Simulated account AssetsZ9 (NFA)
Bar period 24 hours (avg 2088 min)
Test period 2006-03-13..2017-12-21 (2966 bars)
Lookback period 252 bars (52 weeks)
Montecarlo cycles 200
Simulation mode Realistic (slippage 5.0 sec)
Capital invested 5000$

Gross win/loss 28666$ / -6027$ (+85764p)
Average profit 1923$/year, 160$/month, 7.39$/day
Max drawdown -331$ 1.5% (MAE -3551$ 15.7%)
Total down time 26% (TAE 82%)
Max down time 82 weeks from Aug 2015
Max open margin 1435$
Max open risk 269$
Trade volume 493123$ (41877$/year)
Transaction costs -1578$ spr, -14.55$ slp, 0$ rol, -316$ com
Capital required 1602$