Measured on this exact run, free to cite:
The full audit shows here: every finding with severity, mechanism and the exact numbers behind it.
Unlock the full audit for $19One measurement world for every column: XAUUSD, window start 2003.05.05, run capital 100,000 USD at leverage 1:5000, commission retrofit 3.5 USD per lot per side. 0.01 base lot assured by the v1.3 census (verify_v13), not re-checked here; avg_lots is a mandatory matrix row so a lot frame break stays visible.
| Dimension | Positive RRthis page | Prop Scalper | Scalper | Swinger |
|---|---|---|---|---|
| Data quality | OK | OK | OK | OK |
| Structure | RED | RED | RED | RED |
| Costs | RED | OK | OK | CAUTION |
| Concentration | RED | OK | OK | RED |
| Regime dependence | CAUTION | CAUTION | CAUTION | CAUTION |
| Prop-firm fit | RED | RED | RED | RED |
| Red flags | 4 | 2 | 2 | 3 |
The full audit shows here: the full metrics matrix with exact deltas per variant, and what the differences mean.
Unlock the full audit for $19The full audit shows here: the chain of custody, pairing confidence, balance reconstruction to the cent, real tick coverage and the tester log evidence.
Unlock the full audit for $19The full audit shows here: grid, martingale and hedging forensics measured from the deal list, the sub strategy split and the exit signature.
Unlock the full audit for $19The full audit shows here: the symbol's own move over the traded span against the long and short profit split.
Unlock the full audit for $19The full audit shows here: profit, trades and win rate per year, long against short, over the symbol's own move.
Unlock the full audit for $19The full audit shows here: the cost waterfall from gross to net, commission and swap, the honest EOD Sharpe against the report head figure.
Unlock the full audit for $19The full audit shows here: the exact number of days carrying 80 percent of profit, best and worst days with dates.
Unlock the full audit for $19The full audit shows here: every drawdown episode with depth, dates and the trades that dug each hole.
Unlock the full audit for $19The full audit shows here: the fresh start survival map, death zones, the computed death chain and the deposit ladder.
Unlock the full audit for $19The full audit shows here: the release timeline, the guaranteed out of sample window and its performance against the rest.
Unlock the full audit for $19The full audit shows here: the break even cost shock, the cost shock curve and the result without the best trades.
Unlock the full audit for $19The full audit shows here: account deaths per sizing, daily loss and consistency breaches for every rule set.
Unlock the full audit for $19The full audit shows here: the Monte Carlo equity fan, drawdown percentiles, losing streaks, ruin probability and challenge pass rates.
Unlock the full audit for $19The full audit shows here: the withdrawal replay with months paid, dry streaks, the monthly heatmap and the capital what if.
Unlock the full audit for $19| Pairing confidence | How entry and exit deals were matched into trades: 'exact' = taken from the tester log; 'validated' = FIFO/LIFO reproduced the report's holding-time figures; 'heuristic' = 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; 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. |
| 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: 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; 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; 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; 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. |
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:
This audit is software analysis, not investment advice, and contains no recommendation to buy or trade anything.
The evidence is the product. The verdict lamps above are public; the audit contains what proves them: the exact numbers, tables, replays and simulations. The download bundles all 4 audited presets as HTML and PDF, one price.
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 5,065 reconstructed trades, then runs the challenge as a Monte Carlo simulation at seven position sizings, with intraday equity resolution. The pass probability curve for Smart Gold Hunter is inside the audit.
The audit contains a withdrawal replay: the strategy 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 Smart Gold Hunter 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 Smart Gold Hunter with the exact counts behind it.
That much is public on this page: the verdict lamps above show all six dimensions, and the equity shape since release is open too. What the audit sells is the evidence behind those lamps: the exact numbers, tables, replays and simulations.
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