交易报告分析：Green Profit Gold EA · MT5 XAUUSD M5 Backtest

数据透明度

本页基于用户上传的 MT4/MT5 报告解析，不认证账户所有权，不在独立行情下重跑回测，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

Verified: 352 closed rows over 644.3 days (2025-01-03 to 2026-10-09) on XAUUSD M5, net profit 4,811.52 on 10,000 capital, PF 1.24, win rate 46.59%.

• Verified: profit concentration is severe — top 1% of trades (4) supply 13.56% of gross profit and removing them drops remaining PF to 1.07; removing the top 5% (18 trades) leaves net -5,503.38 and PF 0.72.
• Verified: maximum drawdown 17.07% with recovery to a 48.12% net return; drawdown is moderate relative to return but the return depends on a thin tail of large winners (e.g. 874.30, 858.00, 861.40, 758.88).
• Observed: repeated clusters of losses in the -90 to -176 range between winners (e.g. several consecutive negatives around 2026-06 and 2026-08) show the strategy bleeds steadily and needs an outlier to stay positive.
• Test quality: History Quality 99%, 125,209 bars and 2,502,977 ticks, no tester warnings — backtest mechanics look clean.
• Cost treatment: commission/swap/fee are not present in the supplied evidence, so net-of-cost robustness cannot be confirmed from this report.

关键风险信号

Profit concentration: top 5% of trades (18 of 352) generate 41.73% of gross profit; removing them leaves -5,503.38 net and PF 0.72 — the system loses money outside a small set of outlier winners.

• Thin PF: 1.24 overall but only 1.07 after removing the top 4 trades, meaning a slightly different market or one missed big move flips the account to breakeven or loss.
• Loss asymmetry: the largest single losses run -145 to -176 while many wins are +1 to +60, so a run of bad trades bleeds capital faster than small wins replenish it (visible in the 2026-06 drawdown cluster).
• Outcome depends on catching a few large gold moves (winners of 700–874 appear roughly monthly); if those become rarer or smaller, the 17.07% max drawdown can deepen beyond what this test shows.

现有数据无法判断

Entry timestamps, trade durations, and paired entry tickets are not in the parsed rows, so exposure overlap and grid/scale-in structure cannot be confirmed.

• Commission, swap, and actual live slippage are absent, so net-of-cost performance is unverified.
• The exact lot-sizing rule (observed sizes range 0.01–0.18) is not documented.
• Position-level exposure at any single moment cannot be reconstructed from close-only rows.

下一步行动

Run a forward Demo/Real account for at least 3–6 months and compare the outlier-winner frequency to this backtest.

• Re-run the backtest with realistic commission, swap, and slippage and check whether PF stays above 1.15.
• Test the strategy with the top 10–20 winners excluded to confirm whether it can survive without outlier moves.
• Obtain the full MT4/MT5 statement with paired entry tickets and holding times to verify exposure and confirm or rule out position clustering.

常见问题

0–100 分是 AI 基于报告证据给出的风险判断，不是盈利概率，请结合评分依据与数据盲区综合判断。