There appears to be a sudden change in the trade size starting on Sep 18. Before that date, it's about 2.2 - 2.8 lots per trade; After that date, it's 1.2 - 1.8 lots per trade.

This makes the beginning of the graph look significantly more profitable that reality.

However, it also has the effect of actually *decreasing* the maximal drawdown.


If the pre-Sep-18 trades were adjusted to use the same number of lots as the rest of them, then my calculations show that the graph would be altered approximately like this:

a) The day before Sep 18 (it's Sep 16) would end at *26%* profit, lower than the displayed 43%.
b) The high point on the graph would be *43%*, instead of 72%.
c) The point of maximal drawdown following that (it's end-of-day Oct 01) would be at *28%*, instead of 45%.


The end results of all this? Well I'll tell ya:
Final Profit: 46% instead of 66%
Maximal Drawdown: 10.5% instead of 16%

It would be like the graph had a shorter 'left leg', and was just a little squished above that.

So, what's the verdict: Fudging numbers? or a lucky coincidence? :)

In either case, it's a very worthwhile EA. Props to the developer(s).