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 »

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 1999.01.05 14:00 - 2011.01.31 23:45
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test292086Ticks modelled44731073Modelling quality89.97%
Mismatched charts errors0
Initial deposit10000.00
Total net profit59791.33Gross profit111685.73Gross loss-51894.40
Profit factor2.15Expected payoff35.13
Absolute drawdown73.39Maximal drawdown5306.31 (7.32%)Relative drawdown7.32% (5306.31)
Total trades1702Short 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%)
Largestprofit trade373.12loss trade-2196.14
Averageprofit trade84.16loss trade-138.39
Maximumconsecutive wins (profit in money)31 (1048.20)consecutive losses (loss in money)5 (-2328.45)
Maximalconsecutive profit (count of wins)3980.69 (30)consecutive loss (count of losses)-2671.96 (2)
Averageconsecutive wins5consecutive losses1

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 »

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 1999.01.05 14:00 - 2011.01.31 23:45
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test292086Ticks modelled44731073Modelling quality89.97%
Mismatched charts errors0
Initial deposit10000.00
Total net profit165839.17Gross profit227598.88Gross loss-61759.71
Profit factor3.69Expected payoff89.98
Absolute drawdown52.20Maximal drawdown6208.55 (4.77%)Relative drawdown4.77% (6208.55)
Total trades1843Short 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%)
Largestprofit trade923.40loss trade-3944.46
Averageprofit trade145.99loss trade-217.46
Maximumconsecutive wins (profit in money)34 (3304.30)consecutive losses (loss in money)3 (-42.24)
Maximalconsecutive profit (count of wins)8288.06 (13)consecutive loss (count of losses)-3944.46 (1)
Averageconsecutive wins6consecutive losses1

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 »

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period15 Minutes (M15) 1999.01.05 12:30 - 2011.01.31 23:45
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test291136Ticks modelled45987277Modelling quality89.97%
Mismatched charts errors0
Initial deposit10000.00
Total net profit102127.56Gross profit159937.54Gross loss-57809.98
Profit factor2.77Expected payoff40.74
Absolute drawdown84.11Maximal drawdown7587.51 (6.57%)Relative drawdown6.57% (7587.51)
Total trades2507Short 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%)
Largestprofit trade310.25loss trade-2951.58
Averageprofit trade75.37loss trade-150.16
Maximumconsecutive wins (profit in money)73 (2553.85)consecutive losses (loss in money)5 (-706.01)
Maximalconsecutive profit (count of wins)4574.00 (18)consecutive loss (count of losses)-2951.58 (1)
Averageconsecutive wins7consecutive losses1

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 »

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period15 Minutes (M15) 1999.01.05 12:30 - 2011.01.31 23:45
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test291136Ticks modelled45987277Modelling quality89.97%
Mismatched charts errors0
Initial deposit10000.00
Total net profit204073.27Gross profit263508.36Gross loss-59435.09
Profit factor4.43Expected payoff77.83
Absolute drawdown21.21Maximal drawdown4125.20 (4.57%)Relative drawdown4.57% (4125.20)
Total trades2622Short 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%)
Largestprofit trade577.68loss trade-2520.44
Averageprofit trade112.08loss trade-219.32
Maximumconsecutive wins (profit in money)101 (11359.10)consecutive losses (loss in money)5 (-1078.86)
Maximalconsecutive profit (count of wins)11359.10 (101)consecutive loss (count of losses)-3020.46 (2)
Averageconsecutive wins10consecutive losses1

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 »

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period15 Minutes (M15) 1999.01.05 14:00 - 2011.01.31 23:45
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test288821Ticks modelled29667369Modelling quality89.97%
Mismatched charts errors0
Initial deposit10000.00
Total net profit77138.18Gross profit137687.83Gross loss-60549.65
Profit factor2.27Expected payoff34.53
Absolute drawdown23.59Maximal drawdown6011.61 (7.19%)Relative drawdown7.19% (6011.61)
Total trades2234Short 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%)
Largestprofit trade408.79loss trade-2545.72
Averageprofit trade78.54loss trade-125.88
Maximumconsecutive wins (profit in money)72 (6120.16)consecutive losses (loss in money)6 (-572.50)
Maximalconsecutive profit (count of wins)6120.16 (72)consecutive loss (count of losses)-2949.84 (3)
Averageconsecutive wins5consecutive losses1

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 »

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period15 Minutes (M15) 1999.01.05 14:00 - 2011.01.31 23:45
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test288821Ticks modelled29667369Modelling quality89.97%
Mismatched charts errors0
Initial deposit10000.00
Total net profit94697.49Gross profit128156.28Gross loss-33458.79
Profit factor3.83Expected payoff51.80
Absolute drawdown60.49Maximal drawdown3233.01 (3.05%)Relative drawdown3.72% (1963.46)
Total trades1828Short 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%)
Largestprofit trade450.16loss trade-1796.58
Averageprofit trade83.33loss trade-115.38
Maximumconsecutive wins (profit in money)62 (3992.73)consecutive losses (loss in money)3 (-579.19)
Maximalconsecutive profit (count of wins)6213.21 (25)consecutive loss (count of losses)-1796.58 (1)
Averageconsecutive wins6consecutive losses1

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 »

SymbolEURCHF (Euro vs Swiss Franc)
Period15 Minutes (M15) 1999.01.06 12:15 - 2011.01.31 23:45
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test282753Ticks modelled46995342Modelling quality89.97%
Mismatched charts errors0
Initial deposit10000.00
Total net profit2073254.51Gross profit2772580.84Gross loss-699326.33
Profit factor3.96Expected payoff803.90
Absolute drawdown43.48Maximal drawdown107108.46 (5.01%)Relative drawdown5.01% (107108.46)
Total trades2579Short 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%)
Largestprofit trade6171.73loss trade-66174.42
Averageprofit trade1161.05loss trade-3661.39
Maximumconsecutive wins (profit in money)172 (414099.40)consecutive losses (loss in money)4 (-30007.39)
Maximalconsecutive profit (count of wins)414099.40 (172)consecutive loss (count of losses)-67483.01 (2)
Averageconsecutive wins17consecutive losses1

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 »

SymbolEURCHF (Euro vs Swiss Franc)
Period15 Minutes (M15) 1999.01.06 12:15 - 2011.01.31 23:45
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test282753Ticks modelled46995342Modelling quality89.97%
Mismatched charts errors0
Initial deposit10000.00
Total net profit2214637.32Gross profit2822586.87Gross loss-607949.55
Profit factor4.64Expected payoff882.33
Absolute drawdown6.76Maximal drawdown100619.21 (4.42%)Relative drawdown4.42% (100619.21)
Total trades2510Short 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%)
Largestprofit trade7298.83loss trade-70775.01
Averageprofit trade1187.46loss trade-4571.05
Maximumconsecutive wins (profit in money)487 (161580.70)consecutive losses (loss in money)3 (-21464.24)
Maximalconsecutive profit (count of wins)297548.83 (190)consecutive loss (count of losses)-70775.01 (1)
Averageconsecutive wins22consecutive losses1

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

Show backtest summary »

SymbolGBPCHF (Great Britain Pound vs Swiss Franc)
Period15 Minutes (M15) 1999.01.07 13:15 - 2011.01.31 23:45
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test287367Ticks modelled74765688Modelling quality89.97%
Mismatched charts errors0
Initial deposit10000.00
Total net profit2889014.42Gross profit3845889.42Gross loss-956875.00
Profit factor4.02Expected payoff868.09
Absolute drawdown18.93Maximal drawdown82271.09 (2.81%)Relative drawdown3.16% (65214.78)
Total trades3328Short 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%)
Largestprofit trade6564.26loss trade-44616.21
Averageprofit trade1247.86loss trade-3889.74
Maximumconsecutive wins (profit in money)116 (4581.30)consecutive losses (loss in money)5 (-16606.20)
Maximalconsecutive profit (count of wins)150872.64 (78)consecutive loss (count of losses)-44616.21 (1)
Averageconsecutive wins15consecutive losses1

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 »

SymbolGBPCHF (Great Britain Pound vs Swiss Franc)
Period15 Minutes (M15) 1999.01.07 13:15 - 2011.01.31 23:45
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test287367Ticks modelled74765688Modelling quality89.97%
Mismatched charts errors0
Initial deposit10000.00
Total net profit2285952.18Gross profit3003860.24Gross loss-717908.06
Profit factor4.18Expected payoff704.45
Absolute drawdown0.00Maximal drawdown56714.01 (2.53%)Relative drawdown3.47% (1038.48)
Total trades3245Short 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%)
Largestprofit trade5583.79loss trade-35891.35
Averageprofit trade985.84loss trade-3625.80
Maximumconsecutive wins (profit in money)181 (362160.90)consecutive losses (loss in money)3 (-15020.38)
Maximalconsecutive profit (count of wins)362160.90 (181)consecutive loss (count of losses)-35891.35 (1)
Averageconsecutive wins18consecutive losses1

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 »

SymbolEURGBP (Euro vs Great Britain Pound )
Period15 Minutes (M15) 1999.01.06 09:45 - 2011.01.31 23:45
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test291733Ticks modelled36009173Modelling quality89.97%
Mismatched charts errors0
Initial deposit10000.00
Total net profit159455.01Gross profit192012.47Gross loss-32557.46
Profit factor5.90Expected payoff72.48
Absolute drawdown7.59Maximal drawdown4507.48 (2.77%)Relative drawdown2.77% (4507.48)
Total trades2200Short 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%)
Largestprofit trade584.67loss trade-2844.29
Averageprofit trade98.92loss trade-125.70
Maximumconsecutive wins (profit in money)80 (7397.83)consecutive losses (loss in money)5 (-946.96)
Maximalconsecutive profit (count of wins)9773.14 (61)consecutive loss (count of losses)-2979.58 (4)
Averageconsecutive wins10consecutive losses1

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 »

SymbolEURGBP (Euro vs Great Britain Pound )
Period15 Minutes (M15) 1999.01.06 09:45 - 2011.01.31 23:45
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test291733Ticks modelled36009173Modelling quality89.97%
Mismatched charts errors0
Initial deposit10000.00
Total net profit229927.28Gross profit282281.59Gross loss-52354.31
Profit factor5.39Expected payoff100.27
Absolute drawdown19.27Maximal drawdown5741.53 (2.35%)Relative drawdown2.58% (5092.60)
Total trades2293Short 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%)
Largestprofit trade897.80loss trade-3540.08
Averageprofit trade134.55loss trade-268.48
Maximumconsecutive wins (profit in money)113 (16886.85)consecutive losses (loss in money)4 (-2607.93)
Maximalconsecutive profit (count of wins)21739.00 (110)consecutive loss (count of losses)-3994.57 (2)
Averageconsecutive wins13consecutive losses1

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 »

SymbolEURCAD (Euro vs Canadian Dollar)
Period15 Minutes (M15) 2007.05.11 19:45 - 2011.01.31 23:45
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test76240Ticks modelled32306112Modelling quality89.88%
Mismatched charts errors0
Initial deposit10000.00
Total net profit20820.10Gross profit29875.52Gross loss-9055.42
Profit factor3.30Expected payoff34.19
Absolute drawdown85.56Maximal drawdown1470.70 (4.87%)Relative drawdown4.87% (1470.70)
Total trades609Short 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%)
Largestprofit trade259.48loss trade-478.28
Averageprofit trade61.35loss trade-74.22
Maximumconsecutive wins (profit in money)31 (2430.02)consecutive losses (loss in money)5 (-773.76)
Maximalconsecutive profit (count of wins)2430.02 (31)consecutive loss (count of losses)-773.76 (5)
Averageconsecutive wins5consecutive losses1

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 »

SymbolEURCAD (Euro vs Canadian Dollar)
Period15 Minutes (M15) 2007.05.11 19:45 - 2011.01.31 23:45
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test76240Ticks modelled32306112Modelling quality89.88%
Mismatched charts errors0
Initial deposit10000.00
Total net profit34811.28Gross profit44926.06Gross loss-10114.78
Profit factor4.44Expected payoff55.97
Absolute drawdown16.82Maximal drawdown1189.84 (2.82%)Relative drawdown3.45% (447.68)
Total trades622Short 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%)
Largestprofit trade335.04loss trade-580.68
Averageprofit trade84.61loss trade-111.15
Maximumconsecutive wins (profit in money)36 (3170.56)consecutive losses (loss in money)2 (-772.63)
Maximalconsecutive profit (count of wins)3170.56 (36)consecutive loss (count of losses)-772.63 (2)
Averageconsecutive wins7consecutive losses1

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 »

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96220Ticks modelled46495089Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit3316.92Gross profit10400.13Gross loss-7083.21
Profit factor1.47Expected payoff6.44
Absolute drawdown92.88Maximal drawdown1305.48 (9.30%)Relative drawdown9.30% (1305.48)
Total trades515Short 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%)
Largestprofit trade70.98loss trade-427.56
Averageprofit trade28.18loss trade-48.52
Maximumconsecutive wins (profit in money)20 (567.77)consecutive losses (loss in money)5 (-472.85)
Maximalconsecutive profit (count of wins)615.34 (14)consecutive loss (count of losses)-527.39 (2)
Averageconsecutive wins4consecutive losses1

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 »

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96220Ticks modelled46495089Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit4210.47Gross profit11352.92Gross loss-7142.44
Profit factor1.59Expected payoff8.21
Absolute drawdown62.98Maximal drawdown1333.54 (9.00%)Relative drawdown9.00% (1333.54)
Total trades513Short 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%)
Largestprofit trade77.83loss trade-456.30
Averageprofit trade30.11loss trade-52.52
Maximumconsecutive wins (profit in money)20 (638.93)consecutive losses (loss in money)5 (-479.31)
Maximalconsecutive profit (count of wins)667.18 (14)consecutive loss (count of losses)-551.78 (2)
Averageconsecutive wins4consecutive losses1

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

Show backtest summary »

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96220Ticks modelled46495089Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit1779.86Gross profit8792.51Gross loss-7012.65
Profit factor1.25Expected payoff3.25
Absolute drawdown286.65Maximal drawdown1178.10 (9.61%)Relative drawdown9.61% (1178.10)
Total trades548Short 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%)
Largestprofit trade61.95loss trade-376.66
Averageprofit trade23.64loss trade-39.84
Maximumconsecutive wins (profit in money)15 (120.00)consecutive losses (loss in money)5 (-439.60)
Maximalconsecutive profit (count of wins)438.34 (11)consecutive loss (count of losses)-455.60 (2)
Averageconsecutive wins3consecutive losses2

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 »

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96220Ticks modelled46495089Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit10421.60Gross profit16647.02Gross loss-6225.42
Profit factor2.67Expected payoff18.19
Absolute drawdown14.40Maximal drawdown693.11 (4.84%)Relative drawdown5.03% (650.70)
Total trades573Short 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%)
Largestprofit trade100.89loss trade-436.90
Averageprofit trade35.49loss trade-59.86
Maximumconsecutive wins (profit in money)25 (1033.57)consecutive losses (loss in money)3 (-120.89)
Maximalconsecutive profit (count of wins)1035.18 (15)consecutive loss (count of losses)-436.90 (1)
Averageconsecutive wins6consecutive losses1

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 »

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96220Ticks modelled46495089Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit11908.16Gross profit18208.70Gross loss-6300.54
Profit factor2.89Expected payoff20.82
Absolute drawdown10.20Maximal drawdown713.04 (4.79%)Relative drawdown4.96% (662.81)
Total trades572Short 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%)
Largestprofit trade112.22loss trade-455.42
Averageprofit trade38.17loss trade-66.32
Maximumconsecutive wins (profit in money)33 (1301.92)consecutive losses (loss in money)3 (-122.18)
Maximalconsecutive profit (count of wins)1301.92 (33)consecutive loss (count of losses)-455.42 (1)
Averageconsecutive wins6consecutive losses1

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 »

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96220Ticks modelled46495089Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit5881.51Gross profit12500.22Gross loss-6618.71
Profit factor1.89Expected payoff9.44
Absolute drawdown179.98Maximal drawdown634.01 (5.35%)Relative drawdown5.57% (622.37)
Total trades623Short 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%)
Largestprofit trade80.84loss trade-365.78
Averageprofit trade26.04loss trade-46.28
Maximumconsecutive wins (profit in money)25 (670.16)consecutive losses (loss in money)7 (-132.49)
Maximalconsecutive profit (count of wins)718.39 (13)consecutive loss (count of losses)-386.81 (2)
Averageconsecutive wins5consecutive losses1

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 »

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96176Ticks modelled38411688Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit4157.43Gross profit8478.89Gross loss-4321.45
Profit factor1.96Expected payoff6.87
Absolute drawdown27.07Maximal drawdown758.79 (5.44%)Relative drawdown5.44% (758.79)
Total trades605Short 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%)
Largestprofit trade35.27loss trade-360.90
Averageprofit trade18.20loss trade-31.09
Maximumconsecutive wins (profit in money)22 (593.38)consecutive losses (loss in money)4 (-78.18)
Maximalconsecutive profit (count of wins)593.38 (22)consecutive loss (count of losses)-360.90 (1)
Averageconsecutive wins4consecutive losses1

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 »

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96176Ticks modelled38411688Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit1336.70Gross profit6160.29Gross loss-4823.59
Profit factor1.28Expected payoff2.11
Absolute drawdown188.73Maximal drawdown694.36 (6.02%)Relative drawdown6.02% (694.36)
Total trades634Short 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%)
Largestprofit trade31.96loss trade-296.14
Averageprofit trade13.87loss trade-25.39
Maximumconsecutive wins (profit in money)19 (417.75)consecutive losses (loss in money)5 (-47.12)
Maximalconsecutive profit (count of wins)417.75 (19)consecutive loss (count of losses)-296.14 (1)
Averageconsecutive wins3consecutive losses1

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 »

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96176Ticks modelled38411688Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit11561.10Gross profit15247.61Gross loss-3686.51
Profit factor4.14Expected payoff15.48
Absolute drawdown8.59Maximal drawdown462.38 (3.06%)Relative drawdown3.06% (462.38)
Total trades747Short 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%)
Largestprofit trade54.38loss trade-369.10
Averageprofit trade23.49loss trade-37.62
Maximumconsecutive wins (profit in money)30 (893.55)consecutive losses (loss in money)3 (-29.45)
Maximalconsecutive profit (count of wins)893.55 (30)consecutive loss (count of losses)-369.10 (1)
Averageconsecutive wins8consecutive losses1

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 »

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96176Ticks modelled38411688Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit12035.74Gross profit15963.80Gross loss-3928.06
Profit factor4.06Expected payoff16.03
Absolute drawdown10.51Maximal drawdown466.26 (3.02%)Relative drawdown3.02% (466.26)
Total trades751Short 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%)
Largestprofit trade63.50loss trade-374.78
Averageprofit trade24.26loss trade-42.24
Maximumconsecutive wins (profit in money)30 (982.66)consecutive losses (loss in money)3 (-29.30)
Maximalconsecutive profit (count of wins)982.66 (30)consecutive loss (count of losses)-374.78 (1)
Averageconsecutive wins8consecutive losses1

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 »

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96176Ticks modelled38411688Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit2143.34Gross profit6977.84Gross loss-4834.50
Profit factor1.44Expected payoff2.74
Absolute drawdown120.51Maximal drawdown487.18 (4.63%)Relative drawdown4.63% (487.18)
Total trades783Short 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%)
Largestprofit trade33.39loss trade-270.59
Averageprofit trade12.35loss trade-22.18
Maximumconsecutive wins (profit in money)24 (258.72)consecutive losses (loss in money)7 (-97.81)
Maximalconsecutive profit (count of wins)258.72 (24)consecutive loss (count of losses)-270.59 (1)
Averageconsecutive wins4consecutive losses1

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 »

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96148Ticks modelled25277891Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit3512.41Gross profit11513.98Gross loss-8001.57
Profit factor1.44Expected payoff5.16
Absolute drawdown163.30Maximal drawdown1351.56 (11.18%)Relative drawdown11.18% (1351.56)
Total trades681Short 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%)
Largestprofit trade64.76loss trade-383.07
Averageprofit trade24.45loss trade-38.10
Maximumconsecutive wins (profit in money)15 (387.56)consecutive losses (loss in money)5 (-82.12)
Maximalconsecutive profit (count of wins)423.32 (13)consecutive loss (count of losses)-437.05 (2)
Averageconsecutive wins3consecutive losses2

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

Show backtest summary »

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96148Ticks modelled25277891Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit4586.67Gross profit12577.67Gross loss-7991.00
Profit factor1.57Expected payoff6.81
Absolute drawdown52.41Maximal drawdown1332.46 (10.75%)Relative drawdown10.75% (1332.46)
Total trades674Short 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%)
Largestprofit trade73.86loss trade-408.80
Averageprofit trade26.76loss trade-39.17
Maximumconsecutive wins (profit in money)18 (405.14)consecutive losses (loss in money)5 (-73.85)
Maximalconsecutive profit (count of wins)472.77 (13)consecutive loss (count of losses)-446.38 (2)
Averageconsecutive wins4consecutive losses2

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 »

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96148Ticks modelled25277891Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit-1029.51Gross profit6666.81Gross loss-7696.33
Profit factor0.87Expected payoff-1.53
Absolute drawdown1562.93Maximal drawdown1934.50 (18.65%)Relative drawdown18.65% (1934.50)
Total trades674Short 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%)
Largestprofit trade44.08loss trade-310.45
Averageprofit trade16.42loss trade-28.72
Maximumconsecutive wins (profit in money)13 (312.35)consecutive losses (loss in money)9 (-150.72)
Maximalconsecutive profit (count of wins)312.35 (13)consecutive loss (count of losses)-478.10 (4)
Averageconsecutive wins3consecutive losses2

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 »

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96148Ticks modelled25277891Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit16483.94Gross profit22446.10Gross loss-5962.16
Profit factor3.76Expected payoff23.02
Absolute drawdown22.03Maximal drawdown533.92 (2.06%)Relative drawdown3.49% (395.43)
Total trades716Short 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%)
Largestprofit trade112.11loss trade-400.49
Averageprofit trade38.24loss trade-46.22
Maximumconsecutive wins (profit in money)49 (2191.06)consecutive losses (loss in money)4 (-131.78)
Maximalconsecutive profit (count of wins)2191.06 (49)consecutive loss (count of losses)-400.49 (1)
Averageconsecutive wins6consecutive losses1

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 »

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96148Ticks modelled25277891Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit19094.60Gross profit25120.79Gross loss-6026.19
Profit factor4.17Expected payoff26.71
Absolute drawdown18.09Maximal drawdown575.69 (2.04%)Relative drawdown3.42% (394.13)
Total trades715Short 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%)
Largestprofit trade129.59loss trade-416.71
Averageprofit trade42.01loss trade-51.51
Maximumconsecutive wins (profit in money)49 (2443.28)consecutive losses (loss in money)3 (-157.33)
Maximalconsecutive profit (count of wins)2443.28 (49)consecutive loss (count of losses)-416.71 (1)
Averageconsecutive wins6consecutive losses1

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 »

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96148Ticks modelled25277891Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit2409.52Gross profit8579.75Gross loss-6170.24
Profit factor1.39Expected payoff3.41
Absolute drawdown50.73Maximal drawdown595.23 (5.64%)Relative drawdown5.64% (595.23)
Total trades706Short 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%)
Largestprofit trade50.47loss trade-331.70
Averageprofit trade17.84loss trade-27.42
Maximumconsecutive wins (profit in money)14 (303.23)consecutive losses (loss in money)6 (-60.50)
Maximalconsecutive profit (count of wins)303.23 (14)consecutive loss (count of losses)-373.36 (2)
Averageconsecutive wins3consecutive losses2

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 »

SymbolEURCHF (Euro vs Swiss Franc)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96184Ticks modelled37704394Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit3169.32Gross profit8182.22Gross loss-5012.90
Profit factor1.63Expected payoff5.20
Absolute drawdown490.22Maximal drawdown690.87 (5.04%)Relative drawdown5.69% (573.24)
Total trades609Short 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%)
Largestprofit trade45.61loss trade-425.44
Averageprofit trade18.43loss trade-30.38
Maximumconsecutive wins (profit in money)26 (598.50)consecutive losses (loss in money)5 (-67.68)
Maximalconsecutive profit (count of wins)598.50 (26)consecutive loss (count of losses)-467.12 (4)
Averageconsecutive wins4consecutive losses2

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 »

SymbolEURCHF (Euro vs Swiss Franc)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96184Ticks modelled37704394Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit2947.45Gross profit7491.62Gross loss-4544.18
Profit factor1.65Expected payoff5.69
Absolute drawdown598.37Maximal drawdown663.66 (6.59%)Relative drawdown6.59% (663.66)
Total trades518Short 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%)
Largestprofit trade50.85loss trade-181.60
Averageprofit trade20.36loss trade-30.29
Maximumconsecutive wins (profit in money)19 (379.99)consecutive losses (loss in money)5 (-79.33)
Maximalconsecutive profit (count of wins)560.96 (17)consecutive loss (count of losses)-279.23 (3)
Averageconsecutive wins4consecutive losses2

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 »

SymbolEURCHF (Euro vs Swiss Franc)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96184Ticks modelled37704394Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit776.00Gross profit6181.14Gross loss-5405.14
Profit factor1.14Expected payoff1.20
Absolute drawdown1068.71Maximal drawdown1150.16 (11.41%)Relative drawdown11.41% (1150.16)
Total trades645Short 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%)
Largestprofit trade36.26loss trade-338.15
Averageprofit trade14.58loss trade-24.46
Maximumconsecutive wins (profit in money)19 (298.26)consecutive losses (loss in money)6 (-118.95)
Maximalconsecutive profit (count of wins)320.89 (16)consecutive loss (count of losses)-367.26 (4)
Averageconsecutive wins3consecutive losses2

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 »

SymbolEURCHF (Euro vs Swiss Franc)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96184Ticks modelled37704394Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit7748.95Gross profit11040.56Gross loss-3291.61
Profit factor3.35Expected payoff12.83
Absolute drawdown51.53Maximal drawdown590.51 (3.33%)Relative drawdown3.33% (590.51)
Total trades604Short 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%)
Largestprofit trade56.15loss trade-556.35
Averageprofit trade22.13loss trade-31.35
Maximumconsecutive wins (profit in money)30 (630.96)consecutive losses (loss in money)4 (-23.67)
Maximalconsecutive profit (count of wins)630.96 (30)consecutive loss (count of losses)-556.35 (1)
Averageconsecutive wins6consecutive losses1

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 »

SymbolEURCHF (Euro vs Swiss Franc)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96184Ticks modelled37704394Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit6283.88Gross profit9518.30Gross loss-3234.42
Profit factor2.94Expected payoff12.62
Absolute drawdown53.95Maximal drawdown566.01 (3.48%)Relative drawdown3.48% (566.01)
Total trades498Short 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%)
Largestprofit trade60.46loss trade-519.36
Averageprofit trade23.74loss trade-33.34
Maximumconsecutive wins (profit in money)20 (517.35)consecutive losses (loss in money)3 (-136.20)
Maximalconsecutive profit (count of wins)517.35 (20)consecutive loss (count of losses)-519.36 (1)
Averageconsecutive wins5consecutive losses1

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 »

SymbolGBPCHF (Great Britain Pound vs Swiss Franc)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96161Ticks modelled61363607Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit9274.15Gross profit13444.19Gross loss-4170.04
Profit factor3.22Expected payoff11.92
Absolute drawdown10.20Maximal drawdown473.80 (3.78%)Relative drawdown3.78% (473.80)
Total trades778Short 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%)
Largestprofit trade47.47loss trade-254.48
Averageprofit trade20.56loss trade-33.63
Maximumconsecutive wins (profit in money)28 (633.73)consecutive losses (loss in money)4 (-65.39)
Maximalconsecutive profit (count of wins)712.13 (25)consecutive loss (count of losses)-390.94 (2)
Averageconsecutive wins6consecutive losses1

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 »

SymbolGBPCHF (Great Britain Pound vs Swiss Franc)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96161Ticks modelled61363607Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit8316.80Gross profit12650.82Gross loss-4334.02
Profit factor2.92Expected payoff11.27
Absolute drawdown29.43Maximal drawdown456.18 (3.71%)Relative drawdown3.83% (397.61)
Total trades738Short 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%)
Largestprofit trade52.20loss trade-247.40
Averageprofit trade21.01loss trade-31.87
Maximumconsecutive wins (profit in money)25 (774.54)consecutive losses (loss in money)5 (-30.94)
Maximalconsecutive profit (count of wins)774.54 (25)consecutive loss (count of losses)-372.63 (2)
Averageconsecutive wins6consecutive losses1

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 »

SymbolGBPCHF (Great Britain Pound vs Swiss Franc)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96161Ticks modelled61363607Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit2534.83Gross profit7254.42Gross loss-4719.59
Profit factor1.54Expected payoff3.36
Absolute drawdown392.15Maximal drawdown596.95 (5.85%)Relative drawdown5.85% (596.95)
Total trades755Short 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%)
Largestprofit trade29.01loss trade-177.14
Averageprofit trade13.19loss trade-23.02
Maximumconsecutive wins (profit in money)21 (437.49)consecutive losses (loss in money)5 (-55.90)
Maximalconsecutive profit (count of wins)437.49 (21)consecutive loss (count of losses)-325.77 (2)
Averageconsecutive wins4consecutive losses1

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 »

SymbolGBPCHF (Great Britain Pound vs Swiss Franc)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96161Ticks modelled61363607Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit15643.68Gross profit19945.54Gross loss-4301.86
Profit factor4.64Expected payoff17.50
Absolute drawdown10.20Maximal drawdown467.60 (2.95%)Relative drawdown2.95% (467.60)
Total trades894Short 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%)
Largestprofit trade55.06loss trade-332.26
Averageprofit trade25.44loss trade-39.11
Maximumconsecutive wins (profit in money)44 (1444.37)consecutive losses (loss in money)3 (-146.13)
Maximalconsecutive profit (count of wins)1444.37 (44)consecutive loss (count of losses)-332.26 (1)
Averageconsecutive wins8consecutive losses1

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 »

SymbolGBPCHF (Great Britain Pound vs Swiss Franc)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96161Ticks modelled61363607Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit13675.19Gross profit17948.34Gross loss-4273.15
Profit factor4.20Expected payoff16.64
Absolute drawdown6.12Maximal drawdown462.00 (2.98%)Relative drawdown2.98% (462.00)
Total trades822Short 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%)
Largestprofit trade58.46loss trade-315.06
Averageprofit trade25.39loss trade-37.16
Maximumconsecutive wins (profit in money)40 (1273.29)consecutive losses (loss in money)3 (-139.48)
Maximalconsecutive profit (count of wins)1273.29 (40)consecutive loss (count of losses)-315.06 (1)
Averageconsecutive wins7consecutive losses1

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 »

SymbolGBPCHF (Great Britain Pound vs Swiss Franc)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96161Ticks modelled61363607Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit962.02Gross profit6192.01Gross loss-5229.99
Profit factor1.18Expected payoff1.14
Absolute drawdown253.77Maximal drawdown679.14 (6.51%)Relative drawdown6.51% (679.14)
Total trades844Short 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%)
Largestprofit trade27.25loss trade-177.22
Averageprofit trade10.96loss trade-18.75
Maximumconsecutive wins (profit in money)15 (122.00)consecutive losses (loss in money)5 (-199.69)
Maximalconsecutive profit (count of wins)236.83 (13)consecutive loss (count of losses)-199.69 (5)
Averageconsecutive wins3consecutive losses2

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 »

SymbolEURGBP (Euro vs Great Britain Pound )
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 21:00
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96214Ticks modelled37398706Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit4018.23Gross profit6680.79Gross loss-2662.55
Profit factor2.51Expected payoff6.41
Absolute drawdown62.38Maximal drawdown294.87 (2.13%)Relative drawdown2.21% (265.31)
Total trades627Short 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%)
Largestprofit trade49.32loss trade-240.23
Averageprofit trade13.98loss trade-17.87
Maximumconsecutive wins (profit in money)23 (422.43)consecutive losses (loss in money)5 (-28.86)
Maximalconsecutive profit (count of wins)432.60 (15)consecutive loss (count of losses)-249.74 (2)
Averageconsecutive wins5consecutive losses1

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 »

SymbolEURGBP (Euro vs Great Britain Pound )
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 21:00
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96214Ticks modelled37398706Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit4502.61Gross profit6940.45Gross loss-2437.84
Profit factor2.85Expected payoff8.08
Absolute drawdown60.89Maximal drawdown283.44 (2.10%)Relative drawdown2.23% (272.77)
Total trades557Short 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%)
Largestprofit trade57.07loss trade-239.06
Averageprofit trade16.10loss trade-19.35
Maximumconsecutive wins (profit in money)22 (305.20)consecutive losses (loss in money)4 (-128.32)
Maximalconsecutive profit (count of wins)416.80 (12)consecutive loss (count of losses)-248.15 (2)
Averageconsecutive wins5consecutive losses1

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 »

SymbolEURGBP (Euro vs Great Britain Pound )
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 21:00
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96214Ticks modelled37398706Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit1680.67Gross profit4924.28Gross loss-3243.62
Profit factor1.52Expected payoff2.49
Absolute drawdown418.63Maximal drawdown418.63 (4.19%)Relative drawdown4.19% (418.63)
Total trades676Short 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%)
Largestprofit trade41.43loss trade-201.79
Averageprofit trade11.04loss trade-14.10
Maximumconsecutive wins (profit in money)14 (164.04)consecutive losses (loss in money)5 (-43.91)
Maximalconsecutive profit (count of wins)339.75 (11)consecutive loss (count of losses)-211.79 (2)
Averageconsecutive wins3consecutive losses2

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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SymbolEURGBP (Euro vs Great Britain Pound )
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 21:00
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96214Ticks modelled37398706Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit7996.29Gross profit10844.35Gross loss-2848.06
Profit factor3.81Expected payoff11.01
Absolute drawdown7.05Maximal drawdown396.37 (2.31%)Relative drawdown2.50% (331.06)
Total trades726Short 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%)
Largestprofit trade52.80loss trade-222.95
Averageprofit trade17.81loss trade-24.34
Maximumconsecutive wins (profit in money)32 (980.00)consecutive losses (loss in money)3 (-277.54)
Maximalconsecutive profit (count of wins)1031.80 (30)consecutive loss (count of losses)-277.54 (3)
Averageconsecutive wins7consecutive losses1

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 »

SymbolEURGBP (Euro vs Great Britain Pound )
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 21:00
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96214Ticks modelled37398706Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit8093.76Gross profit10708.95Gross loss-2615.18
Profit factor4.09Expected payoff12.87
Absolute drawdown6.44Maximal drawdown408.94 (2.37%)Relative drawdown2.48% (329.23)
Total trades629Short 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%)
Largestprofit trade69.21loss trade-221.42
Averageprofit trade20.44loss trade-24.91
Maximumconsecutive wins (profit in money)31 (986.89)consecutive losses (loss in money)3 (-273.73)
Maximalconsecutive profit (count of wins)1081.13 (29)consecutive loss (count of losses)-273.73 (3)
Averageconsecutive wins6consecutive losses1

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

Show backtest summary »

SymbolEURGBP (Euro vs Great Britain Pound )
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 21:00
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96214Ticks modelled37398706Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit341.11Gross profit4221.31Gross loss-3880.19
Profit factor1.09Expected payoff0.44
Absolute drawdown865.19Maximal drawdown867.34 (8.67%)Relative drawdown8.67% (867.34)
Total trades769Short 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%)
Largestprofit trade32.98loss trade-169.97
Averageprofit trade9.14loss trade-12.64
Maximumconsecutive wins (profit in money)21 (336.98)consecutive losses (loss in money)17 (-118.85)
Maximalconsecutive profit (count of wins)451.93 (20)consecutive loss (count of losses)-216.64 (3)
Averageconsecutive wins3consecutive losses2

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 »

SymbolEURCAD (Euro vs Canadian Dollar)
Period15 Minutes (M15) 2008.09.23 12:32 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test59357Ticks modelled34788736Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit28971.30Gross profit38156.55Gross loss-9185.25
Profit factor4.15Expected payoff58.65
Absolute drawdown31.21Maximal drawdown1363.20 (4.10%)Relative drawdown4.10% (1363.20)
Total trades494Short 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%)
Largestprofit trade308.54loss trade-553.27
Averageprofit trade97.09loss trade-90.94
Maximumconsecutive wins (profit in money)21 (2464.37)consecutive losses (loss in money)5 (-884.56)
Maximalconsecutive profit (count of wins)2464.37 (21)consecutive loss (count of losses)-884.56 (5)
Averageconsecutive wins5consecutive losses1

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 »

SymbolEURCAD (Euro vs Canadian Dollar)
Period15 Minutes (M15) 2008.09.23 12:32 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test59357Ticks modelled34788736Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit28488.42Gross profit37587.09Gross loss-9098.67
Profit factor4.13Expected payoff58.26
Absolute drawdown31.93Maximal drawdown1329.79 (4.05%)Relative drawdown4.05% (1329.79)
Total trades489Short 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%)
Largestprofit trade303.43loss trade-546.82
Averageprofit trade96.62loss trade-90.99
Maximumconsecutive wins (profit in money)21 (2488.06)consecutive losses (loss in money)5 (-867.55)
Maximalconsecutive profit (count of wins)2488.06 (21)consecutive loss (count of losses)-867.55 (5)
Averageconsecutive wins5consecutive losses1

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 »

SymbolEURCAD (Euro vs Canadian Dollar)
Period15 Minutes (M15) 2008.09.23 12:32 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test59357Ticks modelled34788736Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit10162.79Gross profit19003.03Gross loss-8840.24
Profit factor2.15Expected payoff20.61
Absolute drawdown71.11Maximal drawdown1152.29 (8.44%)Relative drawdown8.44% (1152.29)
Total trades493Short 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%)
Largestprofit trade165.65loss trade-424.56
Averageprofit trade53.83loss trade-63.14
Maximumconsecutive wins (profit in money)16 (1171.67)consecutive losses (loss in money)5 (-121.70)
Maximalconsecutive profit (count of wins)1171.67 (16)consecutive loss (count of losses)-535.60 (2)
Averageconsecutive wins4consecutive losses1

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 »

SymbolEURCAD (Euro vs Canadian Dollar)
Period15 Minutes (M15) 2008.09.23 12:32 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test59357Ticks modelled34788736Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit31848.47Gross profit39646.46Gross loss-7797.99
Profit factor5.08Expected payoff66.35
Absolute drawdown32.29Maximal drawdown961.07 (2.55%)Relative drawdown4.16% (540.43)
Total trades480Short 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%)
Largestprofit trade300.50loss trade-432.71
Averageprofit trade96.23loss trade-114.68
Maximumconsecutive wins (profit in money)46 (4081.39)consecutive losses (loss in money)3 (-506.90)
Maximalconsecutive profit (count of wins)4081.39 (46)consecutive loss (count of losses)-506.90 (3)
Averageconsecutive wins8consecutive losses1

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 »

SymbolEURGBP (Euro vs Great Britain Pound )
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 21:00
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96214Ticks modelled37398706Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit8584.89Gross profit11371.99Gross loss-2787.10
Profit factor4.08Expected payoff13.78
Absolute drawdown6.44Maximal drawdown480.10 (3.59%)Relative drawdown3.59% (480.10)
Total trades623Short 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%)
Largestprofit trade126.26loss trade-227.91
Averageprofit trade22.00loss trade-26.29
Maximumconsecutive wins (profit in money)31 (1049.57)consecutive losses (loss in money)3 (-281.77)
Maximalconsecutive profit (count of wins)1302.70 (27)consecutive loss (count of losses)-281.77 (3)
Averageconsecutive wins6consecutive losses1

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 »

SymbolEURCAD (Euro vs Canadian Dollar)
Period15 Minutes (M15) 2008.09.23 12:32 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test59357Ticks modelled34788736Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit3134.88Gross profit11829.80Gross loss-8694.92
Profit factor1.36Expected payoff6.63
Absolute drawdown63.69Maximal drawdown2678.01 (17.06%)Relative drawdown17.06% (2678.01)
Total trades473Short 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%)
Largestprofit trade135.38loss trade-459.37
Averageprofit trade38.41loss trade-52.70
Maximumconsecutive wins (profit in money)17 (1399.24)consecutive losses (loss in money)8 (-445.14)
Maximalconsecutive profit (count of wins)1399.24 (17)consecutive loss (count of losses)-499.98 (3)
Averageconsecutive wins3consecutive losses2

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 »

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96220Ticks modelled18291535Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit1227.79Gross profit3122.63Gross loss-1894.84
Profit factor1.65Expected payoff8.35
Absolute drawdown73.51Maximal drawdown685.55 (5.94%)Relative drawdown5.94% (685.55)
Total trades147Short 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%)
Largestprofit trade60.18loss trade-356.30
Averageprofit trade29.18loss trade-47.37
Maximumconsecutive wins (profit in money)14 (549.14)consecutive losses (loss in money)5 (-413.76)
Maximalconsecutive profit (count of wins)549.14 (14)consecutive loss (count of losses)-413.76 (5)
Averageconsecutive wins4consecutive losses1

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 »

SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96220Ticks modelled18291535Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit3181.18Gross profit4852.42Gross loss-1671.24
Profit factor2.90Expected payoff18.60
Absolute drawdown134.42Maximal drawdown585.77 (4.73%)Relative drawdown4.73% (585.77)
Total trades171Short 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%)
Largestprofit trade65.52loss trade-375.94
Averageprofit trade33.24loss trade-66.85
Maximumconsecutive wins (profit in money)25 (682.64)consecutive losses (loss in money)2 (-41.28)
Maximalconsecutive profit (count of wins)887.55 (15)consecutive loss (count of losses)-375.94 (1)
Averageconsecutive wins6consecutive losses1

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 »

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96176Ticks modelled13985098Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit1176.89Gross profit2403.16Gross loss-1226.27
Profit factor1.96Expected payoff6.47
Absolute drawdown30.94Maximal drawdown499.61 (4.33%)Relative drawdown4.33% (499.61)
Total trades182Short 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%)
Largestprofit trade29.47loss trade-296.23
Averageprofit trade16.24loss trade-36.07
Maximumconsecutive wins (profit in money)22 (521.25)consecutive losses (loss in money)3 (-75.02)
Maximalconsecutive profit (count of wins)521.25 (22)consecutive loss (count of losses)-296.23 (1)
Averageconsecutive wins5consecutive losses1

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 »

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96176Ticks modelled13985098Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit2507.31Gross profit3603.94Gross loss-1096.64
Profit factor3.29Expected payoff11.29
Absolute drawdown118.45Maximal drawdown354.91 (3.06%)Relative drawdown3.06% (354.91)
Total trades222Short 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%)
Largestprofit trade30.50loss trade-283.38
Averageprofit trade18.29loss trade-43.87
Maximumconsecutive wins (profit in money)30 (674.30)consecutive losses (loss in money)2 (-24.32)
Maximalconsecutive profit (count of wins)674.30 (30)consecutive loss (count of losses)-283.38 (1)
Averageconsecutive wins9consecutive losses1

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 »

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 16:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96148Ticks modelled9359781Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit3469.51Gross profit5198.37Gross loss-1728.87
Profit factor3.01Expected payoff15.22
Absolute drawdown325.98Maximal drawdown349.54 (3.49%)Relative drawdown3.49% (349.54)
Total trades228Short 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%)
Largestprofit trade55.60loss trade-295.85
Averageprofit trade27.50loss trade-44.33
Maximumconsecutive wins (profit in money)14 (458.66)consecutive losses (loss in money)3 (-94.16)
Maximalconsecutive profit (count of wins)458.66 (14)consecutive loss (count of losses)-295.85 (1)
Averageconsecutive wins6consecutive losses1

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 »

SymbolEURCHF (Euro vs Swiss Franc)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96184Ticks modelled14724050Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit1537.72Gross profit3053.69Gross loss-1515.97
Profit factor2.01Expected payoff7.05
Absolute drawdown196.84Maximal drawdown326.50 (3.22%)Relative drawdown3.22% (326.50)
Total trades218Short 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%)
Largestprofit trade35.52loss trade-172.88
Averageprofit trade18.18loss trade-30.32
Maximumconsecutive wins (profit in money)18 (524.70)consecutive losses (loss in money)4 (-37.59)
Maximalconsecutive profit (count of wins)524.70 (18)consecutive loss (count of losses)-216.69 (2)
Averageconsecutive wins5consecutive losses2

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 »

SymbolEURCHF (Euro vs Swiss Franc)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96184Ticks modelled14724050Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit2198.39Gross profit3390.57Gross loss-1192.18
Profit factor2.84Expected payoff9.56
Absolute drawdown17.91Maximal drawdown398.10 (3.38%)Relative drawdown3.38% (398.10)
Total trades230Short 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%)
Largestprofit trade37.31loss trade-166.50
Averageprofit trade17.48loss trade-33.12
Maximumconsecutive wins (profit in money)23 (316.40)consecutive losses (loss in money)3 (-127.12)
Maximalconsecutive profit (count of wins)367.17 (19)consecutive loss (count of losses)-166.50 (1)
Averageconsecutive wins6consecutive losses1

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 »

SymbolGBPCHF (Great Britain Pound vs Swiss Franc)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96161Ticks modelled21619552Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit3558.78Gross profit4371.12Gross loss-812.34
Profit factor5.38Expected payoff12.89
Absolute drawdown18.36Maximal drawdown227.29 (1.92%)Relative drawdown1.92% (227.29)
Total trades276Short 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%)
Largestprofit trade31.36loss trade-190.02
Averageprofit trade18.29loss trade-21.96
Maximumconsecutive wins (profit in money)27 (491.66)consecutive losses (loss in money)3 (-20.29)
Maximalconsecutive profit (count of wins)625.13 (25)consecutive loss (count of losses)-190.02 (1)
Averageconsecutive wins7consecutive losses1

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 »

SymbolGBPCHF (Great Britain Pound vs Swiss Franc)
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96161Ticks modelled21619552Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit3981.33Gross profit4947.78Gross loss-966.45
Profit factor5.12Expected payoff12.84
Absolute drawdown59.13Maximal drawdown334.95 (2.89%)Relative drawdown2.89% (334.95)
Total trades310Short 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%)
Largestprofit trade29.52loss trade-178.85
Averageprofit trade18.26loss trade-24.78
Maximumconsecutive wins (profit in money)26 (568.87)consecutive losses (loss in money)2 (-183.67)
Maximalconsecutive profit (count of wins)568.87 (26)consecutive loss (count of losses)-183.67 (2)
Averageconsecutive wins8consecutive losses1

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 »

SymbolEURGBP (Euro vs Great Britain Pound )
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 21:00
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96214Ticks modelled15581632Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit1853.98Gross profit2442.35Gross loss-588.36
Profit factor4.15Expected payoff9.46
Absolute drawdown73.72Maximal drawdown241.61 (2.20%)Relative drawdown2.20% (241.61)
Total trades196Short 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%)
Largestprofit trade39.48loss trade-135.68
Averageprofit trade15.56loss trade-15.09
Maximumconsecutive wins (profit in money)15 (394.80)consecutive losses (loss in money)5 (-28.89)
Maximalconsecutive profit (count of wins)394.80 (15)consecutive loss (count of losses)-135.68 (1)
Averageconsecutive wins5consecutive losses1

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 »

SymbolEURGBP (Euro vs Great Britain Pound )
Period15 Minutes (M15) 2007.03.30 17:01 - 2011.02.11 21:00
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test96214Ticks modelled15581632Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit2731.18Gross profit3660.35Gross loss-929.16
Profit factor3.94Expected payoff11.38
Absolute drawdown38.88Maximal drawdown284.43 (2.52%)Relative drawdown2.52% (284.43)
Total trades240Short 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%)
Largestprofit trade41.45loss trade-137.38
Averageprofit trade17.94loss trade-25.81
Maximumconsecutive wins (profit in money)32 (834.06)consecutive losses (loss in money)3 (-51.99)
Maximalconsecutive profit (count of wins)834.06 (32)consecutive loss (count of losses)-137.38 (1)
Averageconsecutive wins7consecutive losses1

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 »

SymbolEURCAD (Euro vs Canadian Dollar)
Period15 Minutes (M15) 2008.09.23 12:32 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test59357Ticks modelled14411185Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit10599.39Gross profit11697.73Gross loss-1098.33
Profit factor10.65Expected payoff53.26
Absolute drawdown24.57Maximal drawdown448.99 (3.35%)Relative drawdown3.41% (367.34)
Total trades199Short 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%)
Largestprofit trade166.80loss trade-174.41
Averageprofit trade69.63loss trade-35.43
Maximumconsecutive wins (profit in money)21 (2174.14)consecutive losses (loss in money)3 (-202.39)
Maximalconsecutive profit (count of wins)2174.14 (21)consecutive loss (count of losses)-202.39 (3)
Averageconsecutive wins7consecutive losses1

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 »

SymbolEURCAD (Euro vs Canadian Dollar)
Period15 Minutes (M15) 2008.09.23 12:32 - 2011.02.11 20:59
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersForexRealProfitEA_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 test59357Ticks modelled14411185Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit7673.59Gross profit9137.88Gross loss-1464.29
Profit factor6.24Expected payoff40.82
Absolute drawdown13.95Maximal drawdown500.36 (4.17%)Relative drawdown4.17% (500.36)
Total trades188Short 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%)
Largestprofit trade122.56loss trade-367.28
Averageprofit trade56.41loss trade-56.32
Maximumconsecutive wins (profit in money)24 (936.01)consecutive losses (loss in money)3 (-223.61)
Maximalconsecutive profit (count of wins)1726.58 (19)consecutive loss (count of losses)-367.28 (1)
Averageconsecutive wins9consecutive losses2

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