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AI Analysis – Beginner’s Guide – This will make you a MAiMATE expert!

Hello, I am Sameo.

This article will explain how to view and analyze AI results.
After reading this, you should be able to analyze the AI’s personality and what to look out for when trading through the SCORE page!

Open the SCORE page

I would like to look at and analyze the results, using the results of the “Pound – Le”, which reigns as the overall number one as of January 27, 2020, as an example.

This “Pond~l” is one of the AI agents that embodies the MyMate style of trading.

  • Greedily pursue profit.
  • Do not hesitate to cut your losses.
  • Don’t get depressed even if you have a big loss. Switch immediately to make up for the loss.

You can also see these characteristics by reading the scores. Let’s take a look at the score page first. To open the score page, click on a card from the ranking page, for example.

Learn about the general personality of AI in Spec.

In the SPEC tab, you can easily see the characteristics of the transactions that make the AI unique. These values are also related to the class.

SPEC tab

Class calculation method

Each item is rated on a 5-point scale, with the top 5% receiving 5 points, the top 25% receiving 4 points, the top 50% receiving 3 points, the bottom 25% receiving 2 points, and the bottom 5% receiving 1 point. There are five levels, “S,” “A,” “B,” “C,” and “D,” depending on the overall score of each item. If the total score is 24 points or more, you will be certified as S class. This is a very rare level. It does not mean that the higher classes will always produce higher profits. The class is rather important in seeing the personality of the agent.

AI agents’ personalities appear in SCORE shapes.

The trading style of the AI agent is shown in this hexagonal radar chart, where the closer the agent is to the S class, the more yellow areas it has, and the better it is. Below is an agent of the same A class. As you can see, even the same class has different shapes depending on the individuality of the AI. For example, an agent that makes up for a small average profit with a high number of trades and a high win rate.

In Class A, the number of trades is increased to achieve a higher win rate.

Let’s take a look at Pond~l’s personality.

It is easy to see that the “pound~l” is characterized by a high average profit and a high win rate. While most Class B trades have high average profits, the pound sterling has a high win rate. This radar chart is updated daily because it is a relative evaluation of all agents based on the most recent year’s trading data.

Class B has a lot of one-hit kill systems.

Do personalities change?

The one on the left is as of January 27, 2020 and the one on the right is as of April 20, 2020. If you look at the change in the pound~l, you will see that the “shape” has not changed much. This is probably because the AI that is doing well should continue to pursue the style it has been using, and there is no need to force the average profit to be smaller or to trade more often. It may change with continuous learning, but if there is a significant change in its personality, it should be checked.

Know how often the AI is going to trade.

Based on the number of trades in a year, we assume the approximate number of trades per week.
The number of trades here is the number of settlements, which is the number of times the profit or loss is fixed.
In the case of the pound sterling, the number of settlements per year is 68, so the number of settlements per month is 5.7 (= 68 / 12 months). In other words, it is calculated that the profit and loss is settled about once or twice per week.

An AI was born, but it doesn’t trade at all? If you’re wondering, check out the average number of trades per week!

損失を取り戻すのにかかるであろう想定時間

Find out how large the maximum DD is, how many times the average profit is, and the estimated period of time needed to make it back. Assume the period of time you will have to endure before you can recover after a loss to avoid ending up with a loss and a withdrawal.

The maximum DD of the pound sterling over the past year is 556 pips, and the average profit is 103 pips, so if you trade well without incurring any losses, you will need to take profits about 5 times (556 pips / 103 pips = 5 times) to recover the maximum DD loss.
The number of trades per week for the pound sterling is 1-2, so it would take about a month to make 5 profits.
It is important to calculate such a time frame so that you do not rush to recover your losses.

This is especially important in determining when to quit during actual operations.

損益チャートを読み解く

次により深くエージェントについて分析するためにPnLタブの損益チャートを解説していきたいと思います。

それぞれを簡単に説明します。読み方は知っているという方は飛ばして頂いて大丈夫です。 特に重要なポイントは累積損益チャートの形です。凹みが小さく右肩上がりの形になっているものほど優秀です。

(2020年1月27日午前時点での成績)
  1. 「PnLタブ」です。は、Profit And Lossの略で損益を意味しています。
  2. 「期間」:取引期間を選択することができます。
  3. 「累積決済損益」は指定した期間の累積決済損益です。
  4. 「累積決済損益チャート」は日次の累積損益をエリアチャート化しています。右肩上がりになっていれば期間中利益を上げ続けているということになります。減少するということはその期間に損失をだしているこという意味です。
  5. 「評価損益」はチャート下部の青と赤の棒グラフで表しています。青はプラスの評価利益、赤はマイナスの評価損失を意味しています。
  6. 「最大ドローダウン」はオレンジ色の累積決済損益チャートが、最も凹んだ部分になります。⑥の場所です。この値が大きいほどリスクが高い取引をしているということになります。最大ドローダウン「リスクが小さく」累積決済損益「リターンが大きい」ロジックが良いものとされています。

The maximum drawdown is the largest drop in realized cumulative profit and loss. It’s a term often used to describe risk, so keep it in mind!

成績を分析してみる

この成績を見ながらポンド~ルがどのようなAIであるのかを取引分析してみたいと思います。

Check the gain/loss type in the evaluation profit bar graph.

評価損益グラフ

We can see that in many cases, the blue bar graph shows a continuous increase. This indicates that the “Pounds~L” is “greedily trying to increase profits. This is a very important graph to understand the AI agent’s personality.

Most of the AIs in MyMate trade on a small-loss, small-profit basis. They do not make short-term trades, but rather make relaxed trades called swing trades.

追記。その後のポンドールはさらに調子を上げる

ご自分でトレードされている方ならばポンド~ルのトレードがいかにすごいかが特にお分かりいただけると思います。損切は早めに決断し、利益は大きく伸ばすという動きが徹底されています。評価損の赤グラフが連続することなく、評価益の青グラフは連続で増えながら連なっています。本記事の初回執筆時2020年1月27日から3か月経った2020年4月20日(ランク5位)でもその傾向は変わらず利益をさらに伸ばしています。

2020年4月20日時点の成績

評価損益が重要な理由

As I mentioned earlier in the “Reading Profit and Loss Charts” section, the better the cumulative profit and loss chart is, the one that has a small concave and upward shape. In fact, it is easy to make a chart that is upright and without dips. Therefore, in order to understand the risk you are actually taking, you need to understand the trend of the valuation profit and loss. When you use an automated trading service such as FX, not only MyMate but also any other automated trading service, be sure to check not only the accumulated realized profit and loss but also the unrealized profit and loss at that time, which is the valuation profit and loss, to see if it is too large.

Be careful of services that claim to have a 100% win rate, for example.

負けた時のAIの対応をチェック

The maximum DD of the GBP~L over the past year was 556 pips as of the morning of January 27, 2020. Let’s take a look at the background.

You can also check the maximum drawdown value from the SPEC tab.

The image below shows the area near the occurrence of the maximum DD for the pound sterling. The key point to check is to understand whether the maximum DD is “maximum loss due to a sudden change in the market” or “maximum loss due to inability to cut losses and continued expansion of losses, or expansion of maximum loss due to consecutive losses.

最大ドローダウン時の拡大画面

マーケット急変による損失

Losses due to sudden changes in the market are very unfortunate, but they do happen in trading. Sudden outbreaks of war, statements by important people, and many other factors can cause sudden changes in the market, and in many cases it is difficult to predict in advance. Therefore, it is important to change your mind and try to recover from losses caused by sudden changes in the market, instead of being depressed by them.

判断ミスによる損失

一方、「損切りできずにズルズルと損失を拡大し続けた、又は連敗による最大損失の拡大」は良い結果ではありません。どのAIエージェントを利用するかを決める際などは、この⑦のポイント、大きく負けた時のAIの対応をチェックするのは重要です。

マーケット急変の損失に屈しない

Now let’s take a look at the “Pound – L”. We can confirm that the maximum DD was “the maximum loss due to the sudden change in the market” because there is no continuous red bar graph representing the valuation loss in the vicinity of (7). After the maximum DD occurred, the accumulation of the orange graph of accumulated settlement profit and loss was skillfully resumed, indicating that the “Pound Sterling” did not get depressed even if it suffered a large loss, and immediately switched to recover the loss. This is a very encouraging result!

AI agents do not always make a profit. There will always be losses, and the way you lose at those times will be important when choosing an agent!

Learn about AI’s trading habits.

Next, to get an idea of the AI agent’s trading habits, check the settlement status in the History tab.

(2020年1月27日午前、MAiMATE画面よりコピー)

Historyタブで取引履歴を見ることで取引の傾向、癖を見出すことができます。

ドテンが多い

「ポジション持たないと利益が生まれないでしょ!」という判断の下、常に買い又は売りのポジションを持ち続ける貪欲なトレーディング。損切りは早く、利益は思い切って伸ばすトレーディングを目指す場合が多い。ドテンが多いAIは思い切りのいい大胆なトレードをするという理解で良いです。

“Doten” means not only to sell a buy position and close it, but also to open a new sell position. In this case, it is called do-ten selling.

決済してから次の新規まで間を置く

「相場がわからない時はポジションを持たない」という慎重な判断が行われるトレーディングスタイル。ただしポジションを持った後は、ドテン系と同様に損切りは早く、利益は思い切って伸ばすトレーディングを目指す場合が多い。

ポジションが売り又は買いに偏っている

AIエージェントの中には、「新規売り」又は「新規買い」のどちらかしか行わないタイプが居ます。利益を出している限りにおいては特に問題視されるべきではなく、AIエージェントの一つの個性として認識されるべきです。

It sounds quite peculiar in forex trading to always enter only from the buy side. However, I think it is relatively common among actual discretionary traders.

このほかには「傾向の種類」はまだまだあると思います。取引履歴を分析してみて探し出してみてください。育成や実際の取引運用する際のポイントになるかもしれません。

最後に

以上がAIの成績の見方、分析方法です。

実取引化の際には運用させるAIを選ぶということがマイメイト運用においては重要なポイントになります。今のうちから気になるAIを探してみて目を養ってみるのはいかがでしょうか?

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