Re: 65000 pips 1m-03.08.20011-23.08.2011 Max equity drawdown 23,11 %
I think there is an inherent flaw in using 5 min data for 1 min trading in that it is likely using the 5-min close, high, low when constructing the indicator values for all five values at the 1 min level, which in real trading would not be avilable until the 5 minute bar closes. The "use previous bar" option usually prevents this issue but in this case, the previous value is the previous 1 minute bar. You really need to be using the indicator values from 5 bars ago.
This is just a guess. I haven't confirmed that this is an issue with this indicator, but it looks suspicious considering how profitable the back test shows.