This is an unoptimized back test of the system on 1time frame 5m. for details please contact
[email protected]Very Aggressive Lot Size 10lots per 100,000 Please note that the system runs on 5 times frames simultaneously.
**Imagine all TimeFrames working together** The result is interesting.
This is not one of those 100 to 4billion back tests.
<a href='https://www.myfxbook.com/files/fxgoldmaster/StrategyTestermksept.gif' target='_blank'><img src='https://www.myfxbook.com/files/fxgoldmaster/StrategyTestermksept.gif'/></a>This is real unoptimized testing that is showing very close resemblance to forward trading thus far.
Symbol GBPUSD (Great Britain Pound vs US Dollar)
Period 5 Minutes (M5) 2010.01.11 00:00 - 2010.09.09 18:55 (2010.01.10 - 2010.09.30)
Model Every tick (the most precise method based on all available least timeframes)
Initial deposit 100,000.00
Total net profit 1,167,826.80 Gross profit 1,335,100.00 Gross loss -167,273.20
Profit factor 7.98 Expected payoff 3879.82
Absolute drawdown 6100.30
Maximal drawdown 221900.90 (20.67%)
Relative drawdown 30.33% (48668.70)
Total trades 301
Short positions (won %) 200 (96.00%)
Long positions (won %) 101 (93.07%)
Profit trades (% of total) 286 (95.02%)
Loss trades (% of total) 15 (4.98%)
Largest profit trade 22,239.00 loss trade -49,072.20
Average profit trade 4,668.18 loss trade -11,151.55
Maximum consecutive wins (profit in money) 86 (676115.10) consecutive losses (loss in money) 4 (-29304.60)
Maximal consecutive profit (count of wins) 676115.10 (86) consecutive loss (count of losses) -91208.40 (2)
Average consecutive wins 41 consecutive losses