交易报告分析：MonDip long · MT5 UK100 H1 Backtest

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

Verified positive: 35 parsed closed rows, net profit 730.11 on 10,000 capital (+7.30%), profit factor 1.44, win rate 62.86%.

• Verified negative: small sample of 35 closed trades over a 630-day period (2025-01-09 to 2026-10-01).
• Verified concentration: top 1 trade accounts for 17.49% of gross profit; removing it drops remaining profit factor to 1.19.
• Verified concentration: top 2 trades account for 30.63% of gross profit; remaining net profit becomes -4.55 with profit factor 1.00.
• Verified drawdown: max drawdown 7.77%, balance range approximately 9,967 to 11,582 mid-period, within normal bounds for this strategy.
• Positive: fixed size 1 lot across all rows suggests no compounding, doubling, or martingale-like escalation is evident in the parsed rows.
• Pending: no commission, swap, or spread cost is present in report_context, so cost sensitivity cannot be assessed from this backtest.

关键风险信号

Small sample: only 35 closed trades across 630 calendar days; statistical confidence in the 62.86% win rate and PF 1.44 is limited.

• Profit concentration: top 2 trades contribute 30.63% of gross profit; without them, remaining net profit is -4.55 and remaining PF is 1.00.
• All parsed rows are sell/out, so direction bias or hedging behavior cannot be verified from the normalized close-only rows.

现有数据无法判断

Entry prices, entry timestamps, ticket pairing, and actual trade direction are not present in the close-only parsed rows.

• Commission, swap, and spread costs are not reported in report_context; net-of-cost performance is unknown.
• The strategy's entry rule, stop-loss/take-profit levels, and whether any exit was a trailing stop cannot be determined from close-only rows.
• Whether the 35 trades represent all strategy entries or only a subset of closed events is not specified.

下一步行动

Obtain paired entry/exit ticket data to verify trade direction, entry timing, and whether any exit is a trailing-stop style positive s/l.

• Rerun the backtest with commission, swap, and realistic spread settings to assess net-of-cost performance.
• Extend the sample period or combine with additional out-of-sample data to test whether the win rate and profit factor hold beyond 35 trades.
• Run a forward Demo test on the same symbol and period to compare live execution against the backtest's fixed-size assumptions.
• Review the top 2 trades to understand whether their outsized contribution reflects a repeatable edge or a one-off event.

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。