EA vẫn được giữ lại trong repository nhằm lưu lại kết quả nghiên cứu, code và bằng chứng backtest để phục vụ việc đánh giá hoặc phát triển các phiên bản tiếp theo.

Test Environment

Item	Value
Expert Advisor	EA-056_Triangle_Break
Platform	MetaTrader 5
Broker / Server	ACCMIntl-Real
MT5 Build	6182
Symbol	XAUUSD.PRO
Timeframe	M1
Test Period	2026-01-02 → 2026-04-01
Initial Deposit	$1,000
Currency	USD
Leverage	1:500
History Quality	100% real ticks
Bars	86,539
Ticks	40,346,891
Symbols	1

Parameters

General Trading Settings

Parameter	Value
InpLotSize	0.01
InpStopLoss	300
InpTakeProfit	600
InpMagicNumber	123456
InpSlippage	10
InpMaxSpread	30
InpMaxPositions	1

Convergence Zone Settings

Parameter	Value
InpZoneBars	10
InpCompareBars	10
InpConvergenceRatio	0.7
InpMinZonePoints	30
InpMaxZonePoints	500
InpBreakoutBuffer	5
InpUseNewBarOnly	true

Break Even

Parameter	Value
InpUseBreakEven	true
InpBreakEvenTrigger	150
InpBreakEvenOffset	5

Trailing Stop

Parameter	Value
InpUseTrailingStop	true
InpTrailingStart	200
InpTrailingDistance	150
InpTrailingStep	20

Main Results

Metric	Result
Initial Deposit	$1,000.00
Total Net Profit	-$263.23
Gross Profit	$928.47
Gross Loss	-$1,191.70
Profit Factor	0.78
Expected Payoff	-$0.28
Recovery Factor	-0.93
Sharpe Ratio	-5.00
Total Trades	932
Total Deals	1,864
Profit Trades	494 (53.00%)
Loss Trades	438 (47.00%)

Drawdown

Metric	Result
Balance Drawdown Absolute	$263.74
Balance Drawdown Maximal	$281.30 (27.64%)
Balance Drawdown Relative	27.64%
Equity Drawdown Absolute	$263.97
Equity Drawdown Maximal	$283.10 (27.78%)
Equity Drawdown Relative	27.78%

The backtest finished with approximately:

$736.77

from the original $1,000 balance.

Long / Short Performance

Direction	Trades	Win Rate
Short	465	54.41%
Long	467	51.61%

Short trades performed slightly better than long trades by win rate, but neither side was sufficient to make the complete strategy profitable.

Trade Statistics

Metric	Result
Largest Profit Trade	$34.29
Largest Loss Trade	-$27.58
Average Profit Trade	$1.88
Average Loss Trade	-$2.72
Maximum Consecutive Wins	9 ($21.55)
Maximum Consecutive Losses	9 (-$27.27)
Maximal Consecutive Profit	$36.81 (3 trades)
Maximal Consecutive Loss	-$33.59 (3 trades)
Average Consecutive Wins	2
Average Consecutive Losses	2

Holding Time

Metric	Result
Minimum Holding Time	00:00:01
Maximum Holding Time	02:08:01
Average Holding Time	00:05:48

The strategy therefore behaves as a short-duration intraday system on the tested M1 configuration.

MFE / MAE Statistics

Metric	Result
Correlation (Profits, MFE)	0.92
Correlation (Profits, MAE)	0.58
Correlation (MFE, MAE)	0.3262

Balance Curve

The balance curve shows a persistent negative trend over the test period.

Although there are temporary recoveries, the strategy fails to establish a sustained positive equity/balance trajectory.

The account starts at:

$1,000

and finishes at approximately:

$736.77

corresponding to:

-$263.23 Total Net Profit.

Key Finding

The most important result is:

Win Rate = 53.00%

but:

Profit Factor = 0.78

and:

Expected Payoff = -$0.28/trade

The strategy therefore wins slightly more trades than it loses, but the average losing trade is larger than the average winning trade:

Average winner: $1.88
Average loser: -$2.72

This causes the positive win rate to remain insufficient for profitability.

Baseline Assessment

This baseline configuration does not demonstrate a profitable trading edge on XAUUSD.PRO M1 during the tested period.

Reasons for FAIL:

Total Net Profit is negative.
Profit Factor is below 1.0.
Expected Payoff is negative.
Recovery Factor is negative.
Sharpe Ratio is negative.
Maximum Equity Drawdown reaches 27.78%.
Balance curve exhibits a persistent downward trend.
Average loss is materially larger than average profit.

Result

❌ FAIL

The current version of EA-056_Triangle_Break should not be considered validated for live trading based on this backtest.

This result represents the tested baseline configuration and should not be interpreted as evidence that every possible Triangle Breakout strategy or future modification will produce the same result.

Evidence Files

The original MT5 Strategy Tester artifacts should be retained in this directory together with this README.

Recommended structure:

Backtest/ └── EA-056_Triangle_Break/ ├── README.md ├── ReportTester-952747.html ├── ReportTester-952747.png ├── ReportTester-952747-hst.png ├── ReportTester-952747-mfemae.png └── ReportTester-952747-holding.png

The HTML report is the primary source of truth for the numerical backtest results. The PNG files provide the associated visual evidence.

Reproducibility

To reproduce this baseline test:

Open MetaTrader 5 Strategy Tester.
Select EA-056_Triangle_Break.
Select XAUUSD.PRO.
Set timeframe to M1.
Use the period 2026-01-02 through 2026-04-01.
Use an initial deposit of $1,000.
Set leverage to 1:500.
Use the parameter values documented above.
Run using real tick history.
Compare the resulting statistics with this report.

Conclusion

EA-056_Triangle_Break — Baseline: FAIL

The experiment produced a valid backtest with 100% real-tick history and 932 trades, but the tested configuration lost $263.23, produced a Profit Factor of 0.78, and reached 27.78% maximum equity drawdown.

The result should therefore be preserved as a negative research result rather than promoted as a successful trading strategy.