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.