Commit 8317474f authored by Ahmad Nemati's avatar Ahmad Nemati

git pu

parent e72fb45e
......@@ -14,6 +14,8 @@ let avgDrawdown = 0
let avgProfit = 0
let startt = 30
let baseCompund=100
let baseMeta=0
let tempMeta=0
//
function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, maxTradeDays, targetPercentage, candlesData, fft, ProfitZeroProfit, fftRunup, ProfitZeroProfitRunup, ProfitZeroDrawDownProfit, ProfitZeroDrawDown, ddPlusRunCount, RunupDrawDownZeroRunupDrawDown, ProfitZeroRunupProfit, ProfitZeroRunupDrawDown, RunUpDrawDownZeroProfit, RunUpDrawDownZeroDrawDownProfit, RunUpDrawDownZeroDrawdown, RunUpDrawDownZeroRunupProfit, RunupZeroRunupDrawDown, RunupZeroProfit, RunupZeroProfitDrawDown, RunupZeroDrawDown, RunupZeroProfitRunup, DrawDownZeroDrawDown, DrawDownnZeroProfit, DrawDownZeroProfitDrawDown, DrawDownZeroProfitRunup, DrawDownZeroRunupDrawDown, ProfitDrawDownZeroDrawDown, ProfitDrawDownZeroProfit, ProfitDrawDownZeroProfitDrawDown, ProfitDrawDownZeroProfitRunup, ProfitDrawDownZeroRunupDrawDown
......@@ -565,7 +567,19 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
continue
allDone++
if (data[i].profit>0.1)
baseCompund=baseCompund+data[i].profit
baseCompund=baseCompund+(data[i].profit-0.1)
if (data[i].profit>0.1)
{
tempMeta=0
}
else
{
tempMeta=tempMeta+data[i].profit+0.1
if (tempMeta < baseMeta)
baseMeta=tempMeta
}
if (data[i].side === 'LONG') {
allLongDone++
......@@ -958,7 +972,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
CompoundPerMonthDrawDown: compoundPerMonth / drawDown,
profitPerMonthDrawDown: Math.abs(profitPerMonth) / drawDown,
maxReseve: newReserv,
maxMeta: maxMeta,
maxMeta: baseMeta,
avgReserve: maxReserve / total,
percentage: percentage,
avgProfitPerDay: newT,
......
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