-
Notifications
You must be signed in to change notification settings - Fork 0
/
forex_pair_info.py
2227 lines (2011 loc) · 89.9 KB
/
forex_pair_info.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
________________________________________________________________________________________________________________________________________________
NZDCAD
0: learn: 37.9664170 total: 263ms remaining: 1.58s
6: learn: 25.3509750 total: 1.77s remaining: 0us
Mean Squared Error: 1100.6479962972116
saved successfully
MAY
NZDCAD Starting date : 2024-05-01
[1, 1, '+1-1', 1, -1, 1, -1, '+1-1', '-1+1', '-1+1', 1, '-1+1', -1, '+1-1', 1, '-1+1', -1, '-1+1', '-1+1', '-1+1', -1, 1]
Sharpe Ratio: 0.11
Pips On Profit Side was : 257.6999999999996
Pips On Loss Side was : 187.80000000000132
accuracy by days 54.54545454545454
accuracy_by_net_gains 57.845117845117635
net profit 69.89999999999827
accuracy by net gains on previous test data 58.38027062809956
accuracy on all test points excluding last 22 points 51.33689839572193
APRIL
NZDCAD Starting date : 2024-04-01
[1, '-1+1', '-1+1', 1, 1, 1, -1, 1, '+1-1', -1, '+1-1', 1, '+1-1', '+1-1', '-1+1', '+1-1', 1, '+1-1', '+1-1', 1, '+1-1', 1]
Sharpe Ratio: 0.14
Pips On Profit Side was : 332.50000000000114
Pips On Loss Side was : 243.50000000000202
accuracy by days 50.0
accuracy_by_net_gains 57.72569444444432
net profit 88.99999999999912
accuracy by net gains on previous test data 58.477437311548094
accuracy on all test points excluding last 22 points 51.515151515151516
MARCH
NZDCAD Starting date : 2024-02-29
['-1+1', -1, 1, '-1+1', 1, '-1+1', '+1-1', '+1-1', '+1-1', 1, -1, '+1-1', '+1-1', -1, '+1-1', -1, '-1+1', -1, -1, -1, '-1+1', -1]
Sharpe Ratio: 0.14
Pips On Profit Side was : 210.8000000000021
Pips On Loss Side was : 141.90000000000146
accuracy by days 50.0
accuracy_by_net_gains 59.7675077969946
net profit 68.90000000000063
accuracy by net gains on previous test data 58.34845220546547
accuracy on all test points excluding last 22 points 51.74825174825175
Iterations: 7
Learning rate: 0.68
Depth: 11
FEB
NZDCAD Starting date : 2024-01-30
[-1, 1, '+1-1', '-1+1', '-1+1', 1, '+1-1', 1, '+1-1', -1, '-1+1', -1, '-1+1', 1, 1, '-1+1', '-1+1', 1, '+1-1', '-1+1', -1, '+1-1']
Sharpe Ratio: -0.03
Pips On Profit Side was : 280.10000000000093
Pips On Loss Side was : 301.5999999999996
accuracy by days 45.45454545454545
accuracy_by_net_gains 48.15196836857499
net profit -21.499999999998693
accuracy by net gains on previous test data 60.36185885467938
accuracy on all test points excluding last 22 points 52.892561983471076
JAN
NZDCAD Starting date : 2023-12-28
['+1-1', -1, '-1+1', '+1-1', 1, 1, '-1+1', '+1-1', 1, 1, -1, '+1-1', -1, -1, -1, '+1-1', '-1+1', '-1+1', -1, -1, '-1+1', -1]
Sharpe Ratio: 0.08
Pips On Profit Side was : 292.40000000000265
Pips On Loss Side was : 244.70000000000323
accuracy by days 54.54545454545454
accuracy_by_net_gains 54.44051387078746
net profit 47.69999999999942
accuracy by net gains on previous test data 61.682165393556986
accuracy on all test points excluding last 22 points 52.52525252525253
DEC
NZDCAD Starting date : 2023-11-27
[1, 1, '+1-1', '-1+1', -1, -1, '-1+1', '-1+1', -1, '-1+1', '-1+1', -1, -1, '-1+1', '-1+1', -1, '-1+1', -1, '-1+1', 1, 1]
Sharpe Ratio: 0.11
Pips On Profit Side was : 278.1000000000011
Pips On Loss Side was : 212.40000000000038
accuracy by days 50.0
accuracy_by_net_gains 56.69724770642207
net profit 65.70000000000073
accuracy by net gains on previous test data 62.956784653078266
accuracy on all test points excluding last 22 points 53.246753246753244
________________________________________________________________________________________________________________________________________________
CADJPY
0: learn: 59.1260778 total: 251ms remaining: 1.51s
6: learn: 47.3032145 total: 1.29s remaining: 0us
Mean Squared Error: 2997.421319664688
saved successfully
MAY
CADJPY Starting date : 2024-05-01
['+1-1', -1, 1, '-1+1', 1, 1, '-1+1', 1, 1, -1, 1, '-1+1', '-1+1', -1, '-1+1', '+1-1', '-1+1', '-1+1', '-1+1', -1, -1, '-1+1']
Sharpe Ratio: 0.18
Pips On Profit Side was : 481.4999999999998
Pips On Loss Side was : 320.0000000000003
accuracy by days 50.0
accuracy_by_net_gains 60.07485963817839
net profit 161.4999999999995
accuracy by net gains on previous test data 58.49667720498098
accuracy on all test points excluding last 22 points 54.54545454545454
APRIL
CADJPY Starting date : 2024-04-01
[-1, 1, '+1-1', -1, '-1+1', '+1-1', 1, '-1+1', '+1-1', 1, '+1-1', '-1+1', '-1+1', 1, '-1+1', 1, 1, '-1+1', '-1+1', -1, 1, -1]
Sharpe Ratio: 0.01
Pips On Profit Side was : 526.1000000000024
Pips On Loss Side was : 506.0000000000002
accuracy by days 50.0
accuracy_by_net_gains 50.973742854374684
net profit 20.100000000002183
accuracy by net gains on previous test data 59.65254413910144
accuracy on all test points excluding last 22 points 55.15151515151515
MARCH
CADJPY Starting date : 2024-02-29
[1, '-1+1', -1, '-1+1', -1, -1, 1, 1, 1, -1, '-1+1', 1, '-1+1', 1, '+1-1', '+1-1', '-1+1', 1, '+1-1', 1, '+1-1', '+1-1']
Sharpe Ratio: 0.17
Pips On Profit Side was : 461.40000000000185
Pips On Loss Side was : 286.2000000000023
accuracy by days 54.54545454545454
accuracy_by_net_gains 61.71749598715881
net profit 175.19999999999953
accuracy by net gains on previous test data 59.39394954604844
accuracy on all test points excluding last 22 points 55.24475524475524
Iterations: 7
Learning rate: 0.38
Depth: 9
FEB
CADJPY Starting date : 2024-01-30
['+1-1', '-1+1', 1, '+1-1', '+1-1', 1, 1, '+1-1', 1, '-1+1', 1, '-1+1', -1, '+1-1', '+1-1', '-1+1', 1, -1, '-1+1', -1, '+1-1', -1]
Sharpe Ratio: 0.10
Pips On Profit Side was : 383.9000000000013
Pips On Loss Side was : 300.79999999999814
accuracy by days 45.45454545454545
accuracy_by_net_gains 56.06835110267294
net profit 83.10000000000315
accuracy by net gains on previous test data 59.82479044861966
accuracy on all test points excluding last 22 points 57.02479338842975
JAN
CADJPY Starting date : 2023-12-29
['-1+1', 1, '-1+1', 1, '+1-1', -1, '+1-1', 1, -1, -1, 1, 1, 1, 1, 1, '+1-1', 1, '+1-1', 1, 1, -1, 1]
Sharpe Ratio: 0.41
Pips On Profit Side was : 711.4000000000019
Pips On Loss Side was : 260.10000000000133
accuracy by days 72.72727272727273
accuracy_by_net_gains 73.22696860524958
net profit 451.3000000000006
accuracy by net gains on previous test data 56.80637982195841
accuracy on all test points excluding last 22 points 53.535353535353536
DEC
CADJPY Starting date : 2023-11-29
[1, '+1-1', -1, -1, '-1+1', -1, 1, 1, -1, '+1-1', 1, 1, '-1+1', '-1+1', -1, '+1-1', 1, '+1-1', 1, -1, -1, '+1-1']
Sharpe Ratio: 0.27
Pips On Profit Side was : 917.7000000000035
Pips On Loss Side was : 454.1000000000025
accuracy by days 63.63636363636363
accuracy_by_net_gains 66.89750692520771
net profit 463.60000000000093
accuracy by net gains on previous test data 52.10075464001627
accuracy on all test points excluding last 22 points 50.649350649350644
________________________________________________________________________________________________________________________________________________
EURCHF
0: learn: 34.6937300 total: 35.8ms remaining: 681ms
19: learn: 29.1529652 total: 533ms remaining: 0us
Mean Squared Error: 869.4553005817658
saved successfully
MAY
EURCHF Starting date : 2024-05-01
[-1, -1, '-1+1', 1, '+1-1', '-1+1', -1, '-1+1', '-1+1', '-1+1', '-1+1', 1, '-1+1', 1, '-1+1', -1, '-1+1', '-1+1', -1, -1, -1, -1]
Sharpe Ratio: 0.16
Pips On Profit Side was : 291.0999999999997
Pips On Loss Side was : 189.39999999999955
accuracy by days 50.0
accuracy_by_net_gains 60.58272632674301
net profit 101.70000000000013
accuracy by net gains on previous test data 61.46368951186862
accuracy on all test points excluding last 22 points 59.35828877005348
APRIL
EURCHF Starting date : 2024-04-01
[1, 1, -1, '+1-1', 1, '+1-1', -1, -1, -1, -1, '-1+1', '-1+1', -1, -1, '-1+1', '-1+1', 1, '+1-1', '+1-1', '+1-1', '-1+1', '-1+1']
Sharpe Ratio: 0.19
Pips On Profit Side was : 336.399999999999
Pips On Loss Side was : 205.79999999999933
accuracy by days 50.0
accuracy_by_net_gains 62.043526374031735
net profit 130.59999999999968
accuracy by net gains on previous test data 61.37910624445093
accuracy on all test points excluding last 22 points 60.60606060606061
MARCH
EURCHF Starting date : 2024-02-29
[1, '-1+1', -1, '-1+1', -1, -1, '-1+1', -1, '-1+1', -1, '-1+1', '-1+1', -1, '-1+1', 1, -1, '-1+1', 1, -1, -1, -1, -1]
Sharpe Ratio: 0.13
Pips On Profit Side was : 301.0999999999986
Pips On Loss Side was : 215.79999999999933
accuracy by days 63.63636363636363
accuracy_by_net_gains 58.25111240085119
net profit 85.29999999999927
accuracy by net gains on previous test data 61.88437499999991
accuracy on all test points excluding last 22 points 60.13986013986013
Iterations: 20
Learning rate: 0.18
Depth: 7
FEB
EURCHF Starting date : 2024-01-30
['+1-1', 1, 1, 1, 1, 1, '+1-1', 1, 1, '-1+1', '-1+1', -1, '-1+1', 1, '-1+1', -1, '-1+1', '-1+1', '-1+1', -1, -1, '-1+1']
Sharpe Ratio: 0.02
Pips On Profit Side was : 205.00000000000077
Pips On Loss Side was : 195.40000000000222
accuracy by days 54.54545454545454
accuracy_by_net_gains 51.198801198801
net profit 9.599999999998545
accuracy by net gains on previous test data 63.41263037576791
accuracy on all test points excluding last 22 points 61.15702479338842
JAN
EURCHF Starting date : 2023-12-29
[1, 1, '+1-1', 1, 1, '+1-1', 1, 1, 1, '+1-1', 1, 1, 1, 1, 1, '-1+1', '+1-1', -1, 1, '+1-1', '+1-1', 1]
Sharpe Ratio: 0.32
Pips On Profit Side was : 326.29999999999717
Pips On Loss Side was : 151.49999999999775
accuracy by days 68.18181818181817
accuracy_by_net_gains 68.29217245709515
net profit 174.79999999999941
accuracy by net gains on previous test data 62.40847618227229
accuracy on all test points excluding last 22 points 59.59595959595959
DEC
EURCHF Starting date : 2023-11-29
['+1-1', -1, 1, -1, '+1-1', 1, '-1+1', -1, '+1-1', '-1+1', 1, -1, -1, -1, -1, -1, -1, 1, 1, '+1-1', -1, -1]
Sharpe Ratio: 0.26
Pips On Profit Side was : 403.19999999999806
Pips On Loss Side was : 208.2000000000006
accuracy by days 72.72727272727273
accuracy_by_net_gains 65.9470068694797
net profit 194.99999999999744
accuracy by net gains on previous test data 61.14359214218891
accuracy on all test points excluding last 22 points 55.84415584415584
________________________________________________________________________________________________________________________________________________
GBPCHF
0: learn: 57.6518792 total: 37.7ms remaining: 452ms
12: learn: 44.8010518 total: 340ms remaining: 0us
Mean Squared Error: 1618.2763692854135
saved successfully
MAY
GBPCHF Starting date : 2024-05-01
[-1, -1, '-1+1', -1, '+1-1', -1, '-1+1', 1, '-1+1', '-1+1', '-1+1', '-1+1', '-1+1', '-1+1', 1, -1, '-1+1', '-1+1', -1, -1, -1, -1]
Sharpe Ratio: 0.23
Pips On Profit Side was : 474.6000000000028
Pips On Loss Side was : 269.3999999999974
accuracy by days 50.0
accuracy_by_net_gains 63.79032258064552
net profit 205.2000000000054
accuracy by net gains on previous test data 63.056745877158804
accuracy on all test points excluding last 22 points 56.14973262032086
APRIL
GBPCHF Starting date : 2024-04-01
['-1+1', '-1+1', -1, -1, '-1+1', -1, -1, '+1-1', -1, -1, '+1-1', '+1-1', '-1+1', -1, 1, 1, 1, 1, '-1+1', '-1+1', '-1+1', -1]
Sharpe Ratio: 0.17
Pips On Profit Side was : 389.2999999999991
Pips On Loss Side was : 242.800000000003
accuracy by days 54.54545454545454
accuracy_by_net_gains 61.58835627274131
net profit 146.4999999999961
accuracy by net gains on previous test data 63.25179674694241
accuracy on all test points excluding last 22 points 56.36363636363636
MARCH
GBPCHF Starting date : 2024-02-29
['-1+1', 1, '+1-1', 1, 1, '-1+1', -1, -1, '-1+1', '-1+1', -1, 1, '+1-1', '-1+1', '-1+1', -1, '-1+1', '-1+1', '-1+1', -1, -1, -1]
Sharpe Ratio: 0.05
Pips On Profit Side was : 309.1999999999984
Pips On Loss Side was : 276.3000000000027
accuracy by days 50.0
accuracy_by_net_gains 52.80956447480748
net profit 32.899999999995714
accuracy by net gains on previous test data 64.71687714169333
accuracy on all test points excluding last 22 points 57.34265734265735
Iterations: 13
Learning rate: 0.42
Depth: 7
FEB
GBPCHF Starting date : 2024-01-30
['+1-1', 1, 1, '+1-1', '-1+1', 1, '+1-1', '-1+1', 1, 1, '+1-1', -1, '-1+1', '-1+1', 1, '+1-1', 1, '-1+1', '-1+1', -1, '+1-1', 1]
Sharpe Ratio: 0.15
Pips On Profit Side was : 371.8000000000044
Pips On Loss Side was : 245.1000000000048
accuracy by days 45.45454545454545
accuracy_by_net_gains 60.26908737234541
net profit 126.69999999999959
accuracy by net gains on previous test data 65.48844271975719
accuracy on all test points excluding last 22 points 59.50413223140496
JAN
GBPCHF Starting date : 2023-12-29
['-1+1', '-1+1', 1, 1, 1, 1, 1, 1, '+1-1', 1, '+1-1', 1, '-1+1', -1, '-1+1', -1, '+1-1', 1, '+1-1', -1, -1]
Sharpe Ratio: 0.05
Pips On Profit Side was : 287.30000000000143
Pips On Loss Side was : 252.6000000000006
accuracy by days 59.09090909090909
accuracy_by_net_gains 53.21355806630864
net profit 34.70000000000084
accuracy by net gains on previous test data 67.6855750422705
accuracy on all test points excluding last 22 points 59.59595959595959
DEC
GBPCHF Starting date : 2023-11-29
['+1-1', '+1-1', -1, -1, -1, 1, 1, '+1-1', -1, -1, 1, -1, -1, '+1-1', '+1-1', '+1-1', '+1-1', '-1+1', '+1-1', -1, -1, -1]
Sharpe Ratio: 0.37
Pips On Profit Side was : 469.00000000000387
Pips On Loss Side was : 182.29999999999745
accuracy by days 59.09090909090909
accuracy_by_net_gains 72.00982650084491
net profit 286.7000000000064
accuracy by net gains on previous test data 66.49471458773795
accuracy on all test points excluding last 22 points 59.74025974025974
________________________________________________________________________________________________________________________________________________
AUDCHF
0: learn: 36.6009360 total: 73.1ms remaining: 1.75s
24: learn: 25.7018986 total: 1.64s remaining: 0us
Mean Squared Error: 675.6662235759557
saved successfully
MAY
AUDCHF Starting date : 2024-05-01
['-1+1', '-1+1', '-1+1', -1, '+1-1', 1, '+1-1', '-1+1', '-1+1', '-1+1', '-1+1', '-1+1', -1, '-1+1', -1, -1, 1, 1, -1, -1, -1, '-1+1']
Sharpe Ratio: 0.06
Pips On Profit Side was : 198.1999999999995
Pips On Loss Side was : 172.49999999999875
accuracy by days 45.45454545454545
accuracy_by_net_gains 53.46641489074736
net profit 25.700000000000756
accuracy by net gains on previous test data 62.297573502436876
accuracy on all test points excluding last 22 points 56.68449197860963
APRIL
AUDCHF Starting date : 2024-04-01
[1, 1, '-1+1', '+1-1', '-1+1', '-1+1', -1, '-1+1', '+1-1', '+1-1', '+1-1', '-1+1', '+1-1', -1, 1, 1, '-1+1', '-1+1', '-1+1', '-1+1', -1, '-1+1']
Sharpe Ratio: -0.10
Pips On Profit Side was : 222.699999999999
Pips On Loss Side was : 280.70000000000147
accuracy by days 31.818181818181817
accuracy_by_net_gains 44.23917361938792
net profit -58.00000000000247
accuracy by net gains on previous test data 65.04165660468477
accuracy on all test points excluding last 22 points 60.0
MARCH
AUDCHF Starting date : 2024-02-29
[1, -1, -1, 1, '-1+1', '-1+1', '+1-1', -1, 1, -1, -1, '-1+1', '+1-1', 1, '-1+1', -1, 1, '-1+1', -1, -1, '+1-1', 1]
Sharpe Ratio: 0.24
Pips On Profit Side was : 301.3999999999994
Pips On Loss Side was : 165.4000000000011
accuracy by days 63.63636363636363
accuracy_by_net_gains 64.56726649528686
net profit 135.9999999999983
accuracy by net gains on previous test data 65.11946591707654
accuracy on all test points excluding last 22 points 59.44055944055944
Iterations: 25
Learning rate: 0.25
Depth: 7
FEB
AUDCHF Starting date : 2024-01-30
[-1, -1, 1, 1, 1, '-1+1', -1, 1, '-1+1', 1, '-1+1', '+1-1', '-1+1', 1, 1, -1, 1, 1, -1, '+1-1', -1, 1]
Sharpe Ratio: 0.57
Pips On Profit Side was : 319.39999999999856
Pips On Loss Side was : 82.60000000000156
accuracy by days 72.72727272727273
accuracy_by_net_gains 79.45273631840757
net profit 236.799999999997
accuracy by net gains on previous test data 62.76186579378064
accuracy on all test points excluding last 22 points 57.02479338842975
JAN
AUDCHF Starting date : 2023-12-28
[-1, 1, '+1-1', '+1-1', 1, '+1-1', 1, 1, '+1-1', '-1+1', '+1-1', -1, -1, 1, 1, '+1-1', 1, -1, 1, '+1-1', 1, '+1-1']
Sharpe Ratio: 0.36
Pips On Profit Side was : 279.89999999999736
Pips On Loss Side was : 106.69999999999735
accuracy by days 59.09090909090909
accuracy_by_net_gains 72.4004138644597
net profit 173.20000000000002
accuracy by net gains on previous test data 60.950714494021504
accuracy on all test points excluding last 22 points 56.56565656565656
DEC
AUDCHF Starting date : 2023-11-27
[1, -1, -1, '-1+1', '+1-1', -1, '+1-1', 1, 1, '+1-1', -1, '-1+1', '-1+1', '-1+1', -1, '-1+1', -1, '-1+1', -1, '-1+1', -1, -1]
Sharpe Ratio: 0.19
Pips On Profit Side was : 298.8999999999975
Pips On Loss Side was : 182.90000000000032
accuracy by days 54.54545454545454
accuracy_by_net_gains 62.038190120381664
net profit 115.99999999999716
accuracy by net gains on previous test data 60.61817720233561
accuracy on all test points excluding last 22 points 57.14285714285714
________________________________________________________________________________________________________________________________________________
CADCHF
0: learn: 34.9647583 total: 50.6ms remaining: 658ms
13: learn: 31.1111374 total: 451ms remaining: 0us
Mean Squared Error: 534.9642462975739
saved successfully
MAY
CADCHF Starting date : 2024-05-01
['+1-1', -1, '-1+1', -1, '-1+1', 1, '-1+1', -1, -1, '-1+1', 1, '-1+1', -1, '-1+1', '+1-1', 1, '-1+1', -1, -1, -1, '-1+1']
Sharpe Ratio: 0.23
Pips On Profit Side was : 242.90000000000148
Pips On Loss Side was : 135.29999999999933
accuracy by days 50.0
accuracy_by_net_gains 64.22527763088338
net profit 107.60000000000215
accuracy by net gains on previous test data 58.610907759882814
accuracy on all test points excluding last 22 points 54.01069518716578
APRIL
CADCHF Starting date : 2024-04-01
['-1+1', '+1-1', '+1-1', -1, '-1+1', -1, '-1+1', -1, -1, -1, -1, '-1+1', '-1+1', '+1-1', 1, 1, '-1+1', 1, 1, -1, '-1+1', '+1-1']
Sharpe Ratio: 0.07
Pips On Profit Side was : 192.6999999999979
Pips On Loss Side was : 162.70000000000115
accuracy by days 50.0
accuracy_by_net_gains 54.22059651097311
net profit 29.99999999999676
accuracy by net gains on previous test data 59.14471433458773
accuracy on all test points excluding last 22 points 54.54545454545454
MARCH
CADCHF Starting date : 2024-02-29
['+1-1', '-1+1', -1, '-1+1', -1, '+1-1', 1, '+1-1', 1, '-1+1', -1, '-1+1', '+1-1', 1, 1, '+1-1', 1, '-1+1', '-1+1', -1, -1, '-1+1']
Sharpe Ratio: -0.05
Pips On Profit Side was : 181.9999999999988
Pips On Loss Side was : 206.19999999999973
accuracy by days 45.45454545454545
accuracy_by_net_gains 46.883049974239945
net profit -24.200000000000927
accuracy by net gains on previous test data 61.02256588290991
accuracy on all test points excluding last 22 points 55.94405594405595
Iterations: 14
Learning rate: 0.2
Depth: 7
FEB
CADCHF Starting date : 2024-01-30
[-1, -1, 1, -1, '-1+1', 1, '-1+1', '-1+1', 1, '-1+1', -1, -1, '+1-1', 1, -1, '+1-1', '-1+1', '+1-1', -1, -1, -1, '-1+1']
Sharpe Ratio: 0.15
Pips On Profit Side was : 191.0999999999996
Pips On Loss Side was : 127.80000000000013
accuracy by days 59.09090909090909
accuracy_by_net_gains 59.924741298212524
net profit 63.29999999999947
accuracy by net gains on previous test data 61.18055868947157
accuracy on all test points excluding last 22 points 55.371900826446286
JAN
CADCHF Starting date : 2023-12-28
[-1, '-1+1', -1, 1, '+1-1', '+1-1', '-1+1', -1, 1, '+1-1', 1, '-1+1', '-1+1', '-1+1', 1, -1, '-1+1', -1, 1, '+1-1', '-1+1', '-1+1']
Sharpe Ratio: 0.16
Pips On Profit Side was : 274.9999999999986
Pips On Loss Side was : 174.30000000000058
accuracy by days 45.45454545454545
accuracy_by_net_gains 61.20632094368999
net profit 100.699999999998
accuracy by net gains on previous test data 61.17400656628556
accuracy on all test points excluding last 22 points 57.57575757575758
DEC
CADCHF Starting date : 2023-11-27
[1, -1, 1, -1, 1, '+1-1', -1, '+1-1', 1, '+1-1', '+1-1', 1, 1, 1, -1, '+1-1', '+1-1', -1, '+1-1', 1, '+1-1', 1]
Sharpe Ratio: 0.18
Pips On Profit Side was : 264.10000000000156
Pips On Loss Side was : 156.60000000000005
accuracy by days 63.63636363636363
accuracy_by_net_gains 62.77632517233196
net profit 107.5000000000015
accuracy by net gains on previous test data 60.67315550932466
accuracy on all test points excluding last 22 points 55.84415584415584
________________________________________________________________________________________________________________________________________________
EURGBP
0: learn: 34.9382172 total: 130ms remaining: 1.69s
13: learn: 27.8902991 total: 1.3s remaining: 0us
Mean Squared Error: 360.29454127034234
saved successfully
MAY
EURGBP Starting date : 2024-05-01
[1, 1, '+1-1', 1, 1, 1, '+1-1', -1, 1, '+1-1', '+1-1', '+1-1', -1, '+1-1', -1, 1, '+1-1', '+1-1', 1, '+1-1', 1, 1]
Sharpe Ratio: 0.24
Pips On Profit Side was : 136.29999999999922
Pips On Loss Side was : 72.89999999999908
accuracy by days 59.09090909090909
accuracy_by_net_gains 65.15296367112828
net profit 63.400000000000134
accuracy by net gains on previous test data 59.498091740476724
accuracy on all test points excluding last 22 points 55.080213903743314
APRIL
EURGBP Starting date : 2024-04-01
[1, 1, 1, 1, '-1+1', -1, 1, '+1-1', 1, '+1-1', 1, 1, '+1-1', 1, '-1+1', -1, '+1-1', '+1-1', -1, -1, '-1+1', 1]
Sharpe Ratio: 0.32
Pips On Profit Side was : 211.50000000000003
Pips On Loss Side was : 89.60000000000079
accuracy by days 63.63636363636363
accuracy_by_net_gains 70.2424443706408
net profit 121.89999999999924
accuracy by net gains on previous test data 58.191656907482994
accuracy on all test points excluding last 22 points 53.939393939393945
MARCH
EURGBP Starting date : 2024-02-29
[1, '+1-1', -1, 1, '+1-1', '+1-1', 1, 1, 1, '+1-1', 1, '+1-1', 1, 1, 1, '+1-1', '+1-1', 1, '+1-1', -1, '+1-1', 1]
Sharpe Ratio: 0.15
Pips On Profit Side was : 169.00000000000136
Pips On Loss Side was : 113.9000000000001
accuracy by days 59.09090909090909
accuracy_by_net_gains 59.7384234711914
net profit 55.10000000000126
accuracy by net gains on previous test data 57.992158293061024
accuracy on all test points excluding last 22 points 53.14685314685315
Iterations: 14
Learning rate: 0.18
Depth: 9
FEB
EURGBP Starting date : 2024-01-30
[-1, 1, 1, '-1+1', '+1-1', '+1-1', 1, '+1-1', '+1-1', -1, 1, 1, 1, 1, 1, '+1-1', '+1-1', -1, 1, -1, 1, -1]
Sharpe Ratio: 0.21
Pips On Profit Side was : 165.60000000000127
Pips On Loss Side was : 94.7000000000009
accuracy by days 68.18181818181817
accuracy_by_net_gains 63.61890126776791
net profit 70.90000000000038
accuracy by net gains on previous test data 57.23449381821947
accuracy on all test points excluding last 22 points 50.413223140495866
JAN
EURGBP Starting date : 2023-12-28
['+1-1', '-1+1', -1, 1, -1, '+1-1', 1, 1, '+1-1', -1, 1, 1, -1, -1, '-1+1', '+1-1', '+1-1', '+1-1', '+1-1', 1, -1, 1]
Sharpe Ratio: 0.31
Pips On Profit Side was : 228.2999999999991
Pips On Loss Side was : 109.00000000000131
accuracy by days 59.09090909090909
accuracy_by_net_gains 67.68455380966464
net profit 119.2999999999978
accuracy by net gains on previous test data 55.02569244266208
accuracy on all test points excluding last 22 points 48.484848484848484
DEC
EURGBP Starting date : 2023-11-27
['+1-1', -1, '+1-1', -1, 1, '+1-1', -1, 1, 1, '+1-1', '-1+1', 1, '+1-1', -1, 1, '+1-1', '-1+1', 1, '+1-1', '-1+1', '+1-1', 1]
Sharpe Ratio: 0.23
Pips On Profit Side was : 227.80000000000132
Pips On Loss Side was : 120.49999999999784
accuracy by days 50.0
accuracy_by_net_gains 65.40338788400858
net profit 107.30000000000348
accuracy by net gains on previous test data 52.12825651302602
accuracy on all test points excluding last 22 points 48.05194805194805
________________________________________________________________________________________________________________________________________________
NZDCHF
0: learn: 32.6854147 total: 36.7ms remaining: 770ms
21: learn: 14.5434326 total: 484ms remaining: 0us
Mean Squared Error: 846.6401106937412
saved successfully
MAY
NZDCHF Starting date : 2024-05-01
[1, 1, 1, '-1+1', '-1+1', '-1+1', '+1-1', 1, 1, 1, '-1+1', '-1+1', -1, -1, '-1+1', -1, '-1+1', 1, -1, '+1-1', -1, 1]
Sharpe Ratio: 0.09
Pips On Profit Side was : 208.49999999999923
Pips On Loss Side was : 162.4999999999999
accuracy by days 59.09090909090909
accuracy_by_net_gains 56.19946091644198
net profit 45.999999999999346
accuracy by net gains on previous test data 59.67405289492499
accuracy on all test points excluding last 22 points 54.54545454545454
APRIL
NZDCHF Starting date : 2024-04-01
[1, 1, '-1+1', '+1-1', 1, 1, -1, '-1+1', '+1-1', -1, -1, '-1+1', '+1-1', '+1-1', '-1+1', '-1+1', '-1+1', '+1-1', 1, 1, -1, 1]
Sharpe Ratio: 0.14
Pips On Profit Side was : 232.70000000000124
Pips On Loss Side was : 164.80000000000047
accuracy by days 50.0
accuracy_by_net_gains 58.54088050314471
net profit 67.90000000000077
accuracy by net gains on previous test data 59.81935483870973
accuracy on all test points excluding last 22 points 55.15151515151515
MARCH
NZDCHF Starting date : 2024-02-29
['-1+1', '+1-1', -1, 1, '-1+1', 1, '+1-1', -1, 1, '-1+1', -1, 1, -1, '-1+1', 1, -1, 1, 1, 1, '+1-1', 1, '+1-1']
Sharpe Ratio: 0.43
Pips On Profit Side was : 302.0000000000023
Pips On Loss Side was : 101.6000000000017
accuracy by days 63.63636363636363
accuracy_by_net_gains 74.82656095143689
net profit 200.40000000000057
accuracy by net gains on previous test data 57.57306037679874
accuracy on all test points excluding last 22 points 53.84615384615385
Iterations: 22
Learning rate: 0.77
Depth: 7
FEB
NZDCHF Starting date : 2024-01-30
[-1, '-1+1', '+1-1', '-1+1', '-1+1', '-1+1', '+1-1', 1, -1, '-1+1', '-1+1', -1, '-1+1', 1, '-1+1', '+1-1', 1, 1, -1, '+1-1', -1, 1]
Sharpe Ratio: 0.15
Pips On Profit Side was : 257.3000000000003
Pips On Loss Side was : 177.60000000000218
accuracy by days 45.45454545454545
accuracy_by_net_gains 59.16302598298433
net profit 79.69999999999811
accuracy by net gains on previous test data 57.26730046429375
accuracy on all test points excluding last 22 points 55.371900826446286
JAN
NZDCHF Starting date : 2023-12-28
[-1, -1, -1, -1, '-1+1', '+1-1', 1, -1, 1, 1, '+1-1', -1, '+1-1', 1, '-1+1', -1, 1, -1, 1, -1, 1, '-1+1']
Sharpe Ratio: 0.84
Pips On Profit Side was : 327.4999999999984
Pips On Loss Side was : 42.299999999998455
accuracy by days 72.72727272727273
accuracy_by_net_gains 88.56138453217987
net profit 285.19999999999993
accuracy by net gains on previous test data 51.149759475604085
accuracy on all test points excluding last 22 points 51.515151515151516
DEC
NZDCHF Starting date : 2023-11-27
[1, '+1-1', '-1+1', 1, -1, -1, 1, '-1+1', -1, -1, '+1-1', 1, '-1+1', 1, '+1-1', '-1+1', '+1-1', 1, '-1+1', 1, '+1-1', 1]
Sharpe Ratio: -0.06
Pips On Profit Side was : 151.7000000000013
Pips On Loss Side was : 176.79999999999922
accuracy by days 54.54545454545454
accuracy_by_net_gains 46.179604261796364
net profit -25.09999999999792
accuracy by net gains on previous test data 52.194216990788235
accuracy on all test points excluding last 22 points 50.649350649350644
________________________________________________________________________________________________________________________________________________
GBPCAD
0: learn: 77.0494879 total: 103ms remaining: 1.23s
12: learn: 64.6117870 total: 921ms remaining: 0us
Mean Squared Error: 2986.066449305437
saved successfully
MAY
GBPCAD Starting date : 2024-05-01
[-1, '-1+1', '+1-1', '-1+1', -1, -1, '+1-1', 1, 1, 1, -1, 1, 1, '-1+1', '-1+1', '-1+1', -1, '-1+1', '-1+1', '-1+1', -1, -1]
Sharpe Ratio: 0.30
Pips On Profit Side was : 395.89999999999793
Pips On Loss Side was : 178.2999999999979
accuracy by days 54.54545454545454
accuracy_by_net_gains 68.94810170672253
net profit 217.60000000000002
accuracy by net gains on previous test data 59.16812912622527
accuracy on all test points excluding last 22 points 54.01069518716578
APRIL
GBPCAD Starting date : 2024-04-01
['-1+1', '-1+1', 1, 1, '-1+1', '-1+1', '+1-1', '-1+1', -1, 1, '-1+1', -1, '+1-1', -1, '+1-1', 1, '-1+1', '-1+1', '+1-1', 1, 1, '-1+1']
Sharpe Ratio: 0.04
Pips On Profit Side was : 476.2000000000044
Pips On Loss Side was : 425.8999999999968
accuracy by days 40.909090909090914
accuracy_by_net_gains 52.78793925285486
net profit 50.30000000000763
accuracy by net gains on previous test data 59.938187364534045
accuracy on all test points excluding last 22 points 55.757575757575765
MARCH
GBPCAD Starting date : 2024-02-29
['-1+1', '-1+1', '-1+1', -1, '-1+1', '-1+1', -1, -1, -1, 1, -1, -1, '-1+1', -1, -1, '-1+1', '-1+1', '+1-1', -1, -1, '+1-1', -1]
Sharpe Ratio: 0.10
Pips On Profit Side was : 468.299999999997
Pips On Loss Side was : 358.89999999999753
accuracy by days 54.54545454545454
accuracy_by_net_gains 56.61266924564797
net profit 109.39999999999947
accuracy by net gains on previous test data 60.35203851361519
accuracy on all test points excluding last 22 points 55.94405594405595
Iterations: 13
Learning rate: 0.25
Depth: 8
FEB
GBPCAD Starting date : 2024-01-30
[1, '-1+1', -1, -1, 1, '-1+1', -1, '-1+1', '+1-1', '-1+1', -1, -1, 1, '+1-1', '-1+1', -1, 1, 1, 1, '-1+1', '-1+1', -1]
Sharpe Ratio: 0.17
Pips On Profit Side was : 417.80000000000376
Pips On Loss Side was : 273.300000000003
accuracy by days 59.09090909090909
accuracy_by_net_gains 60.45434814064531
net profit 144.50000000000074
accuracy by net gains on previous test data 60.34016689333269
accuracy on all test points excluding last 22 points 55.371900826446286
JAN
GBPCAD Starting date : 2023-12-28
['-1+1', '+1-1', 1, 1, 1, 1, 1, 1, 1, '-1+1', -1, -1, '-1+1', '-1+1', -1, '-1+1', -1, 1, -1, '+1-1', '+1-1', '+1-1']
Sharpe Ratio: 0.26
Pips On Profit Side was : 673.0000000000016
Pips On Loss Side was : 357.89999999999986
accuracy by days 59.09090909090909
accuracy_by_net_gains 65.2827626345912
net profit 315.1000000000017
accuracy by net gains on previous test data 59.30558375634519
accuracy on all test points excluding last 22 points 54.54545454545454
DEC
GBPCAD Starting date : 2023-11-27
['-1+1', 1, -1, 1, -1, 1, -1, 1, -1, '+1-1', 1, '+1-1', 1, -1, '+1-1', 1, '+1-1', '+1-1', '+1-1', -1, 1, '+1-1']
Sharpe Ratio: 0.50
Pips On Profit Side was : 897.7000000000036
Pips On Loss Side was : 258.8999999999997
accuracy by days 63.63636363636363
accuracy_by_net_gains 77.61542452014534
net profit 638.8000000000038
accuracy by net gains on previous test data 53.68591444644941
accuracy on all test points excluding last 22 points 51.94805194805194
________________________________________________________________________________________________________________________________________________
CHFJPY
0: learn: 67.4399328 total: 84.3ms remaining: 1.69s
20: learn: 25.1006476 total: 1.17s remaining: 0us
Mean Squared Error: 6899.181007197513
saved successfully
MAY
CHFJPY Starting date : 2024-05-01
['+1-1', '-1+1', 1, 1, '-1+1', '-1+1', 1, 1, 1, '+1-1', '+1-1', '+1-1', '-1+1', -1, -1, 1, '+1-1', 1, 1, 1, 1, 1]
Sharpe Ratio: 0.20
Pips On Profit Side was : 561.099999999999
Pips On Loss Side was : 344.30000000000405
accuracy by days 59.09090909090909
accuracy_by_net_gains 61.972608791693965
net profit 216.79999999999495
accuracy by net gains on previous test data 61.420270569971166
accuracy on all test points excluding last 22 points 55.61497326203209
APRIL
CHFJPY Starting date : 2024-04-01
['+1-1', '-1+1', '+1-1', 1, '+1-1', '-1+1', -1, 1, -1, 1, '-1+1', 1, -1, 1, -1, '+1-1', '+1-1', 1, 1, -1, '+1-1', -1]
Sharpe Ratio: 0.41
Pips On Profit Side was : 1145.6999999999964
Pips On Loss Side was : 306.89999999999884
accuracy by days 59.09090909090909
accuracy_by_net_gains 78.8723667905824
net profit 838.7999999999976
accuracy by net gains on previous test data 58.83868471165697
accuracy on all test points excluding last 22 points 55.15151515151515
MARCH
CHFJPY Starting date : 2024-02-29
['-1+1', 1, '+1-1', -1, -1, -1, '+1-1', 1, '+1-1', '+1-1', '-1+1', '+1-1', 1, '-1+1', '+1-1', '+1-1', -1, -1, -1, '-1+1', 1, '+1-1']
Sharpe Ratio: 0.05
Pips On Profit Side was : 661.099999999999
Pips On Loss Side was : 583.2999999999998
accuracy by days 45.45454545454545
accuracy_by_net_gains 53.1260045001607
net profit 77.79999999999916
accuracy by net gains on previous test data 59.66765786251532
accuracy on all test points excluding last 22 points 56.64335664335665
Iterations: 21
Learning rate: 0.75
Depth: 8
FEB
CHFJPY Starting date : 2024-01-30
['+1-1', '-1+1', '-1+1', -1, '+1-1', -1, 1, -1, -1, '+1-1', -1, '-1+1', '-1+1', '+1-1', -1, '-1+1', '-1+1', -1, 1, 1, '-1+1', -1]
Sharpe Ratio: 0.06
Pips On Profit Side was : 541.500000000002
Pips On Loss Side was : 450.99999999999625
accuracy by days 50.0
accuracy_by_net_gains 54.559193954660245
net profit 90.5000000000058
accuracy by net gains on previous test data 60.33627851773704
accuracy on all test points excluding last 22 points 57.85123966942148
JAN
CHFJPY Starting date : 2023-12-28
[1, '+1-1', 1, '-1+1', -1, -1, '+1-1', '-1+1', '+1-1', '+1-1', 1, 1, 1, -1, '-1+1', -1, 1, '-1+1', -1, 1, '+1-1', '-1+1']
Sharpe Ratio: 0.00
Pips On Profit Side was : 647.1000000000032
Pips On Loss Side was : 641.700000000003
accuracy by days 54.54545454545454
accuracy_by_net_gains 50.20949720670392
net profit 5.400000000000205
accuracy by net gains on previous test data 62.40983762829272
accuracy on all test points excluding last 22 points 58.58585858585859
DEC
CHFJPY Starting date : 2023-11-27
['+1-1', '-1+1', 1, '+1-1', -1, '+1-1', 1, -1, '+1-1', 1, '+1-1', -1, '+1-1', '+1-1', '-1+1', 1, -1, -1, 1, 1, '-1+1', -1]
Sharpe Ratio: 0.32
Pips On Profit Side was : 1434.3999999999996
Pips On Loss Side was : 587.700000000001
accuracy by days 54.54545454545454
accuracy_by_net_gains 70.93615548192469
net profit 846.6999999999987
accuracy by net gains on previous test data 58.37410172982841
accuracy on all test points excluding last 22 points 59.74025974025974
________________________________________________________________________________________________________________________________________________
AUDCAD
0: learn: 40.2654485 total: 110ms remaining: 2.42s
22: learn: 28.5313411 total: 1.05s remaining: 0us
Mean Squared Error: 1085.158635532617
saved successfully
MAY
AUDCAD Starting date : 2024-05-01
[1, '-1+1', 1, '-1+1', -1, '-1+1', -1, 1, '-1+1', 1, -1, '-1+1', -1, '-1+1', -1, 1, -1, '-1+1', '-1+1', -1, 1, -1]
Sharpe Ratio: 0.15
Pips On Profit Side was : 245.90000000000225
Pips On Loss Side was : 163.80000000000172
accuracy by days 63.63636363636363
accuracy_by_net_gains 60.01952648279225
net profit 82.10000000000053
accuracy by net gains on previous test data 59.859112529351535
accuracy on all test points excluding last 22 points 60.962566844919785
APRIL
AUDCAD Starting date : 2024-04-01
[1, '-1+1', '-1+1', '-1+1', '-1+1', 1, -1, 1, -1, -1, -1, '-1+1', '+1-1', -1, 1, '-1+1', '-1+1', -1, 1, '-1+1', -1, '-1+1']
Sharpe Ratio: 0.11
Pips On Profit Side was : 398.20000000000084
Pips On Loss Side was : 306.8999999999989
accuracy by days 54.54545454545454
accuracy_by_net_gains 56.47425897035896
net profit 91.30000000000194
accuracy by net gains on previous test data 60.41705629324849
accuracy on all test points excluding last 22 points 61.81818181818181
MARCH
AUDCAD Starting date : 2024-02-29
[1, -1, -1, 1, 1, 1, '+1-1', -1, 1, '+1-1', '+1-1', '+1-1', '+1-1', '-1+1', 1, -1, '-1+1', -1, '+1-1', -1, '+1-1', -1]
Sharpe Ratio: 0.22
Pips On Profit Side was : 238.09999999999664
Pips On Loss Side was : 139.19999999999933
accuracy by days 59.09090909090909
accuracy_by_net_gains 63.10628147362819
net profit 98.8999999999973
accuracy by net gains on previous test data 60.156911006845604
accuracy on all test points excluding last 22 points 62.23776223776224
Iterations: 23
Learning rate: 0.25
Depth: 8
FEB
AUDCAD Starting date : 2024-01-30
[-1, -1, -1, 1, '-1+1', '+1-1', '+1-1', 1, '-1+1', '+1-1', 1, -1, 1, 1, '-1+1', '+1-1', '+1-1', 1, '+1-1', 1, -1, 1]
Sharpe Ratio: 0.13
Pips On Profit Side was : 278.1
Pips On Loss Side was : 206.79999999999922
accuracy by days 59.09090909090909
accuracy_by_net_gains 57.352031346669506
net profit 71.30000000000081
accuracy by net gains on previous test data 60.55513263453762
accuracy on all test points excluding last 22 points 62.8099173553719
JAN
AUDCAD Starting date : 2023-12-28
[-1, -1, -1, -1, '-1+1', '-1+1', '+1-1', 1, -1, 1, -1, -1, -1, '-1+1', -1, '+1-1', '-1+1', 1, -1, -1, '-1+1', -1]
Sharpe Ratio: 0.58
Pips On Profit Side was : 333.500000000001
Pips On Loss Side was : 78.70000000000154
accuracy by days 68.18181818181817
accuracy_by_net_gains 80.90732654051406
net profit 254.7999999999995
accuracy by net gains on previous test data 57.76172083111343
accuracy on all test points excluding last 22 points 61.61616161616161
DEC
AUDCAD Starting date : 2023-11-27
[1, -1, -1, '-1+1', -1, -1, -1, '-1+1', -1, -1, '+1-1', '-1+1', -1, -1, '-1+1', 1, -1, 1, -1, -1, 1, '+1-1']
Sharpe Ratio: 0.24
Pips On Profit Side was : 459.39999999999765
Pips On Loss Side was : 257.1000000000001
accuracy by days 72.72727272727273
accuracy_by_net_gains 64.11723656664327
net profit 202.29999999999757
accuracy by net gains on previous test data 55.77032404775441
accuracy on all test points excluding last 22 points 58.44155844155844
________________________________________________________________________________________________________________________________________________
USDJPY
0: learn: 70.4186142 total: 813ms remaining: 1.63s
2: learn: 65.9572596 total: 2.01s remaining: 0us
Mean Squared Error: 6107.159143442258
MAY
USDJPY Starting date : 2024-05-01
['+1-1', '+1-1', 1, 1, 1, '+1-1', 1, 1, 1, -1, '-1+1', 1, 1, '+1-1', 1, 1, '+1-1', -1, '-1+1', '-1+1', -1, '-1+1']
Sharpe Ratio: 0.31
Pips On Profit Side was : 753.7999999999982
Pips On Loss Side was : 353.3000000000044
accuracy by days 59.09090909090909
accuracy_by_net_gains 68.08779694697827
net profit 400.49999999999386
accuracy by net gains on previous test data 62.900529525481666
accuracy on all test points excluding last 22 points 56.68449197860963
APRIL
USDJPY Starting date : 2024-04-01
['+1-1', 1, -1, 1, 1, '+1-1', 1, 1, '+1-1', 1, 1, '+1-1', 1, '+1-1', '-1+1', '+1-1', '-1+1', 1, 1, -1, 1, -1]
Sharpe Ratio: 0.59
Pips On Profit Side was : 1376.400000000004
Pips On Loss Side was : 131.40000000000498
accuracy by days 63.63636363636363
accuracy_by_net_gains 91.28531635495398
net profit 1244.999999999999
accuracy by net gains on previous test data 58.248459222382856
accuracy on all test points excluding last 22 points 55.757575757575765
MARCH
USDJPY Starting date : 2024-02-29
['-1+1', 1, '+1-1', -1, '+1-1', '+1-1', '+1-1', 1, 1, 1, 1, 1, 1, 1, 1, '+1-1', '+1-1', 1, '+1-1', 1, '+1-1', 1]
Sharpe Ratio: 0.22
Pips On Profit Side was : 631.6000000000031
Pips On Loss Side was : 345.09999999999934
accuracy by days 59.09090909090909
accuracy_by_net_gains 64.66673492372288
net profit 286.50000000000375
accuracy by net gains on previous test data 57.48613678373382
accuracy on all test points excluding last 22 points 55.24475524475524
Iterations: 3
Learning rate: 0.2
Depth: 12
FEB
USDJPY Starting date : 2024-01-30
['+1-1', '+1-1', 1, 1, '+1-1', 1, 1, '+1-1', 1, 1, '+1-1', '+1-1', 1, '+1-1', '+1-1', 1, 1, '+1-1', 1, '+1-1', 1, '+1-1']
Sharpe Ratio: 0.16
Pips On Profit Side was : 630.6000000000012
Pips On Loss Side was : 394.0000000000026
accuracy by days 50.0
accuracy_by_net_gains 61.54596915869597
net profit 236.59999999999854
accuracy by net gains on previous test data 56.90828772261274
accuracy on all test points excluding last 22 points 56.19834710743802
JAN
USDJPY Starting date : 2023-12-29
['+1-1', 1, 1, 1, '+1-1', '+1-1', 1, '-1+1', '+1-1', '+1-1', 1, 1, 1, '+1-1', '+1-1', 1, '-1+1', '+1-1', 1, 1, -1, 1]
Sharpe Ratio: 0.31
Pips On Profit Side was : 868.0999999999983
Pips On Loss Side was : 387.3999999999967
accuracy by days 54.54545454545454
accuracy_by_net_gains 69.14376742333745
net profit 480.70000000000164
accuracy by net gains on previous test data 54.32350120307584
accuracy on all test points excluding last 22 points 56.56565656565656
DEC
USDJPY Starting date : 2023-11-29
[1, '+1-1', 1, '+1-1', 1, -1, 1, 1, '+1-1', '+1-1', '+1-1', 1, 1, 1, '+1-1', '+1-1', 1, '+1-1', 1, '+1-1', '+1-1', '+1-1']
Sharpe Ratio: 0.01
Pips On Profit Side was : 913.0000000000052
Pips On Loss Side was : 898.2000000000028
accuracy by days 50.0
accuracy_by_net_gains 50.40856890459371
net profit 14.800000000002456
accuracy by net gains on previous test data 56.039594375468894
accuracy on all test points excluding last 22 points 58.44155844155844
________________________________________________________________________________________________________________________________________________
EURNZD