EA-083 — Initial Backtest
1. Test Configuration
| Setting | Value |
|---|---|
| Expert | EA-083_Bollinger_Mid_Reversion |
| Platform | MetaTrader 5 |
| Broker Server | ACCMIntl-Real |
| Symbol | XAUUSD.PRO |
| Timeframe | M1 |
| Period | 2026-01-02 to 2026-03-31 |
| Initial Deposit | $1,000 |
| Leverage | 1:500 |
| Lot Size | 0.01 |
| Modeling | Every tick based on real ticks |
| History Quality | 100% real ticks |
| Bars | 85,161 |
| Ticks | 39,639,179 |
2. Performance
| Metric | Result |
|---|---|
| Total Net Profit | -$991.84 |
| Gross Profit | $4,359.55 |
| Gross Loss | -$5,351.39 |
| Profit Factor | 0.81 |
| Expected Payoff | -$0.22 |
| Recovery Factor | -0.98 |
| Sharpe Ratio | -5.00 |
| Maximum Balance DD | 99.20% |
| Maximum Equity DD | 99.20% |
| Total Trades | 4,484 |
| Total Deals | 8,968 |
| Winning Trades | 2,418 |
| Losing Trades | 2,066 |
| Win Rate | 53.93% |
| Long Trades | 2,474 |
| Short Trades | 2,010 |
| Largest Win | $7.76 |
| Largest Loss | -$35.62 |
| Average Win | $1.80 |
| Average Loss | -$2.59 |
| Maximum Consecutive Wins | 11 |
| Maximum Consecutive Losses | 13 |
3. Holding Time
| Metric | Duration |
|---|---|
| Minimum | 00:00:01 |
| Maximum | 02:07:02 |
| Average | 00:02:03 |
4. Charts
Balance Curve
The balance curve shows a persistent decline during the test period.
Entry Distribution
Trading activity is distributed across multiple sessions.
The chart shows substantial activity during European and US trading hours.
MFE and MAE
Several losing trades experienced unusually large adverse excursions.
Holding Time
Most trades have short holding times, while a small number remain open for substantially longer.
5. Original Evidence
Complete MT5 Strategy Tester Report
The original HTML report is the authoritative source for test settings, performance metrics and transaction records.
6. Conclusion
BACKTEST: FAIL.
The initial $1,000 deposit was reduced by $991.84.
The strategy produced a Profit Factor of 0.81 and a maximum equity drawdown of 99.20%.
The configuration is not suitable for live deployment.
Preserve all original evidence for subsequent research.