Backtest — EA-088_Z-Score_2_5
Test Identification
| Item | Value |
|---|---|
| Expert Advisor | EA-088_Z-Score_2_5 |
| Symbol | XAUUSD.PRO |
| Timeframe | M1 |
| Test Period | 2026-01-02 to 2026-03-31 |
| Initial Deposit | USD 1,000 |
| Currency | USD |
| Leverage | 1:500 |
| History Quality | 100% real ticks |
| Bars | 85,161 |
| Ticks | 39,639,179 |
| Symbols | 1 |
| Magic Number | 123088 |
The tester report records the exact execution inputs, including InpZPeriod=20 and InpZThreshold=2.5.
Test Parameters
InpLotSize=0.01
InpStopLoss=300
InpTakeProfit=600
InpMagicNumber=123088
InpSlippage=10
InpMaxSpread=30
InpTimeframe=1
InpBreakoutBuffer=0
InpUseBreakEven=true
InpBreakEvenTrigger=150
InpBreakEvenOffset=0
InpUseTrailingStop=true
InpTrailingStart=200
InpTrailingDistance=100
InpTrailingStep=10
InpZPeriod=20
InpZThreshold=2.5
These values are taken directly from the Strategy Tester report.
Performance Summary
| Metric | Result |
|---|---|
| Total Net Profit | -123.57 USD |
| Gross Profit | 1,717.00 USD |
| Gross Loss | -1,840.57 USD |
| Profit Factor | 0.93 |
| Expected Payoff | -0.08 USD |
| Recovery Factor | -0.65 |
| Sharpe Ratio | -5.00 |
| Initial Deposit | 1,000.00 USD |
The tester therefore recorded a negative net result for this configuration.
Drawdown
| Metric | Result |
|---|---|
| Balance Drawdown Absolute | 178.56 USD |
| Equity Drawdown Absolute | 178.83 USD |
| Balance Drawdown Maximal | 188.74 USD |
| Balance Drawdown Maximal | 18.68% |
| Equity Drawdown Maximal | 190.04 USD |
| Equity Drawdown Maximal | 18.79% |
The reported maximum equity drawdown was 18.79%.
Trade Statistics
| Metric | Result |
|---|---|
| Total Trades | 1,484 |
| Total Deals | 2,968 |
| Profit Trades | 772 (52.02%) |
| Loss Trades | 712 (47.98%) |
| Short Trades | 592 |
| Short Win Rate | 52.70% |
| Long Trades | 892 |
| Long Win Rate | 51.57% |
The report records a slightly higher percentage of profitable trades than losing trades, while the overall net result remained negative.
Trade Size Distribution
| Metric | Result |
|---|---|
| Largest Profit Trade | 7.76 USD |
| Largest Loss Trade | -35.62 USD |
| Average Profit Trade | 2.22 USD |
| Average Loss Trade | -2.59 USD |
The average losing trade was larger than the average winning trade in absolute value.
Consecutive Trades
| Metric | Result |
|---|---|
| Maximum Consecutive Wins | 10 |
| Maximum Consecutive Wins | 27.43 USD |
| Maximum Consecutive Losses | 8 |
| Maximum Consecutive Losses | -19.03 USD |
| Average Consecutive Wins | 2 |
| Average Consecutive Losses | 2 |
Holding Time
| Metric | Result |
|---|---|
| Minimum Holding Time | 00:00:01 |
| Average Holding Time | 00:02:22 |
| Maximum Holding Time | 02:07:01 |
The strategy therefore generated predominantly short-duration positions, while the maximum recorded holding period exceeded two hours.
Additional Tester Statistics
Z-Score = -0.22 (17.41%)
LR Correlation = -0.83
LR Standard Error = 27.67
AHPR = 0.9999 (-0.01%)
GHPR = 0.9999 (-0.01%)
OnTester result = 0
Margin Level = 7717.02%
MFE / MAE Correlation
Correlation (Profits,MFE) = 0.87
Correlation (Profits,MAE) = 0.77
Correlation (MFE,MAE) = 0.4614
Baseline Interpretation
The recorded baseline result is:
Net Profit = -123.57 USD
Profit Factor = 0.93
Max Equity DD = 18.79%
Therefore, this exact parameter configuration is recorded as a negative baseline backtest.
The result should be retained as the reference point for subsequent research rather than removed or replaced.
Future experiments should be compared against this baseline using the same:
- Symbol
- Timeframe
- Test period
- Initial deposit
- Execution model
- History quality
unless the experiment is explicitly intended to test one of those variables.
Source Report
Original Strategy Tester report:
ReportTester-952747(5).html
The original report should remain unchanged in this directory.
Validation Status
Baseline Backtest: YES
Optimization: NOT RECORDED
Out-of-Sample Test: NOT RECORDED
Forward Test: NOT RECORDED
Live Test: NOT RECORDED
This document records the historical tester result only.