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

git pu

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