Max. draw down in 16 year back test: $56 per 0.01 Please read the blog post for instructions on the way to found out the EA. Because the EA will trade around the New York close time (16:00 – 18:00 New York time), the GMT time will be different in summer compared to winter (DST: daylight saving time). But the EA has daylight saving times stored internally, so there is no need to adjust the trading hours manually. The EA should run on a VPS without interruption (also Friday ) to store the historic data. Please allow web requests to the following URLs for the calendar news filter and automatic GMT offset calculation: http://fxdata.cc http://backup.fxdata.cc http://breaking.fxdata.cc (only needed if you employ the breaking news filter) For backtest it is important to have the correct GMT settings. Ideally, backtests should be done with Tick Data Suite GMT+2 with US DST. Because this strategy is trading around swap time the spread are often very large. You must use real spread in back testing. But remember that the spread are often very different between brokers at that point . The EA should be turned off on days of important events, for instance general elections in UK, US or Europe!