交易报告分析：XAUUSDi_M1_6047 · MT4/MT5 XAUUSDI Real

数据透明度

本页分析用户提交的 MT4/MT5 报告，不认证账户归属、不重跑独立回测，也不预测未来收益。

核心指标

下列指标来自导入记录与支持的核算，比较前应核对资金基数、费用、出入金和交易期间。

增长

以导入报告的起始资金归一化为 100。该图按已保存的逐笔结果采样，不等同于经纪商实时权益曲线。

以导入报告的起始资金归一化为 100。该图按已保存的逐笔结果采样，不等同于经纪商实时权益曲线。

详细计算结果

下列指标来自导入记录与支持的核算，比较前应核对资金基数、费用、出入金和交易期间。

收益率 = 净利润 ÷ 初始资金 × 100%；PF = 总盈利 ÷ 总亏损绝对值；单笔期望 = 净利润 ÷ 已平仓交易数；平均盈亏比 = 平均盈利单 ÷ 平均亏损单绝对值；最大回撤采用报告输出的最大回撤值。若报告含入金或出金，收益率应结合现金流另行解释。

策略安全评分依据

Catastrophic loss: return -94.86%, maximum drawdown 96.14%

• Profit factor is only 0.45: losses far exceed profits
• Verified: net profit -9,485.67 against a 10,000 capital base, return -94.86%.
• Verified: maximum drawdown 96.14%, essentially wiping the account equity.
• Verified: profit factor 0.45 with a 43.56% win rate across 613 closed trades, i.e. losses outweigh profits.
• Verified: two single closed rows show losses of -2,960.85 (row 610) and -2,909.95 (row 580), each exceeding 29% of starting capital.
• Verified: profit concentration is extreme - the top 1% of trades (7 rows) carry 42.25% of gross profit, and removing them leaves remaining net profit of -12,783.03 and remaining profit factor 0.26; top 5% (31 rows) carry 66.65% of gross profit and excluding them leaves remaining profit factor 0.15.
• Verified: the parsed rows include many very short holding times and mixed buy/sell rows clustered within minutes, which is a high-frequency behavioural pattern without confirmed entry-ticket pairing.
• Pending: no Demo or Real forward-account record is supplied, so live execution behaviour is unverified.

关键风险信号

Catastrophic loss: return -94.86%, maximum drawdown 96.14%

• Profit factor is only 0.45: losses far exceed profits
• Capital destruction: -94.86% return and 96.14% maximum drawdown together indicate the account was effectively wiped out.
• Tail-loss dominance: two rows at -2,960.85 and -2,909.95 each exceed 29% of the 10,000 starting capital, showing unbounded single-position loss potential.
• Weak edge: profit factor 0.45 and 43.56% win rate mean the strategy needs outsized winners to survive, and it did not.
• Fragile profit base: excluding the top 1% of trades leaves remaining net profit of -12,783.03 and remaining profit factor 0.26; excluding the top 5% leaves remaining profit factor 0.15.
• Row-level clustering: many rows indicate near-instantaneous opens/closes and repeated small-lot activity, a profile sensitive to spread and slippage that is not modelled in the available settings.

现有数据无法判断

Entry-ticket pairing is absent in the parsed rows, so whether clustered rows are separate positions, hedges, or a single basket cannot be confirmed.

• Tick model, modelling quality, spread, slippage, commission and swap are not provided in report_context.
• The lot-sizing rule that produced sizes ranging from 0.01 to 3.3 is not documented, so whether sizing represents compounding, recovery, or another rule is unknown.
• Whether the two large losing rows (rows 580 and 610) reflect held positions, widened stops, or forced closure is not stated.

下一步行动

Re-run the strategy with explicit entry-ticket pairing so clustered rows and any multi-position exposure can be identified rather than inferred.

• Produce and supply a Demo or Real forward record over a comparable period to compare against this backtest's -94.86% return and 96.14% drawdown.
• Add spread, slippage, commission and swap to the test settings and re-run to measure their effect on the many short-duration rows.
• Inspect the two largest losing rows (row 580 and row 610) to determine whether they were held positions, stop removals, or forced closures.
• Recalculate performance excluding the top 1% and top 5% winners to confirm whether any edge survives tail removal.

常见问题

0–100 AI 评分是基于证据的评审判断，不是盈利概率；应结合评分依据与未知事项阅读。