Commit bdeb3ee0 authored by Ahmad Nemati's avatar Ahmad Nemati

git pu

parent 3973cf6c
...@@ -13,6 +13,7 @@ let avgRunup = 0 ...@@ -13,6 +13,7 @@ let avgRunup = 0
let avgDrawdown = 0 let avgDrawdown = 0
let avgProfit = 0 let avgProfit = 0
let startt = 30 let startt = 30
let baseCompund=100
// //
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
...@@ -249,6 +250,8 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max ...@@ -249,6 +250,8 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
for (let i = 0; i < data.length; i++) { for (let i = 0; i < data.length; i++) {
if (allDonePer < -70) if (allDonePer < -70)
return null return null
if (maxDays > maxTradeDays) if (maxDays > maxTradeDays)
...@@ -561,6 +564,8 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max ...@@ -561,6 +564,8 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
if (runBefore === false) if (runBefore === false)
continue continue
allDone++ allDone++
if (data[i].profit>0.1)
baseCompund=baseCompund+data[i].profit
if (data[i].side === 'LONG') { if (data[i].side === 'LONG') {
allLongDone++ allLongDone++
...@@ -939,9 +944,9 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max ...@@ -939,9 +944,9 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
allLoss: allLoss, allLoss: allLoss,
totalFinal: oldTotalFinal, totalFinal: oldTotalFinal,
totalPlus: totalPlus, totalPlus: totalPlus,
totalCompound: sum, totalCompound: baseCompund,
profitPerMonth: Math.abs(profitPerMonth), profitPerMonth: Math.abs(profitPerMonth),
compoundPerMonth: compoundPerMonth, compoundPerMonth: (baseCompund * dur)/30,
dateString: dateString, dateString: dateString,
runupString: runupString, runupString: runupString,
sideString: sideString, sideString: sideString,
......
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