4.0 $10,293.00
0.1 SELL 07/07/2009 21:25 0.86310 07/07/2009 23:08 0.86275 $56.43 3.5 $10,349.43
0.1 BUY 07/07/2009 23:08 0.86275 07/07/2009 23:36 0.86345 $112.75 7.0 $10,462.18
0.1 SELL 07/07/2009 23:36 0.86345 08/07/2009 06:23 0.86370 -$40.12 -2.5 $10,422.06
0.1 BUY 08/07/2009 21:00 0.86395 08/07/2009 22:07 0.86435 $64.23 4.0 $10,486.29
0.1 SELL 08/07/2009 22:56 0.86445 09/07/2009 00:16 0.86405 $64.21 4.0 $10,550.50
0.1 BUY 09/07/2009 00:16 0.86405 09/07/2009 02:35 0.86435 $48.27 3.0 $10,598.77
0.1 SELL 09/07/2009 22:10 0.85840 09/07/2009 23:59 0.85810 $48.99 3.0 $10,647.76
0.1 BUY 13/07/2009 21:00 0.86150 14/07/2009 05:43 0.86115 -$56.83 -3.5 $10,590.93
0.1 BUY 14/07/2009 21:15 0.85535 14/07/2009 21:23 0.85610 $122.40 7.5 $10,713.33
0.1 BUY 14/07/2009 22:07 0.85570 15/07/2009 00:06 0.85605 $57.15 3.5 $10,770.48
0.1 SELL 15/07/2009 00:44 0.85625 15/07/2009 05:55 0.85655 -$49.03 -3.0 $10,721.45
0.1 BUY 15/07/2009 21:10 0.85865 15/07/2009 21:34 0.85925 $98.54 6.0 $10,819.99
0.1 BUY 15/07/2009 22:05 0.85860 16/07/2009 02:30 0.85825 -$57.36 -3.5 $10,762.63

The last two trades in that list took place last night and, wonder of wonders, they do actually bear some resemblance to the two demo trades placed by the copy of FapTurbo Evolution we have running on one of our virtual private servers. The open price of the final trade differs by 2 pips, and possibly as a result of that the trade closed 25 minutes later, but nonetheless the overall outcome of the robot's evening's work was remarkably similar in the two cases; +2.5 pips as opposed to +3.

Next we tried the acid test. How did the original "MetaTrader child's play" model of FapTurbo manage over the same period? Take a look:

FapTurbo makes some money even using MetaTrader!

The shape of the equity curve is certainly not identical to that produced by the latest, greatest and most awfully serious version, but the overall effect is remarkably similar. A net profit of $613.30 compared to $682.03.  Maybe it's not time to send this old joke of a robotic system to the knacker's yard just yet?

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