I must admit I am not a huge fan of scalpers in general and I’m even less attracted to pre-Asian session scalpers due to the liquidity problems that can be observed during that time of the day, problems that are often reflected into widened spread, slippage and requotes. I guess my adversity is mostly caused by the current state of the EA market: all over the globe there were a lot of really bad floods lately and it sure seems like the EA scene is trying to keep up by getting flooded with scalpers. Most of these are clones of Megadroid or Fapturbo and instead of buying one of them, you’re probably better off trading blindfolded by touching the chart to establish direction. However, every now and then an original scalper shows up and I believe Forex Real Profit EA to fall into this category.

By now you must have figured out that it’s a pre-Asian session scalper: the EA is supposed to trade between 21 and 23 GMT depending on the US DST but more details on that later. As a parenthesis, if you were wondering, US DST is in effect between the second Sunday of March and the first Sunday of November.

The robot comes equipped with set files for trading EURUSD, USDCHF, USDCAD, EURCHF, EURGBP, GBPCHF and EURCAD on the M15 timeframe, the main differences between the pairs being the trend filter usage, the take profit target and the allowed maximum spread. The manual also mentions CADCHF as a profitable symbol but because I received no set file for that and because Dukascopy does not have tick data for it (not to mention that many brokers don’t carry it) I decided to skip backtesting this particular currency pair.

Strategy

It lurks in the market, patiently waiting for its trading time and it silently weaves a channel out of several Bollinger bands and some other arcane wizardry… When its trading session arrives, signals are calculated based on the current channel and the trigger is pulled one way or the other; pretty much like many other scalpers, the major difference being that the whole shebang comes out rather profitable.

As security measures, Forex Real Profit EA has some basic built-in news avoidance in the form of hardcoded future dates with news releases of major importance and it also has the aforementioned trend filter that is supposed to weed out trades against the underlying trend.

The stop loss is set at 100 pips for all the pairs it runs on, but the take profit setting is varied, ranging from 9 on USDCHF and EURCHF to as high as 30 pips on EURCAD. This gives a calculated risk:reward ratio that ranges from around 11:1 to around 3:1 depending on the currency you’re running it on. However, most of the time, the EA will close its positions a lot before they reach the stop loss if the market is going against it, resulting in a risk:reward ratio observed on live accounts of around 3:1.

The expert advisor has no issues with the NFA rules because it doesn’t open more than one trade at once for each currency pair, so it’s very broker friendly from this point of view but it’s quite sensitive to spread (and consequently to slippage and requotes) as you will be able to see from the backtests. The author recommends running it on an ECN broker and for good reason.

It’s worth mentioning that the EA has a short trade duration, the majority of trades closing in less than 2 hours.

Website

Once again, we are facing a product website that is rather simple, without any of the marketing bullshit that you probably got used to, such as “live” videos, fake testimonials and the like. There seems to be a trend in this sense: most profitable EAs that I reviewed lately have sites without a lot of marketing crap.

I have to confess: the simple, friendly website and the live results are the main factors that ultimately determined me to write the review, with a focus on its proven live performance. Speaking of which, there are two live accounts featured there and I am going to take the liberty to add their widgets here.

First, we have an Alpari UK account that’s running for a bit longer than one year at the time of this writing (it’s active since early February 2010) with a total return of almost 80% and a drawdown a bit over 6%, having a risk/reward ratio of 3.2:1 and a profit factor of 1.56:

Second, we have an MB Trading account running Forex Real Profit EA since 18.05.2010, which must have been running something else before the starting date of the forward test, resulting in an “incomplete statement” message on mt4i if you check out the details. It’s worth noting that since it’s an MB Trading account, it’s running with the maximum allowed leverage of 1:50. This one has a banked return of over 90% in two thirds of the time that the first needed to get to 80%, but it also has an increased drawdown of 16.8% to go with that:

Aside from these, there are a few 2000-2010 backtests (well, 2007-2010 for EURCAD and 2003-2010 for GBPCHF) and a demo version of the robot which can be downloaded by registering on the forum.

Parameters

There’s a bunch of time settings that allow you to configure the trading session of the EA with a minute resolution as well as an auto GMT feature. If you want to experiment with optimization, you have everything you need: the stop loss distance, the take profit target and the time settings. You can, of course, change the lot size manually or configure a risk and enable money management. By default, the EA set files are configured with risk 3, which is a rather sensible value that I will use on the live forward test account.

Even though it’s not recommended, you can disable the “hard” SL & TP and let the EA use its internal dynamically calculated values. You can also play with the maximum allowed spread and slippage but I wouldn’t set those any higher than they are.

There’s an InvisibleMode setting that lets you run the EA with the SL & TP controlled fully on the client side, which you should only enable if your broker seems shady.

As I mentioned in the strategy description, there’s also a trend filter that can be enabled or disabled, but what’s really interesting is that even though it is already NFA-compliant, the EA has an NFA option that allows running it with other EAs on a broker that implements the NFA restrictions in the client. If you enable this setting, the EA will not attempt to open positions that would hedge existing trades controlled by other EAs.

The last of the interesting parameters is a setting for the account free margin protection. This configures a threshold and Forex Real Profit EA will not open any additional trades if margin usage gets there. I imagine this setting can get really handy with 1:50 leverage. It defaults to 75% so the EA should be quite safe regardless of your broker.

Backtesting

Outside the USA DST (so during the winter), the author recommends running it on two charts, one using 21-22 GMT as its trade interval and the other 22-23 GMT. To this end, two set files with different magic numbers are supplied for each pair. During the USA DST (summertime, starting mid-March and ending early November), the author recommends running it on a single chart with double risk, between 21 and 22 GMT.

Naturally, I ran into some difficulties with backtesting this one because of the whole DST thing. I asked the author and the recommendation was to run it on the 21-22 interval all around the year assuming DST is enabled, which I’m pretty sure it is for history center data, so that was the first thing I did: I ran some 10 year backtests with the 21-22 GMT setting file to get a vague first impression. Call me Doubting Thomas if you will, but I did not stop there: I also ran the same backtests with the 22-23 GMT set file and finally ended up running all kinds of backtests with all the set files and you’re going to see the results below. Be prepared to add a lot of wear and tear to your mousewheel while scrolling down through this article. If you didn’t get a coffee, now’s the time to go for it. Also get a snack while you’re at it.

Moving on, I used the default settings, disabling AutoGMT and adjusting the operating hours to accommodate the broker GMT offset. The FXT files were created and performed in a GO Markets terminal. For the spreads, I used the GO Markets averages for the Asian session for the last couple of weeks, not only because that’s where I opened the live forward test account that runs Forex Real Profit EA but also because it suits the purpose: the spreads are good, although a bit higher than ECN spreads, which is perfect since there’s no commission in these history center backtests.

Just as a note, due to the large amount of backtests in this article, I will refrain from commenting each of them individually.

EURUSD

Real profit EA 5.11, 1999-2011 history center data, EURUSD M15, spread 1.4, no commission, 21-22 GMT set

Real profit EA 5.11, 1999-2011 history center data, EURUSD M15, spread 1.4, no commission, 21-22 GMT set

Show backtest summary »

Symbol EURUSD (Euro vs US Dollar)
Period 15 Minutes (M15) 1999.01.05 14:00 - 2011.01.31 23:45
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="23"; Set_StartMinute="01"; Set_EndHour="23"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=3; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=18; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=14; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 292086 Ticks modelled 44731073 Modelling quality 89.97%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 59791.33 Gross profit 111685.73 Gross loss -51894.40
Profit factor 2.15 Expected payoff 35.13
Absolute drawdown 73.39 Maximal drawdown 5306.31 (7.32%) Relative drawdown 7.32% (5306.31)
Total trades 1702 Short positions (won %) 918 (79.63%) Long positions (won %) 784 (76.02%)
Profit trades (% of total) 1327 (77.97%) Loss trades (% of total) 375 (22.03%)
Largest profit trade 373.12 loss trade -2196.14
Average profit trade 84.16 loss trade -138.39
Maximum consecutive wins (profit in money) 31 (1048.20) consecutive losses (loss in money) 5 (-2328.45)
Maximal consecutive profit (count of wins) 3980.69 (30) consecutive loss (count of losses) -2671.96 (2)
Average consecutive wins 5 consecutive losses 1
Real profit EA 5.11, 1999-2011 history center data, EURUSD M15, spread 1.4, no commission, 22-23 GMT set

Real profit EA 5.11, 1999-2011 history center data, EURUSD M15, spread 1.4, no commission, 22-23 GMT set

Show backtest summary »

Symbol EURUSD (Euro vs US Dollar)
Period 15 Minutes (M15) 1999.01.05 14:00 - 2011.01.31 23:45
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="00"; Set_StartMinute="00"; Set_EndHour="00"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=3; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=18; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=14; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 292086 Ticks modelled 44731073 Modelling quality 89.97%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 165839.17 Gross profit 227598.88 Gross loss -61759.71
Profit factor 3.69 Expected payoff 89.98
Absolute drawdown 52.20 Maximal drawdown 6208.55 (4.77%) Relative drawdown 4.77% (6208.55)
Total trades 1843 Short positions (won %) 879 (88.62%) Long positions (won %) 964 (80.91%)
Profit trades (% of total) 1559 (84.59%) Loss trades (% of total) 284 (15.41%)
Largest profit trade 923.40 loss trade -3944.46
Average profit trade 145.99 loss trade -217.46
Maximum consecutive wins (profit in money) 34 (3304.30) consecutive losses (loss in money) 3 (-42.24)
Maximal consecutive profit (count of wins) 8288.06 (13) consecutive loss (count of losses) -3944.46 (1)
Average consecutive wins 6 consecutive losses 1

USDCHF

Real profit EA 5.11, 1999-2011 history center data, USDCHF M15, spread 2.4, no commission, 21-22 GMT set

Real profit EA 5.11, 1999-2011 history center data, USDCHF M15, spread 2.4, no commission, 21-22 GMT set

Show backtest summary »

Symbol USDCHF (US Dollar vs Swiss Franc)
Period 15 Minutes (M15) 1999.01.05 12:30 - 2011.01.31 23:45
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="23"; Set_StartMinute="01"; Set_EndHour="23"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=4; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=9; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 291136 Ticks modelled 45987277 Modelling quality 89.97%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 102127.56 Gross profit 159937.54 Gross loss -57809.98
Profit factor 2.77 Expected payoff 40.74
Absolute drawdown 84.11 Maximal drawdown 7587.51 (6.57%) Relative drawdown 6.57% (7587.51)
Total trades 2507 Short positions (won %) 1149 (84.33%) Long positions (won %) 1358 (84.90%)
Profit trades (% of total) 2122 (84.64%) Loss trades (% of total) 385 (15.36%)
Largest profit trade 310.25 loss trade -2951.58
Average profit trade 75.37 loss trade -150.16
Maximum consecutive wins (profit in money) 73 (2553.85) consecutive losses (loss in money) 5 (-706.01)
Maximal consecutive profit (count of wins) 4574.00 (18) consecutive loss (count of losses) -2951.58 (1)
Average consecutive wins 7 consecutive losses 1
Real profit EA 5.11, 1999-2011 history center data, USDCHF M15, spread 2.4, no commission, 22-23 GMT set

Real profit EA 5.11, 1999-2011 history center data, USDCHF M15, spread 2.4, no commission, 22-23 GMT set

Show backtest summary »

Symbol USDCHF (US Dollar vs Swiss Franc)
Period 15 Minutes (M15) 1999.01.05 12:30 - 2011.01.31 23:45
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="00"; Set_StartMinute="00"; Set_EndHour="00"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=4; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=9; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 291136 Ticks modelled 45987277 Modelling quality 89.97%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 204073.27 Gross profit 263508.36 Gross loss -59435.09
Profit factor 4.43 Expected payoff 77.83
Absolute drawdown 21.21 Maximal drawdown 4125.20 (4.57%) Relative drawdown 4.57% (4125.20)
Total trades 2622 Short positions (won %) 1282 (88.61%) Long positions (won %) 1340 (90.67%)
Profit trades (% of total) 2351 (89.66%) Loss trades (% of total) 271 (10.34%)
Largest profit trade 577.68 loss trade -2520.44
Average profit trade 112.08 loss trade -219.32
Maximum consecutive wins (profit in money) 101 (11359.10) consecutive losses (loss in money) 5 (-1078.86)
Maximal consecutive profit (count of wins) 11359.10 (101) consecutive loss (count of losses) -3020.46 (2)
Average consecutive wins 10 consecutive losses 1

USDCAD

Real profit EA 5.11, 1999-2011 history center data, USDCAD M15, spread 2.6, no commission, 21-22 GMT set

Real profit EA 5.11, 1999-2011 history center data, USDCAD M15, spread 2.6, no commission, 21-22 GMT set

Show backtest summary »

Symbol USDCAD (US Dollar vs Canadian Dollar)
Period 15 Minutes (M15) 1999.01.05 14:00 - 2011.01.31 23:45
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="23"; Set_StartMinute="01"; Set_EndHour="23"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=5; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=15; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 288821 Ticks modelled 29667369 Modelling quality 89.97%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 77138.18 Gross profit 137687.83 Gross loss -60549.65
Profit factor 2.27 Expected payoff 34.53
Absolute drawdown 23.59 Maximal drawdown 6011.61 (7.19%) Relative drawdown 7.19% (6011.61)
Total trades 2234 Short positions (won %) 1094 (78.24%) Long positions (won %) 1140 (78.68%)
Profit trades (% of total) 1753 (78.47%) Loss trades (% of total) 481 (21.53%)
Largest profit trade 408.79 loss trade -2545.72
Average profit trade 78.54 loss trade -125.88
Maximum consecutive wins (profit in money) 72 (6120.16) consecutive losses (loss in money) 6 (-572.50)
Maximal consecutive profit (count of wins) 6120.16 (72) consecutive loss (count of losses) -2949.84 (3)
Average consecutive wins 5 consecutive losses 1
Real profit EA 5.11, 1999-2011 history center data, USDCAD M15, spread 2.6, no commission, 22-23 GMT set

Real profit EA 5.11, 1999-2011 history center data, USDCAD M15, spread 2.6, no commission, 22-23 GMT set

Show backtest summary »

Symbol USDCAD (US Dollar vs Canadian Dollar)
Period 15 Minutes (M15) 1999.01.05 14:00 - 2011.01.31 23:45
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="00"; Set_StartMinute="00"; Set_EndHour="00"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=5; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=15; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 288821 Ticks modelled 29667369 Modelling quality 89.97%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 94697.49 Gross profit 128156.28 Gross loss -33458.79
Profit factor 3.83 Expected payoff 51.80
Absolute drawdown 60.49 Maximal drawdown 3233.01 (3.05%) Relative drawdown 3.72% (1963.46)
Total trades 1828 Short positions (won %) 904 (81.53%) Long positions (won %) 924 (86.69%)
Profit trades (% of total) 1538 (84.14%) Loss trades (% of total) 290 (15.86%)
Largest profit trade 450.16 loss trade -1796.58
Average profit trade 83.33 loss trade -115.38
Maximum consecutive wins (profit in money) 62 (3992.73) consecutive losses (loss in money) 3 (-579.19)
Maximal consecutive profit (count of wins) 6213.21 (25) consecutive loss (count of losses) -1796.58 (1)
Average consecutive wins 6 consecutive losses 1

EURCHF

Real profit EA 5.11, 1999-2011 history center data, EURCHF M15, spread 3.9, no commission, 21-22 GMT set

Real profit EA 5.11, 1999-2011 history center data, EURCHF M15, spread 3.9, no commission, 21-22 GMT set

Show backtest summary »

Symbol EURCHF (Euro vs Swiss Franc)
Period 15 Minutes (M15) 1999.01.06 12:15 - 2011.01.31 23:45
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="23"; Set_StartMinute="01"; Set_EndHour="23"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=4; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=9; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 282753 Ticks modelled 46995342 Modelling quality 89.97%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 2073254.51 Gross profit 2772580.84 Gross loss -699326.33
Profit factor 3.96 Expected payoff 803.90
Absolute drawdown 43.48 Maximal drawdown 107108.46 (5.01%) Relative drawdown 5.01% (107108.46)
Total trades 2579 Short positions (won %) 1294 (93.35%) Long positions (won %) 1285 (91.83%)
Profit trades (% of total) 2388 (92.59%) Loss trades (% of total) 191 (7.41%)
Largest profit trade 6171.73 loss trade -66174.42
Average profit trade 1161.05 loss trade -3661.39
Maximum consecutive wins (profit in money) 172 (414099.40) consecutive losses (loss in money) 4 (-30007.39)
Maximal consecutive profit (count of wins) 414099.40 (172) consecutive loss (count of losses) -67483.01 (2)
Average consecutive wins 17 consecutive losses 1
Real profit EA 5.11, 1999-2011 history center data, EURCHF M15, spread 3.9, no commission, 22-23 GMT set

Real profit EA 5.11, 1999-2011 history center data, EURCHF M15, spread 3.9, no commission, 22-23 GMT set

Show backtest summary »

Symbol EURCHF (Euro vs Swiss Franc)
Period 15 Minutes (M15) 1999.01.06 12:15 - 2011.01.31 23:45
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="00"; Set_StartMinute="00"; Set_EndHour="00"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=4; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=9; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 282753 Ticks modelled 46995342 Modelling quality 89.97%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 2214637.32 Gross profit 2822586.87 Gross loss -607949.55
Profit factor 4.64 Expected payoff 882.33
Absolute drawdown 6.76 Maximal drawdown 100619.21 (4.42%) Relative drawdown 4.42% (100619.21)
Total trades 2510 Short positions (won %) 1217 (97.04%) Long positions (won %) 1293 (92.50%)
Profit trades (% of total) 2377 (94.70%) Loss trades (% of total) 133 (5.30%)
Largest profit trade 7298.83 loss trade -70775.01
Average profit trade 1187.46 loss trade -4571.05
Maximum consecutive wins (profit in money) 487 (161580.70) consecutive losses (loss in money) 3 (-21464.24)
Maximal consecutive profit (count of wins) 297548.83 (190) consecutive loss (count of losses) -70775.01 (1)
Average consecutive wins 22 consecutive losses 1

GBPCHF

Real profit EA 5.11, 1999-2011 history center data, GBPCHF M15, spread 5.6, no commission, 21-22 GMT set

Real profit EA 5.11, 1999-2011 history center data, GBPCHF M15, spread 5.6, no commission, 21-22 GMT set

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Symbol GBPCHF (Great Britain Pound vs Swiss Franc)
Period 15 Minutes (M15) 1999.01.07 13:15 - 2011.01.31 23:45
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="23"; Set_StartMinute="01"; Set_EndHour="23"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=7; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=14; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=1.5; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 287367 Ticks modelled 74765688 Modelling quality 89.97%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 2889014.42 Gross profit 3845889.42 Gross loss -956875.00
Profit factor 4.02 Expected payoff 868.09
Absolute drawdown 18.93 Maximal drawdown 82271.09 (2.81%) Relative drawdown 3.16% (65214.78)
Total trades 3328 Short positions (won %) 1803 (93.51%) Long positions (won %) 1525 (91.54%)
Profit trades (% of total) 3082 (92.61%) Loss trades (% of total) 246 (7.39%)
Largest profit trade 6564.26 loss trade -44616.21
Average profit trade 1247.86 loss trade -3889.74
Maximum consecutive wins (profit in money) 116 (4581.30) consecutive losses (loss in money) 5 (-16606.20)
Maximal consecutive profit (count of wins) 150872.64 (78) consecutive loss (count of losses) -44616.21 (1)
Average consecutive wins 15 consecutive losses 1
Real profit EA 5.11, 1999-2011 history center data, GBPCHF M15, spread 5.6, no commission, 22-23 GMT set

Real profit EA 5.11, 1999-2011 history center data, GBPCHF M15, spread 5.6, no commission, 22-23 GMT set

Show backtest summary »

Symbol GBPCHF (Great Britain Pound vs Swiss Franc)
Period 15 Minutes (M15) 1999.01.07 13:15 - 2011.01.31 23:45
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="00"; Set_StartMinute="00"; Set_EndHour="00"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=7; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=14; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=1.5; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 287367 Ticks modelled 74765688 Modelling quality 89.97%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 2285952.18 Gross profit 3003860.24 Gross loss -717908.06
Profit factor 4.18 Expected payoff 704.45
Absolute drawdown 0.00 Maximal drawdown 56714.01 (2.53%) Relative drawdown 3.47% (1038.48)
Total trades 3245 Short positions (won %) 1579 (94.62%) Long positions (won %) 1666 (93.22%)
Profit trades (% of total) 3047 (93.90%) Loss trades (% of total) 198 (6.10%)
Largest profit trade 5583.79 loss trade -35891.35
Average profit trade 985.84 loss trade -3625.80
Maximum consecutive wins (profit in money) 181 (362160.90) consecutive losses (loss in money) 3 (-15020.38)
Maximal consecutive profit (count of wins) 362160.90 (181) consecutive loss (count of losses) -35891.35 (1)
Average consecutive wins 18 consecutive losses 1

EURGBP

Real profit EA 5.11, 1999-2011 history center data, EURGBP M15, spread 2.6, no commission, 21-22 GMT set

Real profit EA 5.11, 1999-2011 history center data, EURGBP M15, spread 2.6, no commission, 21-22 GMT set

Show backtest summary »

Symbol EURGBP (Euro vs Great Britain Pound )
Period 15 Minutes (M15) 1999.01.06 09:45 - 2011.01.31 23:45
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="23"; Set_StartMinute="01"; Set_EndHour="23"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=3; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=11; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 291733 Ticks modelled 36009173 Modelling quality 89.97%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 159455.01 Gross profit 192012.47 Gross loss -32557.46
Profit factor 5.90 Expected payoff 72.48
Absolute drawdown 7.59 Maximal drawdown 4507.48 (2.77%) Relative drawdown 2.77% (4507.48)
Total trades 2200 Short positions (won %) 1007 (86.59%) Long positions (won %) 1193 (89.61%)
Profit trades (% of total) 1941 (88.23%) Loss trades (% of total) 259 (11.77%)
Largest profit trade 584.67 loss trade -2844.29
Average profit trade 98.92 loss trade -125.70
Maximum consecutive wins (profit in money) 80 (7397.83) consecutive losses (loss in money) 5 (-946.96)
Maximal consecutive profit (count of wins) 9773.14 (61) consecutive loss (count of losses) -2979.58 (4)
Average consecutive wins 10 consecutive losses 1
Real profit EA 5.11, 1999-2011 history center data, EURGBP M15, spread 2.6, no commission, 22-23 GMT set

Real profit EA 5.11, 1999-2011 history center data, EURGBP M15, spread 2.6, no commission, 22-23 GMT set

Show backtest summary »

Symbol EURGBP (Euro vs Great Britain Pound )
Period 15 Minutes (M15) 1999.01.06 09:45 - 2011.01.31 23:45
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="00"; Set_StartMinute="00"; Set_EndHour="00"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=3; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=11; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 291733 Ticks modelled 36009173 Modelling quality 89.97%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 229927.28 Gross profit 282281.59 Gross loss -52354.31
Profit factor 5.39 Expected payoff 100.27
Absolute drawdown 19.27 Maximal drawdown 5741.53 (2.35%) Relative drawdown 2.58% (5092.60)
Total trades 2293 Short positions (won %) 1144 (91.52%) Long positions (won %) 1149 (91.47%)
Profit trades (% of total) 2098 (91.50%) Loss trades (% of total) 195 (8.50%)
Largest profit trade 897.80 loss trade -3540.08
Average profit trade 134.55 loss trade -268.48
Maximum consecutive wins (profit in money) 113 (16886.85) consecutive losses (loss in money) 4 (-2607.93)
Maximal consecutive profit (count of wins) 21739.00 (110) consecutive loss (count of losses) -3994.57 (2)
Average consecutive wins 13 consecutive losses 1

EURCAD

Real profit EA 5.11, 1999-2011 history center data, EURGBP M15, spread 4.7, no commission, 21-22 GMT set

Real profit EA 5.11, 1999-2011 history center data, EURGBP M15, spread 4.7, no commission, 21-22 GMT set

Show backtest summary »

Symbol EURCAD (Euro vs Canadian Dollar)
Period 15 Minutes (M15) 2007.05.11 19:45 - 2011.01.31 23:45
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="23"; Set_StartMinute="01"; Set_EndHour="23"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=7.5; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=30; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 76240 Ticks modelled 32306112 Modelling quality 89.88%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 20820.10 Gross profit 29875.52 Gross loss -9055.42
Profit factor 3.30 Expected payoff 34.19
Absolute drawdown 85.56 Maximal drawdown 1470.70 (4.87%) Relative drawdown 4.87% (1470.70)
Total trades 609 Short positions (won %) 296 (82.43%) Long positions (won %) 313 (77.64%)
Profit trades (% of total) 487 (79.97%) Loss trades (% of total) 122 (20.03%)
Largest profit trade 259.48 loss trade -478.28
Average profit trade 61.35 loss trade -74.22
Maximum consecutive wins (profit in money) 31 (2430.02) consecutive losses (loss in money) 5 (-773.76)
Maximal consecutive profit (count of wins) 2430.02 (31) consecutive loss (count of losses) -773.76 (5)
Average consecutive wins 5 consecutive losses 1
Real profit EA 5.11, 1999-2011 history center data, EURGBP M15, spread 4.7, no commission, 22-23 GMT set

Real profit EA 5.11, 1999-2011 history center data, EURGBP M15, spread 4.7, no commission, 22-23 GMT set

Show backtest summary »

Symbol EURCAD (Euro vs Canadian Dollar)
Period 15 Minutes (M15) 2007.05.11 19:45 - 2011.01.31 23:45
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="00"; Set_StartMinute="00"; Set_EndHour="00"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=7.5; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=30; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 76240 Ticks modelled 32306112 Modelling quality 89.88%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 34811.28 Gross profit 44926.06 Gross loss -10114.78
Profit factor 4.44 Expected payoff 55.97
Absolute drawdown 16.82 Maximal drawdown 1189.84 (2.82%) Relative drawdown 3.45% (447.68)
Total trades 622 Short positions (won %) 282 (88.30%) Long positions (won %) 340 (82.94%)
Profit trades (% of total) 531 (85.37%) Loss trades (% of total) 91 (14.63%)
Largest profit trade 335.04 loss trade -580.68
Average profit trade 84.61 loss trade -111.15
Maximum consecutive wins (profit in money) 36 (3170.56) consecutive losses (loss in money) 2 (-772.63)
Maximal consecutive profit (count of wins) 3170.56 (36) consecutive loss (count of losses) -772.63 (2)
Average consecutive wins 7 consecutive losses 1

Seeing the charts next to each other like that, it quickly becomes apparent that the 22-23 interval performs way better than 21-22, with the small exception of GBPCHF where it brought a little less profit. However, that exception just goes to confirm the rule: it had an overall smoother balance curve. But let’s not jump to any conclusions yet; the above backtests were performed using Metaquotes history center data which is of a rather poor quality.

The drawdown was very low in all backtests, but it can be seen that everywhere (except the GBPCHF backtests again) the relative drawdown resulted from running Forex Real Profit EA on the 21-22 GMT interval is higher than the drawdown on the 22-23 interval. The maximum observed was 7.32% on EURUSD 21-22 versus 4.77% on EURUSD 22-23.

My next step would naturally be backtesting on tick data and here’s where I ran into a problem: there’s no DST for the Dukascopy historical data. So, to be able to properly do this, I proceeded to add DST capabilities to the script that exports the FXT files, resulting in an update that is now available for download on the tick data page. If you were wondering earlier how come I know exactly when does the US DST start and end, you have your answer now: it’s because I had to do some research for this whole thing. The result is that the script now supports enabling DST in the FXT file by the US convention or alternatively by the European rules.

Since it’s recommended to run Forex Real Profit EA on an ECN broker, I attempted to reproduce the ECN conditions as closely as possible. So, in addition to enabling DST, this meant creating the FXT files with a commission that I set to 0.8 pips and with the normalized max spread found on the ECN server of FxOpen throughout the Asian session during the past couple of weeks. Please note that I used the normalized maximum spread, not the average, so the tests running with fixed spread and commission are really some kind of a worst case scenario. If you’re wondering how I got the spread info, it’s related to another project of mine which I will likely unveil sometime during the following couple of months.

In addition to the backtests with commission and fixed spread, I also ran the same backtests with the GO Markets average session spreads and without commission to see what the difference would be between ECN and non-ECN. If that’s not enough, I also ran the backtests with 0.8 pips commission and real spread data. All of these are both on the 21-22 GMT interval as well as on the 22-23 GMT interval.

The tick data backtests were ran with AutoGMT set to false and with the default trading hours, the GMT offset of the data being 0 (well, except for DST when the data had an offset of UTC+1 to ensure a correct operation of the EA).

I will try to group the trades by pair and time interval so you can easily compare the results.

EURUSD 21-22 GMT

Real profit EA 5.11, 2007-2011 tick data, EURUSD M15, spread 1.0, commission 0.8, 21-22 GMT set

Real profit EA 5.11, 2007-2011 tick data, EURUSD M15, spread 1.0, commission 0.8, 21-22 GMT set

Show backtest summary »

Symbol EURUSD (Euro vs US Dollar)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="21"; Set_StartMinute="01"; Set_EndHour="21"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=3; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=18; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=14; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96220 Ticks modelled 46495089 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 3316.92 Gross profit 10400.13 Gross loss -7083.21
Profit factor 1.47 Expected payoff 6.44
Absolute drawdown 92.88 Maximal drawdown 1305.48 (9.30%) Relative drawdown 9.30% (1305.48)
Total trades 515 Short positions (won %) 256 (73.05%) Long positions (won %) 259 (70.27%)
Profit trades (% of total) 369 (71.65%) Loss trades (% of total) 146 (28.35%)
Largest profit trade 70.98 loss trade -427.56
Average profit trade 28.18 loss trade -48.52
Maximum consecutive wins (profit in money) 20 (567.77) consecutive losses (loss in money) 5 (-472.85)
Maximal consecutive profit (count of wins) 615.34 (14) consecutive loss (count of losses) -527.39 (2)
Average consecutive wins 4 consecutive losses 1
Real profit EA 5.11, 2007-2011 tick data, EURUSD M15, spread 1.4, no commission, 21-22 GMT set

Real profit EA 5.11, 2007-2011 tick data, EURUSD M15, spread 1.4, no commission, 21-22 GMT set

Show backtest summary »

Symbol EURUSD (Euro vs US Dollar)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="21"; Set_StartMinute="01"; Set_EndHour="21"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=3; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=18; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=14; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96220 Ticks modelled 46495089 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 4210.47 Gross profit 11352.92 Gross loss -7142.44
Profit factor 1.59 Expected payoff 8.21
Absolute drawdown 62.98 Maximal drawdown 1333.54 (9.00%) Relative drawdown 9.00% (1333.54)
Total trades 513 Short positions (won %) 255 (74.51%) Long positions (won %) 258 (72.48%)
Profit trades (% of total) 377 (73.49%) Loss trades (% of total) 136 (26.51%)
Largest profit trade 77.83 loss trade -456.30
Average profit trade 30.11 loss trade -52.52
Maximum consecutive wins (profit in money) 20 (638.93) consecutive losses (loss in money) 5 (-479.31)
Maximal consecutive profit (count of wins) 667.18 (14) consecutive loss (count of losses) -551.78 (2)
Average consecutive wins 4 consecutive losses 1
Real profit EA 5.11, 2007-2011 tick data, EURUSD M15, Dukascopy spread, commission 0.8, 21-22 GMT set

Real profit EA 5.11, 2007-2011 tick data, EURUSD M15, Dukascopy spread, commission 0.8, 21-22 GMT set

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Symbol EURUSD (Euro vs US Dollar)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="21"; Set_StartMinute="01"; Set_EndHour="21"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=3; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=18; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=14; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96220 Ticks modelled 46495089 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 1779.86 Gross profit 8792.51 Gross loss -7012.65
Profit factor 1.25 Expected payoff 3.25
Absolute drawdown 286.65 Maximal drawdown 1178.10 (9.61%) Relative drawdown 9.61% (1178.10)
Total trades 548 Short positions (won %) 277 (67.87%) Long positions (won %) 271 (67.90%)
Profit trades (% of total) 372 (67.88%) Loss trades (% of total) 176 (32.12%)
Largest profit trade 61.95 loss trade -376.66
Average profit trade 23.64 loss trade -39.84
Maximum consecutive wins (profit in money) 15 (120.00) consecutive losses (loss in money) 5 (-439.60)
Maximal consecutive profit (count of wins) 438.34 (11) consecutive loss (count of losses) -455.60 (2)
Average consecutive wins 3 consecutive losses 2

EURUSD 22-23 GMT

Real profit EA 5.11, 2007-2011 tick data, EURUSD M15, spread 1.0, commission 0.8, 22-23 GMT set

Real profit EA 5.11, 2007-2011 tick data, EURUSD M15, spread 1.0, commission 0.8, 22-23 GMT set

Show backtest summary »

Symbol EURUSD (Euro vs US Dollar)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=3; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=18; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=14; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96220 Ticks modelled 46495089 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 10421.60 Gross profit 16647.02 Gross loss -6225.42
Profit factor 2.67 Expected payoff 18.19
Absolute drawdown 14.40 Maximal drawdown 693.11 (4.84%) Relative drawdown 5.03% (650.70)
Total trades 573 Short positions (won %) 232 (81.90%) Long positions (won %) 341 (81.82%)
Profit trades (% of total) 469 (81.85%) Loss trades (% of total) 104 (18.15%)
Largest profit trade 100.89 loss trade -436.90
Average profit trade 35.49 loss trade -59.86
Maximum consecutive wins (profit in money) 25 (1033.57) consecutive losses (loss in money) 3 (-120.89)
Maximal consecutive profit (count of wins) 1035.18 (15) consecutive loss (count of losses) -436.90 (1)
Average consecutive wins 6 consecutive losses 1
Real profit EA 5.11, 2007-2011 tick data, EURUSD M15, spread 1.4, no commission, 22-23 GMT set

Real profit EA 5.11, 2007-2011 tick data, EURUSD M15, spread 1.4, no commission, 22-23 GMT set

Show backtest summary »

Symbol EURUSD (Euro vs US Dollar)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=3; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=18; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=14; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96220 Ticks modelled 46495089 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 11908.16 Gross profit 18208.70 Gross loss -6300.54
Profit factor 2.89 Expected payoff 20.82
Absolute drawdown 10.20 Maximal drawdown 713.04 (4.79%) Relative drawdown 4.96% (662.81)
Total trades 572 Short positions (won %) 232 (84.91%) Long positions (won %) 340 (82.35%)
Profit trades (% of total) 477 (83.39%) Loss trades (% of total) 95 (16.61%)
Largest profit trade 112.22 loss trade -455.42
Average profit trade 38.17 loss trade -66.32
Maximum consecutive wins (profit in money) 33 (1301.92) consecutive losses (loss in money) 3 (-122.18)
Maximal consecutive profit (count of wins) 1301.92 (33) consecutive loss (count of losses) -455.42 (1)
Average consecutive wins 6 consecutive losses 1
Real profit EA 5.11, 2007-2011 tick data, EURUSD M15, Dukascopy spread, commission 0.8, 22-23 GMT set

Real profit EA 5.11, 2007-2011 tick data, EURUSD M15, Dukascopy spread, commission 0.8, 22-23 GMT set

Show backtest summary »

Symbol EURUSD (Euro vs US Dollar)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=3; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=18; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=14; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96220 Ticks modelled 46495089 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 5881.51 Gross profit 12500.22 Gross loss -6618.71
Profit factor 1.89 Expected payoff 9.44
Absolute drawdown 179.98 Maximal drawdown 634.01 (5.35%) Relative drawdown 5.57% (622.37)
Total trades 623 Short positions (won %) 250 (80.80%) Long positions (won %) 373 (74.53%)
Profit trades (% of total) 480 (77.05%) Loss trades (% of total) 143 (22.95%)
Largest profit trade 80.84 loss trade -365.78
Average profit trade 26.04 loss trade -46.28
Maximum consecutive wins (profit in money) 25 (670.16) consecutive losses (loss in money) 7 (-132.49)
Maximal consecutive profit (count of wins) 718.39 (13) consecutive loss (count of losses) -386.81 (2)
Average consecutive wins 5 consecutive losses 1

USDCHF 21-22 GMT

Real profit EA 5.11, 2007-2011 tick data, USDCHF M15, spread 1.8, commission 0.8, 21-22 GMT set

Real profit EA 5.11, 2007-2011 tick data, USDCHF M15, spread 1.8, commission 0.8, 21-22 GMT set

Show backtest summary »

Symbol USDCHF (US Dollar vs Swiss Franc)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="21"; Set_StartMinute="01"; Set_EndHour="21"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=4; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=9; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96176 Ticks modelled 38411688 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 4157.43 Gross profit 8478.89 Gross loss -4321.45
Profit factor 1.96 Expected payoff 6.87
Absolute drawdown 27.07 Maximal drawdown 758.79 (5.44%) Relative drawdown 5.44% (758.79)
Total trades 605 Short positions (won %) 297 (80.47%) Long positions (won %) 308 (73.70%)
Profit trades (% of total) 466 (77.02%) Loss trades (% of total) 139 (22.98%)
Largest profit trade 35.27 loss trade -360.90
Average profit trade 18.20 loss trade -31.09
Maximum consecutive wins (profit in money) 22 (593.38) consecutive losses (loss in money) 4 (-78.18)
Maximal consecutive profit (count of wins) 593.38 (22) consecutive loss (count of losses) -360.90 (1)
Average consecutive wins 4 consecutive losses 1
Real profit EA 5.11, 2007-2011 tick data, USDCHF M15, spread 2.4, no commission, 21-22 GMT set

Real profit EA 5.11, 2007-2011 tick data, USDCHF M15, spread 2.4, no commission, 21-22 GMT set

Real profit EA 5.11, 2007-2011 tick data, USDCHF M15, Dukascopy spread, commission 0.8, 21-22 GMT set

Real profit EA 5.11, 2007-2011 tick data, USDCHF M15, Dukascopy spread, commission 0.8, 21-22 GMT set

Show backtest summary »

Symbol USDCHF (US Dollar vs Swiss Franc)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="21"; Set_StartMinute="01"; Set_EndHour="21"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=4; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=9; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96176 Ticks modelled 38411688 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 1336.70 Gross profit 6160.29 Gross loss -4823.59
Profit factor 1.28 Expected payoff 2.11
Absolute drawdown 188.73 Maximal drawdown 694.36 (6.02%) Relative drawdown 6.02% (694.36)
Total trades 634 Short positions (won %) 306 (72.22%) Long positions (won %) 328 (67.99%)
Profit trades (% of total) 444 (70.03%) Loss trades (% of total) 190 (29.97%)
Largest profit trade 31.96 loss trade -296.14
Average profit trade 13.87 loss trade -25.39
Maximum consecutive wins (profit in money) 19 (417.75) consecutive losses (loss in money) 5 (-47.12)
Maximal consecutive profit (count of wins) 417.75 (19) consecutive loss (count of losses) -296.14 (1)
Average consecutive wins 3 consecutive losses 1

USDCHF 22-23 GMT

Real profit EA 5.11, 2007-2011 tick data, USDCHF M15, spread 1.8, commission 0.8, 22-23 GMT set

Real profit EA 5.11, 2007-2011 tick data, USDCHF M15, spread 1.8, commission 0.8, 22-23 GMT set

Show backtest summary »

Symbol USDCHF (US Dollar vs Swiss Franc)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=4; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=9; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96176 Ticks modelled 38411688 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 11561.10 Gross profit 15247.61 Gross loss -3686.51
Profit factor 4.14 Expected payoff 15.48
Absolute drawdown 8.59 Maximal drawdown 462.38 (3.06%) Relative drawdown 3.06% (462.38)
Total trades 747 Short positions (won %) 336 (87.80%) Long positions (won %) 411 (86.13%)
Profit trades (% of total) 649 (86.88%) Loss trades (% of total) 98 (13.12%)
Largest profit trade 54.38 loss trade -369.10
Average profit trade 23.49 loss trade -37.62
Maximum consecutive wins (profit in money) 30 (893.55) consecutive losses (loss in money) 3 (-29.45)
Maximal consecutive profit (count of wins) 893.55 (30) consecutive loss (count of losses) -369.10 (1)
Average consecutive wins 8 consecutive losses 1
Real profit EA 5.11, 2007-2011 tick data, USDCHF M15, spread 2.4, no commission, 22-23 GMT set

Real profit EA 5.11, 2007-2011 tick data, USDCHF M15, spread 2.4, no commission, 22-23 GMT set

Show backtest summary »

Symbol USDCHF (US Dollar vs Swiss Franc)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=4; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=9; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96176 Ticks modelled 38411688 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 12035.74 Gross profit 15963.80 Gross loss -3928.06
Profit factor 4.06 Expected payoff 16.03
Absolute drawdown 10.51 Maximal drawdown 466.26 (3.02%) Relative drawdown 3.02% (466.26)
Total trades 751 Short positions (won %) 339 (87.91%) Long positions (won %) 412 (87.38%)
Profit trades (% of total) 658 (87.62%) Loss trades (% of total) 93 (12.38%)
Largest profit trade 63.50 loss trade -374.78
Average profit trade 24.26 loss trade -42.24
Maximum consecutive wins (profit in money) 30 (982.66) consecutive losses (loss in money) 3 (-29.30)
Maximal consecutive profit (count of wins) 982.66 (30) consecutive loss (count of losses) -374.78 (1)
Average consecutive wins 8 consecutive losses 1
Real profit EA 5.11, 2007-2011 tick data, USDCHF M15, Dukascopy spread, commission 0.8, 22-23 GMT set

Real profit EA 5.11, 2007-2011 tick data, USDCHF M15, Dukascopy spread, commission 0.8, 22-23 GMT set

Show backtest summary »

Symbol USDCHF (US Dollar vs Swiss Franc)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=4; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=9; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96176 Ticks modelled 38411688 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 2143.34 Gross profit 6977.84 Gross loss -4834.50
Profit factor 1.44 Expected payoff 2.74
Absolute drawdown 120.51 Maximal drawdown 487.18 (4.63%) Relative drawdown 4.63% (487.18)
Total trades 783 Short positions (won %) 348 (80.17%) Long positions (won %) 435 (65.75%)
Profit trades (% of total) 565 (72.16%) Loss trades (% of total) 218 (27.84%)
Largest profit trade 33.39 loss trade -270.59
Average profit trade 12.35 loss trade -22.18
Maximum consecutive wins (profit in money) 24 (258.72) consecutive losses (loss in money) 7 (-97.81)
Maximal consecutive profit (count of wins) 258.72 (24) consecutive loss (count of losses) -270.59 (1)
Average consecutive wins 4 consecutive losses 1

USDCAD 21-22 GMT

Real profit EA 5.11, 2007-2011 tick data, USDCAD M15, spread 2.3, commission 0.8, 21-22 GMT set

Real profit EA 5.11, 2007-2011 tick data, USDCAD M15, spread 2.3, commission 0.8, 21-22 GMT set

Show backtest summary »

Symbol USDCAD (US Dollar vs Canadian Dollar)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="21"; Set_StartMinute="01"; Set_EndHour="21"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=5; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=15; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96148 Ticks modelled 25277891 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 3512.41 Gross profit 11513.98 Gross loss -8001.57
Profit factor 1.44 Expected payoff 5.16
Absolute drawdown 163.30 Maximal drawdown 1351.56 (11.18%) Relative drawdown 11.18% (1351.56)
Total trades 681 Short positions (won %) 326 (71.78%) Long positions (won %) 355 (66.76%)
Profit trades (% of total) 471 (69.16%) Loss trades (% of total) 210 (30.84%)
Largest profit trade 64.76 loss trade -383.07
Average profit trade 24.45 loss trade -38.10
Maximum consecutive wins (profit in money) 15 (387.56) consecutive losses (loss in money) 5 (-82.12)
Maximal consecutive profit (count of wins) 423.32 (13) consecutive loss (count of losses) -437.05 (2)
Average consecutive wins 3 consecutive losses 2
Real profit EA 5.11, 2007-2011 tick data, USDCAD M15, spread 2.6, no commission, 21-22 GMT set

Real profit EA 5.11, 2007-2011 tick data, USDCAD M15, spread 2.6, no commission, 21-22 GMT set

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Symbol USDCAD (US Dollar vs Canadian Dollar)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="21"; Set_StartMinute="01"; Set_EndHour="21"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=5; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=15; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96148 Ticks modelled 25277891 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 4586.67 Gross profit 12577.67 Gross loss -7991.00
Profit factor 1.57 Expected payoff 6.81
Absolute drawdown 52.41 Maximal drawdown 1332.46 (10.75%) Relative drawdown 10.75% (1332.46)
Total trades 674 Short positions (won %) 321 (72.59%) Long positions (won %) 353 (67.14%)
Profit trades (% of total) 470 (69.73%) Loss trades (% of total) 204 (30.27%)
Largest profit trade 73.86 loss trade -408.80
Average profit trade 26.76 loss trade -39.17
Maximum consecutive wins (profit in money) 18 (405.14) consecutive losses (loss in money) 5 (-73.85)
Maximal consecutive profit (count of wins) 472.77 (13) consecutive loss (count of losses) -446.38 (2)
Average consecutive wins 4 consecutive losses 2
Real profit EA 5.11, 2007-2011 tick data, USDCAD M15, Dukascopy spread, commission 0.8, 21-22 GMT set

Real profit EA 5.11, 2007-2011 tick data, USDCAD M15, Dukascopy spread, commission 0.8, 21-22 GMT set

Show backtest summary »

Symbol USDCAD (US Dollar vs Canadian Dollar)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="21"; Set_StartMinute="01"; Set_EndHour="21"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=5; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=15; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96148 Ticks modelled 25277891 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit -1029.51 Gross profit 6666.81 Gross loss -7696.33
Profit factor 0.87 Expected payoff -1.53
Absolute drawdown 1562.93 Maximal drawdown 1934.50 (18.65%) Relative drawdown 18.65% (1934.50)
Total trades 674 Short positions (won %) 324 (57.72%) Long positions (won %) 350 (62.57%)
Profit trades (% of total) 406 (60.24%) Loss trades (% of total) 268 (39.76%)
Largest profit trade 44.08 loss trade -310.45
Average profit trade 16.42 loss trade -28.72
Maximum consecutive wins (profit in money) 13 (312.35) consecutive losses (loss in money) 9 (-150.72)
Maximal consecutive profit (count of wins) 312.35 (13) consecutive loss (count of losses) -478.10 (4)
Average consecutive wins 3 consecutive losses 2

USDCAD 22-23 GMT

Real profit EA 5.11, 2007-2011 tick data, USDCAD M15, spread 2.3, commission 0.8, 22-23 GMT set

Real profit EA 5.11, 2007-2011 tick data, USDCAD M15, spread 2.3, commission 0.8, 22-23 GMT set

Show backtest summary »

Symbol USDCAD (US Dollar vs Canadian Dollar)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=5; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=15; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96148 Ticks modelled 25277891 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 16483.94 Gross profit 22446.10 Gross loss -5962.16
Profit factor 3.76 Expected payoff 23.02
Absolute drawdown 22.03 Maximal drawdown 533.92 (2.06%) Relative drawdown 3.49% (395.43)
Total trades 716 Short positions (won %) 307 (79.15%) Long positions (won %) 409 (84.11%)
Profit trades (% of total) 587 (81.98%) Loss trades (% of total) 129 (18.02%)
Largest profit trade 112.11 loss trade -400.49
Average profit trade 38.24 loss trade -46.22
Maximum consecutive wins (profit in money) 49 (2191.06) consecutive losses (loss in money) 4 (-131.78)
Maximal consecutive profit (count of wins) 2191.06 (49) consecutive loss (count of losses) -400.49 (1)
Average consecutive wins 6 consecutive losses 1
Real profit EA 5.11, 2007-2011 tick data, USDCAD M15, spread 2.6, no commission, 22-23 GMT set

Real profit EA 5.11, 2007-2011 tick data, USDCAD M15, spread 2.6, no commission, 22-23 GMT set

Show backtest summary »

Symbol USDCAD (US Dollar vs Canadian Dollar)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=5; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=15; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96148 Ticks modelled 25277891 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 19094.60 Gross profit 25120.79 Gross loss -6026.19
Profit factor 4.17 Expected payoff 26.71
Absolute drawdown 18.09 Maximal drawdown 575.69 (2.04%) Relative drawdown 3.42% (394.13)
Total trades 715 Short positions (won %) 307 (80.46%) Long positions (won %) 408 (86.03%)
Profit trades (% of total) 598 (83.64%) Loss trades (% of total) 117 (16.36%)
Largest profit trade 129.59 loss trade -416.71
Average profit trade 42.01 loss trade -51.51
Maximum consecutive wins (profit in money) 49 (2443.28) consecutive losses (loss in money) 3 (-157.33)
Maximal consecutive profit (count of wins) 2443.28 (49) consecutive loss (count of losses) -416.71 (1)
Average consecutive wins 6 consecutive losses 1
Real profit EA 5.11, 2007-2011 tick data, USDCAD M15, Dukascopy spread, commission 0.8, 22-23 GMT set

Real profit EA 5.11, 2007-2011 tick data, USDCAD M15, Dukascopy spread, commission 0.8, 22-23 GMT set

Show backtest summary »

Symbol USDCAD (US Dollar vs Canadian Dollar)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=5; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=15; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96148 Ticks modelled 25277891 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 2409.52 Gross profit 8579.75 Gross loss -6170.24
Profit factor 1.39 Expected payoff 3.41
Absolute drawdown 50.73 Maximal drawdown 595.23 (5.64%) Relative drawdown 5.64% (595.23)
Total trades 706 Short positions (won %) 303 (68.65%) Long positions (won %) 403 (67.74%)
Profit trades (% of total) 481 (68.13%) Loss trades (% of total) 225 (31.87%)
Largest profit trade 50.47 loss trade -331.70
Average profit trade 17.84 loss trade -27.42
Maximum consecutive wins (profit in money) 14 (303.23) consecutive losses (loss in money) 6 (-60.50)
Maximal consecutive profit (count of wins) 303.23 (14) consecutive loss (count of losses) -373.36 (2)
Average consecutive wins 3 consecutive losses 2

EURCHF 21-22 GMT

Real profit EA 5.11, 2007-2011 tick data, EURCHF M15, spread 2.9, commission 0.8, 21-22 GMT set

Real profit EA 5.11, 2007-2011 tick data, EURCHF M15, spread 2.9, commission 0.8, 21-22 GMT set

Show backtest summary »

Symbol EURCHF (Euro vs Swiss Franc)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="21"; Set_StartMinute="01"; Set_EndHour="21"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=4; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=9; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96184 Ticks modelled 37704394 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 3169.32 Gross profit 8182.22 Gross loss -5012.90
Profit factor 1.63 Expected payoff 5.20
Absolute drawdown 490.22 Maximal drawdown 690.87 (5.04%) Relative drawdown 5.69% (573.24)
Total trades 609 Short positions (won %) 302 (80.46%) Long positions (won %) 307 (65.47%)
Profit trades (% of total) 444 (72.91%) Loss trades (% of total) 165 (27.09%)
Largest profit trade 45.61 loss trade -425.44
Average profit trade 18.43 loss trade -30.38
Maximum consecutive wins (profit in money) 26 (598.50) consecutive losses (loss in money) 5 (-67.68)
Maximal consecutive profit (count of wins) 598.50 (26) consecutive loss (count of losses) -467.12 (4)
Average consecutive wins 4 consecutive losses 2
Real profit EA 5.11, 2007-2011 tick data, EURCHF M15, spread 3.9, no commission, 21-22 GMT set

Real profit EA 5.11, 2007-2011 tick data, EURCHF M15, spread 3.9, no commission, 21-22 GMT set

Show backtest summary »

Symbol EURCHF (Euro vs Swiss Franc)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="21"; Set_StartMinute="01"; Set_EndHour="21"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=4; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=9; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96184 Ticks modelled 37704394 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 2947.45 Gross profit 7491.62 Gross loss -4544.18
Profit factor 1.65 Expected payoff 5.69
Absolute drawdown 598.37 Maximal drawdown 663.66 (6.59%) Relative drawdown 6.59% (663.66)
Total trades 518 Short positions (won %) 258 (79.07%) Long positions (won %) 260 (63.08%)
Profit trades (% of total) 368 (71.04%) Loss trades (% of total) 150 (28.96%)
Largest profit trade 50.85 loss trade -181.60
Average profit trade 20.36 loss trade -30.29
Maximum consecutive wins (profit in money) 19 (379.99) consecutive losses (loss in money) 5 (-79.33)
Maximal consecutive profit (count of wins) 560.96 (17) consecutive loss (count of losses) -279.23 (3)
Average consecutive wins 4 consecutive losses 2
Real profit EA 5.11, 2007-2011 tick data, EURCHF M15, Dukascopy spread, commission 0.8, 21-22 GMT set

Real profit EA 5.11, 2007-2011 tick data, EURCHF M15, Dukascopy spread, commission 0.8, 21-22 GMT set

Show backtest summary »

Symbol EURCHF (Euro vs Swiss Franc)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="21"; Set_StartMinute="01"; Set_EndHour="21"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=4; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=9; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96184 Ticks modelled 37704394 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 776.00 Gross profit 6181.14 Gross loss -5405.14
Profit factor 1.14 Expected payoff 1.20
Absolute drawdown 1068.71 Maximal drawdown 1150.16 (11.41%) Relative drawdown 11.41% (1150.16)
Total trades 645 Short positions (won %) 314 (66.88%) Long positions (won %) 331 (64.65%)
Profit trades (% of total) 424 (65.74%) Loss trades (% of total) 221 (34.26%)
Largest profit trade 36.26 loss trade -338.15
Average profit trade 14.58 loss trade -24.46
Maximum consecutive wins (profit in money) 19 (298.26) consecutive losses (loss in money) 6 (-118.95)
Maximal consecutive profit (count of wins) 320.89 (16) consecutive loss (count of losses) -367.26 (4)
Average consecutive wins 3 consecutive losses 2

EURCHF 22-23 GMT

Real profit EA 5.11, 2007-2011 tick data, EURCHF M15, spread 2.9, commission 0.8, 22-23 GMT set

Real profit EA 5.11, 2007-2011 tick data, EURCHF M15, spread 2.9, commission 0.8, 22-23 GMT set

Show backtest summary »

Symbol EURCHF (Euro vs Swiss Franc)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=4; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=9; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96184 Ticks modelled 37704394 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 7748.95 Gross profit 11040.56 Gross loss -3291.61
Profit factor 3.35 Expected payoff 12.83
Absolute drawdown 51.53 Maximal drawdown 590.51 (3.33%) Relative drawdown 3.33% (590.51)
Total trades 604 Short positions (won %) 207 (84.54%) Long positions (won %) 397 (81.61%)
Profit trades (% of total) 499 (82.62%) Loss trades (% of total) 105 (17.38%)
Largest profit trade 56.15 loss trade -556.35
Average profit trade 22.13 loss trade -31.35
Maximum consecutive wins (profit in money) 30 (630.96) consecutive losses (loss in money) 4 (-23.67)
Maximal consecutive profit (count of wins) 630.96 (30) consecutive loss (count of losses) -556.35 (1)
Average consecutive wins 6 consecutive losses 1
Real profit EA 5.11, 2007-2011 tick data, EURCHF M15, spread 3.9, no commission, 22-23 GMT set

Real profit EA 5.11, 2007-2011 tick data, EURCHF M15, spread 3.9, no commission, 22-23 GMT set

Show backtest summary »

Symbol EURCHF (Euro vs Swiss Franc)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=4; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=9; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96184 Ticks modelled 37704394 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 6283.88 Gross profit 9518.30 Gross loss -3234.42
Profit factor 2.94 Expected payoff 12.62
Absolute drawdown 53.95 Maximal drawdown 566.01 (3.48%) Relative drawdown 3.48% (566.01)
Total trades 498 Short positions (won %) 166 (84.34%) Long positions (won %) 332 (78.61%)
Profit trades (% of total) 401 (80.52%) Loss trades (% of total) 97 (19.48%)
Largest profit trade 60.46 loss trade -519.36
Average profit trade 23.74 loss trade -33.34
Maximum consecutive wins (profit in money) 20 (517.35) consecutive losses (loss in money) 3 (-136.20)
Maximal consecutive profit (count of wins) 517.35 (20) consecutive loss (count of losses) -519.36 (1)
Average consecutive wins 5 consecutive losses 1

GBPCHF 21-22 GMT

Real profit EA 5.11, 2007-2011 tick data, GBPCHF M15, spread 4.1, commission 0.8, 21-22 GMT set

Real profit EA 5.11, 2007-2011 tick data, GBPCHF M15, spread 4.1, commission 0.8, 21-22 GMT set

Show backtest summary »

Symbol GBPCHF (Great Britain Pound vs Swiss Franc)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="21"; Set_StartMinute="01"; Set_EndHour="21"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=7; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=14; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=1.5; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96161 Ticks modelled 61363607 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 9274.15 Gross profit 13444.19 Gross loss -4170.04
Profit factor 3.22 Expected payoff 11.92
Absolute drawdown 10.20 Maximal drawdown 473.80 (3.78%) Relative drawdown 3.78% (473.80)
Total trades 778 Short positions (won %) 396 (88.38%) Long positions (won %) 382 (79.58%)
Profit trades (% of total) 654 (84.06%) Loss trades (% of total) 124 (15.94%)
Largest profit trade 47.47 loss trade -254.48
Average profit trade 20.56 loss trade -33.63
Maximum consecutive wins (profit in money) 28 (633.73) consecutive losses (loss in money) 4 (-65.39)
Maximal consecutive profit (count of wins) 712.13 (25) consecutive loss (count of losses) -390.94 (2)
Average consecutive wins 6 consecutive losses 1
Real profit EA 5.11, 2007-2011 tick data, GBPCHF M15, spread 5.6, no commission, 21-22 GMT set

Real profit EA 5.11, 2007-2011 tick data, GBPCHF M15, spread 5.6, no commission, 21-22 GMT set

Show backtest summary »

Symbol GBPCHF (Great Britain Pound vs Swiss Franc)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="21"; Set_StartMinute="01"; Set_EndHour="21"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=7; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=14; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=1.5; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96161 Ticks modelled 61363607 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 8316.80 Gross profit 12650.82 Gross loss -4334.02
Profit factor 2.92 Expected payoff 11.27
Absolute drawdown 29.43 Maximal drawdown 456.18 (3.71%) Relative drawdown 3.83% (397.61)
Total trades 738 Short positions (won %) 372 (86.02%) Long positions (won %) 366 (77.05%)
Profit trades (% of total) 602 (81.57%) Loss trades (% of total) 136 (18.43%)
Largest profit trade 52.20 loss trade -247.40
Average profit trade 21.01 loss trade -31.87
Maximum consecutive wins (profit in money) 25 (774.54) consecutive losses (loss in money) 5 (-30.94)
Maximal consecutive profit (count of wins) 774.54 (25) consecutive loss (count of losses) -372.63 (2)
Average consecutive wins 6 consecutive losses 1
Real profit EA 5.11, 2007-2011 tick data, GBPCHF M15, Dukascopy spread, commission 0.8, 21-22 GMT set

Real profit EA 5.11, 2007-2011 tick data, GBPCHF M15, Dukascopy spread, commission 0.8, 21-22 GMT set

Show backtest summary »

Symbol GBPCHF (Great Britain Pound vs Swiss Franc)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="21"; Set_StartMinute="01"; Set_EndHour="21"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=7; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=14; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=1.5; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96161 Ticks modelled 61363607 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 2534.83 Gross profit 7254.42 Gross loss -4719.59
Profit factor 1.54 Expected payoff 3.36
Absolute drawdown 392.15 Maximal drawdown 596.95 (5.85%) Relative drawdown 5.85% (596.95)
Total trades 755 Short positions (won %) 381 (72.97%) Long positions (won %) 374 (72.73%)
Profit trades (% of total) 550 (72.85%) Loss trades (% of total) 205 (27.15%)
Largest profit trade 29.01 loss trade -177.14
Average profit trade 13.19 loss trade -23.02
Maximum consecutive wins (profit in money) 21 (437.49) consecutive losses (loss in money) 5 (-55.90)
Maximal consecutive profit (count of wins) 437.49 (21) consecutive loss (count of losses) -325.77 (2)
Average consecutive wins 4 consecutive losses 1

GBPCHF 22-23 GMT

Real profit EA 5.11, 2007-2011 tick data, GBPCHF M15, spread 4.1, commission 0.8, 22-23 GMT set

Real profit EA 5.11, 2007-2011 tick data, GBPCHF M15, spread 4.1, commission 0.8, 22-23 GMT set

Show backtest summary »

Symbol GBPCHF (Great Britain Pound vs Swiss Franc)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=7; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=14; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=1.5; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96161 Ticks modelled 61363607 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 15643.68 Gross profit 19945.54 Gross loss -4301.86
Profit factor 4.64 Expected payoff 17.50
Absolute drawdown 10.20 Maximal drawdown 467.60 (2.95%) Relative drawdown 2.95% (467.60)
Total trades 894 Short positions (won %) 342 (89.47%) Long positions (won %) 552 (86.59%)
Profit trades (% of total) 784 (87.70%) Loss trades (% of total) 110 (12.30%)
Largest profit trade 55.06 loss trade -332.26
Average profit trade 25.44 loss trade -39.11
Maximum consecutive wins (profit in money) 44 (1444.37) consecutive losses (loss in money) 3 (-146.13)
Maximal consecutive profit (count of wins) 1444.37 (44) consecutive loss (count of losses) -332.26 (1)
Average consecutive wins 8 consecutive losses 1
Real profit EA 5.11, 2007-2011 tick data, GBPCHF M15, spread 5.6, no commission, 22-23 GMT set

Real profit EA 5.11, 2007-2011 tick data, GBPCHF M15, spread 5.6, no commission, 22-23 GMT set

Show backtest summary »

Symbol GBPCHF (Great Britain Pound vs Swiss Franc)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=7; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=14; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=1.5; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96161 Ticks modelled 61363607 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 13675.19 Gross profit 17948.34 Gross loss -4273.15
Profit factor 4.20 Expected payoff 16.64
Absolute drawdown 6.12 Maximal drawdown 462.00 (2.98%) Relative drawdown 2.98% (462.00)
Total trades 822 Short positions (won %) 312 (88.46%) Long positions (won %) 510 (84.51%)
Profit trades (% of total) 707 (86.01%) Loss trades (% of total) 115 (13.99%)
Largest profit trade 58.46 loss trade -315.06
Average profit trade 25.39 loss trade -37.16
Maximum consecutive wins (profit in money) 40 (1273.29) consecutive losses (loss in money) 3 (-139.48)
Maximal consecutive profit (count of wins) 1273.29 (40) consecutive loss (count of losses) -315.06 (1)
Average consecutive wins 7 consecutive losses 1
Real profit EA 5.11, 2007-2011 tick data, GBPCHF M15, Dukascopy spread, commission 0.8, 22-23 GMT set

Real profit EA 5.11, 2007-2011 tick data, GBPCHF M15, Dukascopy spread, commission 0.8, 22-23 GMT set

Show backtest summary »

Symbol GBPCHF (Great Britain Pound vs Swiss Franc)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=7; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=14; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=1.5; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96161 Ticks modelled 61363607 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 962.02 Gross profit 6192.01 Gross loss -5229.99
Profit factor 1.18 Expected payoff 1.14
Absolute drawdown 253.77 Maximal drawdown 679.14 (6.51%) Relative drawdown 6.51% (679.14)
Total trades 844 Short positions (won %) 325 (77.85%) Long positions (won %) 519 (60.12%)
Profit trades (% of total) 565 (66.94%) Loss trades (% of total) 279 (33.06%)
Largest profit trade 27.25 loss trade -177.22
Average profit trade 10.96 loss trade -18.75
Maximum consecutive wins (profit in money) 15 (122.00) consecutive losses (loss in money) 5 (-199.69)
Maximal consecutive profit (count of wins) 236.83 (13) consecutive loss (count of losses) -199.69 (5)
Average consecutive wins 3 consecutive losses 2

EURGBP 21-22 GMT

Real profit EA 5.11, 2007-2011 tick data, EURGBP M15, spread 2.0, commission 0.8, 21-22 GMT set

Real profit EA 5.11, 2007-2011 tick data, EURGBP M15, spread 2.0, commission 0.8, 21-22 GMT set

Show backtest summary »

Symbol EURGBP (Euro vs Great Britain Pound )
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 21:00
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="21"; Set_StartMinute="01"; Set_EndHour="21"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=3; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=11; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96214 Ticks modelled 37398706 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 4018.23 Gross profit 6680.79 Gross loss -2662.55
Profit factor 2.51 Expected payoff 6.41
Absolute drawdown 62.38 Maximal drawdown 294.87 (2.13%) Relative drawdown 2.21% (265.31)
Total trades 627 Short positions (won %) 270 (81.11%) Long positions (won %) 357 (72.55%)
Profit trades (% of total) 478 (76.24%) Loss trades (% of total) 149 (23.76%)
Largest profit trade 49.32 loss trade -240.23
Average profit trade 13.98 loss trade -17.87
Maximum consecutive wins (profit in money) 23 (422.43) consecutive losses (loss in money) 5 (-28.86)
Maximal consecutive profit (count of wins) 432.60 (15) consecutive loss (count of losses) -249.74 (2)
Average consecutive wins 5 consecutive losses 1
Real profit EA 5.11, 2007-2011 tick data, EURGBP M15, spread 2.6, no commission, 21-22 GMT set

Real profit EA 5.11, 2007-2011 tick data, EURGBP M15, spread 2.6, no commission, 21-22 GMT set

Show backtest summary »

Symbol EURGBP (Euro vs Great Britain Pound )
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 21:00
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="21"; Set_StartMinute="01"; Set_EndHour="21"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=3; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=11; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96214 Ticks modelled 37398706 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 4502.61 Gross profit 6940.45 Gross loss -2437.84
Profit factor 2.85 Expected payoff 8.08
Absolute drawdown 60.89 Maximal drawdown 283.44 (2.10%) Relative drawdown 2.23% (272.77)
Total trades 557 Short positions (won %) 241 (82.57%) Long positions (won %) 316 (73.42%)
Profit trades (% of total) 431 (77.38%) Loss trades (% of total) 126 (22.62%)
Largest profit trade 57.07 loss trade -239.06
Average profit trade 16.10 loss trade -19.35
Maximum consecutive wins (profit in money) 22 (305.20) consecutive losses (loss in money) 4 (-128.32)
Maximal consecutive profit (count of wins) 416.80 (12) consecutive loss (count of losses) -248.15 (2)
Average consecutive wins 5 consecutive losses 1
Real profit EA 5.11, 2007-2011 tick data, EURGBP M15, Dukascopy spread, commission 0.8, 21-22 GMT set

Real profit EA 5.11, 2007-2011 tick data, EURGBP M15, Dukascopy spread, commission 0.8, 21-22 GMT set

Show backtest summary »

Symbol EURGBP (Euro vs Great Britain Pound )
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 21:00
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="21"; Set_StartMinute="01"; Set_EndHour="21"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=3; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=11; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96214 Ticks modelled 37398706 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 1680.67 Gross profit 4924.28 Gross loss -3243.62
Profit factor 1.52 Expected payoff 2.49
Absolute drawdown 418.63 Maximal drawdown 418.63 (4.19%) Relative drawdown 4.19% (418.63)
Total trades 676 Short positions (won %) 293 (63.48%) Long positions (won %) 383 (67.89%)
Profit trades (% of total) 446 (65.98%) Loss trades (% of total) 230 (34.02%)
Largest profit trade 41.43 loss trade -201.79
Average profit trade 11.04 loss trade -14.10
Maximum consecutive wins (profit in money) 14 (164.04) consecutive losses (loss in money) 5 (-43.91)
Maximal consecutive profit (count of wins) 339.75 (11) consecutive loss (count of losses) -211.79 (2)
Average consecutive wins 3 consecutive losses 2

EURGBP 22-23 GMT

Real profit EA 5.11, 2007-2011 tick data, EURGBP M15, spread 2.0, commission 0.8, 22-23 GMT set

Real profit EA 5.11, 2007-2011 tick data, EURGBP M15, spread 2.0, commission 0.8, 22-23 GMT set

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Symbol EURGBP (Euro vs Great Britain Pound )
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 21:00
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=3; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=11; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96214 Ticks modelled 37398706 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 7996.29 Gross profit 10844.35 Gross loss -2848.06
Profit factor 3.81 Expected payoff 11.01
Absolute drawdown 7.05 Maximal drawdown 396.37 (2.31%) Relative drawdown 2.50% (331.06)
Total trades 726 Short positions (won %) 276 (77.17%) Long positions (won %) 450 (88.00%)
Profit trades (% of total) 609 (83.88%) Loss trades (% of total) 117 (16.12%)
Largest profit trade 52.80 loss trade -222.95
Average profit trade 17.81 loss trade -24.34
Maximum consecutive wins (profit in money) 32 (980.00) consecutive losses (loss in money) 3 (-277.54)
Maximal consecutive profit (count of wins) 1031.80 (30) consecutive loss (count of losses) -277.54 (3)
Average consecutive wins 7 consecutive losses 1
Real profit EA 5.11, 2007-2011 tick data, EURGBP M15, spread 2.6, no commission, 22-23 GMT set

Real profit EA 5.11, 2007-2011 tick data, EURGBP M15, spread 2.6, no commission, 22-23 GMT set

Show backtest summary »

Symbol EURGBP (Euro vs Great Britain Pound )
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 21:00
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=3; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=11; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96214 Ticks modelled 37398706 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 8093.76 Gross profit 10708.95 Gross loss -2615.18
Profit factor 4.09 Expected payoff 12.87
Absolute drawdown 6.44 Maximal drawdown 408.94 (2.37%) Relative drawdown 2.48% (329.23)
Total trades 629 Short positions (won %) 236 (77.54%) Long positions (won %) 393 (86.77%)
Profit trades (% of total) 524 (83.31%) Loss trades (% of total) 105 (16.69%)
Largest profit trade 69.21 loss trade -221.42
Average profit trade 20.44 loss trade -24.91
Maximum consecutive wins (profit in money) 31 (986.89) consecutive losses (loss in money) 3 (-273.73)
Maximal consecutive profit (count of wins) 1081.13 (29) consecutive loss (count of losses) -273.73 (3)
Average consecutive wins 6 consecutive losses 1
Real profit EA 5.11, 2007-2011 tick data, EURGBP M15, Dukascopy spread, commission 0.8, 22-23 GMT set

Real profit EA 5.11, 2007-2011 tick data, EURGBP M15, Dukascopy spread, commission 0.8, 22-23 GMT set

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Symbol EURGBP (Euro vs Great Britain Pound )
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 21:00
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=3; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=11; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96214 Ticks modelled 37398706 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 341.11 Gross profit 4221.31 Gross loss -3880.19
Profit factor 1.09 Expected payoff 0.44
Absolute drawdown 865.19 Maximal drawdown 867.34 (8.67%) Relative drawdown 8.67% (867.34)
Total trades 769 Short positions (won %) 291 (69.42%) Long positions (won %) 478 (54.39%)
Profit trades (% of total) 462 (60.08%) Loss trades (% of total) 307 (39.92%)
Largest profit trade 32.98 loss trade -169.97
Average profit trade 9.14 loss trade -12.64
Maximum consecutive wins (profit in money) 21 (336.98) consecutive losses (loss in money) 17 (-118.85)
Maximal consecutive profit (count of wins) 451.93 (20) consecutive loss (count of losses) -216.64 (3)
Average consecutive wins 3 consecutive losses 2

EURCAD 21-22 GMT

Real profit EA 5.11, 2008-2011 tick data, EURCAD M15, spread 3.8, commission 0.8, 21-22 GMT set

Real profit EA 5.11, 2008-2011 tick data, EURCAD M15, spread 3.8, commission 0.8, 21-22 GMT set

Show backtest summary »

Symbol EURCAD (Euro vs Canadian Dollar)
Period 15 Minutes (M15) 2008.09.23 12:32 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="21"; Set_StartMinute="01"; Set_EndHour="21"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=7.5; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=30; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 59357 Ticks modelled 34788736 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 28971.30 Gross profit 38156.55 Gross loss -9185.25
Profit factor 4.15 Expected payoff 58.65
Absolute drawdown 31.21 Maximal drawdown 1363.20 (4.10%) Relative drawdown 4.10% (1363.20)
Total trades 494 Short positions (won %) 226 (89.82%) Long positions (won %) 268 (70.90%)
Profit trades (% of total) 393 (79.55%) Loss trades (% of total) 101 (20.45%)
Largest profit trade 308.54 loss trade -553.27
Average profit trade 97.09 loss trade -90.94
Maximum consecutive wins (profit in money) 21 (2464.37) consecutive losses (loss in money) 5 (-884.56)
Maximal consecutive profit (count of wins) 2464.37 (21) consecutive loss (count of losses) -884.56 (5)
Average consecutive wins 5 consecutive losses 1
Real profit EA 5.11, 2008-2011 tick data, EURCAD M15, spread 4.7, no commission, 21-22 GMT set

Real profit EA 5.11, 2008-2011 tick data, EURCAD M15, spread 4.7, no commission, 21-22 GMT set

Show backtest summary »

Symbol EURCAD (Euro vs Canadian Dollar)
Period 15 Minutes (M15) 2008.09.23 12:32 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="21"; Set_StartMinute="01"; Set_EndHour="21"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=7.5; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=30; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 59357 Ticks modelled 34788736 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 28488.42 Gross profit 37587.09 Gross loss -9098.67
Profit factor 4.13 Expected payoff 58.26
Absolute drawdown 31.93 Maximal drawdown 1329.79 (4.05%) Relative drawdown 4.05% (1329.79)
Total trades 489 Short positions (won %) 223 (89.69%) Long positions (won %) 266 (71.05%)
Profit trades (% of total) 389 (79.55%) Loss trades (% of total) 100 (20.45%)
Largest profit trade 303.43 loss trade -546.82
Average profit trade 96.62 loss trade -90.99
Maximum consecutive wins (profit in money) 21 (2488.06) consecutive losses (loss in money) 5 (-867.55)
Maximal consecutive profit (count of wins) 2488.06 (21) consecutive loss (count of losses) -867.55 (5)
Average consecutive wins 5 consecutive losses 1
Real profit EA 5.11, 2008-2011 tick data, EURCAD M15, Dukascopy spread, commission 0.8, 21-22 GMT set

Real profit EA 5.11, 2008-2011 tick data, EURCAD M15, Dukascopy spread, commission 0.8, 21-22 GMT set

Show backtest summary »

Symbol EURCAD (Euro vs Canadian Dollar)
Period 15 Minutes (M15) 2008.09.23 12:32 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="21"; Set_StartMinute="01"; Set_EndHour="21"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=7.5; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=30; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 59357 Ticks modelled 34788736 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 10162.79 Gross profit 19003.03 Gross loss -8840.24
Profit factor 2.15 Expected payoff 20.61
Absolute drawdown 71.11 Maximal drawdown 1152.29 (8.44%) Relative drawdown 8.44% (1152.29)
Total trades 493 Short positions (won %) 225 (78.22%) Long positions (won %) 268 (66.04%)
Profit trades (% of total) 353 (71.60%) Loss trades (% of total) 140 (28.40%)
Largest profit trade 165.65 loss trade -424.56
Average profit trade 53.83 loss trade -63.14
Maximum consecutive wins (profit in money) 16 (1171.67) consecutive losses (loss in money) 5 (-121.70)
Maximal consecutive profit (count of wins) 1171.67 (16) consecutive loss (count of losses) -535.60 (2)
Average consecutive wins 4 consecutive losses 1

EURCAD 22-23 GMT

Real profit EA 5.11, 2008-2011 tick data, EURCAD M15, spread 3.8, commission 0.8, 22-23 GMT set

Real profit EA 5.11, 2008-2011 tick data, EURCAD M15, spread 3.8, commission 0.8, 22-23 GMT set

Show backtest summary »

Symbol EURCAD (Euro vs Canadian Dollar)
Period 15 Minutes (M15) 2008.09.23 12:32 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=7.5; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=30; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 59357 Ticks modelled 34788736 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 31848.47 Gross profit 39646.46 Gross loss -7797.99
Profit factor 5.08 Expected payoff 66.35
Absolute drawdown 32.29 Maximal drawdown 961.07 (2.55%) Relative drawdown 4.16% (540.43)
Total trades 480 Short positions (won %) 160 (88.13%) Long positions (won %) 320 (84.69%)
Profit trades (% of total) 412 (85.83%) Loss trades (% of total) 68 (14.17%)
Largest profit trade 300.50 loss trade -432.71
Average profit trade 96.23 loss trade -114.68
Maximum consecutive wins (profit in money) 46 (4081.39) consecutive losses (loss in money) 3 (-506.90)
Maximal consecutive profit (count of wins) 4081.39 (46) consecutive loss (count of losses) -506.90 (3)
Average consecutive wins 8 consecutive losses 1
Real profit EA 5.11, 2008-2011 tick data, EURCAD M15, spread 4.7, no commission, 22-23 GMT set

Real profit EA 5.11, 2008-2011 tick data, EURCAD M15, spread 4.7, no commission, 22-23 GMT set

Show backtest summary »

Symbol EURGBP (Euro vs Great Britain Pound )
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 21:00
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=7.5; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=30; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96214 Ticks modelled 37398706 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 8584.89 Gross profit 11371.99 Gross loss -2787.10
Profit factor 4.08 Expected payoff 13.78
Absolute drawdown 6.44 Maximal drawdown 480.10 (3.59%) Relative drawdown 3.59% (480.10)
Total trades 623 Short positions (won %) 234 (76.92%) Long positions (won %) 389 (86.63%)
Profit trades (% of total) 517 (82.99%) Loss trades (% of total) 106 (17.01%)
Largest profit trade 126.26 loss trade -227.91
Average profit trade 22.00 loss trade -26.29
Maximum consecutive wins (profit in money) 31 (1049.57) consecutive losses (loss in money) 3 (-281.77)
Maximal consecutive profit (count of wins) 1302.70 (27) consecutive loss (count of losses) -281.77 (3)
Average consecutive wins 6 consecutive losses 1
Real profit EA 5.11, 2008-2011 tick data, EURCAD M15, Dukascopy spread, commission 0.8, 22-23 GMT set

Real profit EA 5.11, 2008-2011 tick data, EURCAD M15, Dukascopy spread, commission 0.8, 22-23 GMT set

Show backtest summary »

Symbol EURCAD (Euro vs Canadian Dollar)
Period 15 Minutes (M15) 2008.09.23 12:32 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=7.5; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=30; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 59357 Ticks modelled 34788736 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 3134.88 Gross profit 11829.80 Gross loss -8694.92
Profit factor 1.36 Expected payoff 6.63
Absolute drawdown 63.69 Maximal drawdown 2678.01 (17.06%) Relative drawdown 17.06% (2678.01)
Total trades 473 Short positions (won %) 154 (80.52%) Long positions (won %) 319 (57.68%)
Profit trades (% of total) 308 (65.12%) Loss trades (% of total) 165 (34.88%)
Largest profit trade 135.38 loss trade -459.37
Average profit trade 38.41 loss trade -52.70
Maximum consecutive wins (profit in money) 17 (1399.24) consecutive losses (loss in money) 8 (-445.14)
Maximal consecutive profit (count of wins) 1399.24 (17) consecutive loss (count of losses) -499.98 (3)
Average consecutive wins 3 consecutive losses 2

The first thing that I looked for and confirmed is that the 22-23 GMT backtests are indeed yielding much better results than their 21-22 GMT counterparts. This time even the GBPCHF one is better. In light of these tests, I believe 22-23 GMT to be easily the better time interval to run the EA.

Important edit 10.05.2011: According to the users (see comments below) and the author, in light of the recent changes (there were several new versions since I wrote the article) the 21-22 GMT interval is now better for the EA. I have changed the hourly interval of my forward test and I will let it trade using its default time interval for the time being, at least until I get a chance to do some more backtests of my own with the latest version.

Let’s take a look at the differences between the simulated ECN backtests (lower spread with 0.8 pips commission) and the STP backtests (higher spread, no commission). In many cases, the STP backtests came out better. Why? Because for pairs with low spread such as EURUSD, the 0.8 pips commission brings the cost per trade above the costs per trade for an STP broker. One thing to keep in mind when performing this comparison is that the spreads I used for the ECN broker were normalized maximum values while for the NDD/STP broker they were average. We are comparing the worst ECN case to the average STP case, so more or less peanuts and apples, but in the end, if we were performing the same procedure on average versus average I believe STP would come in not far behind. The question that naturally follows is: seeing these differences, is it really worth to run it on an ECN broker? And my answer would be: yes, as long as you have a high enough balance to afford using money management with a lotsize increment of 0.1.

Moving on, let’s compare the real spread backtests against the fixed spread backtests. In every single case, things were quite a lot worse and I’m asking myself: how come? Like I mentioned in the EURClimber review, it is known that the Dukascopy historical data spreads are wider than the current spreads of the ECN brokers, since the Dukascopy data is quite old and the spreads back in 2007 were not what they are today. Yet I wanted to see what is the average spread that’s causing this to happen so I ended up writing a small EA for this. When backtested, this EA calculates a dynamic spread average for a selected time period and keeps spamming the log with it. Just in case anyone needs it, it’s available for download.

I’ll create a small spread table with all the spreads I used and the values resulted from backtesting the AverageSpread EA mentioned above on the FXT files using Dukascopy spreads. Once more, the ECN spreads are the FxOpen normalized maximal spreads from the Asian session, while the STP spreads are the GO Markets average spreads for the Asian session.

Pair Time interval ECN spread STP spread Dukascopy average Dukascopy normalized max
EURUSD 21-22 1.0 1.4 1.4 2.1
EURUSD 22-23 1.0 1.4 2.3 3.0
USDCHF 21-22 1.8 2.4 2.3 3.1
USDCHF 22-23 1.8 2.4 3.8 4.8
USDCAD 21-22 2.3 2.6 3.2 4.1
USDCAD 22-23 2.3 2.6 4.9 6.0
EURCHF 21-22 2.9 3.9 2.9 3.7
EURCHF 22-23 2.9 3.9 4.4 5.5
GBPCHF 21-22 4.1 5.6 6.0 7.5
GBPCHF 22-23 4.1 5.6 9.3 11.5
EURGBP 21-22 2.0 2.6 2.0 2.5
EURGBP 22-23 2.0 2.6 3.3 4.0
EURCAD 21-22 3.8 4.7 6.2 7.7
EURCAD 22-23 3.8 4.7 9.3 11.3

It’s easily visible that in the very best case the average Dukascopy spread was as big as the normalized ECN max spread for the whole session, not just that interval. Moreover, this was the better case: the 21-22 interval. The spreads for the 22-23 interval are so much higher, it’s scary. As it seems, unfortunately, the real Dukascopy spreads are not very useful to us since that’s definitely not the spreads that we are trading today. It’s only natural since some of the data is almost 4 years old already, but from now on I will think twice before backtesting an EA using historical spread data, simply because the trading conditions nowadays are so much better. In conclusion, we might as well ignore the real spreads backtests I ran.

I wasn’t going to stop here, though. What, you thought backtest-fest was over? Nope, you’re not getting away that easily. Since it has taken me a long time to write this, it should also take a long time to read it. Speaking of which, I’m cooking this article for about 2 weeks already and I ran over 100 backtests in total.

So, as you might remember, before the throng of backtests I mentioned that the author recommends running both the setting file for 21-22 GMT and the setting file for 22-23 on two different charts outside DST (so during wintertime). And here I was, facing a new problem: how do I selectively backtest an EA on a certain period of the year? For some reason, it didn’t occur to me immediately that I can simply omit the tick data for the DST period of the year when generating the FXT, but once I came up with this solution, all it took was a small modification to the scripts and I was able to export some gimped FXT files and perform the backtests only on the desired period of the year. Of course, once again I proceeded to backtest both the 21-22 set and the 22-23 set to compare the results a bit. I only ran these on ECN data because, after all, I just want to compare the two time intervals against each other.

EURUSD – outside DST

Real profit EA 5.11, 2007-2011 tick data, DST skipped, EURUSD M15, spread 1.0, commission 0.8, 21-22 GMT set

Real profit EA 5.11, 2007-2011 tick data, DST skipped, EURUSD M15, spread 1.0, commission 0.8, 21-22 GMT set

Show backtest summary »

Symbol EURUSD (Euro vs US Dollar)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="21"; Set_StartMinute="01"; Set_EndHour="21"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=3; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=18; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=14; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96220 Ticks modelled 18291535 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 1227.79 Gross profit 3122.63 Gross loss -1894.84
Profit factor 1.65 Expected payoff 8.35
Absolute drawdown 73.51 Maximal drawdown 685.55 (5.94%) Relative drawdown 5.94% (685.55)
Total trades 147 Short positions (won %) 64 (75.00%) Long positions (won %) 83 (71.08%)
Profit trades (% of total) 107 (72.79%) Loss trades (% of total) 40 (27.21%)
Largest profit trade 60.18 loss trade -356.30
Average profit trade 29.18 loss trade -47.37
Maximum consecutive wins (profit in money) 14 (549.14) consecutive losses (loss in money) 5 (-413.76)
Maximal consecutive profit (count of wins) 549.14 (14) consecutive loss (count of losses) -413.76 (5)
Average consecutive wins 4 consecutive losses 1
Real profit EA 5.11, 2007-2011 tick data, DST skipped, EURUSD M15, spread 1.0, commission 0.8, 22-23 GMT set

Real profit EA 5.11, 2007-2011 tick data, DST skipped, EURUSD M15, spread 1.0, commission 0.8, 22-23 GMT set

Show backtest summary »

Symbol EURUSD (Euro vs US Dollar)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=3; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=18; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=14; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96220 Ticks modelled 18291535 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 3181.18 Gross profit 4852.42 Gross loss -1671.24
Profit factor 2.90 Expected payoff 18.60
Absolute drawdown 134.42 Maximal drawdown 585.77 (4.73%) Relative drawdown 4.73% (585.77)
Total trades 171 Short positions (won %) 66 (81.82%) Long positions (won %) 105 (87.62%)
Profit trades (% of total) 146 (85.38%) Loss trades (% of total) 25 (14.62%)
Largest profit trade 65.52 loss trade -375.94
Average profit trade 33.24 loss trade -66.85
Maximum consecutive wins (profit in money) 25 (682.64) consecutive losses (loss in money) 2 (-41.28)
Maximal consecutive profit (count of wins) 887.55 (15) consecutive loss (count of losses) -375.94 (1)
Average consecutive wins 6 consecutive losses 1

USDCHF – outside DST

Real profit EA 5.11, 2007-2011 tick data, DST skipped, USDCHF M15, spread 1.8, commission 0.8, 21-22 GMT set

Real profit EA 5.11, 2007-2011 tick data, DST skipped, USDCHF M15, spread 1.8, commission 0.8, 21-22 GMT set

Show backtest summary »

Symbol USDCHF (US Dollar vs Swiss Franc)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="21"; Set_StartMinute="01"; Set_EndHour="21"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=4; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=9; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96176 Ticks modelled 13985098 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 1176.89 Gross profit 2403.16 Gross loss -1226.27
Profit factor 1.96 Expected payoff 6.47
Absolute drawdown 30.94 Maximal drawdown 499.61 (4.33%) Relative drawdown 4.33% (499.61)
Total trades 182 Short positions (won %) 92 (77.17%) Long positions (won %) 90 (85.56%)
Profit trades (% of total) 148 (81.32%) Loss trades (% of total) 34 (18.68%)
Largest profit trade 29.47 loss trade -296.23
Average profit trade 16.24 loss trade -36.07
Maximum consecutive wins (profit in money) 22 (521.25) consecutive losses (loss in money) 3 (-75.02)
Maximal consecutive profit (count of wins) 521.25 (22) consecutive loss (count of losses) -296.23 (1)
Average consecutive wins 5 consecutive losses 1
Real profit EA 5.11, 2007-2011 tick data, DST skipped, USDCHF M15, spread 1.8, commission 0.8, 22-23 GMT set

Real profit EA 5.11, 2007-2011 tick data, DST skipped, USDCHF M15, spread 1.8, commission 0.8, 22-23 GMT set

Show backtest summary »

Symbol USDCHF (US Dollar vs Swiss Franc)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=4; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=9; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96176 Ticks modelled 13985098 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 2507.31 Gross profit 3603.94 Gross loss -1096.64
Profit factor 3.29 Expected payoff 11.29
Absolute drawdown 118.45 Maximal drawdown 354.91 (3.06%) Relative drawdown 3.06% (354.91)
Total trades 222 Short positions (won %) 109 (88.99%) Long positions (won %) 113 (88.50%)
Profit trades (% of total) 197 (88.74%) Loss trades (% of total) 25 (11.26%)
Largest profit trade 30.50 loss trade -283.38
Average profit trade 18.29 loss trade -43.87
Maximum consecutive wins (profit in money) 30 (674.30) consecutive losses (loss in money) 2 (-24.32)
Maximal consecutive profit (count of wins) 674.30 (30) consecutive loss (count of losses) -283.38 (1)
Average consecutive wins 9 consecutive losses 1

USDCAD – outside DST

Real profit EA 5.11, 2007-2011 tick data, DST skipped, USDCAD M15, spread 2.3, commission 0.8, 21-22 GMT set

Real profit EA 5.11, 2007-2011 tick data, DST skipped, USDCAD M15, spread 2.3, commission 0.8, 21-22 GMT set

Real profit EA 5.11, 2007-2011 tick data, DST skipped, USDCAD M15, spread 2.3, commission 0.8, 22-23 GMT set

Real profit EA 5.11, 2007-2011 tick data, DST skipped, USDCAD M15, spread 2.3, commission 0.8, 22-23 GMT set

Show backtest summary »

Symbol USDCAD (US Dollar vs Canadian Dollar)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=5; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=15; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96148 Ticks modelled 9359781 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 3469.51 Gross profit 5198.37 Gross loss -1728.87
Profit factor 3.01 Expected payoff 15.22
Absolute drawdown 325.98 Maximal drawdown 349.54 (3.49%) Relative drawdown 3.49% (349.54)
Total trades 228 Short positions (won %) 93 (84.95%) Long positions (won %) 135 (81.48%)
Profit trades (% of total) 189 (82.89%) Loss trades (% of total) 39 (17.11%)
Largest profit trade 55.60 loss trade -295.85
Average profit trade 27.50 loss trade -44.33
Maximum consecutive wins (profit in money) 14 (458.66) consecutive losses (loss in money) 3 (-94.16)
Maximal consecutive profit (count of wins) 458.66 (14) consecutive loss (count of losses) -295.85 (1)
Average consecutive wins 6 consecutive losses 1

EURCHF – outside DST

Real profit EA 5.11, 2007-2011 tick data, DST skipped, EURCHF M15, spread 2.9, commission 0.8, 21-22 GMT set

Real profit EA 5.11, 2007-2011 tick data, DST skipped, EURCHF M15, spread 2.9, commission 0.8, 21-22 GMT set

Show backtest summary »

Symbol EURCHF (Euro vs Swiss Franc)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="21"; Set_StartMinute="01"; Set_EndHour="21"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=4; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=9; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96184 Ticks modelled 14724050 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 1537.72 Gross profit 3053.69 Gross loss -1515.97
Profit factor 2.01 Expected payoff 7.05
Absolute drawdown 196.84 Maximal drawdown 326.50 (3.22%) Relative drawdown 3.22% (326.50)
Total trades 218 Short positions (won %) 105 (81.90%) Long positions (won %) 113 (72.57%)
Profit trades (% of total) 168 (77.06%) Loss trades (% of total) 50 (22.94%)
Largest profit trade 35.52 loss trade -172.88
Average profit trade 18.18 loss trade -30.32
Maximum consecutive wins (profit in money) 18 (524.70) consecutive losses (loss in money) 4 (-37.59)
Maximal consecutive profit (count of wins) 524.70 (18) consecutive loss (count of losses) -216.69 (2)
Average consecutive wins 5 consecutive losses 2
Real profit EA 5.11, 2007-2011 tick data, DST skipped, EURCHF M15, spread 2.9, commission 0.8, 22-23 GMT set

Real profit EA 5.11, 2007-2011 tick data, DST skipped, EURCHF M15, spread 2.9, commission 0.8, 22-23 GMT set

Show backtest summary »

Symbol EURCHF (Euro vs Swiss Franc)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=4; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=9; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96184 Ticks modelled 14724050 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 2198.39 Gross profit 3390.57 Gross loss -1192.18
Profit factor 2.84 Expected payoff 9.56
Absolute drawdown 17.91 Maximal drawdown 398.10 (3.38%) Relative drawdown 3.38% (398.10)
Total trades 230 Short positions (won %) 75 (81.33%) Long positions (won %) 155 (85.81%)
Profit trades (% of total) 194 (84.35%) Loss trades (% of total) 36 (15.65%)
Largest profit trade 37.31 loss trade -166.50
Average profit trade 17.48 loss trade -33.12
Maximum consecutive wins (profit in money) 23 (316.40) consecutive losses (loss in money) 3 (-127.12)
Maximal consecutive profit (count of wins) 367.17 (19) consecutive loss (count of losses) -166.50 (1)
Average consecutive wins 6 consecutive losses 1

GBPCHF – outside DST

Real profit EA 5.11, 2007-2011 tick data, DST skipped, GBPCHF M15, spread 4.1, commission 0.8, 21-22 GMT set

Real profit EA 5.11, 2007-2011 tick data, DST skipped, GBPCHF M15, spread 4.1, commission 0.8, 21-22 GMT set

Show backtest summary »

Symbol GBPCHF (Great Britain Pound vs Swiss Franc)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="21"; Set_StartMinute="01"; Set_EndHour="21"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=7; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=14; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=1.5; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96161 Ticks modelled 21619552 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 3558.78 Gross profit 4371.12 Gross loss -812.34
Profit factor 5.38 Expected payoff 12.89
Absolute drawdown 18.36 Maximal drawdown 227.29 (1.92%) Relative drawdown 1.92% (227.29)
Total trades 276 Short positions (won %) 144 (90.97%) Long positions (won %) 132 (81.82%)
Profit trades (% of total) 239 (86.59%) Loss trades (% of total) 37 (13.41%)
Largest profit trade 31.36 loss trade -190.02
Average profit trade 18.29 loss trade -21.96
Maximum consecutive wins (profit in money) 27 (491.66) consecutive losses (loss in money) 3 (-20.29)
Maximal consecutive profit (count of wins) 625.13 (25) consecutive loss (count of losses) -190.02 (1)
Average consecutive wins 7 consecutive losses 1
Real profit EA 5.11, 2007-2011 tick data, DST skipped, GBPCHF M15, spread 4.1, commission 0.8, 22-23 GMT set

Real profit EA 5.11, 2007-2011 tick data, DST skipped, GBPCHF M15, spread 4.1, commission 0.8, 22-23 GMT set

Show backtest summary »

Symbol GBPCHF (Great Britain Pound vs Swiss Franc)
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=7; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=14; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=1.5; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96161 Ticks modelled 21619552 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 3981.33 Gross profit 4947.78 Gross loss -966.45
Profit factor 5.12 Expected payoff 12.84
Absolute drawdown 59.13 Maximal drawdown 334.95 (2.89%) Relative drawdown 2.89% (334.95)
Total trades 310 Short positions (won %) 115 (86.09%) Long positions (won %) 195 (88.21%)
Profit trades (% of total) 271 (87.42%) Loss trades (% of total) 39 (12.58%)
Largest profit trade 29.52 loss trade -178.85
Average profit trade 18.26 loss trade -24.78
Maximum consecutive wins (profit in money) 26 (568.87) consecutive losses (loss in money) 2 (-183.67)
Maximal consecutive profit (count of wins) 568.87 (26) consecutive loss (count of losses) -183.67 (2)
Average consecutive wins 8 consecutive losses 1

EURGBP – outside DST

Real profit EA 5.11, 2007-2011 tick data, DST skipped, EURGBP M15, spread 2.0, commission 0.8, 21-22 GMT set

Real profit EA 5.11, 2007-2011 tick data, DST skipped, EURGBP M15, spread 2.0, commission 0.8, 21-22 GMT set

Show backtest summary »

Symbol EURGBP (Euro vs Great Britain Pound )
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 21:00
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="21"; Set_StartMinute="01"; Set_EndHour="21"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=3; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=11; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96214 Ticks modelled 15581632 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 1853.98 Gross profit 2442.35 Gross loss -588.36
Profit factor 4.15 Expected payoff 9.46
Absolute drawdown 73.72 Maximal drawdown 241.61 (2.20%) Relative drawdown 2.20% (241.61)
Total trades 196 Short positions (won %) 81 (80.25%) Long positions (won %) 115 (80.00%)
Profit trades (% of total) 157 (80.10%) Loss trades (% of total) 39 (19.90%)
Largest profit trade 39.48 loss trade -135.68
Average profit trade 15.56 loss trade -15.09
Maximum consecutive wins (profit in money) 15 (394.80) consecutive losses (loss in money) 5 (-28.89)
Maximal consecutive profit (count of wins) 394.80 (15) consecutive loss (count of losses) -135.68 (1)
Average consecutive wins 5 consecutive losses 1
Real profit EA 5.11, 2007-2011 tick data, DST skipped, EURGBP M15, spread 2.0, commission 0.8, 22-23 GMT set

Real profit EA 5.11, 2007-2011 tick data, DST skipped, EURGBP M15, spread 2.0, commission 0.8, 22-23 GMT set

Show backtest summary »

Symbol EURGBP (Euro vs Great Britain Pound )
Period 15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 21:00
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=3; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=11; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 96214 Ticks modelled 15581632 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 2731.18 Gross profit 3660.35 Gross loss -929.16
Profit factor 3.94 Expected payoff 11.38
Absolute drawdown 38.88 Maximal drawdown 284.43 (2.52%) Relative drawdown 2.52% (284.43)
Total trades 240 Short positions (won %) 93 (76.34%) Long positions (won %) 147 (90.48%)
Profit trades (% of total) 204 (85.00%) Loss trades (% of total) 36 (15.00%)
Largest profit trade 41.45 loss trade -137.38
Average profit trade 17.94 loss trade -25.81
Maximum consecutive wins (profit in money) 32 (834.06) consecutive losses (loss in money) 3 (-51.99)
Maximal consecutive profit (count of wins) 834.06 (32) consecutive loss (count of losses) -137.38 (1)
Average consecutive wins 7 consecutive losses 1

EURCAD – outside DST

Real profit EA 5.11, 2008-2011 tick data, DST skipped, EURCAD M15, spread 3.8, commission 0.8, 21-22 GMT set

Real profit EA 5.11, 2008-2011 tick data, DST skipped, EURCAD M15, spread 3.8, commission 0.8, 21-22 GMT set

Show backtest summary »

Symbol EURCAD (Euro vs Canadian Dollar)
Period 15 Minutes (M15) 2008.09.23 12:32 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=749637; UseAutoGMT=false; Set_StartHour="21"; Set_StartMinute="01"; Set_EndHour="21"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=7.5; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=30; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 59357 Ticks modelled 14411185 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 10599.39 Gross profit 11697.73 Gross loss -1098.33
Profit factor 10.65 Expected payoff 53.26
Absolute drawdown 24.57 Maximal drawdown 448.99 (3.35%) Relative drawdown 3.41% (367.34)
Total trades 199 Short positions (won %) 101 (89.11%) Long positions (won %) 98 (79.59%)
Profit trades (% of total) 168 (84.42%) Loss trades (% of total) 31 (15.58%)
Largest profit trade 166.80 loss trade -174.41
Average profit trade 69.63 loss trade -35.43
Maximum consecutive wins (profit in money) 21 (2174.14) consecutive losses (loss in money) 3 (-202.39)
Maximal consecutive profit (count of wins) 2174.14 (21) consecutive loss (count of losses) -202.39 (3)
Average consecutive wins 7 consecutive losses 1
Real profit EA 5.11, 2008-2011 tick data, DST skipped, EURCAD M15, spread 3.8, commission 0.8, 22-23 GMT set

Real profit EA 5.11, 2008-2011 tick data, DST skipped, EURCAD M15, spread 3.8, commission 0.8, 22-23 GMT set

Show backtest summary »

Symbol EURCAD (Euro vs Canadian Dollar)
Period 15 Minutes (M15) 2008.09.23 12:32 - 2011.02.11 20:59
Model Every tick (the most precise method based on all available least timeframes)
Parameters ForexRealProfitEA_c=" ---- Copyright © 2010, ForexRealProfitEA ---- "; ForexRealProfitEA_ws=" ---- http://www.forexrealprofitea.com ---- "; ForexRealProfitEA_s=" ---- ForexRealProfitEA_v5.11 Demo - Settings ---- "; MagicNumber=7496372; UseAutoGMT=false; Set_StartHour="22"; Set_StartMinute="00"; Set_EndHour="22"; Set_EndMinute="59"; Set_Lots=0.1; Set_MaxSpread=7.5; Set_Slippage=1; UseStopLoss=true; Set_StopLoss=100; UseTakeProfit=true; Set_TakeProfit=30; UseTrendFilter=false; InvisibleMode=false; NFA=false; AFMP=75; P01=12; MoneyManagement=true; MM_Option=1; Risk_percent=3; Internals="!! Do NOT! Change Below This Line !!"; I_B_A="[5][38730][67][][[3]7[][45][r32][5[6][34]67]54]6[856][83061]"; I_B_B="[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]6[43]67[54]74]"; I_B_C="[8]658]7[9[67][]2[3[]765[]9[][3]5[[8]5[7][8]8]9[][][5[][685]"; I_B_D="[12]5[5]78]973[23]6[54]8[6]9[6]79[67][]3[32]6[]5[56]8]57[34]";
Bars in test 59357 Ticks modelled 14411185 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 7673.59 Gross profit 9137.88 Gross loss -1464.29
Profit factor 6.24 Expected payoff 40.82
Absolute drawdown 13.95 Maximal drawdown 500.36 (4.17%) Relative drawdown 4.17% (500.36)
Total trades 188 Short positions (won %) 59 (83.05%) Long positions (won %) 129 (87.60%)
Profit trades (% of total) 162 (86.17%) Loss trades (% of total) 26 (13.83%)
Largest profit trade 122.56 loss trade -367.28
Average profit trade 56.41 loss trade -56.32
Maximum consecutive wins (profit in money) 24 (936.01) consecutive losses (loss in money) 3 (-223.61)
Maximal consecutive profit (count of wins) 1726.58 (19) consecutive loss (count of losses) -367.28 (1)
Average consecutive wins 9 consecutive losses 2

And now it’s settled. With the notable exception of EURCAD, all other pairs performed visibly better on the 22-23 GMT time interval even when running exclusively outside DST.

Since it would be completely redundant to run the EA twice with the same settings, I ended up with a decision: even though I go with the officially recommended settings for most of the EAs I review, I will use my own settings in this case. I will run Forex Real Profit EA on a single chart, using the 22-23 GMT time interval all around the year. As for the risk, I will use 3 as supplied in the original setting files; it’s a very sensible value although the gains will likely not be spectacular.

To finally bring an end to the backtesting section and to give you some form of results that is easily digestible, I proceeded to merge the strategy reports for all 7 pairs for the 22-23 time interval (once again, we’ve determined that this one yields far better results) from the simulated ECN backtests into a single statement.

Real profit EA 5.11, aggregated ECN simulated backtests 2007-2011, time interval 22-23 GMT

Real profit EA 5.11, aggregated ECN simulated backtests 2007-2011, time interval 22-23 GMT

Conclusion

I take pride into being sincere, so once more I’ll be totally honest with you: I’ve had my doubts about Forex Real Profit EA due to the performance in the backtests using tick data with real spread. In spite of spending a very long time writing code for this article and backtesting, I was somewhat unsure whether I should write a review or not, at least until I measured the real spreads in the backtests and found out that they’re much higher than the spreads offered by brokers nowadays. On top of that, all my doubts were gone with the wind as soon as I’ve taken one more look at the live account statements featured on the product website. On Alpari, it has over one year, over 1000 trades and over 1000 pips – now that’s a truly impressive performance.

Still, it’s obviously a very picky robot when it comes to spreads, so if you decide to buy it, you should be very careful where you run it. Another thing that is to be expected is different performance from broker to broker. Even the author’s live forward tests are exhibiting very different trades, so this will be the norm rather than the exception.

The EA is sold as a yearly subscription priced at $199. While this may seem somewhat steep at the first glance, it’s relatively low when compared to the almost $40 per month that you have to cough up for KangarooEA or EURClimber. The refund policy for Forex Real Profit EA is 30 days no questions asked. Coupled with the yearly subscription model, this makes me think that the author is in for the long run.

Forward test

As for my other recent reviews, I am attaching a live forward test account to this article. Even though it’s definitely going to be eclipsed by the author’s live accounts, I believe it’s important to have an independent live forward test. This time, since the EA is very spread-sensitive, I used a GO Markets L-Plate account. For now, it’s running v5.11 with risk 3 and with the set files that enable operation between 22 and 23 GMT. The forward test was started on 23.02.2010 and any updates to its configuration will be posted on the forward tests page

Edit 25.02.2011: This is actually an older account that I used for forward testing a different EA some 1 year ago. I now configured myfxbook to correctly start analyzing starting from the date when Forex Real Profit EA was started on it. If you’ve seen a weird balance curve with a lot of trades, that was the reason.

Details and links

Version used in backtesting: 5.11 demo
Pairs: EURUSD, USDCHF, USDCAD, EURCHF, EURGBP, GBPCHF, EURCAD
Timeframe: M15
Forex Real Profit EA homepage
Buy Forex Real Profit EA