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Backtest

This document appears to be a performance report for a forex trading strategy tracking profit, maximum drawdown, and profit by year on various timeframes including 5 minutes, 1 month, and 1 month. It shows performance data from January 2008 through December 2020 with significant profits achieved in 2008 but losses in subsequent years.

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52 views12 pages

Backtest

This document appears to be a performance report for a forex trading strategy tracking profit, maximum drawdown, and profit by year on various timeframes including 5 minutes, 1 month, and 1 month. It shows performance data from January 2008 through December 2020 with significant profits achieved in 2008 but losses in subsequent years.

Uploaded by

ago
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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Acc $ 10,000.

00

EURUSD
TF 5M

Year Month Profit Max DD Profit/Year Year Month


January January
February February
March March
April April
May May
June June
2008 $ - 2008
July July
August August
September September
October October
November November
December December
January January
February February
March March
April April
May May
June June
2009 $ - 2009
July July
August August
September September
October October
November November
December December
January $ -1,201.23 $ 1,541.79 January
February $ 370.54 $ 636.28 February
March $ 289.08 $ 285.81 March
April $ 380.47 $ 1,028.61 April
May $ 433.26 $ 1,454.79 May
June $ 521.60 $ 855.05 June
2010 $ -411.41 2010
July $ -1,205.13 $ 1,912.02 July
August August
September September
October October
November November
December December
January
February

2011
March
April
May
June
2011
July
August
September
October
November
December
January
February
March
April
May
June
2012
July
August
September
October
November
December
January
February
March
April
May
June
2013
July
August
September
October
November
December
January
February
March
April
May
June
2014
July
August
September
October
November
December
January
February
March
April
May
June
2015
July
August
September
October
November
December
January
February
March
April
May
June
2016
July
August
September
October
November
December
January
February
March
April
May
June
2017
July
August
September
October
November
December
January
February
March
April
May
June
2018
July
August
2018

September
October
November
December
January
February
March
April
May
June
2019
July
August
September
October
November
December
January
February
March
April
May
June
2020
July
August
September
October
November
December
Profit Max DD Profit/Year m5 m1
w1 $ 119.99 $ 119.80 w1 $ 191.99 $ 234.38
w2 $ 96.20 $ 474.41 w2 $ 10.63 $ 284.06
w3 $ -204.95 $ 319.09 w3 $ -395.17 $ 873.80
w4 $ 9.57 $ 78.00 w4
w5 $ -119.17 $ 572.57 w5
w6 $ -362.57 $ 548.32 w6
$ -
w7 $ 532.07 $ 773.48 w7
w8 w8
w9 w9
w10 w10
w11 w11
w12 w12
w13 w13
w14 w14
w15 w15

$ -

$ -
h1
w1 -22.59 112.39
w2
w3
w4 $ 20.12 $ 40.00
w5
w6
w7
w8
w9
w10
w11
w12
w13
w14
w15
EURUSD
TF 5M/MONTH
$10,000
SPREAD: CURRENT

Year Month Profit Max DD Profit/Year Year


January $ 377.00 $ 363.82
February $ 286.59 $ 215.55
March
April
May
June
2008 $ 1,726.09 2008
July
August $ 519.39 $ 653.95
September $ 543.11 $ 1,315.96
October
November
December
January
February
March
April
May
June
2009 $ - 2009
July
August
September
October
November
December
EURUSD
TF 1M/MONTH
$10,000

Month Profit Max DD Profit/Year Year Month


January $ 1,462.29 $ 3,009.64 January
February $ 1,532.18 $ 4,315.87 February
March $ 1,183.36 $ 771.12 March
April $ 1,730.07 $ 970.82 April
May $ 1,142.71 $ 413.50 May
June $ 1,264.36 $ 1,637.40 June
$ -1,506.08 2008
July $ 2,332.75 $ 10,420.06 July
August $ -10,070.83 $ 10,334.17 August
September $ -10,126.11 $ 11,123.93 September
October $ 2,499.02 $ 2,814.30 October
November $ 2,209.47 $ 1,349.52 November
December $ 3,334.65 $ 8,697.30 December
January January
February February
March March
April April
May May
June June
$ - 2009
July July
August August
September September
October October
November November
December December
Profit Max DD Profit/Year

$ 4,989.29 $ 4,946.66

$ 4,821.07 $ 2,150.40

$ 9,810.36

$ -
Year Month Profit Max DD Profit/Year
January $ 2,372.93 $ 4,054.50
February
March
April
May
June
2008 $ 2,372.93
July
August
September
October
November
December
January
February
March
April
May
June
2009 $ -
July
August
September
October
November
December
January
February
March
April
May
June
2010 $ -
July
August
September
October
November
December
Jan-08

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