On 15 m time frame it did not perform on any settings.
I somewhat missed the performance because I was focused exclusively on the 15 m time frame and I knew it was not working there. So I am glad with the results because the idea here is not to produce EAs and hoping to find the holy grail by chance ;).
The brain trend is a sound system with its limitations.
От EA tests
От EA tests
I will add the results on 1 h time frame and the 4 hour time frame with the same parameters of lenght of 50.
A you can look the results it is typical for trend following system: the % profitable trades is below 50 % but the average profit trade is bigger than the average loss trade.
As you can see 43 % is very good performance for trend following system.
Also the largest gain (77.4) has to be much bigger than the largest loss (-41.10). However you need to see if all the good results are not due to just one trade.
Also it is important to have a look at the consecutive losses. This is also a critical parameter for trend following trading systems.
In the case they are 6. This is a lot but hopefully the consecutive loss (-132.27) is not very high compared to the biggest profit trade (230.39).
What is a bittle bit surprising of this system is the consecutive profit of wins of 4 (398.89). That is surprising for a trend following system. In fact the brain trend is an upgraded trend following system, I would say it is an impulse following system. When the market state get more predictable a persistent it is able to follow it. Check about the market states analysis.
Well this is not much, but this is what we get from Metatrader as statistics.
Now I will add the screen shots:
От EA tests
От EA tests
So you can argue that the data is not big. And yes it is true. The performance of the system is closely related with the predictability of the current market state. I was thinking about a seasonal pattern but I do not find any clue about it.
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