MT5-EA-Sniper-Strategy/docs/BASELINE_TEST_SCRIPT.md

Sniper EA Baseline Performance Test Script

🎯 Objective

Establish baseline performance metrics for the current Sniper EA implementation to serve as reference point for future development iterations.

📋 Test Configuration

Strategy Tester Settings

Expert Advisor: SniperEA
Symbol: EURUSD
Period: M1 (1 minute)
Date Range: 2024-07-01 to 2024-09-25 (3 months)
Model: Every tick (based on all available least timeframes)
Optimization: Disabled
Deposit: 10000 USD
Leverage: 1:100

EA Parameters (Baseline Configuration)

// Risk Management
RiskPercent = 1.0
MinRR = 2.0
MaxPositionsPerSymbol = 3
MaxTotalPositions = 10

// Pattern Detection
OBStrengthFilter = 1.0
MinFVGSize = 5.0
BOSConfirmationBars = 3
SweepDistanceThreshold = 10.0

// Session Settings
UseTimeFilter = true
SessionTimeStart = "08:00"
SessionTimeEnd = "21:00"

// Debug Settings
EnableDebugMode = true
EnableDetailedLogging = true

🔍 Test Execution Steps

Step 1: Pre-Test Verification (5 minutes)

1. Compilation Check:

   • Verify .ex5 file exists and is recent
   • Check compilation log for warnings
   • Confirm file size is reasonable (80-90KB expected)

2. Parameter Validation:

   • Verify all input parameters are within valid ranges
   • Confirm debug mode is enabled for detailed logging
   • Check symbol availability and data quality

Step 2: Strategy Tester Execution (15-30 minutes)

1. Launch Strategy Tester: Press Ctrl+R
2. Configure Settings: Apply baseline configuration above
3. Start Test: Click "Start" and monitor progress
4. Monitor Logs: Watch for initialization and pattern detection messages

Step 3: Results Analysis (10 minutes)

1. Performance Metrics Collection:

   • Total Net Profit
   • Gross Profit / Gross Loss
   • Profit Factor
   • Expected Payoff
   • Maximum Drawdown (absolute and percentage)
   • Total Trades
   • Winning Trades (% of total)
   • Losing Trades (% of total)
   • Largest Profit Trade
   • Largest Loss Trade
   • Average Profit Trade
   • Average Loss Trade
   • Maximum Consecutive Wins
   • Maximum Consecutive Losses

2. Risk Management Validation:

   • Verify no trade exceeded 1% account risk
   • Confirm position limits were respected
   • Check stop loss and take profit placement accuracy

3. Pattern Detection Analysis:

   • Count of each pattern type detected
   • Pattern detection accuracy (manual spot check)
   • Multi-timeframe bias alignment verification

📊 Expected Baseline Results

Target Performance Metrics

Profit Factor: > 1.2 (acceptable), > 1.5 (good)
Win Rate: 45-65%
Maximum Drawdown: < 15%
Risk per Trade: Exactly 1.0%
Average R:R Ratio: 2.0:1 minimum
Total Trades: 50-150 (for 3-month period)

Pattern Detection Expectations

Order Blocks: 200-500 detected
Fair Value Gaps: 100-300 detected
Break of Structure: 150-400 detected
Liquidity Sweeps: 100-250 detected
Valid Setups: 50-150 (pattern combinations)

🚨 Red Flags to Watch For

Critical Issues

• Zero Trades: No trading activity indicates logic failure
• Excessive Trades: >500 trades suggests over-trading
• High Drawdown: >20% indicates poor risk management
• Low Win Rate: <35% suggests pattern detection issues
• Poor R:R: <1.5:1 average indicates TP/SL calculation problems

Warning Signs

• Compilation warnings in log
• Pattern detection errors
• Trade execution failures
• Position sizing inconsistencies
• Session filtering malfunctions

📝 Test Results Template

=== SNIPER EA BASELINE TEST RESULTS ===
Date: ___________
Test Duration: 3 months (2024-07-01 to 2024-09-25)
Symbol: EURUSD
Timeframe: M1

PERFORMANCE METRICS:
- Total Net Profit: $______
- Profit Factor: ______
- Total Trades: ______
- Winning Trades: ______ (____%)
- Maximum Drawdown: $______ (____%)
- Average R:R Ratio: ______:1

PATTERN DETECTION:
- Order Blocks Detected: ______
- Fair Value Gaps Detected: ______
- BOS Events Detected: ______
- Liquidity Sweeps Detected: ______
- Valid Trading Setups: ______

RISK MANAGEMENT:
- Maximum Risk per Trade: _____%
- Position Limits Respected: [ ] Yes [ ] No
- SL/TP Placement Accuracy: [ ] Good [ ] Issues

OVERALL ASSESSMENT:
[ ] PASS - Ready for incremental development
[ ] CONDITIONAL - Minor issues to address
[ ] FAIL - Major issues require immediate attention

NOTES:
_________________________________
_________________________________

🔄 Next Steps Based on Results

If Test PASSES:

1. Document baseline metrics as reference
2. Proceed with incremental development workflow
3. Use results as regression testing benchmark
4. Begin Phase 2 workflow implementation

If Test Shows ISSUES:

1. Analyze specific failure points
2. Review compilation logs for errors
3. Validate pattern detection logic
4. Check risk management calculations
5. Fix issues before proceeding

If Test FAILS Completely:

1. Review EA initialization process
2. Check symbol data availability
3. Validate input parameters
4. Examine multi-timeframe data updates
5. Consider rollback to last known working version

📊 Performance Tracking

This baseline test establishes the foundation for:

• Regression Testing: Ensure new features don't break existing functionality
• Performance Benchmarking: Compare future optimizations against baseline
• Quality Assurance: Validate that changes improve rather than degrade performance
• Risk Validation: Confirm risk management remains consistent across iterations

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Execute this test before implementing any new features or modifications to establish a reliable performance baseline.