Combine three EAs into one in QA and the SQN SCORE is 10.45! No losses all year, is it legendary? (holy grail level)!
SQN score seems to be a cup-and-ball level if it is 7 or higher, but when I combine the backtest results of the three EAs that Ken Shirou is listing, the SQN score becomes 10.45.
The three EAs areStar Wolf,Star Wolf bro,Winning Star.
I have written the following article as well.
BT Star Wolf with a 2-pip spread! Can be used with offshore accounts?!
BT StarWolf bro with a 2-pip spread! Can be used with offshore accounts?!
BT Winning Star with a 2-pip spread! Can be used with offshore accounts?!
Now, please take a look at the result of combining the three backtest results (results up to around May 2019, from 1999 to May 2019).
The SQN score is 10.45, isn’t it?
Net profit is $38,274 and the maximum drawdown is $696.
The recovery factor is 54.
The profit factor is 1.94.
Please also refer to the monthly balance table.
The YTD column on the right being in black indicates the annual balance was positive.
From 1999 to 2019, it was in black, meaning no losses for 20 years.
This table shows that the backtests for Star Wolf and Star Wolf bro ended around May 2019, and Winning Star ended around July, so the 2019 results are partial.
I have combined the backtest results from January 1, 2019 to December 27, 2019, so please take a look.
Even for only 2019, the SQN score is 10.15.
The profit factor is 2.3.
Please also refer to the monthly balance table.
August is in red, but all other months are in black, with only one month of losses.
Even the August loss recovered in about four months.
Star Wolf,Star Wolf bro,Winning Staris written about whether these can be used with offshore accounts; with spreads of 1.5–2 pips, the recovery factor remained above 10 in an upward trend.
If you are considering an EA to run in 2020, please consider including the EAs introduced here in your portfolio.
If you would like to have all three EAs,Ken Shirou, please send a message and I will check with the GoGoJyan staff whether a bundle sale can be arranged.