Our First FapTurbo Evolution Backtest
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:
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:
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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