Grat,
I tested your code for same asset, but got AR around 50 percent only.. please find the data.
Zorro 1.46.3 Trading Automaton
Made with Gamestudio by oP group 2015
2010---2015
myEma3 compiling..........
Test: myEma3 EUR/USD 2010..2015
Read myEma3_EURUSD.par
Monte Carlo Analysis... Median AR 59%
Profit 5385$ MI 78$ DD 1984$ Capital 1868$
Trades 7985 Win 52.0% Avg +7.7p Bars 31
AR 50% PF 1.20 SR 0.82 UI 15% R2 0.00
2015-2016..
Profit 5385$ MI 78$ DD 1984$ Capital 1868$
Trades 7985 Win 52.0% Avg +7.7p Bars 31
AR 50% PF 1.20 SR 0.82 UI 15% R2 0.00
Copied to Clipboard!
myEma3 compiling...........
Test: myEma3 EUR/USD 2015..2016
Read myEma3_EURUSD.par
Monte Carlo Analysis... Median AR 47%
Profit 973$ MI 66$ DD 1523$ Capital 2823$
Trades 1644 Win 54.1% Avg +6.8p Bars 36
AR 28% PF 1.18 SR 0.71 UI 40% R2 0.00