Forex Trading Software, Expert Advisors, Automated Systems

Fade Machine Backtest Results

FADE MACHINE EURUSD

Fade Machine Backtest Results 2002 - 2009 EURUSD

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2002.01.02 00:00 - 2009.01.16 22:45 (2002.01.01 - 2009.01.19)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=1;

Bars in test	173883	Ticks modelled	19407284	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	136446.60	Gross profit	315091.84	Gross loss	-178645.24
Profit factor	1.76	Expected payoff	445.90
Absolute drawdown	2002.82	Maximal drawdown	16058.61 (6.68%)	Relative drawdown	13.82% (15718.94)

Total trades	306	Short positions (won %)	105 (26.67%)	Long positions (won %)	201 (31.34%)
		Profit trades (% of total)	91 (29.74%)	Loss trades (% of total)	215 (70.26%)
Largest		profit trade	15545.64	loss trade	-1189.79
Average		profit trade	3462.55	loss trade	-830.91
Maximum		consecutive wins (profit in money)	4 (4649.50)	consecutive losses (loss in money)	12 (-8154.15)
Maximal		consecutive profit (count of wins)	17906.38 (2)	consecutive loss (count of losses)	-9066.00 (10)
Average		consecutive wins	1	consecutive losses	3

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2002.01.02 00:00 - 2009.01.16 22:45 (2002.01.01 - 2009.01.19)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=2;

Bars in test	173883	Ticks modelled	19407284	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	272092.17	Gross profit	629939.50	Gross loss	-357847.33
Profit factor	1.76	Expected payoff	889.19
Absolute drawdown	4238.43	Maximal drawdown	32165.77 (8.46%)	Relative drawdown	24.65% (31320.07)

Total trades	306	Short positions (won %)	105 (26.67%)	Long positions (won %)	201 (31.34%)
		Profit trades (% of total)	91 (29.74%)	Loss trades (% of total)	215 (70.26%)
Largest		profit trade	31797.90	loss trade	-2379.58
Average		profit trade	6922.41	loss trade	-1664.41
Maximum		consecutive wins (profit in money)	4 (9299.00)	consecutive losses (loss in money)	12 (-16404.69)
Maximal		consecutive profit (count of wins)	36232.80 (2)	consecutive loss (count of losses)	-18151.79 (10)
Average		consecutive wins	1	consecutive losses	3

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2002.01.02 00:00 - 2009.01.16 22:45 (2002.01.01 - 2009.01.19)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=3;

Bars in test	173883	Ticks modelled	19407284	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	409302.69	Gross profit	945672.79	Gross loss	-536370.10
Profit factor	1.76	Expected payoff	1337.59
Absolute drawdown	6267.01	Maximal drawdown	48078.43 (9.22%)	Relative drawdown	33.43% (47064.77)

Total trades	306	Short positions (won %)	105 (26.67%)	Long positions (won %)	201 (31.34%)
		Profit trades (% of total)	91 (29.74%)	Loss trades (% of total)	215 (70.26%)
Largest		profit trade	47343.54	loss trade	-3569.37
Average		profit trade	10392.01	loss trade	-2494.74
Maximum		consecutive wins (profit in money)	4 (13948.50)	consecutive losses (loss in money)	12 (-24428.93)
Maximal		consecutive profit (count of wins)	54935.00 (2)	consecutive loss (count of losses)	-27243.55 (10)
Average		consecutive wins	1	consecutive losses	3

Fade Machine Backtest Results 2002 EURUSD

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2002.01.02 00:00 - 2002.12.30 23:45 (2002.01.01 - 2002.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=1;

Bars in test	25334	Ticks modelled	2626173	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	42779.52	Gross profit	62900.60	Gross loss	-20121.08
Profit factor	3.13	Expected payoff	1336.86
Absolute drawdown	2002.82	Maximal drawdown	15718.94 (13.82%)	Relative drawdown	13.82% (15718.94)

Total trades	32	Short positions (won %)	10 (10.00%)	Long positions (won %)	22 (36.36%)
		Profit trades (% of total)	9 (28.13%)	Loss trades (% of total)	23 (71.88%)
Largest		profit trade	12896.94	loss trade	-1189.79
Average		profit trade	6988.96	loss trade	-874.83
Maximum		consecutive wins (profit in money)	2 (2951.52)	consecutive losses (loss in money)	10 (-9066.00)
Maximal		consecutive profit (count of wins)	12896.94 (1)	consecutive loss (count of losses)	-9066.00 (10)
Average		consecutive wins	1	consecutive losses	3

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2002.01.02 00:00 - 2002.12.30 23:45 (2002.01.01 - 2002.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=2;

Bars in test	25334	Ticks modelled	2626173	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	84321.39	Gross profit	124648.74	Gross loss	-40327.35
Profit factor	3.09	Expected payoff	2635.04
Absolute drawdown	4238.43	Maximal drawdown	31320.07 (24.65%)	Relative drawdown	24.65% (31320.07)

Total trades	32	Short positions (won %)	10 (10.00%)	Long positions (won %)	22 (36.36%)
		Profit trades (% of total)	9 (28.13%)	Loss trades (% of total)	23 (71.88%)
Largest		profit trade	25179.74	loss trade	-2379.58
Average		profit trade	13849.86	loss trade	-1753.36
Maximum		consecutive wins (profit in money)	2 (5981.58)	consecutive losses (loss in money)	10 (-18151.79)
Maximal		consecutive profit (count of wins)	25179.74 (1)	consecutive loss (count of losses)	-18151.79 (10)
Average		consecutive wins	1	consecutive losses	3

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2002.01.02 00:00 - 2002.12.30 23:45 (2002.01.01 - 2002.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=3;

Bars in test	25334	Ticks modelled	2626173	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	127174.73	Gross profit	187848.14	Gross loss	-60673.41
Profit factor	3.10	Expected payoff	3974.21
Absolute drawdown	6267.01	Maximal drawdown	47064.77 (33.43%)	Relative drawdown	33.43% (47064.77)

Total trades	32	Short positions (won %)	10 (10.00%)	Long positions (won %)	22 (36.36%)
		Profit trades (% of total)	9 (28.13%)	Loss trades (% of total)	23 (71.88%)
Largest		profit trade	38076.68	loss trade	-3569.37
Average		profit trade	20872.02	loss trade	-2637.97
Maximum		consecutive wins (profit in money)	2 (8933.10)	consecutive losses (loss in money)	10 (-27243.55)
Maximal		consecutive profit (count of wins)	38076.68 (1)	consecutive loss (count of losses)	-27243.55 (10)
Average		consecutive wins	1	consecutive losses	3

Fade Machine Backtest Results 2003 EURUSD

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2003.01.02 00:00 - 2003.12.30 23:45 (2003.01.01 - 2003.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=1;

Bars in test	25321	Ticks modelled	3782798	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	21354.73	Gross profit	46365.58	Gross loss	-25010.85
Profit factor	1.85	Expected payoff	496.62
Absolute drawdown	503.70	Maximal drawdown	11154.38 (8.55%)	Relative drawdown	8.55% (11154.38)

Total trades	43	Short positions (won %)	4 (0.00%)	Long positions (won %)	39 (38.46%)
		Profit trades (% of total)	15 (34.88%)	Loss trades (% of total)	28 (65.12%)
Largest		profit trade	12555.48	loss trade	-1047.36
Average		profit trade	3091.04	loss trade	-893.24
Maximum		consecutive wins (profit in money)	2 (14504.24)	consecutive losses (loss in money)	8 (-6111.15)
Maximal		consecutive profit (count of wins)	14504.24 (2)	consecutive loss (count of losses)	-6111.15 (8)
Average		consecutive wins	1	consecutive losses	3

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2003.01.02 00:00 - 2003.12.30 23:45 (2003.01.01 - 2003.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=2;

Bars in test	25321	Ticks modelled	3782798	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	41867.69	Gross profit	92054.50	Gross loss	-50186.81
Profit factor	1.83	Expected payoff	973.67
Absolute drawdown	1040.98	Maximal drawdown	22091.28 (13.78%)	Relative drawdown	13.78% (22091.28)

Total trades	43	Short positions (won %)	4 (0.00%)	Long positions (won %)	39 (38.46%)
		Profit trades (% of total)	15 (34.88%)	Loss trades (% of total)	28 (65.12%)
Largest		profit trade	24513.08	loss trade	-2064.96
Average		profit trade	6136.97	loss trade	-1792.39
Maximum		consecutive wins (profit in money)	2 (28587.76)	consecutive losses (loss in money)	8 (-12171.79)
Maximal		consecutive profit (count of wins)	28587.76 (2)	consecutive loss (count of losses)	-12171.79 (8)
Average		consecutive wins	1	consecutive losses	3

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2003.01.02 00:00 - 2003.12.30 23:45 (2003.01.01 - 2003.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=3;

Bars in test	25321	Ticks modelled	3782798	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	63133.30	Gross profit	138313.88	Gross loss	-75180.58
Profit factor	1.84	Expected payoff	1468.22
Absolute drawdown	1544.68	Maximal drawdown	33230.48 (17.42%)	Relative drawdown	17.42% (33230.48)

Total trades	43	Short positions (won %)	4 (0.00%)	Long positions (won %)	39 (38.46%)
		Profit trades (% of total)	15 (34.88%)	Loss trades (% of total)	28 (65.12%)
Largest		profit trade	37068.56	loss trade	-3077.44
Average		profit trade	9220.93	loss trade	-2685.02
Maximum		consecutive wins (profit in money)	2 (43092.00)	consecutive losses (loss in money)	8 (-18215.24)
Maximal		consecutive profit (count of wins)	43092.00 (2)	consecutive loss (count of losses)	-18215.24 (8)
Average		consecutive wins	1	consecutive losses	3

Fade Machine Backtest Results 2004 EURUSD

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2004.01.02 00:00 - 2004.12.30 23:45 (2004.01.01 - 2004.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=1;

Bars in test	25658	Ticks modelled	3649028	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	21767.57	Gross profit	48022.46	Gross loss	-26254.89
Profit factor	1.83	Expected payoff	444.24
Absolute drawdown	4201.43	Maximal drawdown	13555.07 (12.40%)	Relative drawdown	12.40% (13555.07)

Total trades	49	Short positions (won %)	18 (11.11%)	Long positions (won %)	31 (41.94%)
		Profit trades (% of total)	15 (30.61%)	Loss trades (% of total)	34 (69.39%)
Largest		profit trade	8299.20	loss trade	-1051.89
Average		profit trade	3201.50	loss trade	-772.20
Maximum		consecutive wins (profit in money)	2 (9610.24)	consecutive losses (loss in money)	12 (-8154.15)
Maximal		consecutive profit (count of wins)	9610.24 (2)	consecutive loss (count of losses)	-8154.15 (12)
Average		consecutive wins	1	consecutive losses	3

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2004.01.02 00:00 - 2004.12.30 23:45 (2004.01.01 - 2004.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=2;

Bars in test	25658	Ticks modelled	3649028	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	42718.76	Gross profit	95544.04	Gross loss	-52825.28
Profit factor	1.81	Expected payoff	871.81
Absolute drawdown	8918.83	Maximal drawdown	27229.51 (23.02%)	Relative drawdown	23.02% (27229.51)

Total trades	49	Short positions (won %)	18 (11.11%)	Long positions (won %)	31 (41.94%)
		Profit trades (% of total)	15 (30.61%)	Loss trades (% of total)	34 (69.39%)
Largest		profit trade	16598.40	loss trade	-2103.78
Average		profit trade	6369.60	loss trade	-1553.68
Maximum		consecutive wins (profit in money)	2 (18950.04)	consecutive losses (loss in money)	12 (-16404.69)
Maximal		consecutive profit (count of wins)	18950.04 (2)	consecutive loss (count of losses)	-16404.69 (12)
Average		consecutive wins	1	consecutive losses	3

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2004.01.02 00:00 - 2004.12.30 23:45 (2004.01.01 - 2004.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=3;

Bars in test	25658	Ticks modelled	3649028	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	64317.82	Gross profit	143219.54	Gross loss	-78901.72
Profit factor	1.82	Expected payoff	1312.61
Absolute drawdown	13066.62	Maximal drawdown	40706.04 (31.89%)	Relative drawdown	31.89% (40706.04)

Total trades	49	Short positions (won %)	18 (11.11%)	Long positions (won %)	31 (41.94%)
		Profit trades (% of total)	15 (30.61%)	Loss trades (% of total)	34 (69.39%)
Largest		profit trade	24601.20	loss trade	-3155.67
Average		profit trade	9547.97	loss trade	-2320.64
Maximum		consecutive wins (profit in money)	2 (28560.28)	consecutive losses (loss in money)	12 (-24428.93)
Maximal		consecutive profit (count of wins)	28560.28 (2)	consecutive loss (count of losses)	-24428.93 (12)
Average		consecutive wins	1	consecutive losses	3

Fade Machine Backtest Results 2005 EURUSD

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2005.01.03 00:00 - 2005.12.30 22:45 (2005.01.01 - 2005.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=1;

Bars in test	25727	Ticks modelled	1639394	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	9622.64	Gross profit	43779.94	Gross loss	-34157.30
Profit factor	1.28	Expected payoff	174.96
Absolute drawdown	5646.81	Maximal drawdown	11097.87 (9.40%)	Relative drawdown	9.40% (11097.87)

Total trades	55	Short positions (won %)	40 (27.50%)	Long positions (won %)	15 (26.67%)
		Profit trades (% of total)	15 (27.27%)	Loss trades (% of total)	40 (72.73%)
Largest		profit trade	9890.45	loss trade	-1062.37
Average		profit trade	2918.66	loss trade	-853.93
Maximum		consecutive wins (profit in money)	3 (9406.48)	consecutive losses (loss in money)	10 (-7948.18)
Maximal		consecutive profit (count of wins)	11083.76 (2)	consecutive loss (count of losses)	-7948.18 (10)
Average		consecutive wins	1	consecutive losses	4

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2005.01.03 00:00 - 2005.12.30 22:45 (2005.01.01 - 2005.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=2;

Bars in test	25727	Ticks modelled	1639394	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	19599.88	Gross profit	87815.90	Gross loss	-68216.02
Profit factor	1.29	Expected payoff	356.36
Absolute drawdown	11192.19	Maximal drawdown	22244.66 (16.28%)	Relative drawdown	16.34% (21885.95)

Total trades	55	Short positions (won %)	40 (27.50%)	Long positions (won %)	15 (26.67%)
		Profit trades (% of total)	15 (27.27%)	Loss trades (% of total)	40 (72.73%)
Largest		profit trade	19439.85	loss trade	-2098.81
Average		profit trade	5854.39	loss trade	-1705.40
Maximum		consecutive wins (profit in money)	3 (19023.20)	consecutive losses (loss in money)	10 (-15833.25)
Maximal		consecutive profit (count of wins)	22354.92 (2)	consecutive loss (count of losses)	-15833.25 (10)
Average		consecutive wins	1	consecutive losses	4

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2005.01.03 00:00 - 2005.12.30 22:45 (2005.01.01 - 2005.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=3;

Bars in test	25727	Ticks modelled	1639394	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	28963.06	Gross profit	131595.84	Gross loss	-102632.78
Profit factor	1.28	Expected payoff	526.60
Absolute drawdown	16838.99	Maximal drawdown	33342.54 (21.59%)	Relative drawdown	21.83% (32902.33)

Total trades	55	Short positions (won %)	40 (27.50%)	Long positions (won %)	15 (26.67%)
		Profit trades (% of total)	15 (27.27%)	Loss trades (% of total)	40 (72.73%)
Largest		profit trade	29330.30	loss trade	-3140.92
Average		profit trade	8773.06	loss trade	-2565.82
Maximum		consecutive wins (profit in money)	3 (28429.68)	consecutive losses (loss in money)	10 (-23781.44)
Maximal		consecutive profit (count of wins)	33438.68 (2)	consecutive loss (count of losses)	-23781.44 (10)
Average		consecutive wins	1	consecutive losses	4

Fade Machine Backtest Results 2006 EURUSD

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2006.01.02 00:45 - 2006.12.29 22:45 (2006.01.01 - 2006.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=1;

Bars in test	25583	Ticks modelled	1725779	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	13476.06	Gross profit	42776.33	Gross loss	-29300.27
Profit factor	1.46	Expected payoff	313.40
Absolute drawdown	3205.23	Maximal drawdown	12779.27 (10.93%)	Relative drawdown	10.93% (12779.27)

Total trades	43	Short positions (won %)	13 (23.08%)	Long positions (won %)	30 (23.33%)
		Profit trades (% of total)	10 (23.26%)	Loss trades (% of total)	33 (76.74%)
Largest		profit trade	15545.64	loss trade	-1092.96
Average		profit trade	4277.63	loss trade	-887.89
Maximum		consecutive wins (profit in money)	1 (15545.64)	consecutive losses (loss in money)	6 (-6185.18)
Maximal		consecutive profit (count of wins)	15545.64 (1)	consecutive loss (count of losses)	-6185.18 (6)
Average		consecutive wins	1	consecutive losses	3

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2006.01.02 00:45 - 2006.12.29 22:45 (2006.01.01 - 2006.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=2;

Bars in test	25583	Ticks modelled	1725779	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	27100.86	Gross profit	85817.88	Gross loss	-58717.02
Profit factor	1.46	Expected payoff	630.25
Absolute drawdown	6510.38	Maximal drawdown	25674.46 (19.10%)	Relative drawdown	19.10% (25674.46)

Total trades	43	Short positions (won %)	13 (23.08%)	Long positions (won %)	30 (23.33%)
		Profit trades (% of total)	10 (23.26%)	Loss trades (% of total)	33 (76.74%)
Largest		profit trade	31797.90	loss trade	-2218.72
Average		profit trade	8581.79	loss trade	-1779.30
Maximum		consecutive wins (profit in money)	1 (31797.90)	consecutive losses (loss in money)	6 (-12462.71)
Maximal		consecutive profit (count of wins)	31797.90 (1)	consecutive loss (count of losses)	-12462.71 (6)
Average		consecutive wins	1	consecutive losses	3

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2006.01.02 00:45 - 2006.12.29 22:45 (2006.01.01 - 2006.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=3;

Bars in test	25583	Ticks modelled	1725779	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	40708.66	Gross profit	128594.21	Gross loss	-87885.55
Profit factor	1.46	Expected payoff	946.71
Absolute drawdown	9715.61	Maximal drawdown	38361.05 (25.34%)	Relative drawdown	25.34% (38361.05)

Total trades	43	Short positions (won %)	13 (23.08%)	Long positions (won %)	30 (23.33%)
		Profit trades (% of total)	10 (23.26%)	Loss trades (% of total)	33 (76.74%)
Largest		profit trade	47343.54	loss trade	-3305.44
Average		profit trade	12859.42	loss trade	-2663.20
Maximum		consecutive wins (profit in money)	1 (47343.54)	consecutive losses (loss in money)	6 (-18647.89)
Maximal		consecutive profit (count of wins)	47343.54 (1)	consecutive loss (count of losses)	-18647.89 (6)
Average		consecutive wins	1	consecutive losses	3

Fade Machine Backtest Results 2007 EURUSD

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2007.01.02 08:00 - 2007.12.28 22:45 (2007.01.01 - 2007.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=1;

Bars in test	25421	Ticks modelled	1604044	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	18351.31	Gross profit	40775.83	Gross loss	-22424.52
Profit factor	1.82	Expected payoff	482.93
Absolute drawdown	5614.47	Maximal drawdown	10467.75 (9.67%)	Relative drawdown	9.67% (10467.75)

Total trades	38	Short positions (won %)	0 (0.00%)	Long positions (won %)	38 (26.32%)
		Profit trades (% of total)	10 (26.32%)	Loss trades (% of total)	28 (73.68%)
Largest		profit trade	7704.90	loss trade	-1045.46
Average		profit trade	4077.58	loss trade	-800.88
Maximum		consecutive wins (profit in money)	2 (9612.82)	consecutive losses (loss in money)	8 (-6170.98)
Maximal		consecutive profit (count of wins)	9612.82 (2)	consecutive loss (count of losses)	-6170.98 (8)
Average		consecutive wins	1	consecutive losses	4

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2007.01.02 08:00 - 2007.12.28 22:45 (2007.01.01 - 2007.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=2;

Bars in test	25421	Ticks modelled	1604044	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	37652.90	Gross profit	82335.90	Gross loss	-44683.00
Profit factor	1.84	Expected payoff	990.87
Absolute drawdown	11286.88	Maximal drawdown	20828.39 (17.95%)	Relative drawdown	17.95% (20828.39)

Total trades	38	Short positions (won %)	0 (0.00%)	Long positions (won %)	38 (26.32%)
		Profit trades (% of total)	10 (26.32%)	Loss trades (% of total)	28 (73.68%)
Largest		profit trade	15923.46	loss trade	-2099.83
Average		profit trade	8233.59	loss trade	-1595.82
Maximum		consecutive wins (profit in money)	2 (19603.03)	consecutive losses (loss in money)	8 (-12388.09)
Maximal		consecutive profit (count of wins)	19603.03 (2)	consecutive loss (count of losses)	-12388.09 (8)
Average		consecutive wins	1	consecutive losses	4

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2007.01.02 08:00 - 2007.12.28 22:45 (2007.01.01 - 2007.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=3;

Bars in test	25421	Ticks modelled	1604044	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	56137.88	Gross profit	123111.72	Gross loss	-66973.84
Profit factor	1.84	Expected payoff	1477.31
Absolute drawdown	16862.55	Maximal drawdown	31294.58 (25.17%)	Relative drawdown	25.17% (31294.58)

Total trades	38	Short positions (won %)	0 (0.00%)	Long positions (won %)	38 (26.32%)
		Profit trades (% of total)	10 (26.32%)	Loss trades (% of total)	28 (73.68%)
Largest		profit trade	23628.35	loss trade	-3129.94
Average		profit trade	12311.17	loss trade	-2391.92
Maximum		consecutive wins (profit in money)	2 (29215.84)	consecutive losses (loss in money)	8 (-18557.51)
Maximal		consecutive profit (count of wins)	29215.84 (2)	consecutive loss (count of losses)	-18557.51 (8)
Average		consecutive wins	1	consecutive losses	4

Fade Machine Backtest Results 2008 EURUSD

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2008.01.02 10:00 - 2008.12.30 23:45 (2008.01.01 - 2008.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=1;

Bars in test	25456	Ticks modelled	4106475	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	13144.17	Gross profit	35378.99	Gross loss	-22234.82
Profit factor	1.59	Expected payoff	292.09
Absolute drawdown	856.80	Maximal drawdown	16058.61 (13.27%)	Relative drawdown	13.27% (16058.61)

Total trades	45	Short positions (won %)	19 (52.63%)	Long positions (won %)	26 (23.08%)
		Profit trades (% of total)	16 (35.56%)	Loss trades (% of total)	29 (64.44%)
Largest		profit trade	10345.66	loss trade	-1034.40
Average		profit trade	2211.19	loss trade	-766.72
Maximum		consecutive wins (profit in money)	4 (4649.50)	consecutive losses (loss in money)	9 (-6025.69)
Maximal		consecutive profit (count of wins)	17906.38 (2)	consecutive loss (count of losses)	-6823.72 (8)
Average		consecutive wins	2	consecutive losses	4

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2008.01.02 10:00 - 2008.12.30 23:45 (2008.01.01 - 2008.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=2;

Bars in test	25456	Ticks modelled	4106475	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	26739.52	Gross profit	71348.35	Gross loss	-44608.83
Profit factor	1.60	Expected payoff	594.21
Absolute drawdown	1713.61	Maximal drawdown	32165.77 (22.57%)	Relative drawdown	22.57% (32165.77)

Total trades	45	Short positions (won %)	19 (52.63%)	Long positions (won %)	26 (23.08%)
		Profit trades (% of total)	16 (35.56%)	Loss trades (% of total)	29 (64.44%)
Largest		profit trade	20691.32	loss trade	-2051.58
Average		profit trade	4459.27	loss trade	-1538.24
Maximum		consecutive wins (profit in money)	4 (9299.00)	consecutive losses (loss in money)	9 (-12179.87)
Maximal		consecutive profit (count of wins)	36232.80 (2)	consecutive loss (count of losses)	-13656.51 (8)
Average		consecutive wins	2	consecutive losses	4

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		15 Minutes (M15) 2008.01.02 10:00 - 2008.12.30 23:45 (2008.01.01 - 2008.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=3;

Bars in test	25456	Ticks modelled	4106475	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	40825.46	Gross profit	107523.16	Gross loss	-66697.70
Profit factor	1.61	Expected payoff	907.23
Absolute drawdown	2570.41	Maximal drawdown	48078.43 (29.26%)	Relative drawdown	29.26% (48078.43)

Total trades	45	Short positions (won %)	19 (52.63%)	Long positions (won %)	26 (23.08%)
		Profit trades (% of total)	16 (35.56%)	Loss trades (% of total)	29 (64.44%)
Largest		profit trade	31832.80	loss trade	-3044.28
Average		profit trade	6720.20	loss trade	-2299.92
Maximum		consecutive wins (profit in money)	4 (13948.50)	consecutive losses (loss in money)	9 (-18121.01)
Maximal		consecutive profit (count of wins)	54935.00 (2)	consecutive loss (count of losses)	-20418.83 (8)
Average		consecutive wins	2	consecutive losses	4

FADE MACHINE GBPUSD

Fade Machine Backtest Results 2002 - 2009 GBPUSD

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		GBPUSD (Great Britan vs US Dollar)
Period		15 Minutes (M15) 2002.01.02 00:00 - 2009.05.27 23:45 (2002.01.01 - 2009.05.28)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=1;

Bars in test	182951	Ticks modelled	54295257	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	127920.52	Gross profit	298097.10	Gross loss	-170176.58
Profit factor	1.75	Expected payoff	376.24
Absolute drawdown	3248.24	Maximal drawdown	22472.94 (16.79%)	Relative drawdown	16.79% (22472.94)

Total trades	340	Short positions (won %)	137 (34.31%)	Long positions (won %)	203 (36.45%)
		Profit trades (% of total)	121 (35.59%)	Loss trades (% of total)	219 (64.41%)
Largest		profit trade	16950.72	loss trade	-1233.00
Average		profit trade	2463.61	loss trade	-777.06
Maximum		consecutive wins (profit in money)	6 (25333.68)	consecutive losses (loss in money)	11 (-7915.12)
Maximal		consecutive profit (count of wins)	25333.68 (6)	consecutive loss (count of losses)	-7915.12 (11)
Average		consecutive wins	2	consecutive losses	3

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		GBPUSD (Great Britan vs US Dollar)
Period		15 Minutes (M15) 2002.01.02 00:00 - 2009.05.27 23:45 (2002.01.01 - 2009.05.28)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=2;

Bars in test	182951	Ticks modelled	54295257	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	253736.48	Gross profit	594069.86	Gross loss	-340333.38
Profit factor	1.75	Expected payoff	746.28
Absolute drawdown	6397.56	Maximal drawdown	45231.80 (26.85%)	Relative drawdown	26.85% (45231.80)

Total trades	340	Short positions (won %)	137 (34.31%)	Long positions (won %)	203 (36.45%)
		Profit trades (% of total)	121 (35.59%)	Loss trades (% of total)	219 (64.41%)
Largest		profit trade	34607.72	loss trade	-2534.50
Average		profit trade	4909.67	loss trade	-1554.03
Maximum		consecutive wins (profit in money)	6 (50169.04)	consecutive losses (loss in money)	11 (-15968.96)
Maximal		consecutive profit (count of wins)	50169.04 (6)	consecutive loss (count of losses)	-15968.96 (11)
Average		consecutive wins	2	consecutive losses	3

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		GBPUSD (Great Britan vs US Dollar)
Period		15 Minutes (M15) 2002.01.02 00:00 - 2009.05.27 23:45 (2002.01.01 - 2009.05.28)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=3;

Bars in test	182951	Ticks modelled	54295257	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	381039.42	Gross profit	891663.14	Gross loss	-510623.72
Profit factor	1.75	Expected payoff	1120.70
Absolute drawdown	9626.54	Maximal drawdown	67328.62 (33.21%)	Relative drawdown	33.21% (67328.62)

Total trades	340	Short positions (won %)	137 (34.31%)	Long positions (won %)	203 (36.45%)
		Profit trades (% of total)	121 (35.59%)	Loss trades (% of total)	219 (64.41%)
Largest		profit trade	51558.44	loss trade	-3767.50
Average		profit trade	7369.12	loss trade	-2331.62
Maximum		consecutive wins (profit in money)	6 (75502.72)	consecutive losses (loss in money)	11 (-23788.82)
Maximal		consecutive profit (count of wins)	75502.72 (6)	consecutive loss (count of losses)	-23788.82 (11)
Average		consecutive wins	2	consecutive losses	3

Fade Machine Backtest Results 2002 GBPUSD

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		GBPUSD (Great Britan vs US Dollar)
Period		15 Minutes (M15) 2002.01.02 00:00 - 2002.12.30 23:45 (2002.01.01 - 2002.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=1;

Bars in test	25335	Ticks modelled	3089221	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	28142.76	Gross profit	46778.50	Gross loss	-18635.74
Profit factor	2.51	Expected payoff	760.62
Absolute drawdown	3248.24	Maximal drawdown	10798.92 (10.04%)	Relative drawdown	10.04% (10798.92)

Total trades	37	Short positions (won %)	12 (16.67%)	Long positions (won %)	25 (36.00%)
		Profit trades (% of total)	11 (29.73%)	Loss trades (% of total)	26 (70.27%)
Largest		profit trade	16950.72	loss trade	-1233.00
Average		profit trade	4252.59	loss trade	-716.76
Maximum		consecutive wins (profit in money)	2 (6029.20)	consecutive losses (loss in money)	7 (-6545.24)
Maximal		consecutive profit (count of wins)	16950.72 (1)	consecutive loss (count of losses)	-6545.24 (7)
Average		consecutive wins	1	consecutive losses	3

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		GBPUSD (Great Britan vs US Dollar)
Period		15 Minutes (M15) 2002.01.02 00:00 - 2002.12.30 23:45 (2002.01.01 - 2002.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=2;

Bars in test	25335	Ticks modelled	3089221	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	57166.92	Gross profit	94486.30	Gross loss	-37319.38
Profit factor	2.53	Expected payoff	1545.05
Absolute drawdown	6397.56	Maximal drawdown	21767.94 (18.87%)	Relative drawdown	18.87% (21767.94)

Total trades	37	Short positions (won %)	12 (16.67%)	Long positions (won %)	25 (36.00%)
		Profit trades (% of total)	11 (29.73%)	Loss trades (% of total)	26 (70.27%)
Largest		profit trade	34607.72	loss trade	-2534.50
Average		profit trade	8589.66	loss trade	-1435.36
Maximum		consecutive wins (profit in money)	2 (12058.40)	consecutive losses (loss in money)	7 (-13104.46)
Maximal		consecutive profit (count of wins)	34607.72 (1)	consecutive loss (count of losses)	-13104.46 (7)
Average		consecutive wins	1	consecutive losses	3

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		GBPUSD (Great Britan vs US Dollar)
Period		15 Minutes (M15) 2002.01.02 00:00 - 2002.12.30 23:45 (2002.01.01 - 2002.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=3;

Bars in test	25335	Ticks modelled	3089221	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	85762.22	Gross profit	141638.54	Gross loss	-55876.32
Profit factor	2.53	Expected payoff	2317.90
Absolute drawdown	9626.54	Maximal drawdown	32550.16 (26.48%)	Relative drawdown	26.48% (32550.16)

Total trades	37	Short positions (won %)	12 (16.67%)	Long positions (won %)	25 (36.00%)
		Profit trades (% of total)	11 (29.73%)	Loss trades (% of total)	26 (70.27%)
Largest		profit trade	51558.44	loss trade	-3767.50
Average		profit trade	12876.23	loss trade	-2149.09
Maximum		consecutive wins (profit in money)	2 (18087.60)	consecutive losses (loss in money)	7 (-19649.70)
Maximal		consecutive profit (count of wins)	51558.44 (1)	consecutive loss (count of losses)	-19649.70 (7)
Average		consecutive wins	1	consecutive losses	3

Fade Machine Backtest Results 2003 GBPUSD

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		GBPUSD (Great Britan vs US Dollar)
Period		15 Minutes (M15) 2003.01.02 00:00 - 2003.12.30 23:45 (2003.01.01 - 2003.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=1;

Bars in test	25321	Ticks modelled	4405523	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	9501.26	Gross profit	35321.16	Gross loss	-25819.90
Profit factor	1.37	Expected payoff	202.15
Absolute drawdown	16178.84	Maximal drawdown	18970.04 (18.45%)	Relative drawdown	18.45% (18970.04)

Total trades	47	Short positions (won %)	4 (25.00%)	Long positions (won %)	43 (34.88%)
		Profit trades (% of total)	16 (34.04%)	Loss trades (% of total)	31 (65.96%)
Largest		profit trade	7801.64	loss trade	-1044.12
Average		profit trade	2207.57	loss trade	-832.90
Maximum		consecutive wins (profit in money)	3 (14065.08)	consecutive losses (loss in money)	11 (-7915.12)
Maximal		consecutive profit (count of wins)	14065.08 (3)	consecutive loss (count of losses)	-7915.12 (11)
Average		consecutive wins	2	consecutive losses	4

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		GBPUSD (Great Britan vs US Dollar)
Period		15 Minutes (M15) 2003.01.02 00:00 - 2003.12.30 23:45 (2003.01.01 - 2003.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=2;

Bars in test	25321	Ticks modelled	4405523	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	18681.72	Gross profit	70233.62	Gross loss	-51551.90
Profit factor	1.36	Expected payoff	397.48
Absolute drawdown	32693.66	Maximal drawdown	38089.98 (36.14%)	Relative drawdown	36.14% (38089.98)

Total trades	47	Short positions (won %)	4 (25.00%)	Long positions (won %)	43 (34.88%)
		Profit trades (% of total)	16 (34.04%)	Loss trades (% of total)	31 (65.96%)
Largest		profit trade	15603.28	loss trade	-2059.04
Average		profit trade	4389.60	loss trade	-1662.96
Maximum		consecutive wins (profit in money)	3 (28145.34)	consecutive losses (loss in money)	11 (-15968.96)
Maximal		consecutive profit (count of wins)	28145.34 (3)	consecutive loss (count of losses)	-15968.96 (11)
Average		consecutive wins	2	consecutive losses	4

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		GBPUSD (Great Britan vs US Dollar)
Period		15 Minutes (M15) 2003.01.02 00:00 - 2003.12.30 23:45 (2003.01.01 - 2003.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=3;

Bars in test	25321	Ticks modelled	4405523	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	28251.12	Gross profit	105532.70	Gross loss	-77281.58
Profit factor	1.37	Expected payoff	601.09
Absolute drawdown	48500.06	Maximal drawdown	56687.58 (52.40%)	Relative drawdown	52.40% (56687.58)

Total trades	47	Short positions (won %)	4 (25.00%)	Long positions (won %)	43 (34.88%)
		Profit trades (% of total)	16 (34.04%)	Loss trades (% of total)	31 (65.96%)
Largest		profit trade	23404.92	loss trade	-3062.88
Average		profit trade	6595.79	loss trade	-2492.95
Maximum		consecutive wins (profit in money)	3 (42210.42)	consecutive losses (loss in money)	11 (-23788.82)
Maximal		consecutive profit (count of wins)	42210.42 (3)	consecutive loss (count of losses)	-23788.82 (11)
Average		consecutive wins	2	consecutive losses	4

Fade Machine Backtest Results 2004 GBPUSD

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		GBPUSD (Great Britan vs US Dollar)
Period		15 Minutes (M15) 2004.01.02 00:00 - 2004.12.30 23:45 (2004.01.01 - 2004.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=1;

Bars in test	25577	Ticks modelled	6055509	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	11617.04	Gross profit	31482.72	Gross loss	-19865.68
Profit factor	1.58	Expected payoff	264.02
Absolute drawdown	210.60	Maximal drawdown	10210.44 (9.08%)	Relative drawdown	9.08% (10210.44)

Total trades	44	Short positions (won %)	14 (21.43%)	Long positions (won %)	30 (43.33%)
		Profit trades (% of total)	16 (36.36%)	Loss trades (% of total)	28 (63.64%)
Largest		profit trade	8893.80	loss trade	-1068.08
Average		profit trade	1967.67	loss trade	-709.49
Maximum		consecutive wins (profit in money)	3 (10958.20)	consecutive losses (loss in money)	8 (-5132.72)
Maximal		consecutive profit (count of wins)	10958.20 (3)	consecutive loss (count of losses)	-5132.72 (8)
Average		consecutive wins	2	consecutive losses	3

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		GBPUSD (Great Britan vs US Dollar)
Period		15 Minutes (M15) 2004.01.02 00:00 - 2004.12.30 23:45 (2004.01.01 - 2004.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=2;

Bars in test	25577	Ticks modelled	6055509	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	22745.86	Gross profit	62371.86	Gross loss	-39626.00
Profit factor	1.57	Expected payoff	516.95
Absolute drawdown	409.50	Maximal drawdown	20364.62 (16.37%)	Relative drawdown	16.37% (20364.62)

Total trades	44	Short positions (won %)	14 (21.43%)	Long positions (won %)	30 (43.33%)
		Profit trades (% of total)	16 (36.36%)	Loss trades (% of total)	28 (63.64%)
Largest		profit trade	17293.50	loss trade	-2057.12
Average		profit trade	3898.24	loss trade	-1415.21
Maximum		consecutive wins (profit in money)	3 (21422.30)	consecutive losses (loss in money)	8 (-10119.28)
Maximal		consecutive profit (count of wins)	21422.30 (3)	consecutive loss (count of losses)	-10119.28 (8)
Average		consecutive wins	2	consecutive losses	3

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		GBPUSD (Great Britan vs US Dollar)
Period		15 Minutes (M15) 2004.01.02 00:00 - 2004.12.30 23:45 (2004.01.01 - 2004.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=3;

Bars in test	25577	Ticks modelled	6055509	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	34193.16	Gross profit	93754.32	Gross loss	-59561.16
Profit factor	1.57	Expected payoff	777.12
Absolute drawdown	620.10	Maximal drawdown	30824.56 (22.52%)	Relative drawdown	22.52% (30824.56)

Total trades	44	Short positions (won %)	14 (21.43%)	Long positions (won %)	30 (43.33%)
		Profit trades (% of total)	16 (36.36%)	Loss trades (% of total)	28 (63.64%)
Largest		profit trade	26187.30	loss trade	-3122.08
Average		profit trade	5859.64	loss trade	-2127.18
Maximum		consecutive wins (profit in money)	3 (32380.50)	consecutive losses (loss in money)	8 (-15342.32)
Maximal		consecutive profit (count of wins)	32380.50 (3)	consecutive loss (count of losses)	-15342.32 (8)
Average		consecutive wins	2	consecutive losses	3

Fade Machine Backtest Results 2005 GBPUSD

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		GBPUSD (Great Britan vs US Dollar)
Period		15 Minutes (M15) 2005.01.03 00:00 - 2005.12.30 22:00 (2005.01.01 - 2005.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=1;

Bars in test	25725	Ticks modelled	5816098	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	35257.56	Gross profit	64402.60	Gross loss	-29145.04
Profit factor	2.21	Expected payoff	629.60
Absolute drawdown	3602.88	Maximal drawdown	10151.34 (7.04%)	Relative drawdown	8.42% (9207.56)

Total trades	56	Short positions (won %)	38 (42.11%)	Long positions (won %)	18 (27.78%)
		Profit trades (% of total)	21 (37.50%)	Loss trades (% of total)	35 (62.50%)
Largest		profit trade	11655.30	loss trade	-1067.20
Average		profit trade	3066.79	loss trade	-832.72
Maximum		consecutive wins (profit in money)	5 (18529.72)	consecutive losses (loss in money)	8 (-7006.54)
Maximal		consecutive profit (count of wins)	18529.72 (5)	consecutive loss (count of losses)	-7006.54 (8)
Average		consecutive wins	2	consecutive losses	3

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		GBPUSD (Great Britan vs US Dollar)
Period		15 Minutes (M15) 2005.01.03 00:00 - 2005.12.30 22:00 (2005.01.01 - 2005.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=2;

Bars in test	25725	Ticks modelled	5816098	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	69127.78	Gross profit	127574.26	Gross loss	-58446.48
Profit factor	2.18	Expected payoff	1234.42
Absolute drawdown	7053.18	Maximal drawdown	20301.66 (10.86%)	Relative drawdown	15.59% (18540.40)

Total trades	56	Short positions (won %)	38 (42.11%)	Long positions (won %)	18 (27.78%)
		Profit trades (% of total)	21 (37.50%)	Loss trades (% of total)	35 (62.50%)
Largest		profit trade	22533.58	loss trade	-2134.40
Average		profit trade	6074.96	loss trade	-1669.90
Maximum		consecutive wins (profit in money)	5 (36720.12)	consecutive losses (loss in money)	8 (-14012.06)
Maximal		consecutive profit (count of wins)	36720.12 (5)	consecutive loss (count of losses)	-14012.06 (8)
Average		consecutive wins	2	consecutive losses	3

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		GBPUSD (Great Britan vs US Dollar)
Period		15 Minutes (M15) 2005.01.03 00:00 - 2005.12.30 22:00 (2005.01.01 - 2005.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=3;

Bars in test	25725	Ticks modelled	5816098	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	104242.14	Gross profit	191907.62	Gross loss	-87665.48
Profit factor	2.19	Expected payoff	1861.47
Absolute drawdown	10656.06	Maximal drawdown	30399.64 (13.17%)	Relative drawdown	21.70% (27840.78)

Total trades	56	Short positions (won %)	38 (42.11%)	Long positions (won %)	18 (27.78%)
		Profit trades (% of total)	21 (37.50%)	Loss trades (% of total)	35 (62.50%)
Largest		profit trade	34188.88	loss trade	-3148.24
Average		profit trade	9138.46	loss trade	-2504.73
Maximum		consecutive wins (profit in money)	5 (55249.84)	consecutive losses (loss in money)	8 (-20965.24)
Maximal		consecutive profit (count of wins)	55249.84 (5)	consecutive loss (count of losses)	-20965.24 (8)
Average		consecutive wins	2	consecutive losses	3

Fade Machine Backtest Results 2006 GBPUSD

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		GBPUSD (Great Britan vs US Dollar)
Period		15 Minutes (M15) 2006.01.01 23:00 - 2006.12.29 22:00 (2006.01.01 - 2006.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=1;

Bars in test	25619	Ticks modelled	4458663	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	11357.94	Gross profit	39054.76	Gross loss	-27696.82
Profit factor	1.41	Expected payoff	202.82
Absolute drawdown	4946.60	Maximal drawdown	11951.50 (10.03%)	Relative drawdown	10.03% (11951.50)

Total trades	56	Short positions (won %)	19 (21.05%)	Long positions (won %)	37 (37.84%)
		Profit trades (% of total)	18 (32.14%)	Loss trades (% of total)	38 (67.86%)
Largest		profit trade	10594.78	loss trade	-1059.44
Average		profit trade	2169.71	loss trade	-728.86
Maximum		consecutive wins (profit in money)	2 (13705.18)	consecutive losses (loss in money)	10 (-7193.78)
Maximal		consecutive profit (count of wins)	13705.18 (2)	consecutive loss (count of losses)	-7193.78 (10)
Average		consecutive wins	1	consecutive losses	2

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		GBPUSD (Great Britan vs US Dollar)
Period		15 Minutes (M15) 2006.01.01 23:00 - 2006.12.29 22:00 (2006.01.01 - 2006.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=2;

Bars in test	25619	Ticks modelled	4458663	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	22469.74	Gross profit	77904.22	Gross loss	-55434.48
Profit factor	1.41	Expected payoff	401.25
Absolute drawdown	9960.46	Maximal drawdown	23837.48 (17.20%)	Relative drawdown	17.20% (23837.48)

Total trades	56	Short positions (won %)	19 (21.05%)	Long positions (won %)	37 (37.84%)
		Profit trades (% of total)	18 (32.14%)	Loss trades (% of total)	38 (67.86%)
Largest		profit trade	21189.56	loss trade	-2118.88
Average		profit trade	4328.01	loss trade	-1458.80
Maximum		consecutive wins (profit in money)	2 (27410.36)	consecutive losses (loss in money)	10 (-14399.24)
Maximal		consecutive profit (count of wins)	27410.36 (2)	consecutive loss (count of losses)	-14399.24 (10)
Average		consecutive wins	1	consecutive losses	2

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		GBPUSD (Great Britan vs US Dollar)
Period		15 Minutes (M15) 2006.01.01 23:00 - 2006.12.29 22:00 (2006.01.01 - 2006.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=3;

Bars in test	25619	Ticks modelled	4458663	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	33292.76	Gross profit	116368.36	Gross loss	-83075.60
Profit factor	1.40	Expected payoff	594.51
Absolute drawdown	14953.24	Maximal drawdown	35735.88 (22.72%)	Relative drawdown	22.72% (35735.88)

Total trades	56	Short positions (won %)	19 (21.05%)	Long positions (won %)	37 (37.84%)
		Profit trades (% of total)	18 (32.14%)	Loss trades (% of total)	38 (67.86%)
Largest		profit trade	31784.34	loss trade	-3178.32
Average		profit trade	6464.91	loss trade	-2186.20
Maximum		consecutive wins (profit in money)	2 (41115.54)	consecutive losses (loss in money)	10 (-21539.92)
Maximal		consecutive profit (count of wins)	41115.54 (2)	consecutive loss (count of losses)	-21539.92 (10)
Average		consecutive wins	1	consecutive losses	2

Fade Machine Backtest Results 2007 GBPUSD

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		GBPUSD (Great Britan vs US Dollar)
Period		15 Minutes (M15) 2007.01.02 09:00 - 2007.12.28 22:45 (2007.01.01 - 2007.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=1;

Bars in test	25451	Ticks modelled	5306200	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	21835.86	Gross profit	41706.48	Gross loss	-19870.62
Profit factor	2.10	Expected payoff	496.27
Absolute drawdown	3597.48	Maximal drawdown	9679.54 (8.69%)	Relative drawdown	8.69% (9679.54)

Total trades	44	Short positions (won %)	4 (50.00%)	Long positions (won %)	40 (42.50%)
		Profit trades (% of total)	19 (43.18%)	Loss trades (% of total)	25 (56.82%)
Largest		profit trade	12037.80	loss trade	-1043.74
Average		profit trade	2195.08	loss trade	-794.82
Maximum		consecutive wins (profit in money)	3 (13520.88)	consecutive losses (loss in money)	7 (-6089.24)
Maximal		consecutive profit (count of wins)	13520.88 (3)	consecutive loss (count of losses)	-6089.24 (7)
Average		consecutive wins	2	consecutive losses	2

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		GBPUSD (Great Britan vs US Dollar)
Period		15 Minutes (M15) 2007.01.02 09:00 - 2007.12.28 22:45 (2007.01.01 - 2007.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=2;

Bars in test	25451	Ticks modelled	5306200	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	43117.24	Gross profit	82815.90	Gross loss	-39698.66
Profit factor	2.09	Expected payoff	979.94
Absolute drawdown	7287.04	Maximal drawdown	19437.90 (15.81%)	Relative drawdown	15.81% (19437.90)

Total trades	44	Short positions (won %)	4 (50.00%)	Long positions (won %)	40 (42.50%)
		Profit trades (% of total)	19 (43.18%)	Loss trades (% of total)	25 (56.82%)
Largest		profit trade	23273.08	loss trade	-2042.10
Average		profit trade	4358.73	loss trade	-1587.95
Maximum		consecutive wins (profit in money)	3 (26282.40)	consecutive losses (loss in money)	7 (-12105.00)
Maximal		consecutive profit (count of wins)	26282.40 (3)	consecutive loss (count of losses)	-12105.00 (7)
Average		consecutive wins	2	consecutive losses	2

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		GBPUSD (Great Britan vs US Dollar)
Period		15 Minutes (M15) 2007.01.02 09:00 - 2007.12.28 22:45 (2007.01.01 - 2007.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=3;

Bars in test	25451	Ticks modelled	5306200	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	64890.48	Gross profit	124551.90	Gross loss	-59661.42
Profit factor	2.09	Expected payoff	1474.78
Absolute drawdown	10855.00	Maximal drawdown	29183.68 (21.72%)	Relative drawdown	21.72% (29183.68)

Total trades	44	Short positions (won %)	4 (50.00%)	Long positions (won %)	40 (42.50%)
		Profit trades (% of total)	19 (43.18%)	Loss trades (% of total)	25 (56.82%)
Largest		profit trade	35310.88	loss trade	-3085.84
Average		profit trade	6555.36	loss trade	-2386.46
Maximum		consecutive wins (profit in money)	3 (39803.28)	consecutive losses (loss in money)	7 (-18260.48)
Maximal		consecutive profit (count of wins)	39803.28 (3)	consecutive loss (count of losses)	-18260.48 (7)
Average		consecutive wins	2	consecutive losses	2

Fade Machine Backtest Results 2008 GBPUSD

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		GBPUSD (Great Britan vs US Dollar)
Period		15 Minutes (M15) 2008.01.02 06:45 - 2008.12.30 23:45 (2008.01.01 - 2008.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=1;

Bars in test	25613	Ticks modelled	14109810	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	8443.46	Gross profit	39562.48	Gross loss	-31119.02
Profit factor	1.27	Expected payoff	136.18
Absolute drawdown	4894.52	Maximal drawdown	10804.12 (10.20%)	Relative drawdown	10.20% (10804.12)

Total trades	62	Short positions (won %)	52 (44.23%)	Long positions (won %)	10 (20.00%)
		Profit trades (% of total)	25 (40.32%)	Loss trades (% of total)	37 (59.68%)
Largest		profit trade	10652.60	loss trade	-1033.76
Average		profit trade	1582.50	loss trade	-841.05
Maximum		consecutive wins (profit in money)	6 (6691.98)	consecutive losses (loss in money)	6 (-5743.74)
Maximal		consecutive profit (count of wins)	10910.60 (2)	consecutive loss (count of losses)	-5743.74 (6)
Average		consecutive wins	1	consecutive losses	2

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		GBPUSD (Great Britan vs US Dollar)
Period		15 Minutes (M15) 2008.01.02 06:45 - 2008.12.30 23:45 (2008.01.01 - 2008.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=2;

Bars in test	25613	Ticks modelled	14109810	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	16917.34	Gross profit	79126.30	Gross loss	-62208.96
Profit factor	1.27	Expected payoff	272.86
Absolute drawdown	9982.84	Maximal drawdown	21730.36 (19.45%)	Relative drawdown	19.45% (21730.36)

Total trades	62	Short positions (won %)	52 (44.23%)	Long positions (won %)	10 (20.00%)
		Profit trades (% of total)	25 (40.32%)	Loss trades (% of total)	37 (59.68%)
Largest		profit trade	21305.20	loss trade	-2067.52
Average		profit trade	3165.05	loss trade	-1681.32
Maximum		consecutive wins (profit in money)	6 (13445.44)	consecutive losses (loss in money)	6 (-11449.78)
Maximal		consecutive profit (count of wins)	21821.20 (2)	consecutive loss (count of losses)	-11449.78 (6)
Average		consecutive wins	1	consecutive losses	2

Change Risk To: 1% Risk | 2% Risk | 3% Risk

Strategy Tester Report

FadeMachine-1.0

(Build 225)

Symbol		GBPUSD (Great Britan vs US Dollar)
Period		15 Minutes (M15) 2008.01.02 06:45 - 2008.12.30 23:45 (2008.01.01 - 2008.12.31)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Account_Balance=100000; Account_Risk_Percent=3;

Bars in test	25613	Ticks modelled	14109810	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	100000.00
Total net profit	25133.02	Gross profit	118563.90	Gross loss	-93430.88
Profit factor	1.27	Expected payoff	405.37
Absolute drawdown	14921.92	Maximal drawdown	32468.24 (27.62%)	Relative drawdown	27.62% (32468.24)

Total trades	62	Short positions (won %)	52 (44.23%)	Long positions (won %)	10 (20.00%)
		Profit trades (% of total)	25 (40.32%)	Loss trades (% of total)	37 (59.68%)
Largest		profit trade	31957.80	loss trade	-3067.46
Average		profit trade	4742.56	loss trade	-2525.16
Maximum		consecutive wins (profit in money)	6 (20137.42)	consecutive losses (loss in money)	6 (-17193.52)
Maximal		consecutive profit (count of wins)	32731.80 (2)	consecutive loss (count of losses)	-17193.52 (6)
Average		consecutive wins	1	consecutive losses	2