EA-103 — EMA20 + RSI — Baseline Backtest
Test Configuration
| Item | Value |
|---|---|
| Expert Advisor | EA-103_EMA20_RSI |
| Symbol | XAUUSD.PRO |
| Timeframe | M1 |
| Test Period | 2026.01.02 – 2026.03.31 |
| Initial Deposit | $1,000 |
| Leverage | 1:500 |
| History Quality | 100% |
| Bars | 85,161 |
| Ticks | 38,264,803 |
| Lot Size | 0.01 |
Baseline Result
| Metric | Result |
|---|---|
| Net Profit | +$2,636.37 |
| Gross Profit | $7,485.09 |
| Gross Loss | -$4,848.72 |
| Profit Factor | 1.54 |
| Expected Payoff | +$0.59 |
| Recovery Factor | 35.48 |
| Sharpe Ratio | 61.83 |
| Max Balance DD | 2.33% |
| Max Equity DD | 2.43% |
| Relative Equity DD | 4.45% |
| Total Trades | 4,460 |
| Total Deals | 8,920 |
| Profit Trades | 2,617 / 58.68% |
| Loss Trades | 1,843 / 41.32% |
Directional Results
| Direction | Trades | Win Rate |
|---|---|---|
| BUY | 2,241 | 59.39% |
| SELL | 2,219 | 57.95% |
Both directions produced positive results in the baseline sample.
Trade Quality
| Metric | Result |
|---|---|
| Largest Profit Trade | $7.09 |
| Largest Loss Trade | -$5.68 |
| Average Profit Trade | $2.86 |
| Average Loss Trade | -$2.63 |
| Maximum Consecutive Wins | 18 |
| Maximum Consecutive Losses | 10 |
| Average Holding Time | 00:01:46 |
Baseline Assessment
Classification: PASS FOR FURTHER RESEARCH
The baseline produced:
- Positive net profit
- Profit Factor above 1
- Positive expected payoff
- Positive Sharpe Ratio
- Low maximum equity drawdown
- Positive BUY and SELL performance
- 4,460 trades in the tested sample
These results provide sufficient evidence to continue controlled research.
However, this result is not sufficient for live deployment.
Research Decision
| Stage | Status |
|---|---|
| Strategy Code | COMPLETE |
| Baseline Backtest | COMPLETE |
| Baseline Assessment | PASS FOR FURTHER RESEARCH |
| Parameter Research | NOT STARTED |
| Exit Research | NOT STARTED |
| Session Research | NOT STARTED |
| OOS Validation | NOT STARTED |
| Robustness Testing | NOT STARTED |
| Walk-Forward | NOT STARTED |
| Forward Test | NOT STARTED |
| Live Trading | NO |
Baseline ID: EA103-M1-BASELINE-001
Optimization Status: CONTROLLED RESEARCH ONLY