Files

EA-110_RSI_60_40 — Backtest Report

1. Test Configuration

Item Value
Expert Advisor EA-110_RSI_60_40
Symbol XAUUSD.PRO
Timeframe M1
Test Period 2026-01-02 to 2026-04-01
Initial Deposit $1,000
Leverage 1:500
History Quality 100% real ticks
Bars 86,539
Ticks 40,346,891
Lot Size 0.01
Stop Loss 300 points
Take Profit 600 points
RSI Period 14
Magic Number 123465

2. Performance Summary

Metric Result
Total Net Profit +$81.46
Gross Profit $308.93
Gross Loss -$227.47
Profit Factor 1.36
Expected Payoff $0.40
Recovery Factor 2.39
Sharpe Ratio 32.22
Balance Drawdown Absolute $33.80
Equity Drawdown Absolute $34.04
Maximum Balance Drawdown $33.80 (3.38%)
Maximum Equity Drawdown $34.04 (3.40%)
Total Trades 205
Total Deals 410
Profit Trades 102 (49.76%)
Loss Trades 103 (50.24%)

3. Trade Statistics

Metric Result
Short Trades 82
Short Win Rate 56.10%
Long Trades 123
Long Win Rate 45.53%
Largest Profit Trade $21.43
Largest Loss Trade -$11.35
Average Profit Trade $3.03
Average Loss Trade -$2.21
Maximum Consecutive Wins 7 ($44.24)
Maximum Consecutive Losses 6 (-$20.20)
Average Position Holding Time 4 minutes 46 seconds
Maximum Position Holding Time 2 hours 19 minutes

4. Initial Assessment

The baseline test is profitable:

  • Net profit is positive at $81.46.
  • Profit Factor is 1.36.
  • Expected Payoff is positive at $0.40 per trade.
  • Maximum reported equity drawdown is 3.40%.
  • The report records 205 trades across the test period.

The long-side win rate (45.53%) is lower than the short-side win rate (56.10%). This is a reason to investigate directional performance, not proof by itself that long trades should be disabled.

5. Important Technical Check

Before comparing optimized versions, audit the RSI array indexing and signal direction in the source code.

The current code uses:

  • BUY: r[2] <= 60 && r[1] > 60
  • SELL: r[2] >= 40 && r[1] < 40

Because the RSI buffer is copied into a fixed-size array, the index-to-bar mapping must be verified. Do not assume these conditions implement the intended conventional RSI 60/40 crossing rules without confirming which bar each index represents.

6. Baseline Verdict

PASS FOR FURTHER RESEARCH — NOT APPROVED FOR LIVE TRADING

The positive baseline metrics justify additional controlled tests. However, this single report does not establish out-of-sample robustness, stability across market regimes, or live execution performance.

7. Suggested Record Layout

Store the original Strategy Tester HTML report alongside this README. Preserve the original EA source and input values used for this run so the baseline remains reproducible.