EA-097 — Four Candle Reversal — Backtest
1. Test Identification
Research ID: EA097-M1-BASELINE-001
Expert: EA-097_Four_Candle_Reversal
Symbol: XAUUSD.PRO
Timeframe: M1
Period: 2026.01.02 - 2026.03.31
Initial Deposit: $1,000
Leverage: 1:500
History Quality: 100% real ticks
Nguồn: Strategy Tester Report đính kèm.
2. Parameters
InpLotSize=0.01
InpStopLoss=300
InpTakeProfit=600
InpMagicNumber=123097
InpSlippage=10
InpMaxSpread=30
InpTimeframe=1
InpUseBreakEven=true
InpBreakEvenTrigger=150
InpBreakEvenOffset=0
InpUseTrailingStop=true
InpTrailingStart=200
InpTrailingDistance=100
InpTrailingStep=10
Các thông số trên được lấy trực tiếp từ report.
3. Core Results
| Metric | Result |
|---|---|
| Initial Deposit | $1,000.00 |
| Net Profit | -$487.18 |
| Gross Profit | $5,233.83 |
| Gross Loss | -$5,721.01 |
| Profit Factor | 0.91 |
| Expected Payoff | -$0.10 |
| Recovery Factor | -0.76 |
| Sharpe Ratio | -5.00 |
| LR Correlation | -0.95 |
Nguồn: Strategy Tester Report.
4. Drawdown
| Metric | Result |
|---|---|
| Balance DD Absolute | $601.12 |
| Equity DD Absolute | $602.45 |
| Balance DD Maximal | $634.53 / 61.40% |
| Equity DD Maximal | $636.89 / 61.57% |
Drawdown ở mức rất cao so với vốn ban đầu $1,000.
5. Trade Statistics
| Metric | Result |
|---|---|
| Total Trades | 4,642 |
| Total Deals | 9,284 |
| Profit Trades | 2,348 / 50.58% |
| Loss Trades | 2,294 / 49.42% |
| Short Trades | 2,374 / 51.94% win |
| Long Trades | 2,268 / 49.16% win |
6. Trade Distribution
| Metric | Result |
|---|---|
| Largest Profit Trade | $11.62 |
| Largest Loss Trade | -$38.88 |
| Average Profit Trade | $2.23 |
| Average Loss Trade | -$2.49 |
| Max Consecutive Wins | 10 / $22.49 |
| Max Consecutive Losses | 10 / -$24.46 |
| Max Consecutive Profit | $23.12 / 7 trades |
| Max Consecutive Loss | -$51.29 / 6 trades |
| Average Consecutive Wins | 2 |
| Average Consecutive Losses | 2 |
7. Holding Time
Minimum holding time: 0:00:01
Maximum holding time: 2:10:02
Average holding time: 0:02:36
8. Baseline Assessment
Result: FAIL
Lý do:
- Net Profit âm: -$487.18.
- Profit Factor chỉ 0.91, nhỏ hơn 1.
- Expected Payoff âm.
- Sharpe Ratio âm.
- Maximum Equity Drawdown lên tới 61.57%.
- Average loss trade (-$2.49) lớn hơn average profit trade ($2.23).
Do đó:
EA-097-M1-BASELINE-001 = FAIL
Baseline này cần được giữ nguyên làm mốc nghiên cứu và không được coi là phiên bản production.