Commit 899551d0 authored by Ahmad Nemati's avatar Ahmad Nemati

git pu

parent 8317474f
......@@ -15,7 +15,9 @@ let avgProfit = 0
let startt = 30
let baseCompund=100
let baseMeta=0
let baseDrawDown=0
let tempMeta=0
let tempDrawDown=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
......@@ -572,13 +574,18 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
if (data[i].profit>0.1)
{
tempMeta=0
tempDrawDown=0
}
else
{
tempMeta=tempMeta+data[i].profit+0.1
tempDrawDown=tempDrawDown+data[i].drawDown
if (tempMeta < baseMeta)
baseMeta=tempMeta
if (tempDrawDown<baseDrawDown)
baseDrawDown=tempDrawDown
}
if (data[i].side === 'LONG') {
......@@ -971,7 +978,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
drawDown: drawDown,
CompoundPerMonthDrawDown: compoundPerMonth / drawDown,
profitPerMonthDrawDown: Math.abs(profitPerMonth) / drawDown,
maxReseve: newReserv,
maxReseve: baseDrawDown,
maxMeta: baseMeta,
avgReserve: maxReserve / total,
percentage: percentage,
......@@ -1025,6 +1032,8 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
delete opt.levels
delete opt.durDetailText
delete opt.metaDetailText
delete opt.CompoundPerMonthDrawDown
delete opt.profitPerMonthDrawDown
return opt
......
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