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EUR/USD Five-Minute EA Backtest Results and Drawdown

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Summary

This document reports historical backtest statistics for an expert advisor on EUR/USD five-minute data, spanning 2002 to 2008. The test used an every-tick model and lists parameters for position sizing, maximum lot size, stop loss, and take profit. It reports positive net profit and a profit factor above one, alongside thousands of trades and a win rate above half.

The results also show meaningful risk and limitations: maximum drawdown is reported at 17.93%, while relative drawdown is listed separately at 46.04%. Modeling quality is 90%, and the document gives no strategy rules, out-of-sample evaluation, costs, or explanation of the discrepancy between drawdown measures. These figures alone do not establish robustness or live performance.

Key ideas

  • The reported test covers EUR/USD on five-minute bars from 2002 through 2008.
  • The backtest used an every-tick model with 90% modeling quality.
  • The report lists stop-loss, take-profit, and lot-sizing parameters.
  • It records positive net profit with a profit factor of 1.25.
  • Reported drawdown measures include 17.93% maximum drawdown and 46.04% relative drawdown.
  • The document does not explain the trading rules or provide out-of-sample evidence.

Tags

ForexBacktestingRisk management

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.