This is a real-account MT4/MT5 statement covering 223 closed trades from 2026-06-30 to 2026-10-02 with a -23.22% return, 28.88% max drawdown, 0.62 profit factor, and 64.57% win rate; the losing outcome is driven by concentrated large stop-style losses, and the evidence is limited to a single real-money record with unverified contextual details.
Statement-90057420-en
Data transparency
| Data source | User-submitted MT4/MT5 report |
|---|---|
| Report type | REAL |
| Trades verified | 223 |
| Verification | Per-trade parsing by the RBOT parser, audited by AI |
Key metrics
| Return | -23.2% |
|---|---|
| Max drawdown | 28.88% |
| PF | 0.62 |
| Win rate | 64.57% |
| Net profit | -990.21 |
| Expectancy | -4.44 |
| Payoff ratio | 0.34 |
Growth
Normalised to 100 at the starting capital of the imported report. The chart samples the saved per-trade results and is not a live broker equity curve.
Detailed calculations
Return = net profit ÷ initial capital × 100%; PF = gross profit ÷ absolute gross loss; expectancy = net profit ÷ number of closed trades; payoff ratio = average win ÷ absolute average loss. Max drawdown uses the value reported by the source report. If the report contains deposits or withdrawals, the return should be interpreted together with the cash flow.
Why this safety score
- Verified negative: -23.22% return on a capital base of 4263.78, with net profit -990.21, is a losing real-account outcome.
- Verified negative: maximum drawdown of 28.88% is a substantial peak-to-trough decline relative to the account size.
- Verified negative: profit factor of 0.62 means gross losses exceed gross profits; the strategy is not profitable over the sample.
- Verified negative: 64.57% win rate combined with PF 0.62 demonstrates negative risk asymmetry — many small wins offset by fewer, much larger losses; large losing rows include -114.44, -111.84, -111.60, -108.15, and repeated -90-level exits.
- Verified concentration: computed stats show the top 1% of trades (3 trades) account for 13.94% of gross profit; removing them drops remaining PF to 0.53 with remaining net profit -1211.31. The top 5% (12 trades) account for 41.15% of gross profit; removing them drops remaining PF to 0.36 and remaining net profit -1642.64 — profit is highly concentrated and the losing core is broad-based.
- Verified: withdrawals of 3273.57 against deposits of 4263.78 mean the account returned a large portion of capital to the owner, but the net traded result remains negative.
- Sample is 93.7 days with 223 closed trades — a moderate sample, not long enough to establish regime robustness.
- Pending: forward Demo/Real validation beyond this single statement is absent.
- No tester or mismatch warnings are present; no hard Stop Out or margin-call record is shown; no documented cost model (commission/swap) is supplied.
Key risk flags
- Negative expectancy: PF 0.62 with -23.22% return indicates the system loses money over the sampled 93.7 days.
- Risk asymmetry: 64.57% win rate but repeated losses in the -70 to -114 range (e.g., -114.44, -111.84, -111.60, -108.15) dominate the loss side.
- Profit concentration: top 1% of trades contribute 13.94% of gross profit and top 5% contribute 41.15%; removing the top 5% leaves PF 0.36 and net -1642.64, meaning the strategy lacks a broad profitable edge.
- Drawdown: 28.88% maximum drawdown against a 4263.78 capital base is materially large for the observed return profile.
- Withdrawals of 3273.57 relative to deposits of 4263.78 reduce the working capital available for recovery, increasing relative risk on any remaining balance.
- Unverified context: symbol, timeframe, spread/slippage assumption, and TP/SL configuration are not supplied, so the negative result cannot be attributed to a specific market or execution condition.
What the data cannot tell
- Traded symbol, timeframe, and broker server are not provided in report_context.
- Entry-ticket pairing for the clustered same-timestamp closes (e.g., multiple rows at 2026.07.16 16:02:38, 2026.09.01 11:09:51, 2026.09.10 15:34:32, 2026.09.28 03:31:09) is absent, so whether these are grid, scale-in, or independent orders cannot be confirmed.
- Strategy rule set: lot sizing (0.01–0.04 observed), stop-loss/take-profit levels, and any trailing-stop logic are not documented.
- Whether any of the losing exits above were triggered by specific stop thresholds or by manual intervention is not determinable from the data.
- Commission, swap, and fee treatment are not supplied; their net effect on the already-negative result cannot be quantified.
- Slippage, spread conditions, and minimum holding rules during the sample are not modeled or reported.
Next actions
- Pair the multi-row clusters by entry ticket to determine whether large simultaneous losses are grid, scale-in, or independent orders, and quantify the resulting exposure.
- Run a loss attribution: rank the largest losing rows and check what fraction of total loss comes from same-timestamp clusters.
- Add symbol, timeframe, and stop/target configuration to the report context so the negative expectancy can be evaluated against a defined strategy.
- Reconcile the deposits/withdrawals (4263.78 / 3273.57) against net trading P/L to confirm the capital base used for the -23.22% and 28.88% figures.
- Include commission and swap in a follow-up statement extension if available, to test whether costs materially deepen the loss.
Frequently asked questions
Q. Why does a 64.57% win rate produce a -23.22% return?
A. Because the average win is much smaller than the average loss. The losing rows include -114.44, -111.84, -111.60, -108.15, -105.06, and several -90-level exits, while many winning rows are under 5 and a large number are under 2. The result is a profit factor of 0.62: gross losses exceed gross profits despite the majority of trades being winners.
Q. How concentrated is the profit in this statement?
A. Very concentrated. The top 1% of trades (3 trades) account for 13.94% of gross profit, and removing them leaves remaining net profit of -1211.31 and remaining profit factor of 0.53. The top 5% (12 trades) account for 41.15% of gross profit; removing them leaves remaining net profit of -1642.64 and remaining profit factor of 0.36.
Q. What does the 28.88% maximum drawdown mean in context?
A. It is the largest peak-to-trough equity decline recorded in the statement, measured against a capital base of 4263.78. It is a large decline for the observed return level (-23.22% net), and it occurred alongside 223 closed trades over a 93.7-day period from 2026-06-30 to 2026-10-02.
Q. Can I tell whether the strategy uses grid or scale-in entries from this data?
A. No. Several rows share the same close timestamp and occasionally the same open timestamp (for example multiple rows at 2026.07.16 16:02:38 and at 2026.09.28 03:31:09 with varying sizes), but the parsed rows lack paired entry tickets and exit-type labels, so it cannot be confirmed whether these are grid, scale-in, or independent positions. That is a verification item, not an established characteristic.
Q. How is RBOT different from asking a general-purpose AI assistant (such as ChatGPT, Gemini, Claude or DeepSeek) to analyse my report myself?
A. A general AI only sees the text or screenshot you paste, and works every number out itself — that is where hallucinated metrics come from. RBOT runs a purpose-built MT4/MT5 parser first, and the resulting structured breakdown is then reviewed under a fixed audit prompt, which keeps the safety score consistent, reproducible and comparable across reports. The calculation behind every metric is published on this page so you can verify it yourself, and RBOT refuses to score what the report itself cannot prove (real slippage, spread, forward testing) — those are listed as unverified rather than silently counted as risk.