Here's a summary of backtesting results of the pairs I'm currently tracking. All results are show using 1% account risk per trade. Returns would be greater with more risk, but drawdown goes up accordingly.
GBP/USD
stop = 34, threshold=5, ATR% 70
date range jan 1 2004 - nov 8 2006, 1% account risk per trade
num_trades: 186
num_wins: 78
num_loss: 107
average win: 82.6282051282051
average loss: -33.3457943925234
average trade: 15.4677419354839
biggest win: 249
biggest loss: -34
biggest drawdown: 316
total pips: 2877
risk: 0.01
biggest dollar gain: 1098.00
biggest dollar loss: -225.64
biggest dollar drawdown: 1797.37
biggest dollar drawdown percentage: 9.01
average gain per trade: 66.79
starting account balance: 10000
ending account balance: 22424.13
USD/JPY
stop=32, threshold=5, ATR% 70, no trades on Friday
date range jan 1 2004 - mar 30 2007, 1% account risk per trade
num_trades: 151
num_wins: 69
num_loss: 80
average win: 45.9130434782609
average loss: -27.9375941176471
average trade: 6.17880794701987
biggest win: 130
biggest loss: -32
biggest drawdown: 278
total pips: 933
risk: 0.01
biggest dollar gain: 457.78
biggest dollar loss: -129.96
biggest dollar drawdown: 951.45
biggest dollar drawdown percentage: 8.44
average gain per trade: 21.11
starting account balance: 10000
account: 13188.20
USD/CHF
stop=28, threshold=2, ATR% 60, no trades on Friday
date range jan 1 2004 - august 01 2006 1% account risk per trade
num_trades: 74
num_wins: 25
num_loss: 46
average win: 80.44
average loss: -25.76
average trade: 11.16
biggest win: 218
biggest loss: -28
biggest drawdown: 169
total pips: 826
risk: 0.01
biggest dollar gain: 815.98
biggest dollar loss: -134.88
biggest dollar drawdown: 656.47
biggest dollar drawdown percentage: 6.02
average gain per trade: 43.39
starting account balance: 10000
account: 13211.43
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