I don't get too many trades per bar, I was testing against EUR/USD:

Code:
BackTest Alessio_1 EUR/USD

Simulated account   AssetsFix.dta 
Bar period          5 min (avg 7 min)
Test period         04.01.2010-10.09.2015 (413867 bars)
Lookback period     80 bars (6 hours)
Monte Carlo cycles  200
Assumed slippage    0.0 sec
Spread              0.0 pips (roll 0.00/0.00)
Commission          0.60
Contracts per lot   1000.0

Gross win/loss      52$ / -62$ (-112p)
Average profit      -1.72$/year, -0.14$/month, -0.01$/day
Max drawdown        -39$ -395% (MAE -41$ -417%)
Total down time     98% (TAE 0%)
Max down time       190 weeks from Jan 2010
Max open margin     10$
Max open risk       17$
Trade volume        10578$ (1862$/year)
Transaction costs   0.00$ spr, 0.00$ slp, 0.00$ rol, -0.54$ com
Capital required    38$

Number of trades    9 (2/year, 1/week, 1/day)
Percent winning     44%
Max win/loss        13$ / -17$
Avg trade profit    -1.08$ -12.4p (+149.3p / -141.8p)
Avg trade slippage  0.00$ 0.0p (+0.0p / -0.0p)
Avg trade bars      984 (+1690 / -419)
Max trade bars      4641 (23 days)
Time in market      2%
Max open trades     1
Max loss streak     2 (uncorrelated 4)

Annual return       -5%
Profit factor       0.84 (PRR 0.29)
Sharpe ratio        -0.11
Kelly criterion     -0.28
R2 coefficient      0.000
Ulcer index         0.0%
Prediction error    157%

Confidence level     AR   DDMax  Capital

 10%                 -4%    47$  44$
 20%                 -3%    56$  50$
 30%                 -3%    66$  58$
 40%                 -3%    78$  67$
 50%                 -2%    86$  73$
 60%                 -2%    98$  81$
 70%                 -2%   107$  87$
 80%                 -2%   121$  98$
 90%                 -2%   140$  112$
 95%                 -1%   150$  119$
100%                 -1%   184$  144$

Portfolio analysis  OptF  ProF  Win/Loss  Wgt%

EUR/USD             .000  0.84    4/5    100.0  
EUR/USD:L           .000  0.00    0/3    275.0  
EUR/USD:S           .125  1.49    4/2    -175.0