Strategy Backtest Visualization
Verified historical strategy metrics from deep mathematical simulations (2004 - 2026).
Equity Growth Trend (TesterGraphReport2026.06.01.png): Demonstrates the absolute path of net positive gains under systematic compounding. Sustained 98% history quality execution over 22 continuous years.
Execution Distribution (ReportTester-5050755404-hst.png): Identifies structural volume pacing. The algorithm maximizes efficiency during heavy London and New York overlaps (14:00 - 17:00).
Excursion Distribution (ReportTester-5050755404-mfemae.png): Evaluates trade mathematical efficiency. High cluster concentrations confirm rigid stop limits and optimized trailing exits.
Holding Matrix (ReportTester-5050755404-holding.png): Analyzes exposure time limits. Positions are structured to cycle rapidly to prevent long-term structural systemic drawdown.
Total Trades
351,736
Profit Factor
1.24
Expected Payoff
5.78
History Quality
98%
Verified Audit Report Metrics
Authentic dataset parsed directly from MetaQuotes MetaTrader 5 strategy logs.
| Environment & Setup | |
|---|---|
| Asset Class (Symbol) | XAUUSD (Gold) |
| Timeframe / Horizon | H1 (2004.06.11 - 2026.05.31) |
| Initial Capitalization | $100,000.00 |
| Account Leverage | 1:500 |
| Total Net Profit | $2,032,622.14 |
| Gross Profit / Loss | $10.39M / -$8.35M |
| Core Strategy Inputs | |
|---|---|
| RSI Period / Signal Filter | 14 / 18 |
| Target Pct Balance | 10.0% |
| Target Pct Price | 2.0% |
| Max Allowed Positions | 50 |
| Risk & Efficiency Metrics | |
|---|---|
| Maximal Equity Drawdown | 21.79% ($573,113.50) |
| Absolute Balance Drawdown | $977.92 |
| Recovery Factor | 3.55 |
| Sharpe Ratio | 0.58 |
| Margin Level Minimum | 8860.59% |
| Deals & Average Performance | |
|---|---|
| Total Executed Deals | 703,472 |
| Long Trades Won % | 49.24% (of 234,492) |
| Short Trades Won % | 45.45% (of 117,244) |
| Average Profit Trade | +$61.57 |
| Average Loss Trade | -$45.68 |
| Max Consecutive Wins | 251 ($15,107.25) |