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Added detailed backtest results for EA-025_Donchian_Midline on XAUUSD, including configuration, parameters, statistics, and performance analysis.
EA-025 — Donchian Midline | Backtest
Backtest results for EA-025_Donchian_Midline on XAUUSD.
Test Configuration
| Setting | Value |
|---|---|
| Expert Advisor | EA-025_Donchian_Midline |
| Symbol | XAUUSD.PRO |
| Timeframe | M1 |
| Test Period | 2026-01-02 → 2026-08-24 |
| Initial Deposit | $10,000 |
| Leverage | 1:500 |
| History Quality | 100% real ticks |
| Bars | 226,417 |
| Ticks | 94,754,023 |
EA Parameters
| Parameter | Value |
|---|---|
| Lot Size | 0.01 |
| Stop Loss | 300 |
| Take Profit | 600 |
| Magic Number | 123456 |
| Slippage | 10 |
| Break Even | true |
| Break Even Point | 150 |
| Trailing Stop | true |
| Trailing Point | 200 |
| Max Spread | 30 |
| Donchian Period | 20 |
Backtest Results
| Metric | Result |
|---|---|
| Total Net Profit | -$9,994.04 |
| Gross Profit | $70,162.18 |
| Gross Loss | -$80,156.22 |
| Profit Factor | 0.88 |
| Expected Payoff | -$0.27 |
| Sharpe Ratio | -5.00 |
| Recovery Factor | -1.00 |
| Max Balance Drawdown | 99.94% |
| Max Equity Drawdown | 99.94% |
| Total Trades | 37,212 |
| Winning Trades | 11,442 (30.75%) |
| Losing Trades | 25,770 (69.25%) |
Long vs Short
| Direction | Trades | Win Rate |
|---|---|---|
| Long | 18,846 | 30.57% |
| Short | 18,366 | 30.93% |
Performance is similarly weak in both directions, with neither long nor short trades showing a meaningful advantage.
Trade Statistics
| Metric | Result |
|---|---|
| Largest Winning Trade | $70.38 |
| Largest Losing Trade | -$75.88 |
| Average Winning Trade | $6.13 |
| Average Losing Trade | -$3.11 |
| Maximum Consecutive Wins | 8 |
| Maximum Consecutive Losses | 28 |
| Average Consecutive Wins | 1 |
| Average Consecutive Losses | 3 |
Holding Time
| Metric | Result |
|---|---|
| Minimum | 00:00:11 |
| Average | 00:04:37 |
| Maximum | 05:11:41 |
Result
Status: FAIL
The baseline Donchian Midline strategy does not demonstrate a viable trading edge under this test configuration.
Key reasons:
- Net loss of approximately the entire initial deposit.
- Maximum drawdown reached 99.94%.
- Profit Factor is 0.88, below the break-even level of 1.0.
- Expected Payoff is negative.
- Sharpe Ratio is negative.
- Only 30.75% of trades were profitable.
- Both long and short sides produced similarly low win rates.
- The balance curve shows persistent deterioration throughout the test period.
The current version should therefore be treated as a failed baseline experiment, not as a production-ready trading strategy.
Research Value
Although the strategy failed, this backtest remains useful as a research baseline.
It demonstrates that a simple Donchian Midline directional rule with the current SL/TP and trade-management configuration is insufficient on XAUUSD M1 for the tested period.
The result should be preserved rather than discarded so future strategy variants can be compared against the same baseline.
Files
Backtest/
└── EA-025_Donchian_Midline/
├── README.md
├── ReportTester-953688.html
├── ReportTester-953688.png
├── ReportTester-953688-hst.png
├── ReportTester-953688-mfemae.png
└── ReportTester-953688-holding.png
Balance Curve
Trading Distribution
MFE / MAE Analysis
Holding Time
Disclaimer
This backtest is maintained for research and educational purposes only.
Historical and backtested results do not guarantee future performance.