Percent return and max drawdown are arithmetic on fallback deposit, fixed lots, no compounding. USD figures are divided by 1,000 USD, the fallback deposit (vendor names none). Run capital of 100,000 USD is the measurement frame, not the story basis.
Not measured here. live signal performance, individual risk sizing, alternative settings. Declared alternatives can be measured as separate matrix runs.
Sizing invariant Profit concentration, Active trading days, Trade count, Spread sensitivity per trade, Drawdown duration in trading days, Holding times, Win rate.
Sizing dependent CAGR, Drawdown in percent, Absolute PnL.
Gold Dust X is sold by michael4308 for a listed $125.00 on MQL5 Market.
The observed backtest (red) against 1000 resampled orderings of its own trades. Median dashed, bands P25 to P75 and P5 to P95. Hover or touch for exact values per trading day.
3 findings, 0 of them red.
2,051 trades, rebuilt deal by deal.
sampled at deal timestamps. Intrabar floating equity between deals is unobservable from a report, so the tester-head equity DD (tick-based) is the upper reference before added commissions; validation allows their total cost divided by initial capital, scaled by the native drawdown bound above 100%
The measurement record
| Trades reconstructed | 2,051 | exact |
| Pairing confidence | exact | |
| Balance reconstruction | exact | |
| History quality | 100% real ticks | exact |
| Real ticks from | XAUUSD: 2003.05.05 00:00:00 | |
| Generated tick minutes | n/a | |
| Execution delay | 10 ms | |
| Tester log provided | yes | |
| Tester log files | 20260929.log | |
| Randomizer prints | 0 | |
| Report SHA-256 | 7d3018fab1bf92c8... |
Reconstructed floating equity
| Floating drawdown (sampled) | 0.5% | reconstructed |
| Balance drawdown (deal-wise) | 0.5% | reconstructed |
| Report-head equity DD (tick-based) | 0.47% (471.25) | exact |
| Equity samples (deal timestamps) | 4,102 | |
| Worst sampled point | 2009-12-11 02:01:04 at 99,522.92 (from 100,025) | reconstructed |
| Equity between deals | unobservable in a tester report | unavailable |
Settings used in this run: gold-dust-x.set (Version 3.0; 2,452 bytes). Measurement configuration of this audit, not a recommendation.
504 sub-strategies, one exit signature.
The deal comments split into 504 sub-strategies with unequal contributions.
Sub-strategy table
Entry-comment prefix: "Gold Dust X ". The split is based on entry comments. MT5 tester artifacts do not carry magic numbers, so magic-only multi-strategy EAs appear as one group here.
| Setup | Trades | PnL | Win % | Long/Short | Median hold (h) |
|---|---|---|---|---|---|
| SELL M346086 | 22 | 72 | 77.3% | 0/22 | 13.13 |
| BUY M346109 | 22 | -3 | 59.1% | 22/0 | 18.41 |
| BUY M346086 | 19 | 45 | 63.2% | 19/0 | 9.91 |
| SELL M346289 | 18 | 19 | 66.7% | 0/18 | 18.01 |
| SELL M346018 | 18 | 58 | 72.2% | 0/18 | 13.32 |
| SELL M346044 | 18 | 53 | 66.7% | 0/18 | 2.91 |
| BUY M346066 | 17 | 79 | 82.4% | 17/0 | 13.1 |
| BUY M346162 | 16 | -7 | 62.5% | 16/0 | 16.0 |
| SELL M346107 | 14 | 61 | 78.6% | 0/14 | 7.4 |
| BUY M346021 | 14 | 50 | 64.3% | 14/0 | 4.39 |
| SELL M346274 | 13 | 42 | 61.5% | 0/13 | 26.0 |
| BUY M346028 | 13 | 45 | 69.2% | 13/0 | 3.05 |
| SELL M346011 | 13 | 57 | 76.9% | 0/13 | 1.55 |
| BUY M346168 | 12 | 23 | 66.7% | 12/0 | 18.5 |
| SELL M346277 | 12 | -2 | 50.0% | 0/12 | 17.29 |
| BUY M346164 | 12 | 0 | 66.7% | 12/0 | 24.0 |
| BUY M346064 | 12 | 7 | 66.7% | 12/0 | 28.83 |
| BUY M346027 | 12 | 7 | 66.7% | 12/0 | 21.84 |
| SELL M346058 | 11 | 18 | 63.6% | 0/11 | 20.0 |
| SELL M346140 | 11 | 8 | 72.7% | 0/11 | 24.0 |
| BUY M346155 | 11 | 12 | 72.7% | 11/0 | 18.0 |
| BUY M346065 | 11 | 15 | 54.5% | 11/0 | 5.65 |
| SELL M346219 | 11 | 11 | 54.5% | 0/11 | 8.0 |
| BUY M346128 | 11 | 19 | 72.7% | 11/0 | 17.0 |
| SELL M346125 | 11 | 12 | 63.6% | 0/11 | 4.5 |
| BUY M346224 | 11 | -21 | 54.5% | 11/0 | 18.37 |
| SELL M346032 | 11 | 36 | 72.7% | 0/11 | 14.54 |
| SELL M346231 | 10 | 38 | 80.0% | 0/10 | 9.09 |
| BUY M346217 | 10 | 38 | 70.0% | 10/0 | 12.5 |
| SELL M346035 | 10 | 26 | 60.0% | 0/10 | 12.91 |
| SELL M346064 | 10 | -5 | 50.0% | 0/10 | 17.53 |
| SELL M346173 | 10 | -7 | 60.0% | 0/10 | 23.5 |
| SELL M346066 | 10 | 3 | 50.0% | 0/10 | 6.65 |
| BUY M346020 | 10 | 23 | 70.0% | 10/0 | 19.34 |
| SELL M346128 | 10 | 15 | 70.0% | 0/10 | 21.04 |
| SELL M346099 | 10 | 18 | 60.0% | 0/10 | 8.17 |
| BUY M346018 | 10 | 43 | 80.0% | 10/0 | 3.33 |
| SELL M346072 | 10 | 24 | 70.0% | 0/10 | 20.96 |
| BUY M346122 | 10 | 10 | 70.0% | 10/0 | 17.18 |
| SELL M346065 | 10 | 20 | 60.0% | 0/10 | 2.95 |
| SELL M346271 | 10 | 60 | 80.0% | 0/10 | 0.83 |
| BUY M346227 | 9 | 31 | 77.8% | 9/0 | 20.0 |
| SELL M346203 | 9 | 60 | 88.9% | 0/9 | 4.05 |
| SELL M346163 | 9 | 38 | 77.8% | 0/9 | 25.0 |
| BUY M346203 | 9 | -18 | 44.4% | 9/0 | 17.77 |
| SELL M346056 | 9 | 14 | 66.7% | 0/9 | 3.88 |
| BUY M346143 | 9 | -4 | 44.4% | 9/0 | 3.49 |
| BUY M346004 | 9 | 77 | 100.0% | 9/0 | 1.71 |
| BUY M346032 | 9 | 11 | 66.7% | 9/0 | 10.79 |
| SELL M346155 | 9 | 12 | 77.8% | 0/9 | 19.0 |
| BUY M346291 | 9 | -11 | 44.4% | 9/0 | 6.76 |
| SELL M346245 | 9 | -33 | 33.3% | 0/9 | 28.89 |
| SELL M346017 | 9 | -19 | 44.4% | 0/9 | 19.49 |
| SELL M346224 | 9 | 48 | 77.8% | 0/9 | 19.0 |
| BUY M346013 | 9 | 5 | 55.6% | 9/0 | 12.02 |
| SELL M346236 | 8 | 1 | 62.5% | 0/8 | 32.21 |
| SELL M346178 | 8 | 14 | 62.5% | 0/8 | 14.89 |
| BUY M346055 | 8 | 21 | 87.5% | 8/0 | 20.0 |
| SELL M346188 | 8 | 24 | 75.0% | 0/8 | 10.89 |
| BUY M346099 | 8 | 7 | 62.5% | 8/0 | 19.47 |
| BUY M346082 | 8 | 3 | 62.5% | 8/0 | 24.0 |
| SELL M346110 | 8 | 54 | 87.5% | 0/8 | 4.94 |
| BUY M346140 | 8 | 8 | 62.5% | 8/0 | 22.5 |
| BUY M346169 | 8 | 28 | 62.5% | 8/0 | 4.54 |
| BUY M346095 | 7 | 49 | 100.0% | 7/0 | 11.4 |
| SELL M346013 | 7 | 30 | 71.4% | 0/7 | 23.0 |
| SELL M346166 | 7 | 18 | 71.4% | 0/7 | 22.0 |
| SELL M346024 | 7 | 45 | 85.7% | 0/7 | 20.89 |
| SELL M346167 | 7 | 1 | 71.4% | 0/7 | 19.67 |
| SELL M346168 | 7 | 50 | 100.0% | 0/7 | 24.0 |
| SELL M346139 | 7 | 9 | 71.4% | 0/7 | 47.0 |
| BUY M346130 | 7 | 10 | 71.4% | 7/0 | 19.0 |
| SELL M346148 | 7 | 11 | 71.4% | 0/7 | 22.0 |
| BUY M346249 | 7 | -5 | 57.1% | 7/0 | 6.28 |
| BUY M346208 | 7 | 26 | 85.7% | 7/0 | 17.0 |
| SELL M346246 | 7 | 54 | 85.7% | 0/7 | 3.42 |
| SELL M346070 | 7 | 11 | 71.4% | 0/7 | 21.0 |
| SELL M346030 | 7 | 62 | 100.0% | 0/7 | 6.18 |
| BUY M346124 | 7 | 32 | 85.7% | 7/0 | 10.36 |
| SELL M346192 | 7 | 2 | 57.1% | 0/7 | 5.0 |
| SELL M346122 | 7 | -11 | 42.9% | 0/7 | 66.56 |
| SELL M346033 | 7 | 28 | 71.4% | 0/7 | 1.39 |
| SELL M346020 | 7 | 37 | 85.7% | 0/7 | 4.13 |
| SELL M346143 | 7 | 2 | 57.1% | 0/7 | 14.84 |
| SELL M346116 | 7 | -34 | 28.6% | 0/7 | 1.15 |
| SELL M346290 | 7 | -14 | 42.9% | 0/7 | 43.0 |
| SELL M346212 | 7 | 3 | 57.1% | 0/7 | 10.56 |
| SELL M346037 | 7 | 66 | 100.0% | 0/7 | 5.3 |
| SELL M346054 | 7 | 51 | 85.7% | 0/7 | 7.19 |
| BUY M346149 | 7 | -19 | 57.1% | 7/0 | 39.34 |
| BUY M346067 | 7 | 31 | 85.7% | 7/0 | 2.74 |
| BUY M346003 | 7 | 63 | 100.0% | 7/0 | 5.51 |
| SELL M346021 | 7 | 39 | 85.7% | 0/7 | 12.81 |
| BUY M346023 | 6 | -2 | 50.0% | 6/0 | 34.12 |
| SELL M346161 | 6 | -14 | 50.0% | 0/6 | 31.74 |
| SELL M346267 | 6 | 7 | 50.0% | 0/6 | 18.49 |
| BUY M346026 | 6 | 42 | 100.0% | 6/0 | 20.26 |
| SELL M346118 | 6 | 16 | 66.7% | 0/6 | 12.03 |
| SELL M346124 | 6 | 7 | 50.0% | 0/6 | 48.44 |
| BUY M346279 | 6 | -12 | 66.7% | 6/0 | 20.5 |
| BUY M346210 | 6 | -20 | 33.3% | 6/0 | 43.81 |
| SELL M346060 | 6 | 11 | 50.0% | 0/6 | 34.5 |
| BUY M346054 | 6 | 14 | 83.3% | 6/0 | 17.35 |
| SELL M346023 | 6 | 26 | 83.3% | 0/6 | 23.77 |
| SELL M346288 | 6 | 17 | 83.3% | 0/6 | 32.36 |
| BUY M346264 | 6 | 20 | 83.3% | 6/0 | 44.0 |
| BUY M346156 | 6 | 17 | 66.7% | 6/0 | 28.11 |
| SELL M346272 | 6 | -20 | 33.3% | 0/6 | 8.58 |
| SELL M346249 | 6 | 1 | 50.0% | 0/6 | 14.11 |
| BUY M346047 | 6 | 18 | 83.3% | 6/0 | 18.65 |
| BUY M346031 | 6 | 3 | 50.0% | 6/0 | 4.8 |
| SELL M346190 | 6 | 21 | 83.3% | 0/6 | 35.01 |
| SELL M346209 | 6 | -20 | 33.3% | 0/6 | 2.73 |
| SELL M346103 | 6 | 21 | 66.7% | 0/6 | 8.53 |
| BUY M346167 | 6 | 13 | 66.7% | 6/0 | 18.28 |
| BUY M346151 | 6 | 18 | 66.7% | 6/0 | 3.87 |
| BUY M346081 | 6 | -7 | 50.0% | 6/0 | 12.34 |
| BUY M346056 | 6 | -3 | 50.0% | 6/0 | 11.81 |
| BUY M346110 | 6 | 39 | 83.3% | 6/0 | 5.35 |
| SELL M346115 | 6 | -4 | 50.0% | 0/6 | 25.36 |
| BUY M346290 | 6 | 5 | 66.7% | 6/0 | 12.68 |
| BUY M346069 | 6 | 38 | 83.3% | 6/0 | 3.85 |
| BUY M346222 | 6 | 32 | 83.3% | 6/0 | 8.89 |
| SELL M346047 | 5 | 34 | 100.0% | 0/5 | 18.12 |
| BUY M346220 | 5 | -31 | 20.0% | 5/0 | 8.93 |
| SELL M346019 | 5 | 12 | 60.0% | 0/5 | 72.0 |
| BUY M346080 | 5 | 10 | 60.0% | 5/0 | 64.0 |
| BUY M346108 | 5 | -10 | 40.0% | 5/0 | 27.0 |
| SELL M346022 | 5 | 19 | 100.0% | 0/5 | 25.0 |
| BUY M346070 | 5 | 41 | 100.0% | 5/0 | 18.35 |
| BUY M346286 | 5 | 13 | 80.0% | 5/0 | 23.0 |
| BUY M346282 | 5 | -4 | 60.0% | 5/0 | 15.0 |
| SELL M346005 | 5 | 23 | 80.0% | 0/5 | 2.12 |
| SELL M346095 | 5 | 31 | 80.0% | 0/5 | 27.0 |
| SELL M346080 | 5 | 17 | 80.0% | 0/5 | 59.0 |
| BUY M346097 | 5 | 6 | 60.0% | 5/0 | 6.28 |
| BUY M346090 | 5 | 1 | 60.0% | 5/0 | 4.33 |
| SELL M346204 | 5 | 18 | 80.0% | 0/5 | 12.49 |
| SELL M346141 | 5 | 23 | 80.0% | 0/5 | 17.94 |
| BUY M346234 | 5 | 19 | 80.0% | 5/0 | 6.43 |
| BUY M346166 | 5 | -1 | 40.0% | 5/0 | 20.0 |
| BUY M346115 | 5 | 3 | 60.0% | 5/0 | 24.0 |
| BUY M346119 | 5 | -8 | 60.0% | 5/0 | 8.0 |
| SELL M346082 | 5 | 38 | 100.0% | 0/5 | 16.0 |
| BUY M346033 | 5 | 23 | 80.0% | 5/0 | 9.62 |
| BUY M346101 | 5 | 8 | 60.0% | 5/0 | 19.0 |
| BUY M346062 | 5 | 48 | 100.0% | 5/0 | 2.13 |
| SELL M346287 | 5 | 3 | 60.0% | 0/5 | 4.21 |
| BUY M346238 | 5 | 19 | 80.0% | 5/0 | 17.21 |
| SELL M346052 | 5 | 51 | 100.0% | 0/5 | 3.96 |
| SELL M346257 | 5 | 5 | 60.0% | 0/5 | 6.0 |
| SELL M346197 | 5 | 43 | 100.0% | 0/5 | 6.61 |
| SELL M346106 | 5 | 7 | 60.0% | 0/5 | 4.82 |
| SELL M346220 | 5 | -6 | 40.0% | 0/5 | 13.73 |
| SELL M346225 | 5 | -7 | 60.0% | 0/5 | 24.44 |
| BUY M346255 | 5 | 27 | 80.0% | 5/0 | 1.59 |
| BUY M346011 | 5 | 29 | 80.0% | 5/0 | 4.62 |
| SELL M346087 | 5 | 29 | 80.0% | 0/5 | 7.25 |
| SELL M346036 | 5 | 43 | 100.0% | 0/5 | 2.22 |
| BUY M346114 | 5 | 11 | 60.0% | 5/0 | 16.56 |
| SELL M346040 | 5 | 51 | 100.0% | 0/5 | 1.26 |
| BUY M346093 | 4 | 20 | 75.0% | 4/0 | 24.58 |
| SELL M346134 | 4 | 15 | 75.0% | 0/4 | 5.54 |
| BUY M346035 | 4 | 25 | 100.0% | 4/0 | 1.73 |
| BUY M346061 | 4 | 12 | 50.0% | 4/0 | 30.83 |
| SELL M346208 | 4 | 24 | 75.0% | 0/4 | 61.51 |
| SELL M346088 | 4 | 33 | 100.0% | 0/4 | 17.68 |
| BUY M346051 | 4 | 21 | 100.0% | 4/0 | 13.0 |
| BUY M346060 | 4 | 2 | 75.0% | 4/0 | 43.02 |
| BUY M346030 | 4 | 31 | 100.0% | 4/0 | 9.83 |
| SELL M346221 | 4 | 21 | 75.0% | 0/4 | 29.5 |
| SELL M346114 | 4 | 19 | 100.0% | 0/4 | 15.97 |
| SELL M346048 | 4 | -5 | 50.0% | 0/4 | 22.58 |
| BUY M346103 | 4 | 19 | 75.0% | 4/0 | 21.8 |
| BUY M346272 | 4 | -14 | 25.0% | 4/0 | 26.21 |
| BUY M346142 | 4 | -5 | 50.0% | 4/0 | 12.05 |
| SELL M346068 | 4 | 20 | 100.0% | 0/4 | 53.0 |
| SELL M346211 | 4 | -1 | 50.0% | 0/4 | 65.14 |
| SELL M346120 | 4 | 30 | 100.0% | 0/4 | 3.22 |
| BUY M346263 | 4 | 25 | 75.0% | 4/0 | 9.37 |
| SELL M346028 | 4 | 10 | 75.0% | 0/4 | 44.78 |
| BUY M346025 | 4 | 27 | 75.0% | 4/0 | 8.38 |
| BUY M346195 | 4 | 24 | 75.0% | 4/0 | 15.0 |
| BUY M346096 | 4 | -3 | 50.0% | 4/0 | 25.06 |
| BUY M346063 | 4 | 6 | 50.0% | 4/0 | 16.92 |
| BUY M346161 | 4 | 23 | 100.0% | 4/0 | 44.85 |
| BUY M346183 | 4 | -12 | 50.0% | 4/0 | 17.94 |
| BUY M346297 | 4 | 9 | 75.0% | 4/0 | 18.09 |
| BUY M346072 | 4 | -11 | 50.0% | 4/0 | 14.9 |
| SELL M346279 | 4 | 13 | 75.0% | 0/4 | 22.66 |
| SELL M346010 | 4 | 20 | 75.0% | 0/4 | 13.0 |
| BUY M346016 | 4 | 24 | 100.0% | 4/0 | 12.5 |
| BUY M346001 | 4 | -5 | 50.0% | 4/0 | 16.54 |
| SELL M346296 | 4 | -9 | 50.0% | 0/4 | 16.56 |
| BUY M346137 | 4 | -2 | 50.0% | 4/0 | 1.2 |
| BUY M346139 | 4 | 32 | 100.0% | 4/0 | 20.74 |
| SELL M346177 | 4 | 15 | 75.0% | 0/4 | 5.92 |
| BUY M346022 | 4 | 34 | 100.0% | 4/0 | 11.26 |
| BUY M346188 | 4 | 19 | 75.0% | 4/0 | 2.94 |
| BUY M346077 | 4 | -9 | 50.0% | 4/0 | 20.87 |
| BUY M346212 | 4 | 17 | 75.0% | 4/0 | 12.22 |
| BUY M346107 | 4 | -24 | 25.0% | 4/0 | 16.28 |
| SELL M346252 | 4 | 35 | 100.0% | 0/4 | 5.78 |
| BUY M346039 | 4 | 37 | 100.0% | 4/0 | 60.19 |
| BUY M346127 | 4 | 23 | 100.0% | 4/0 | 18.0 |
| BUY M346000 | 4 | 28 | 100.0% | 4/0 | 13.36 |
| BUY M346196 | 4 | 25 | 75.0% | 4/0 | 4.7 |
| BUY M346121 | 4 | 38 | 100.0% | 4/0 | 6.67 |
| BUY M346105 | 4 | 19 | 75.0% | 4/0 | 2.88 |
| BUY M346132 | 4 | 19 | 75.0% | 4/0 | 5.53 |
| BUY M346135 | 4 | 16 | 100.0% | 4/0 | 22.0 |
| SELL M346127 | 4 | 20 | 100.0% | 0/4 | 23.0 |
| SELL M346001 | 4 | 40 | 100.0% | 0/4 | 8.03 |
| BUY M346181 | 4 | 14 | 75.0% | 4/0 | 17.5 |
| BUY M346223 | 4 | 34 | 100.0% | 4/0 | 5.5 |
| BUY M346159 | 4 | 19 | 75.0% | 4/0 | 0.34 |
| BUY M346190 | 4 | -1 | 50.0% | 4/0 | 3.62 |
| BUY M346050 | 3 | 3 | 33.3% | 3/0 | 30.0 |
| BUY M346267 | 3 | 11 | 100.0% | 3/0 | 20.0 |
| BUY M346146 | 3 | 0 | 66.7% | 3/0 | 59.47 |
| SELL M346227 | 3 | 10 | 100.0% | 0/3 | 30.93 |
| BUY M346295 | 3 | -3 | 33.3% | 3/0 | 14.0 |
| BUY M346041 | 3 | 20 | 100.0% | 3/0 | 16.0 |
| SELL M346207 | 3 | 5 | 66.7% | 0/3 | 7.0 |
| BUY M346005 | 3 | -26 | 0.0% | 3/0 | 44.7 |
| SELL M346150 | 3 | 3 | 66.7% | 0/3 | 72.05 |
| SELL M346109 | 3 | -4 | 66.7% | 0/3 | 29.0 |
| SELL M346184 | 3 | 2 | 66.7% | 0/3 | 70.02 |
| BUY M346240 | 3 | -21 | 33.3% | 3/0 | 29.77 |
| BUY M346256 | 3 | 13 | 66.7% | 3/0 | 4.0 |
| SELL M346006 | 3 | 15 | 100.0% | 0/3 | 46.97 |
| BUY M346266 | 3 | 13 | 66.7% | 3/0 | 4.72 |
| SELL M346152 | 3 | -0 | 66.7% | 0/3 | 31.3 |
| SELL M346263 | 3 | 3 | 66.7% | 0/3 | 17.0 |
| SELL M346112 | 3 | -7 | 33.3% | 0/3 | 56.07 |
| SELL M346014 | 3 | 20 | 66.7% | 0/3 | 8.07 |
| BUY M346250 | 3 | 20 | 100.0% | 3/0 | 56.55 |
| SELL M346269 | 3 | -3 | 66.7% | 0/3 | 19.0 |
| SELL M346093 | 3 | -10 | 33.3% | 0/3 | 5.14 |
| SELL M346026 | 3 | 7 | 66.7% | 0/3 | 16.77 |
| SELL M346144 | 3 | 11 | 66.7% | 0/3 | 80.76 |
| BUY M346083 | 3 | 15 | 66.7% | 3/0 | 25.0 |
| BUY M346170 | 3 | -15 | 33.3% | 3/0 | 23.0 |
| BUY M346019 | 3 | -13 | 33.3% | 3/0 | 44.62 |
| SELL M346210 | 3 | 17 | 100.0% | 0/3 | 4.93 |
| SELL M346201 | 3 | 2 | 66.7% | 0/3 | 18.0 |
| SELL M346254 | 3 | 10 | 66.7% | 0/3 | 1.63 |
| BUY M346075 | 3 | 21 | 100.0% | 3/0 | 28.69 |
| BUY M346296 | 3 | 4 | 66.7% | 3/0 | 64.69 |
| BUY M346088 | 3 | 30 | 100.0% | 3/0 | 1.74 |
| SELL M346098 | 3 | 10 | 66.7% | 0/3 | 1.63 |
| BUY M346257 | 3 | 10 | 66.7% | 3/0 | 4.34 |
| BUY M346017 | 3 | -12 | 33.3% | 3/0 | 12.92 |
| SELL M346180 | 3 | 7 | 66.7% | 0/3 | 25.0 |
| BUY M346074 | 3 | 30 | 100.0% | 3/0 | 0.53 |
| BUY M346113 | 3 | 28 | 100.0% | 3/0 | 3.0 |
| BUY M346273 | 3 | -12 | 33.3% | 3/0 | 17.79 |
| BUY M346036 | 3 | 29 | 100.0% | 3/0 | 1.1 |
| SELL M346157 | 3 | -2 | 33.3% | 0/3 | 2.37 |
| SELL M346182 | 3 | -10 | 33.3% | 0/3 | 18.45 |
| SELL M346046 | 3 | 3 | 66.7% | 0/3 | 77.59 |
| SELL M346297 | 3 | 4 | 66.7% | 0/3 | 23.0 |
| SELL M346138 | 3 | 32 | 100.0% | 0/3 | 20.52 |
| SELL M346264 | 3 | 13 | 66.7% | 0/3 | 17.0 |
| BUY M346160 | 3 | 30 | 100.0% | 3/0 | 2.3 |
| SELL M346038 | 3 | 26 | 100.0% | 0/3 | 6.18 |
| SELL M346081 | 3 | 30 | 100.0% | 0/3 | 3.17 |
| SELL M346160 | 3 | 26 | 100.0% | 0/3 | 1.48 |
| SELL M346137 | 3 | 20 | 66.7% | 0/3 | 5.63 |
| BUY M346008 | 3 | 29 | 100.0% | 3/0 | 8.0 |
| BUY M346138 | 3 | 26 | 100.0% | 3/0 | 10.8 |
| BUY M346089 | 3 | 7 | 66.7% | 3/0 | 14.42 |
| SELL M346042 | 3 | 18 | 100.0% | 0/3 | 72.0 |
| SELL M346176 | 3 | 2 | 66.7% | 0/3 | 35.0 |
| BUY M346049 | 3 | 0 | 66.7% | 3/0 | 72.7 |
| BUY M346014 | 3 | 27 | 100.0% | 3/0 | 5.61 |
| SELL M346170 | 3 | 8 | 66.7% | 0/3 | 70.4 |
| SELL M346029 | 3 | 32 | 100.0% | 0/3 | 13.89 |
| SELL M346244 | 3 | 9 | 100.0% | 0/3 | 69.0 |
| BUY M346006 | 3 | 21 | 100.0% | 3/0 | 16.0 |
| BUY M346252 | 3 | 7 | 66.7% | 3/0 | 15.02 |
| SELL M346181 | 3 | 40 | 100.0% | 0/3 | 18.7 |
| BUY M346262 | 3 | 1 | 66.7% | 3/0 | 20.84 |
| SELL M346282 | 3 | 24 | 100.0% | 0/3 | 21.0 |
| SELL M346105 | 3 | -8 | 66.7% | 0/3 | 21.0 |
| SELL M346025 | 3 | 27 | 100.0% | 0/3 | 4.41 |
| BUY M346213 | 3 | 7 | 66.7% | 3/0 | 1.72 |
| BUY M346076 | 3 | 23 | 100.0% | 3/0 | 12.47 |
| SELL M346008 | 3 | 10 | 66.7% | 0/3 | 37.56 |
| SELL M346043 | 3 | 11 | 66.7% | 0/3 | 1.21 |
| BUY M346233 | 2 | 13 | 100.0% | 2/0 | 7.57 |
| BUY M346231 | 2 | -4 | 50.0% | 2/0 | 52.34 |
| SELL M346145 | 2 | -18 | 0.0% | 0/2 | 64.11 |
| BUY M346058 | 2 | -10 | 50.0% | 2/0 | 36.85 |
| SELL M346009 | 2 | 7 | 100.0% | 0/2 | 6.97 |
| BUY M346120 | 2 | 12 | 100.0% | 2/0 | 46.62 |
| SELL M346278 | 2 | -7 | 50.0% | 0/2 | 30.49 |
| SELL M346049 | 2 | -7 | 50.0% | 0/2 | 36.47 |
| SELL M346129 | 2 | -6 | 50.0% | 0/2 | 45.32 |
| SELL M346089 | 2 | 8 | 50.0% | 0/2 | 20.5 |
| SELL M346156 | 2 | 1 | 50.0% | 0/2 | 70.02 |
| SELL M346077 | 2 | 13 | 100.0% | 0/2 | 44.15 |
| BUY M346237 | 2 | -1 | 50.0% | 2/0 | 26.72 |
| BUY M346198 | 2 | -7 | 50.0% | 2/0 | 31.81 |
| BUY M346241 | 2 | 7 | 50.0% | 2/0 | 51.27 |
| SELL M346215 | 2 | -4 | 50.0% | 0/2 | 74.53 |
| SELL M346175 | 2 | 13 | 100.0% | 0/2 | 10.26 |
| BUY M346226 | 2 | -9 | 50.0% | 2/0 | 41.16 |
| SELL M346238 | 2 | 8 | 50.0% | 0/2 | 81.75 |
| BUY M346242 | 2 | 0 | 50.0% | 2/0 | 87.5 |
| BUY M346079 | 2 | 12 | 100.0% | 2/0 | 8.28 |
| BUY M346193 | 2 | 11 | 100.0% | 2/0 | 11.47 |
| BUY M346091 | 2 | 8 | 50.0% | 2/0 | 27.13 |
| SELL M346057 | 2 | 14 | 100.0% | 0/2 | 96.0 |
| BUY M346180 | 2 | 8 | 50.0% | 2/0 | 17.09 |
| SELL M346179 | 2 | 10 | 100.0% | 0/2 | 39.5 |
| SELL M346205 | 2 | 8 | 100.0% | 0/2 | 20.5 |
| BUY M346268 | 2 | -7 | 50.0% | 2/0 | 26.44 |
| BUY M346288 | 2 | 10 | 100.0% | 2/0 | 44.13 |
| BUY M346247 | 2 | -2 | 50.0% | 2/0 | 20.36 |
| SELL M346100 | 2 | -0 | 50.0% | 0/2 | 24.07 |
| BUY M346189 | 2 | -7 | 50.0% | 2/0 | 26.1 |
| SELL M346071 | 2 | 2 | 50.0% | 0/2 | 24.29 |
| SELL M346258 | 2 | -7 | 50.0% | 0/2 | 11.84 |
| BUY M346260 | 2 | -2 | 50.0% | 2/0 | 46.0 |
| SELL M346295 | 2 | 9 | 50.0% | 0/2 | 74.0 |
| SELL M346243 | 2 | -7 | 50.0% | 0/2 | 22.77 |
| BUY M346244 | 2 | -10 | 50.0% | 2/0 | 83.93 |
| SELL M346199 | 2 | 8 | 100.0% | 0/2 | 23.0 |
| SELL M346183 | 2 | 10 | 100.0% | 0/2 | 3.5 |
| BUY M346209 | 2 | 19 | 100.0% | 2/0 | 11.98 |
| BUY M346281 | 2 | 17 | 100.0% | 2/0 | 36.0 |
| SELL M346164 | 2 | 18 | 100.0% | 0/2 | 2.51 |
| SELL M346031 | 2 | 17 | 100.0% | 0/2 | 17.63 |
| BUY M346228 | 2 | -8 | 50.0% | 2/0 | 85.07 |
| BUY M346116 | 2 | -21 | 0.0% | 2/0 | 8.79 |
| BUY M346087 | 2 | 15 | 100.0% | 2/0 | 15.53 |
| SELL M346217 | 2 | 14 | 100.0% | 0/2 | 1.42 |
| BUY M346205 | 2 | -21 | 0.0% | 2/0 | 3.4 |
| SELL M346062 | 2 | 1 | 50.0% | 0/2 | 7.78 |
| BUY M346084 | 2 | -10 | 50.0% | 2/0 | 13.34 |
| SELL M346273 | 2 | 19 | 100.0% | 0/2 | 0.47 |
| SELL M346198 | 2 | 22 | 100.0% | 0/2 | 70.06 |
| SELL M346193 | 2 | 1 | 50.0% | 0/2 | 54.92 |
| SELL M346232 | 2 | 20 | 100.0% | 0/2 | 4.75 |
| BUY M346136 | 2 | 20 | 100.0% | 2/0 | 3.4 |
| BUY M346214 | 2 | -1 | 50.0% | 2/0 | 6.87 |
| SELL M346104 | 2 | 0 | 50.0% | 0/2 | 13.83 |
| SELL M346053 | 2 | 16 | 100.0% | 0/2 | 15.49 |
| BUY M346230 | 2 | 4 | 50.0% | 2/0 | 55.5 |
| SELL M346266 | 2 | -1 | 50.0% | 0/2 | 10.49 |
| BUY M346178 | 2 | 19 | 100.0% | 2/0 | 14.13 |
| BUY M346038 | 2 | 19 | 100.0% | 2/0 | 61.54 |
| BUY M346148 | 2 | -1 | 50.0% | 2/0 | 31.16 |
| SELL M346187 | 2 | 1 | 50.0% | 0/2 | 19.98 |
| BUY M346134 | 2 | 21 | 100.0% | 2/0 | 4.67 |
| BUY M346129 | 2 | -1 | 50.0% | 2/0 | 1.89 |
| BUY M346182 | 2 | -1 | 50.0% | 2/0 | 5.69 |
| BUY M346106 | 2 | -6 | 50.0% | 2/0 | 50.34 |
| SELL M346226 | 2 | 1 | 50.0% | 0/2 | 4.93 |
| SELL M346016 | 2 | 21 | 100.0% | 0/2 | 9.8 |
| BUY M346150 | 2 | 18 | 100.0% | 2/0 | 9.87 |
| SELL M346162 | 2 | 20 | 100.0% | 0/2 | 7.3 |
| SELL M346117 | 2 | -5 | 50.0% | 0/2 | 12.56 |
| SELL M346078 | 2 | 13 | 100.0% | 0/2 | 16.31 |
| BUY M346029 | 2 | 16 | 100.0% | 2/0 | 21.3 |
| BUY M346287 | 2 | -5 | 50.0% | 2/0 | 5.78 |
| BUY M346204 | 2 | 19 | 100.0% | 2/0 | 13.25 |
| SELL M346189 | 2 | -8 | 50.0% | 0/2 | 40.52 |
| BUY M346177 | 2 | -5 | 50.0% | 2/0 | 30.0 |
| BUY M346111 | 2 | -8 | 50.0% | 2/0 | 29.6 |
| BUY M346073 | 2 | 10 | 100.0% | 2/0 | 53.5 |
| SELL M346002 | 2 | 14 | 100.0% | 0/2 | 18.38 |
| SELL M346262 | 2 | -8 | 50.0% | 0/2 | 11.56 |
| BUY M346007 | 2 | 15 | 100.0% | 2/0 | 17.23 |
| SELL M346165 | 2 | 0 | 50.0% | 0/2 | 9.52 |
| BUY M346259 | 2 | 6 | 100.0% | 2/0 | 35.0 |
| BUY M346163 | 2 | -3 | 50.0% | 2/0 | 30.23 |
| SELL M346247 | 2 | -2 | 50.0% | 0/2 | 18.01 |
| SELL M346147 | 2 | 0 | 50.0% | 0/2 | 13.03 |
| BUY M346118 | 2 | -3 | 50.0% | 2/0 | 53.53 |
| BUY M346144 | 2 | 10 | 100.0% | 2/0 | 78.0 |
| BUY M346165 | 2 | 18 | 100.0% | 2/0 | 14.01 |
| SELL M346074 | 2 | 1 | 50.0% | 0/2 | 47.03 |
| SELL M346094 | 2 | 7 | 100.0% | 0/2 | 78.5 |
| SELL M346132 | 2 | 13 | 100.0% | 0/2 | 47.17 |
| BUY M346245 | 2 | 16 | 100.0% | 2/0 | 13.21 |
| SELL M346126 | 2 | 17 | 100.0% | 0/2 | 39.59 |
| SELL M346142 | 2 | -19 | 0.0% | 0/2 | 25.49 |
| SELL M346123 | 2 | -0 | 50.0% | 0/2 | 1.2 |
| SELL M346055 | 2 | 0 | 50.0% | 0/2 | 37.17 |
| BUY M346002 | 2 | 19 | 100.0% | 2/0 | 28.65 |
| BUY M346265 | 2 | 18 | 100.0% | 2/0 | 10.83 |
| SELL M346234 | 2 | 11 | 100.0% | 0/2 | 59.34 |
| SELL M346015 | 2 | 20 | 100.0% | 0/2 | 8.54 |
| BUY M346123 | 2 | -1 | 50.0% | 2/0 | 6.85 |
| BUY M346232 | 2 | -0 | 50.0% | 2/0 | 1.56 |
| SELL M346146 | 1 | 3 | 100.0% | 0/1 | 26.94 |
| BUY M346274 | 1 | 2 | 100.0% | 1/0 | 14.83 |
| BUY M346071 | 1 | 2 | 100.0% | 1/0 | 25.0 |
| BUY M346102 | 1 | 1 | 100.0% | 1/0 | 29.08 |
| SELL M346195 | 1 | -9 | 0.0% | 0/1 | 104.2 |
| SELL M346261 | 1 | 3 | 100.0% | 0/1 | 36.98 |
| SELL M346268 | 1 | 3 | 100.0% | 0/1 | 77.78 |
| BUY M346216 | 1 | 2 | 100.0% | 1/0 | 13.98 |
| BUY M346278 | 1 | -11 | 0.0% | 1/0 | 21.82 |
| BUY M346052 | 1 | 4 | 100.0% | 1/0 | 100.0 |
| BUY M346009 | 1 | 1 | 100.0% | 1/0 | 2.95 |
| BUY M346153 | 1 | 3 | 100.0% | 1/0 | 9.98 |
| BUY M346218 | 1 | -8 | 0.0% | 1/0 | 125.05 |
| BUY M346280 | 1 | -1 | 0.0% | 1/0 | 48.0 |
| SELL M346280 | 1 | 1 | 100.0% | 0/1 | 25.0 |
| SELL M346012 | 1 | 3 | 100.0% | 0/1 | 17.0 |
| BUY M346048 | 1 | -0 | 0.0% | 1/0 | 72.0 |
| BUY M346158 | 1 | 0 | 100.0% | 1/0 | 70.0 |
| SELL M346248 | 1 | 1 | 100.0% | 0/1 | 64.97 |
| SELL M346242 | 1 | 2 | 100.0% | 0/1 | 15.0 |
| BUY M346053 | 1 | 2 | 100.0% | 1/0 | 14.98 |
| SELL M346174 | 1 | 5 | 100.0% | 0/1 | 25.0 |
| BUY M346154 | 1 | -10 | 0.0% | 1/0 | 6.31 |
| BUY M346293 | 1 | 2 | 100.0% | 1/0 | 18.0 |
| SELL M346102 | 1 | 2 | 100.0% | 0/1 | 9.0 |
| SELL M346041 | 1 | 4 | 100.0% | 0/1 | 93.0 |
| SELL M346186 | 1 | 6 | 100.0% | 0/1 | 13.0 |
| SELL M346131 | 1 | -10 | 0.0% | 0/1 | 66.54 |
| BUY M346085 | 1 | 10 | 100.0% | 1/0 | 3.14 |
| SELL M346039 | 1 | 7 | 100.0% | 0/1 | 21.0 |
| BUY M346172 | 1 | -10 | 0.0% | 1/0 | 1.43 |
| BUY M346100 | 1 | 10 | 100.0% | 1/0 | 2.0 |
| BUY M346092 | 1 | -10 | 0.0% | 1/0 | 3.6 |
| SELL M346154 | 1 | -10 | 0.0% | 0/1 | 1.78 |
| BUY M346179 | 1 | 10 | 100.0% | 1/0 | 0.71 |
| BUY M346199 | 1 | -11 | 0.0% | 1/0 | 90.45 |
| BUY M346125 | 1 | 4 | 100.0% | 1/0 | 4.0 |
| SELL M346292 | 1 | -10 | 0.0% | 0/1 | 54.35 |
| BUY M346284 | 1 | 3 | 100.0% | 1/0 | 2.98 |
| BUY M346269 | 1 | 9 | 100.0% | 1/0 | 23.12 |
| BUY M346174 | 1 | 10 | 100.0% | 1/0 | 6.6 |
| BUY M346191 | 1 | -10 | 0.0% | 1/0 | 0.93 |
| BUY M346239 | 1 | 10 | 100.0% | 1/0 | 0.36 |
| SELL M346034 | 1 | -2 | 0.0% | 0/1 | 67.0 |
| SELL M346135 | 1 | 10 | 100.0% | 0/1 | 16.75 |
| BUY M346059 | 1 | 9 | 100.0% | 1/0 | 18.62 |
| SELL M346233 | 1 | -10 | 0.0% | 0/1 | 14.79 |
| BUY M346215 | 1 | -11 | 0.0% | 1/0 | 20.68 |
| SELL M346091 | 1 | 9 | 100.0% | 0/1 | 28.0 |
| BUY M346126 | 1 | 9 | 100.0% | 1/0 | 68.84 |
| BUY M346276 | 1 | -11 | 0.0% | 1/0 | 50.69 |
| SELL M346007 | 1 | 10 | 100.0% | 0/1 | 18.51 |
| BUY M346185 | 1 | 10 | 100.0% | 1/0 | 1.33 |
| SELL M346113 | 1 | -10 | 0.0% | 0/1 | 4.71 |
| SELL M346045 | 1 | 10 | 100.0% | 0/1 | 8.92 |
| BUY M346211 | 1 | 9 | 100.0% | 1/0 | 16.98 |
| SELL M346051 | 1 | 4 | 100.0% | 0/1 | 20.0 |
| SELL M346136 | 1 | -10 | 0.0% | 0/1 | 59.17 |
| SELL M346063 | 1 | -10 | 0.0% | 0/1 | 14.59 |
| SELL M346097 | 1 | -1 | 0.0% | 0/1 | 20.0 |
| SELL M346076 | 1 | 10 | 100.0% | 0/1 | 9.85 |
| BUY M346010 | 1 | 1 | 100.0% | 1/0 | 19.0 |
| BUY M346197 | 1 | 8 | 100.0% | 1/0 | 6.0 |
| SELL M346206 | 1 | 10 | 100.0% | 0/1 | 2.27 |
| BUY M346046 | 1 | 10 | 100.0% | 1/0 | 8.13 |
| BUY M346201 | 1 | -11 | 0.0% | 1/0 | 0.88 |
| BUY M346277 | 1 | 8 | 100.0% | 1/0 | 13.7 |
| BUY M346275 | 1 | -11 | 0.0% | 1/0 | 7.19 |
| SELL M346119 | 1 | 11 | 100.0% | 0/1 | 28.57 |
| SELL M346265 | 1 | 9 | 100.0% | 0/1 | 49.0 |
| SELL M346285 | 1 | 4 | 100.0% | 0/1 | 28.0 |
| SELL M346096 | 1 | 2 | 100.0% | 0/1 | 44.0 |
| BUY M346078 | 1 | -2 | 0.0% | 1/0 | 97.0 |
| SELL M346202 | 1 | -9 | 0.0% | 0/1 | 6.21 |
| BUY M346292 | 1 | 11 | 100.0% | 1/0 | 54.03 |
| SELL M346222 | 1 | 4 | 100.0% | 0/1 | 20.0 |
| SELL M346075 | 1 | 10 | 100.0% | 0/1 | 5.14 |
| SELL M346293 | 1 | -10 | 0.0% | 0/1 | 8.05 |
| SELL M346073 | 1 | -10 | 0.0% | 0/1 | 63.68 |
| SELL M346111 | 1 | -10 | 0.0% | 0/1 | 3.52 |
| BUY M346243 | 1 | 4 | 100.0% | 1/0 | 20.0 |
| SELL M346172 | 1 | 10 | 100.0% | 0/1 | 4.02 |
| SELL M346228 | 1 | 10 | 100.0% | 0/1 | 2.05 |
| SELL M346003 | 1 | 11 | 100.0% | 0/1 | 12.54 |
| BUY M346285 | 1 | 3 | 100.0% | 1/0 | 20.0 |
| BUY M346152 | 1 | 10 | 100.0% | 1/0 | 3.4 |
| SELL M346294 | 1 | 10 | 100.0% | 0/1 | 4.21 |
| SELL M346256 | 1 | -9 | 0.0% | 0/1 | 79.32 |
| SELL M346108 | 1 | 10 | 100.0% | 0/1 | 4.47 |
| BUY M346225 | 1 | -11 | 0.0% | 1/0 | 9.44 |
| BUY M346068 | 1 | 4 | 100.0% | 1/0 | 23.0 |
| BUY M346176 | 1 | 10 | 100.0% | 1/0 | 5.52 |
| BUY M346207 | 1 | -10 | 0.0% | 1/0 | 10.43 |
| SELL M346241 | 1 | 10 | 100.0% | 0/1 | 1.21 |
| SELL M346101 | 1 | 9 | 100.0% | 0/1 | 1.73 |
| SELL M346061 | 1 | 10 | 100.0% | 0/1 | 18.35 |
| BUY M346034 | 1 | 9 | 100.0% | 1/0 | 16.78 |
| BUY M346094 | 1 | 10 | 100.0% | 1/0 | 0.62 |
| SELL M346000 | 1 | 10 | 100.0% | 0/1 | 1.63 |
| SELL M346171 | 1 | 10 | 100.0% | 0/1 | 0.33 |
| SELL M346079 | 1 | -10 | 0.0% | 0/1 | 4.23 |
| SELL M346085 | 1 | -10 | 0.0% | 0/1 | 0.83 |
| SELL M346259 | 1 | 10 | 100.0% | 0/1 | 1.26 |
| SELL M346159 | 1 | 10 | 100.0% | 0/1 | 0.2 |
| SELL M346185 | 1 | 10 | 100.0% | 0/1 | 0.19 |
| SELL M346027 | 1 | 10 | 100.0% | 0/1 | 0.06 |
| BUY M346045 | 1 | -10 | 0.0% | 1/0 | 1.22 |
How trades actually ended
The symbol itself moved +1,104.3%.
approximated from entry prices, because a tester report carries no independent price series. HOLD is buying and holding the median traded lot size over the same span, before costs, using the contract value calibrated from this run's own paired deals. It is additive like the strategy PnL, so the three bars share one USD scale. Percent figures in the tooltips are arithmetic on the evaluation deposit (the vendor recommendation, or 1,000 USD when none is published), no compounding.
Underlying table
| Symbol | Trades | Entry-price move | Traded span | Long/Short trades | Long PnL | Short PnL | Buy and hold |
|---|---|---|---|---|---|---|---|
| XAUUSD | 2,051 | +1104.3% | 2003-05-12 … 2026-08-12 | 1003/1048 | 2,316 (+231.6%) | 2,932 (+293.2%) | 3,938 (+393.8%) |
approximated from entry prices, because a tester report carries no independent price series. The buy-and-hold column is the entry-price move expressed in USD at the median traded lot size, before costs, using the contract value calibrated from this run's own paired deals. It is additive like the PnL columns. Percent figures in brackets are arithmetic on the evaluation deposit (the vendor recommendation, or 1,000 USD when none is published), no compounding.
24 calendar years on record.
Year-by-year table
| Year | Trades | PnL | Win % | Long PnL | Short PnL |
|---|---|---|---|---|---|
| 2003 | 64 | 16 | 65.6% | 15 | 1 |
| 2004 | 98 | -1 | 67.3% | -55 | 54 |
| 2005 | 92 | -91 | 53.3% | -85 | -6 |
| 2006 | 93 | -120 | 52.7% | -48 | -72 |
| 2007 | 97 | -62 | 59.8% | -16 | -46 |
| 2008 | 107 | -152 | 46.7% | -147 | -5 |
| 2009 | 94 | -18 | 56.4% | -24 | 5 |
| 2010 | 81 | 375 | 79.0% | 271 | 104 |
| 2011 | 83 | 322 | 72.3% | 201 | 121 |
| 2012 | 89 | 368 | 75.3% | 158 | 210 |
| 2013 | 111 | 483 | 78.4% | 248 | 234 |
| 2014 | 86 | 208 | 69.8% | 67 | 141 |
| 2015 | 84 | 271 | 78.6% | 45 | 226 |
| 2016 | 75 | 357 | 80.0% | 204 | 153 |
| 2017 | 70 | 162 | 68.6% | 23 | 139 |
| 2018 | 64 | 247 | 87.5% | 104 | 143 |
| 2019 | 71 | 276 | 83.1% | 101 | 175 |
| 2020 | 80 | 274 | 70.0% | 157 | 117 |
| 2021 | 78 | 523 | 88.5% | 236 | 287 |
| 2022 | 82 | 338 | 72.0% | 156 | 182 |
| 2023 | 101 | 428 | 76.2% | 162 | 265 |
| 2024 | 87 | 263 | 66.7% | 228 | 35 |
| 2025 | 98 | 443 | 73.5% | 216 | 227 |
| 2026 | 66 | 338 | 75.8% | 98 | 240 |
Costs include the commission retrofit.
From gross to net
Commission retrofitted at 3.5 USD per lot per side on every deal, not tester-native. The balance chain was rebuilt deterministically.
Which Sharpe to trust
The report-head "Sharpe" is trade-based and not comparable to an annualized daily Sharpe. The EOD figure is the honest one.
Cost and metric table
| Net profit | 5,248.08 | reconstructed |
| Commission | -164.08 | reconstructed |
| Commission model | commission retrofitted at 3.50/lot/side, not tester-native | |
| Swap | -139.80 | reconstructed |
| Gross before costs | 5,551.96 | reconstructed |
| Cost share of gross | 5.5% | reconstructed |
| Overnight trades | 1,184 | reconstructed |
| Tested history | First trade 127 bars into the window. The tested history effectively starts 2003-05-12 | |
| EOD Sharpe (annualized) | 2.73 | reconstructed |
| Report-head 'Sharpe' | 5.43 | exact |
| CAGR | 0.2% on 100,000 USD run capital | reconstructed |
| Max drawdown (EOD) | 50.2% of 1,000 USD fallback deposit | reconstructed |
80% of the profit happened on 341 of 1,870 active trading days (18.2%). That is 5.6% of the 23.4 year window.
Best days
Worst days
The deepest drawdown recovered after 1,765 trading days.
Episode table
Top 3 of 150 episodes on the end-of-day balance curve.
| # | Peak | Trough | Depth | To trough | Underwater | Trades (losers) | Worst trade | Setups digging the hole |
|---|---|---|---|---|---|---|---|---|
| 1 | 2004-09-03 (100,025) | 2009-12-08 (99,523) | 502 (0.5%) | 1372 d | 1765 d (recovered 2011-06-10) | 512 (236) | -14 on 2005-11-01 | BUY M346210 -39 (4), BUY M346109 -34 (8), SELL M346116 -31 (3) |
| 2 | 2014-01-10 (101,141) | 2014-01-23 (101,091) | 51 (0.1%) | 9 d | 42 d (recovered 2014-03-11) | 5 (5) | -11 on 2014-01-15 | BUY M346128 -11 (1), SELL M346224 -10 (1), BUY M346090 -10 (1) |
| 3 | 2017-06-15 (102,077) | 2017-07-24 (102,031) | 46 (0.1%) | 27 d | 48 d (recovered 2017-08-22) | 7 (6) | -11 on 2017-07-10 | BUY M346296 -11 (1), BUY M346220 -11 (1), SELL M346011 -10 (1) |
end-of-day balance curve, peak to recovery, the same series and formula as 'Max drawdown (EOD)', so the deepest episode reproduces that figure. trades listed are those CLOSED between the peak and trough day. Floating drawdown between day boundaries is invisible here, see the reconstructed-equity section where present.
0.0% of all start dates end in a dead account.
If you had started this EA fresh on any day of the tested history with a fresh 1,000 USD account (the standard fallback deposit. The run itself used 100,000 USD as measurement frame), 0.0% of all 4,102 start dates end in a dead account. The strip shows the measured fate of every possible start date. The curve below it shows why.
No death zones at this deposit. No start date loses a full deposit from its entry level on the closed balance curve.
Drawdown ribbon
The same history as one color band: how deep the account sat under its running peak in any week, measured against the 1,000 USD basis. Red weeks are the phases where a fresh account entering just before would have been wiped out.
Computed death chain. Zero account deaths over the full history at this deposit (balance to zero on the closed curve). The final run is alive for 8493 days since 2003-05-12.
Deposit ladder
| Deposit | Share of dying start dates | Computed chain deaths |
|---|---|---|
| 1,000 USD (fallback) | 0.0% | 0 |
| 2,000 USD | 0.0% | 0 |
| 4,000 USD | 0.0% | 0 |
Basis: closed balance curve, where floating drawdown would only be stricter. Fixed lot settings only (measured policy fixed). For compounding EAs this map is not transferable. Evaluation deposit 1,000 USD (fallback 1000 (vendor names no deposit)). Run capital 100,000 USD is the measurement frame. Small gap on each restart day of a chain is inherent to the tester workflow.
Nothing in this test is guaranteed out of sample.
Every trade in the test predates the release.
Product facts: released 2026-08-13, last update 2026-09-02, 2 recorded version entries, list price 125 USD.
The backtest runs the CURRENT version over the whole history. Every candle before the release was visible while the EA was built. Only the window after the last update is guaranteed out of sample, and it must be judged together with its length.
Price on record: 125 USD since 2026-09-16 (tracking baseline, append-only archive).
Window table
| Window | From | To | Days | Trades | Net USD | PF | Win rate |
|---|---|---|---|---|---|---|---|
| Before release | 2003-05-14 | 2026-08-12 | 8,492 | 2,051 | 5,248.08 | 1.97 | 70.0% |
| Release to last update | n/a | n/a | 0 | 0 | 0.00 | n/a | n/a |
| After last update (out of sample) | n/a | n/a | 0 | 0 | 0.00 | n/a | n/a |
The whole edge dies at +2.56 USD extra cost per trade.
Add that much cost to every trade (worse spread, slippage, commission) and the result is gone. The average position size is 0.01 lots.
Cost shock
Remove the best N trades
Sensitivity tables
| Extra cost per trade | Net profit | Profit factor | Win % |
|---|---|---|---|
| +0.50 USD | 4,223 | 1.735 | 68.9 |
| +1.00 USD | 3,197 | 1.527 | 67.7 |
| +2.00 USD | 1,146 | 1.169 | 62.9 |
| +5.00 USD | -5,007 | 0.469 | 50.6 |
| Best trades removed | Their PnL | Share of gross wins | Net without them |
|---|---|---|---|
| 1 | 26 | 0.2% | 5,222 |
| 5 | 92 | 0.9% | 5,156 |
| 10 | 156 | 1.5% | 5,092 |
| 20 | 273 | 2.6% | 4,975 |
flat USD shock per trade, not lot-scaled, so judge it against the average lot size. Leave-best-out removes the N most profitable trades from the observed set.
3 rule sets, simulated day by day.
IQ Capital Classic (funded)
Account deaths per sizing
1 breach year under the consistency rule
Rules used for this simulation (as of 2026-08-13)
| dd_mode | eod_trailing |
| dd_pct | 6.0 |
| max_position_loss_pct | 0.5 |
| consistency_pct | 30.0 |
| overnight_allowed | True |
| weekend_allowed | True |
Source: https://support.iqcapital.io
Worst days: -23 on 2007-01-05, -21 on 2008-07-23, -21 on 2020-08-11 · 1184 overnight trades · 327 spanning weekends
FTMO Challenge
Account deaths per sizing
The intraday row samples equity against the day anchor (server-day boundary). The EOD row is shown for comparison.
Rules used for this simulation (as of 2026-08-13)
| dd_mode | static |
| dd_pct | 10.0 |
| daily_loss_pct | 5.0 |
| overnight_allowed | True |
| weekend_allowed | True |
Source: https://ftmo.com/en/how-it-works/ + academy/maximum-daily-loss + faq weekend
Worst days: -23 on 2007-01-05, -21 on 2008-07-23, -21 on 2020-08-11 · 1184 overnight trades · 327 spanning weekends
Generic 6% EOD trailing
Account deaths per sizing
Rules used for this simulation (as of 2026-08-12)
| dd_mode | eod_trailing |
| dd_pct | 6.0 |
| overnight_allowed | True |
| weekend_allowed | True |
Source: generic profile, no firm source
Worst days: -23 on 2007-01-05, -21 on 2008-07-23, -21 on 2020-08-11 · 1184 overnight trades · 327 spanning weekends
The same trades, a thousand other orderings.
1000 paths per method, seed 42, block length 5 trading days, additive resampling at the tested sizing. Drawdowns are expressed as % of start balance. Paths are not stopped at account death, so drawdowns beyond 100% mean repeated wipeouts at this sizing.
Resampled max-drawdown range vs. observed
Bars and observed marker use percent of start balance.
Bootstrap intervals
The share of resampled paths ending at or below zero net profit is 0.0%.
Streaks and recovery (block-bootstrap paths)
| Metric | Median | P90 | P95 | P99 |
|---|---|---|---|---|
| Max losing streak (days) | 3 | 4 | 4 | 5 |
| Time under water (days) | 181 | 269 | 305 | 394 |
Ruin probability per profile and sizing
| Profile | 1/1 | 1/1.5 | 1/2 | 1/3 | 1/4 | 1/6 | 1/8 |
|---|---|---|---|---|---|---|---|
| iqcapital_classicfloor 6.0% | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| ftmo_challengefloor 10.0% | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| generic_6pct_trailingfloor 6.0% | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
Cell = probability that a resampled path breaches the profile floor at that sizing, in percent. Green ring = first sizing at or below the 10% target. This checks the floor only. The full rule set is stricter.
Challenge pass probability, ftmo_challenge
phase1: pass 0.0%, fail 0.0%, undecided 100.0%.
100.0% of paths reached neither the target nor a failure boundary within 6,065 days.
phase2: pass 71.7%, fail 0.0%, undecided 28.3%.
The probability of passing both phases (independent-resample approximation) is 0.0%.
Challenge detail tables
ftmo_challenge. Daily and floor checks are based on intraday-sampled equity vs. day anchor.
| Stage | Target | P(pass) | P(fail: floor) | P(fail: daily) | Undecided | Median days to pass |
|---|---|---|---|---|---|---|
| phase1 | 10% | 0.0% | 0.0% | 0.0% | 100.0% | n/a |
| phase2 | 5% | 71.7% | 0.0% | 0.0% | 28.3% | 5647 |
Does reducing risk raise the pass chance? Phase 1 at each sizing.
| Sizing | 1/1 | 1/1.5 | 1/2 | 1/3 | 1/4 | 1/6 | 1/8 |
|---|---|---|---|---|---|---|---|
| P(pass) | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Median days | n/a | n/a | n/a | n/a | n/a | n/a | n/a |
- Monte Carlo resamples the SIMULATED trades of this backtest. It inherits every weakness of the simulation (in-sample bias, regime luck, execution gap) and cannot add information. All it does is reveal how fragile the observed path is.
- Same trades, different order. This answers only how path-dependent the drawdown is. Treats trades as exchangeable, which grid and martingale sequences are not (their order is caused by the market path), so read this as a diagnostic, not a forecast.
- Draws trades independently with replacement (IID assumption). Real EAs violate IID through clustering and position chains. Intervals are tighter than reality for such systems.
- Resamples 5-trading-day blocks of the end-of-day PnL series. The blocks are circular and wrap at the series end, so every day carries equal weight. Without wrapping, a crash on the final day would be undersampled. This preserves short-range clustering and losing streaks up to the block length. Longer regime shifts remain unmodeled.
- Floor breaches only, on block-bootstrap paths over a horizon equal to the tested history, profits above start swept (same convention as the prop-fit sweep). The firms' full rule sets (daily loss, consistency, position loss) are stricter, so treat every probability as a lower bound, and the safe-sizing answer as an upper bound on the truly safe size.
- The fan bands are pointwise percentiles across resampled paths. The envelope is not a single achievable path. Paths use the tested sizing and are not stopped at account death.
- Challenge-pass probabilities run each resampled path until profit target, max-loss floor or a daily-loss day is hit (checked in that day's order, daily first, then floor). Where the audit has reconstructed equity, daily-loss and floor checks use the intraday equity drop below the day anchor (sampled at deal timestamps, server-day boundary), which is still a lower bound on breaches, but far closer to the firms' equity-based rules than EOD deltas. Phases are treated as independent resamples for the combined figure. The sizing curve keeps the targets fixed while scaling the trading, which is why less risk can also mean more undecided paths.
The longest dry stretch lasted 81 months.
Lot policy detected: fixed. The monthly rule (monthly sweep to start balance) covers the active span 2003-05-14 … 2026-08-12.
Monthly PnL heatmap
Across 1000 resampled paths (fixed lots), total withdrawn spans 4,561 to 5,232 to 5,921 USD (P5/median/P95). The share of paths paying nothing at all is 0.0%.
Capital what-if (fixed lots)
Withdrawal and what-if tables
| Sizing model | Months paid | Total withdrawn | Withdrawn %/a | Median paid month | Best month | Dry streak (months) |
|---|---|---|---|---|---|---|
| fixed_lots | 165/280 | 5,243 | 0.22 | 28 | 83 | 81 |
| balance_scaled | 165/280 | 5,244 | 0.22 | 28 | 83 | 81 |
| Capital | MaxDD % | P(breach) iqcapital_classic | P(breach) ftmo_challenge | P(breach) generic_6pct_trailing |
|---|---|---|---|---|
| 1,000 (fallback basis) | 50.19 | 96.7% (hit) | 21.3% (hit) | 96.7% (hit) |
| 2,500 | 20.07 | 0.2% (hit) | 0.0% (hit) | 0.2% (hit) |
| 5,000 | 10.04 | 0.0% (hit) | 0.0% (hit) | 0.0% (hit) |
| 10,000 | 5.02 | 0.0% | 0.0% | 0.0% |
| 25,000 | 2.01 | 0.0% | 0.0% | 0.0% |
| 100,000 (tested) | 0.5 | 0.0% | 0.0% | 0.0% |
(hit) = the observed backtest itself breached this floor at that capital.
- Withdrawals are simulated monthly on the last trading day. Everything above the start balance is taken out. A month without surplus pays nothing. The dry-streak figure shows how long that can last. Paths are the OBSERVED backtest days. Replay deltas start after the first sampled weekday balance, excluding the move from the initial deposit to that sample. The withdrawal distribution adds resampled paths (same circular block bootstrap as the MC section, own seed).
- balance_scaled multiplies each day's PnL by balance/start. This is an approximation. Min-lot granularity and balance-coupled EA defaults do not scale linearly. The direction is optimistic for small accounts.
- Capital what-if keeps the observed USD path (fixed lots) and re-expresses risk against each capital. Margin requirements are NOT modeled. A small account may be unable to hold the positions at all. The direction is optimistic. Under balance_scaled sizing, percent metrics are unchanged by construction. Only the min-lot limit differs, which is why no table is shown.
Every term, in plain language.
Glossary
| Pairing confidence | How entry and exit deals were matched into trades. 'Exact' means taken from the tester log, 'validated' means FIFO/LIFO reproduced the report's holding-time figures, and 'heuristic' means an unconfirmed FIFO assumption. |
| EOD Sharpe (annualized) | Sharpe ratio computed from end-of-day balance returns, annualized with the square root of 252. Comparable across systems, unlike the report-head 'Sharpe', which is per-trade. |
| Cost share of gross | Commission plus swap as a share of gross profit before costs. High values mean the edge is eaten by fees and financing. |
| Max drawdown (EOD) | Largest peak-to-trough loss of the end-of-day balance curve. |
| Floating drawdown (sampled) | Largest drawdown of reconstructed equity (balance plus open-position value), sampled at deal timestamps. Between deals equity is unobservable from a report. The tester-head equity DD is tick-based. |
| Martingale | Position sizing that grows after losses. Looks smooth for months, then loses the account in one streak. |
| Consistency rule | Prop-firm rule capping the best day's share of total profit. It punishes concentrated profit profiles. |
| Account deaths | Number of times the simulated account breached the profile's drawdown floor over this history (account is then reset and the simulation continues). |
| Withdrawal %/a | Yearly withdrawal as percent of account size in the sweep simulation (profits above start are swept daily). |
| Z-Score | Serial correlation of the win/loss sequence. Strongly negative values often just reflect several sub-strategies interleaving, not necessarily a defect. |
| Undecided | A resampled challenge path reached neither its target nor a failure boundary within the sampled horizon. Each path spans the tested history's daily observations, not the duration of a real challenge. Undecided does not mean failed. |
| Monte-Carlo resampling | Re-arranging or re-drawing the audited trades many times to see the range of drawdowns and streaks the same trading could have produced. It cannot add information. It reveals path fragility, not future returns. |
| Block bootstrap | Bootstrap that draws whole multi-day blocks of the daily PnL series instead of single trades, preserving short-range clustering (losing weeks stay losing weeks). |
| Ruin probability (floor only) | Share of resampled paths that breach the profile's drawdown floor at least once, with profits above start swept. The firm's full rule set is stricter, so this is a lower bound. |
| Time under water | Longest stretch of trading days a path spends below its previous balance peak. |
| Withdrawal replay | Re-plays the backtest with a monthly payout. On the last trading day of each month, everything above the start balance is withdrawn. Shows what the strategy pays a trader who lives off it, instead of compounding like a backtest. |
| Dry streak | Longest run of consecutive months in which the monthly withdrawal was zero, the months a trader living off the account would have earned nothing. |
| Lot policy | Whether the EA trades fixed lot sizes or scales them with the balance, detected from the variation of lot sizes across the deal list. |
| Capital what-if | The observed USD path re-expressed against a different account size (fixed lots). Drawdown percentages and floor-breach risk change with capital even though the trades are identical. Margin limits are not modeled. |
| Underlying vs. strategy | The symbol's own price move over the traded span, approximated from entry prices. If most profit is long-side while the symbol itself rose strongly, part of the result is the market's tailwind, not the mechanics. The tester cannot separate the two. |
| Drawdown episodes | One episode runs from a balance peak through its deepest trough until the peak is regained (peak to recovery), on the end-of-day balance curve. The deepest episode is the max drawdown (EOD). The table shows which trades and sub-strategies dug each hole. |
| Take-home after tax | Total withdrawn multiplied by one minus a user-supplied flat rate. Pure arithmetic on the withdrawal table, no tax law modeled. It stays off unless a rate is provided. |
| Cost fragility | How quickly the result dies as per-trade costs rise. The break-even shock is the extra cost per trade (spread, slippage, commission) at which net profit reaches zero. High-frequency systems often die at cents. |
| Fresh start survival | With fixed lots the dollar swings that follow any date are identical for every account, so each start date has an exact, measured fate. A fresh account started there dies if the balance path later falls at least one deposit below its starting level. Death-chain runs concatenate into one continuous profit path. Computed from the closed balance curve, where a floating check would only be stricter. |
| Release timeline | The backtest runs the current EA version over history that mostly predates it. Candles before the release were visible during development, and candles up to the last update were visible to at least one refit. Only the window after the last update is guaranteed out of sample, and it must be judged together with its length. |
| Provenance labels | Where a number comes from. 'Exact' is taken as printed from the tester report or journal. 'Reconstructed' is recomputed by the engine from the deal list and journal, deterministic but a model of the run. 'Unavailable' cannot be derived from a report at all and is stated instead of silently approximated. |
The honest boundary.
A good backtest cannot prove an edge. This audit dissects the simulation you gave it. It can expose structural risks (martingale, grids, hidden concentration, cost fragility, rule conflicts), but it cannot tell you that the strategy will make money. Three limits are fundamental.
- In-sample bias. Commercial EAs are typically released and updated after most of the tested window. A strong report may replay what the vendor optimized against, not what the market will do.
- Regime dependence. A profitable window can reward almost any mechanic aligned with the prevailing trend. Year slices and long/short splits above hint at this, but cannot settle it.
- Simulation gap. Even with real ticks and execution delay, the tester does not model live spreads, slippage beyond the next tick, or broker-specific behavior.
This audit is software analysis, not investment advice, and contains no recommendation to buy or trade anything.
This audit is free, in full.
This audit is free. The list price of this EA is at or under 200 USD, so the complete audit is open. Every number, table and simulation on this page is the full deliverable.
Straight answers, measured where possible.
We measure it instead of guessing. The audit replays three prop rule sets (IQ Capital, FTMO, a generic 6% trailing profile) day by day over all 2,051 reconstructed trades, then runs the challenge as a Monte Carlo simulation at seven position sizings, with intraday equity resolution. The pass probability curve for Gold Dust X MT5 is inside the audit.
The audit contains a withdrawal replay. The strategy is re run as if someone lived off it, with monthly payouts, months paid versus dry months and the longest dry streak, plus a safe sizing table answering how small you must trade to keep ruin risk under 10%. The numbers for Gold Dust X MT5 are inside the audit.
We classify structure from the deal list, not from the equity curve. Split tickets, adds into adverse moves and size escalation are counted, not guessed. The audit states the classification for Gold Dust X MT5 with the exact counts behind it.
Vendor live signals and social screenshots are outside our control, so we do not grade them. What we audit is a controlled strategy tester run under one documented protocol, real ticks, vendor defaults, tester log included. That evidence is reproducible and cannot be cherry picked after the fact. The audit shows exactly what that run supports for Gold Dust X MT5.
The vendor's default inputs, in one measurement frame for every audit: a 0.01 fixed base lot on 100,000 USD at 1:5000, so margin rarely cuts a trade short; where a run stops early, the scope box says so (see How we test). Survival and percent figures are then computed on the vendor's recommended deposit, or 1,000 USD when the vendor publishes none. Any changed input is recorded, and the audit lists every input of the tester run. Where a preset series exists, each preset is audited separately and the page names the one you are reading.
We do not answer that with an opinion. The audit answers it with measurements. The verdict lamps on this page are public, and behind them sit the exact numbers, the cost autopsy, the concentration test, the prop rule replay and the Monte Carlo stress for Gold Dust X MT5. Read those and the answer becomes yours, not ours.
Audits of EAs listed at 200 USD or less are free. The risk of a cheap EA is not worth a paywall, and open audits show the depth of the method. Audits of more expensive EAs are paid.
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