Comparing Demo Performance with Live Performance.

Aug 02, 2010 at 11:33
3,198 Visa
36 Replies
Medlem sedan Apr 20, 2010   814 inlägg
Aug 02, 2010 at 11:33 (redigerad Aug 02, 2010 at 11:45)
How much toleration of ROI you will get from Demo to Real Account ?

Are you always skeptic that Demo will not perform same as Real ?

Let's do some monitoring on how demo and real account will have different.

<a href='https://www.myfxbook.com/members/ForexSeeker/i-kill-you-later-2/28333'><img src='https://www.myfxbook.com/widgets/28333/large.jpg'/></a>
<a href='https://www.myfxbook.com/members/ForexSeeker/i-kill-you-later-2/28333'><img src='https://www.myfxbook.com/widget?id=28333&type=2&color=purple'/></a>

<a href='https://www.myfxbook.com/members/ForexSeeker/alpari-sf-kb5/38628'><img src='https://www.myfxbook.com/widgets/38628/large.jpg'/></a>
<a href='https://www.myfxbook.com/members/ForexSeeker/alpari-sf-kb5/38628'><img src='https://www.myfxbook.com/widget?id=38628&type=2&color=red'/></a>


Strategy of EA :
Tight scalping with martingale lot size management, trigger base on sensitive indicator like stochastic.
So you might find sometime this Acc has less trade as the data feed of stochastic just past and not extra trade trigger.
While the other Acc might still indicating a crossing stochastic value and keep open till max 6 trade.

This is a very sensitive EA where you should get some high toleration of percentage difference probably about 10% if nothing extraordinary case happened like platform crash, no connection, login to account fails, extra....




Information is Gold when come to organised.
Medlem sedan Apr 20, 2010   814 inlägg
Aug 02, 2010 at 12:24 (redigerad Aug 02, 2010 at 12:40)
Other Demo with Risk 40 and Risk 20 of ' Kill Bill 5'

---------- Risk 40 -------------------------- Risk 20 --------------------------- Risk 20 ------------
<a href='https://www.myfxbook.com/members/ForexSeeker/fx-challenge-kb5-risk40/38532'><img src='https://www.myfxbook.com/widgets/38532/medium.jpg'/></a><a href='https://www.myfxbook.com/members/ForexSeeker/fx-challenge-kb5-risk20/38534'><img src='https://www.myfxbook.com/widgets/38534/medium.jpg'/></a><a href='https://www.myfxbook.com/members/ForexSeeker/fx-challenge-20k-kb5/38652'><img src='https://www.myfxbook.com/widgets/38652/medium.jpg'/></a>
---------- 40k Acc -------------------------- 40k Acc --------------------------- 20k Acc ------------

To compare ROI on live account which using Risk 1.
You have to use below calculation for comparison.

Chart 1 : ROI X 2.0
Chart 2 : ROI X 4.0
Chart 3 : ROI X 2.0

 

Information is Gold when come to organised.
Medlem sedan Apr 20, 2010   814 inlägg
Aug 02, 2010 at 15:10 (redigerad Aug 02, 2010 at 15:11)
Still got one more demo Alpha test with Risk 2.

<a href='https://www.myfxbook.com/members/ForexSeeker/kill-bill-5-alpha-test/27257'><img src='https://www.myfxbook.com/widgets/27257/medium.jpg'/></a>
Chart 4: ROI X 0.5

The Alpha and Beta account is very lucky where it able to modify all trade and make profit.
While Chart 1 and Chart 2 not that lucky unable to make change as market price move too fast have all lose on 5 trade.

The Real account only able to close 2 trade for profit and 4 trade lose all.

Trade of different happened on : 2 Aug '10 , 13:01.

Summary : Demo and real account do trigger trade on 13:01.
Result is different as depend on how fast the data come in and process by the EA.
Information is Gold when come to organised.
DarkProdigy
forex_trader_11878
Medlem sedan May 18, 2010   45 inlägg
Aug 03, 2010 at 02:51
I'd be helpful if you'd name which one was demo and which one was real here so I didn't have to go into each one.

Also, for better testing purposes...shouldnt you make a Demo and Real of the same depositing amount using the same settings on the same EA?

(Maybe you did and the names are throwing me off...but if were going to compare, it's be helpful.)
Medlem sedan Apr 20, 2010   814 inlägg
Aug 03, 2010 at 03:00 (redigerad Aug 03, 2010 at 03:08)
Only one Real account = Alpari SF - KB5

RISK 1
<a href='https://www.myfxbook.com/members/ForexSeeker/alpari-sf-kb5/38628'><img src='https://www.myfxbook.com/widgets/38628/small.jpg'/></a>

Other are all DEMO with different RISK setting.

------- Chart 1 -------- -------- Chart 2-------- -------- Chart 3 -------- -------- Chart 4 -------- -------- Chart 5 --------
<a href='https://www.myfxbook.com/members/ForexSeeker/fx-challenge-kb5-risk40/38532'><img src='https://www.myfxbook.com/widget?id=38532&type=1&color=gray'/></a><a href='https://www.myfxbook.com/members/ForexSeeker/fx-challenge-kb5-risk20/38534'><img src='https://www.myfxbook.com/widget?id=38534&type=1&color=gray'/></a><a href='https://www.myfxbook.com/members/ForexSeeker/fx-challenge-20k-kb5/38652'><img src='https://www.myfxbook.com/widget?id=38652&type=1&color=gray'/></a><a href='https://www.myfxbook.com/members/ForexSeeker/kill-bill-5-alpha-test/27257'><img src='https://www.myfxbook.com/widget?id=27257&type=1&color=gray'/></a><a href='https://www.myfxbook.com/members/ForexSeeker/i-kill-you-later-2/28333'><img src='https://www.myfxbook.com/widget?id=28333&type=1&color=gray'/></a>
----------- x 2 ---------- ----------- x 4 ---------- ----------- x 2 ---------- ----------- x 0.5 ---------- -------- x 1.0 --------

The setting on the EA is same only different of lot size.
Risk 1 mean x1 to 0.01 lot, Risk 40 mean x 40 to 0.01 lot.
Not compounding , so is easy to re-calculate their ROI to compare to Real Acc ROI.




Information is Gold when come to organised.
Medlem sedan Apr 20, 2010   814 inlägg
Aug 03, 2010 at 03:26 (redigerad Aug 03, 2010 at 03:41)
Example of Calculation :

<a href='https://www.myfxbook.com/files/ForexSeeker/ROICompare.jpg' target='_blank'><img src='https://www.myfxbook.com/files/ForexSeeker/ROICompare.jpg'/></a>

Real Acc ROI = +6.65%

Chart 1 ROI = -4.38 x 2 = -8.76%
Chart 2 ROI = -2.19 x 4 = -8.76%
Chart 3 ROI = +7.04x 2 = +14.08%
Chart 4 ROI = 26.38 /2 = +13.19%
Chart 5 ROI = +11.89 x 1 = +11.89%

So now you can see the Chart-1 & Chart-2 perform the same where they unable escape a lose.
While Chart 3,4,5 lucky to get escape and scalp almost same pip on 2 Aug '10 , 13:01.

And the Real Acc have some extraordinary case where he able escape 2 trade to win, but4 trade to lose.
So Real Account is in the middle range of ROI.

Demo -8.76% ---------- Real : + 6.65% ---------- Demo 11%, 13%, 14% .

To compare Demo and Real, I think is not mainly looking at the ROI.
But to compare the trigger trade. Such as, did all the same pair get trigger at the same times?

If they do trigger on Demo and Real at most time, it will consider consistent.
From my experience, it did happened sometimes where some Acc get trigger but some Acc did not.
Or they able trigger to Max 6 trade and other Acc ony trigger 4 trade.

When it get trigger signal, my EA will performance Martingale Scalping with Max 6 Trade open.



Bilagor:

Information is Gold when come to organised.
DarkProdigy
forex_trader_11878
Medlem sedan May 18, 2010   45 inlägg
Aug 03, 2010 at 03:47 (redigerad Aug 03, 2010 at 03:48)
Well, I really am not concerned with the ROI.

I just want to confirm that all the same setups are used when comparing. In other words just 2 accounts, Real and Demo, same setup, same time frame, same EA settings, same margin ratio, same risk/reward, everything exactly the same fundamentally (Account size not really a factor).

Just want to see a comparison to it's exact demo counterpart so i can see difference in reaction time, pricing, slippage, etc.
...but in order to really determine that, as with science, the samples Real and Demo has to be similar.

Now once again, I didn't bother to fully look at all these accounts because when doing a sample compare in this form, it really should be only 2 samples, but maybe one of these accounts are similar in every way possible...if so, please name which one has the same exact risk setting as the Real account.
Medlem sedan Apr 20, 2010   814 inlägg
Aug 03, 2010 at 04:04 (redigerad Aug 03, 2010 at 04:09)
The setting of parameter about strategy is all the same, only change the lot size.
No risk MM for EA as using fix lot size, same risk/reward ration, same Alpari Borker.

So if you compare the statement, the thing you need to look at is the Pip it make.
The profit and lot size will not matter as it only effect on the ROI reading.

The 2nd thing to compare is : Do they trigger open to MAX 6 martingale lot size ?
The pip of making should more or less the same, but also got some exception case.

Real Acc and Demo Acc most time get same trigger but only the pip scalping part is different.

The DEMO Account which have exact same lot size to REAL Account is Chart-5.
The same RISK 1, the same initial deposit on MyFxbook.

For quick comparison without re-doing the ROI calculation, here the View :

<a href='https://www.myfxbook.com/members/ForexSeeker/alpari-sf-kb5/38628'><img src='https://www.myfxbook.com/widget?id=38628&type=1&color=red'/></a> <a href='https://www.myfxbook.com/members/ForexSeeker/i-kill-you-later-2/28333'><img src='https://www.myfxbook.com/widget?id=28333&type=1&color=green'/></a>







Information is Gold when come to organised.
DarkProdigy
forex_trader_11878
Medlem sedan May 18, 2010   45 inlägg
Aug 03, 2010 at 05:25
I guess its some what similar. I'd asume that there is some delay/slippage on that Live account which causes different SL/TP calculations in the EA due to the entry point difference...
and maybe the trigger to stop a trade is not a constant value since the Pips are a bit off (probably once again due to slippage)...but overall, not a bad comparison.

It'd be nice to get an exact duplicate(including balance figures) for the long run...but as for a short term comparison, its not bad at all.

Maybe MyFXBook is not updating but your KB5 has open some more trades (5 to be exact) than your IKUL (1 open). Not sure why, pricing feed difference between live and demo?
Medlem sedan Apr 20, 2010   814 inlägg
Aug 03, 2010 at 07:11 (redigerad Aug 03, 2010 at 07:11)
Probably life feed is more slow for indicator Stochastic where it still showing Cross;
While in demo feed is more faster where the Stochastic cross just happened a split second.

Another possibility is live account data is coming more faster where the Stochastic get cross, uncross, cross... which keep on trigger the EA to put trade.
While demo the feed of data is more stable which is copy from the after result from live feed.

Just like ECN broker you get more rapid fast changing data while in Demo the data is much stable and consistent in value.

So live get more fast data input, which mean will performance better than demo ? But then how to explain that even on demo account you still get this kind of glitch where one account is more sensitive than the other demo.


So conclusion :

You get the same glitch happened no matter in demo or live. The more sensitive your EA the more toleration you will get.

Information is Gold when come to organised.
DarkProdigy
forex_trader_11878
Medlem sedan May 18, 2010   45 inlägg
Aug 03, 2010 at 15:00
ForexSeeker posted:
So conclusion :

You get the same glitch happened no matter in demo or live. The more sensitive your EA the more toleration you will get.

That sounds about accurate. Not like I wasn't aware of this, but it's nice to have a live comparison as confirmation! Thanks for the studies.
Medlem sedan Apr 20, 2010   814 inlägg
Aug 04, 2010 at 00:21 (redigerad Aug 04, 2010 at 00:24)
Update 4 Aug'10 morning :

<a href='https://www.myfxbook.com/files/ForexSeeker/4AugUpdate.jpg' target='_blank'><img src='https://www.myfxbook.com/files/ForexSeeker/4AugUpdate.jpg'/></a>


Compare Real Account Statement with Chart-5.
<a href='https://www.myfxbook.com/files/ForexSeeker/4AugCompare.jpg' target='_blank'><img src='https://www.myfxbook.com/files/ForexSeeker/4AugCompare.jpg'/></a>

Overall same result with history trade of 47 and 46. And today's toleration ROI = 10% of difference.

Bilagor:

Information is Gold when come to organised.
Medlem sedan Apr 20, 2010   814 inlägg
Aug 04, 2010 at 01:16 (redigerad Aug 04, 2010 at 01:18)

------------ Demo to Demo Comparison. ---------------
<a href='https://www.myfxbook.com/files/ForexSeeker/4AugDemoCompare.jpg' target='_blank'><img src='https://www.myfxbook.com/files/ForexSeeker/4AugDemoCompare.jpg'/></a>

You can see that it can happened that some account is very aggressive getting trigger and have more pip scalp.
The two demo account was created at the same date same times;
but the data feed coming into the account is varies.
Even demo to demo have difference; and today's toleration ROI = 11.66% of difference.


Bilagor:

Information is Gold when come to organised.
Medlem sedan Apr 20, 2010   814 inlägg
Aug 04, 2010 at 01:41 (redigerad Aug 04, 2010 at 01:43)
Demo Chart 3 : Crash for 12 hours, miss out profit $957.10


<a href='https://www.myfxbook.com/files/ForexSeeker/4AugCrashChart3.jpg' target='_blank'><img src='https://www.myfxbook.com/files/ForexSeeker/4AugCrashChart3.jpg'/></a>

You get lucky one day, the next day sometimes sure will come back to you; but lucky still not disaster only miss out profit.




Bilagor:

Information is Gold when come to organised.
Medlem sedan Apr 20, 2010   814 inlägg
Aug 04, 2010 at 03:50 (redigerad Aug 04, 2010 at 03:52)
Mistake Calculation, not about 10% toleration.

<a href='https://www.myfxbook.com/files/ForexSeeker/TolerationRevise.png' target='_blank'><img src='https://www.myfxbook.com/files/ForexSeeker/TolerationRevise.png'/></a>




Bilagor:

Information is Gold when come to organised.
Medlem sedan Apr 20, 2010   814 inlägg
Aug 04, 2010 at 09:08
Taking Break for Performance Revise :

<a href='https://www.myfxbook.com/files/ForexSeeker/KB5PerformanceUpdate.jpg' target='_blank'><img src='https://www.myfxbook.com/files/ForexSeeker/KB5PerformanceUpdate.jpg'/></a>



Bilagor:

Information is Gold when come to organised.
Medlem sedan Apr 20, 2010   814 inlägg
Aug 04, 2010 at 11:13 (redigerad Aug 04, 2010 at 11:15)
Moving the Live Chart to 2nd Page for easy monitoring:

Real Acc Alpari SF - Risk 1
<a href='https://www.myfxbook.com/members/ForexSeeker/alpari-sf-kb5/38628'><img src='https://www.myfxbook.com/widgets/38628/small.jpg'/></a>

Here are all DEMO with different RISK setting.

------- Chart 1 -------- -------- Chart 2-------- -------- Chart 3 -------- -------- Chart 4 -------- -------- Chart 5 --------
<a href='https://www.myfxbook.com/members/ForexSeeker/fx-challenge-kb5-risk40/38532'><img src='https://www.myfxbook.com/widget?id=38532&type=1&color=gray'/></a><a href='https://www.myfxbook.com/members/ForexSeeker/fx-challenge-kb5-risk20/38534'><img src='https://www.myfxbook.com/widget?id=38534&type=1&color=gray'/></a><a href='https://www.myfxbook.com/members/ForexSeeker/fx-challenge-20k-kb5/38652'><img src='https://www.myfxbook.com/widget?id=38652&type=1&color=gray'/></a><a href='https://www.myfxbook.com/members/ForexSeeker/kill-bill-5-alpha-test/27257'><img src='https://www.myfxbook.com/widget?id=27257&type=1&color=gray'/></a><a href='https://www.myfxbook.com/members/ForexSeeker/i-kill-you-later-2/28333'><img src='https://www.myfxbook.com/widget?id=28333&type=1&color=gray'/></a>
----------- x 2 ---------- ----------- x 4 ---------- ----------- x 2 ---------- ----------- x 0.5 ---------- -------- x 1.0 --------

The setting on the EA is same only different of lot size.
Risk 1 mean x1 to 0.01 lot, Risk 40 mean x 40 to 0.01 lot.
Not compounding , so is easy to re-calculate their ROI to compare to Real Acc ROI.


Information is Gold when come to organised.
Medlem sedan Apr 20, 2010   814 inlägg
Aug 05, 2010 at 01:00
<a href='https://www.myfxbook.com/files/ForexSeeker/5AugUpdate.png' target='_blank'><img src='https://www.myfxbook.com/files/ForexSeeker/5AugUpdate.png'/></a>

Bilagor:

Information is Gold when come to organised.
Medlem sedan Apr 20, 2010   814 inlägg
Aug 07, 2010 at 01:26
<a href='https://www.myfxbook.com/files/ForexSeeker/7AugUpdate.png' target='_blank'><img src='https://www.myfxbook.com/files/ForexSeeker/7AugUpdate.png'/></a>

Bilagor:

Information is Gold when come to organised.
Medlem sedan Apr 20, 2010   814 inlägg
Aug 11, 2010 at 02:58 (redigerad Aug 11, 2010 at 03:02)
<a href='https://www.myfxbook.com/files/ForexSeeker/10Aug' target='_blank'><img src='https://www.myfxbook.com/files/ForexSeeker/10Aug'10Compare.png'/></a>

Bilagor:

Information is Gold when come to organised.
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