The purpose of this backtest is to evaluate the baseline implementation of the Asian Range Break strategy on XAUUSD before further optimization or strategy modification.

Test Environment

Setting	Value
Expert Advisor	EA-072_Asian_Range_Break
Symbol	XAUUSD.PRO
Timeframe	M1
Test Period	2026-01-02 → 2026-03-31
Initial Deposit	$1,000
Leverage	1:500
History Quality	100% real ticks
Bars	85,161
Ticks	39,639,179
Broker / Company	ACCM Intl Limited
MT5 Build	6182

EA Configuration

Lot Size             = 0.01
Stop Loss            = 300 points
Take Profit          = 600 points
Magic Number         = 123072
Slippage             = 10 points
Maximum Spread       = 30 points

Timeframe             = M1
Breakout Lookback     = 20
Breakout Buffer       = 0

Break Even            = true
BE Trigger            = 150 points
BE Offset             = 0 points

Trailing Stop         = true
Trailing Start        = 200 points
Trailing Distance     = 100 points
Trailing Step         = 10 points

Range Start Hour      = 00
Range End Hour        = 08
Trade End Hour        = 16

All session hours use broker/server time.

Backtest Results

Metric	Result
Total Net Profit	-$50.08
Gross Profit	$295.64
Gross Loss	-$345.72
Profit Factor	0.86
Expected Payoff	-$0.19
Recovery Factor	-0.50
Sharpe Ratio	-5.00
Total Trades	265
Winning Trades	126 (47.55%)
Losing Trades	139 (52.45%)
Long Trades	154
Long Win Rate	49.35%
Short Trades	111
Short Win Rate	45.05%

Drawdown

Metric	Result
Balance Drawdown Absolute	$80.79
Balance Drawdown Maximal	$98.53 (9.68%)
Equity Drawdown Absolute	$83.18
Equity Drawdown Maximal	$100.92 (9.92%)

The account started with an initial deposit of $1,000 and generated a -$50.08 net result during the test period.

Trade Statistics

Metric	Result
Largest Winning Trade	$6.39
Largest Losing Trade	-$3.89
Average Winning Trade	$2.35
Average Losing Trade	-$2.49
Maximum Consecutive Wins	6
Maximum Consecutive Losses	8
Maximum Consecutive Profit	$16.75
Maximum Consecutive Loss	-$23.28
Average Consecutive Wins	2
Average Consecutive Losses	2

Holding Time

Metric	Result
Minimum Holding Time	00:00:01
Average Holding Time	00:01:29
Maximum Holding Time	00:17:55

The tested implementation therefore generated predominantly short-duration trades during this test window.

MFE / MAE Analysis

MetaTrader 5 reported:

Correlation (Profit, MFE) = 0.96
Correlation (Profit, MAE) = 0.71
Correlation (MFE, MAE)    = 0.6159

The accompanying MFE/MAE charts are retained as part of the raw backtest evidence.

Baseline Assessment

This baseline configuration was not profitable during the tested period.

Key observations from the raw MT5 report:

Total Net Profit: -$50.08
Profit Factor: 0.86
Expected Payoff: -$0.19
Winning Trades: 47.55%
Losing Trades: 52.45%
Maximum Balance Drawdown: 9.68%
Maximum Equity Drawdown: 9.92%
The final balance remained below the initial account balance.

This test should therefore be treated as a baseline research result, not as evidence of a production-ready trading system.

No parameter configuration should be considered validated solely from this test.

Backtest Evidence

The directory retains the original MetaTrader 5 Strategy Tester artifacts:

EA-072_Asian_Range_Break/
├── README.md
├── ReportTester-952747(20260922-024605).html
├── ReportTester-952747(20260922-024605).png
├── ReportTester-952747-hst(20260922-024604).png
├── ReportTester-952747-mfemae(20260922-024604).png
└── ReportTester-952747-holding(20260922-024605).png

HTML Report

ReportTester-952747(20260922-024605).html

Original MetaTrader 5 Strategy Tester report containing test settings, performance statistics, orders, deals, and execution evidence.

Balance Chart

ReportTester-952747(20260922-024605).png

Balance evolution across the complete backtest.

Entry Distribution

ReportTester-952747-hst(20260922-024604).png

Distribution of entries and profit/loss by hour, weekday, and month.

MFE / MAE

ReportTester-952747-mfemae(20260922-024604).png

Relationship between trade profit and Maximum Favorable Excursion / Maximum Adverse Excursion.

Holding Time

ReportTester-952747-holding(20260922-024605).png

Distribution of position holding times.

Reproducibility

The original HTML report and associated charts are preserved so that the published result can be independently inspected against the raw MetaTrader 5 output.

This backtest represents the following specific test environment:

Expert:        EA-072_Asian_Range_Break
Symbol:        XAUUSD.PRO
Timeframe:     M1
Period:        2026-01-02 → 2026-03-31
Deposit:       $1,000
Leverage:      1:500
History:       100% real ticks
Broker:        ACCM Intl Limited

Results should not be assumed to remain identical under different brokers, symbols, spreads, execution conditions, server timezones, historical periods, or parameter configurations.

Status

Baseline Backtest: COMPLETED

Baseline Profitability: NOT CONFIRMED

The result is retained as research evidence and as the baseline reference for subsequent strategy analysis and optimization.

Disclaimer

This backtest is provided for quantitative research and software testing purposes.

Historical and simulated performance does not guarantee future trading results. XAUUSD and other leveraged financial instruments involve substantial risk.