Hi Petko,
Yes, no problem. Here it is:
AUDUSD 37
EURGBP 15
EURJPY 18
EURUSD 21
GBPUSD 21
NZDUSD 22
USDCAD 15
USDCHF 9
USDJPY 13
* I did not include EURCHF since the number of bars available to test were insufficient.
Historical data:
Source of data: Metatrader-Demo
Timeframe: M15
Testing periiod: More or less ending date is at 10/25/19
Bars: 100,000
Strategy Properties:
Lots: 0.01
SL: Always use. Fixed or Trailing. Range: 10-100
TP: Always use. Range: 10-100
Generator settings:
Working minutes: 500
Search best: Net Profit
OOS: 20%
Acceptance Criteria:
Complete Backtest
Min. Backtest Quality: 98
Min. Count of trades: 300
R-squared: 70
Profit factor: 1.2
In-Sample
Profit factor: 1.1
Out-of-sample
Profit factor 1.1
Monte Carlo:
Count of tests: 20
Validated tests: 80%
Monte Carlo tests:
BOTH tests under Strategy Variation
I hope that helps.
Cheers,