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Currency pair: EUR/GBP
In-sample data period: Jan 5, 2014 - Dec 31, 2014 (12 months)
Out-of-sample data period: Jan 1, 2015 - Apr 3, 2015 (3 months)
Data source: GAIN Capital (http://ratedata.gaincapital.com/)
Initial equity: $5,000
Total equity: $93,425
Closed equity: $92,299
Rate of return: +1,746%
Pips gained: +8,730
Winning rate: 46.5%
Profit factor: 2.02
Average profit: $932
Average loss: $394
Max drawdown rate: 31.1%
"A Multithreaded Forex Algo Backtesting System"
https://sites.google.com/site/yoshi2233/backtester