Backtesting results
These results were achieved on a backtest run on a live account using the most accurate market data available. Factors that might make a trading system perform less well than backtest show (such as requotes, higher than usual spreads, and inaccuracy of the backtesting data) were taken into account during testing.
Optimization of input parameters showed consistent results over different time periods and a profit factor heatmap showed a clear consistency between input factors and results. This ensures the system's stability in the long term.
That being said, the numbers will do the rest of the talking:
Backtest from 2007-05-01 to 2009-05-01
Strategy: Conservative | Medium | Aggresive
| Profit factor | 3.77 |
| Profit trades (% of total) | 91.16% |
| Maximum drawdown | 25.40% |
| Average consecutive wins | 10 |
| Average consecutive losses | 1 |
| Maximum consecutive wins | 22 |
| Maximum consecutive losses | 1 |
A €5.000 account generated a net profit of €110.395,06 in just two years!
- No "curve fitting", results are consistent over different testing conditions
- Real-life factors such as requotes have been taken into account while testing
- Daily trading updates maximize profits and protect traders from drawdowns
