There is always more win trades than loss trades, in trend market per separate currency pair EA makes more profit, in range market results are some like draw, only on big movements when trend is changing makes some losses, but the losses are not higher than previous winning trades. Sometimes when trend is changed with big oposite moves, it keeps the loosing positions floating, but opens hedge orders to minimize the potential loss per pair.
As Clark answered to you, the whole point in this multiple basket strategy is to makes big volume of trades recovering the broker's spreads and comissions and to make some general profit arround 2-5% monthly. The maximum DD is set to 10 - 15% (Relative DD counting all possible opened loss positions).
I do not hide my strategy, if you need detailed explanation i will be happy to explain here in thread or private via skype.
I have no problem to give investor password, but i must be sure that will be not shared to other traders what will use CopyTrader software and use for their interest. I spend a lot of work and time to create this EA and whole strategy.
About backtesting is not possible to test in tester, hence it is basket multi-pair strategy, i'll need to much time to test per separate pair of 27 pairs. 99.90% modeling quality is tricky, the whole history in brokers is not true (trust me i was work in risk management for brokers, i saw how MetaQuotes is changing the history almost every week )
Forward test is always best!
BTW here are the today's results: