交易报告分析：Sky City EA · MT5 XAUUSD H1 Backtest
Strategy Type: Martingale. Classified as Martingale: The Sky City EA uses a 1.25x lot multiplier with 50-pip step on XAUUSD, generating 51.11% of gross profit from the top 5% of trades while a 41.62% maximum equity drawdown and a residual PF of 1.01 after removing those outliers reveal that live-market fitness is marginal and structurally fragile.
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。
A+ 至 E 策略安全信用评级（及 0–100 分值）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。
读懂这些指标：公式、回测与实盘差异说明Sky City EA · MT5 XAUUSD H1 Backtest
A+ 至 E 策略安全信用评级（及 0–100 分值）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。
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。
| 数据来源 | 用户上传的 MT5 报告 |
|---|---|
| 经纪商 | ForexClub-MT5 Demo Server |
| 品种 | XAUUSD |
| 周期 | H1 |
| 交易区间 | 2025-01-03 — 2026-10-09 |
| 报告类型 | 回测 |
| 报告交易数 | 125116 |
| 处理方式 | 解析器提取与支持的核算 + AI 风险解读；非账户认证 |
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。
| 收益 | 8,867.3% |
|---|---|
| 最大回撤 | 41.62% |
| PF | 2.06 |
| 胜率 | 63.71% |
| 净利润 | 886,734.11 |
| 单笔期望 | 7.09 |
| 平均盈亏比 | 1.17 |
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
- #1 BACKTESTSky City EA50分 基准基准起步所有有效报告统一以 50 分中性基准起步
- #1 BACKTESTSky City EA-35分Martingale Lot Scaling: Detected aggressive multiplier lot stepping under adverse drawdown
- #1 BACKTESTSky City EA+5分Verified Positive Profit Factor: Full-sample PF is 2.06 (net profit 886734.11), demonstrating fundamental positive expectancy
- #1 BACKTESTSky City EA+5分Resilient Baseline Post-Top 5%: Retains PF 1.01 >= 1.0 (net 7118.77) after removing top 5% trades, maintaining capital preservation baseline
- #1 BACKTESTSky City EA-20分Severe Equity Drawdown (41.62%): Extreme downside dip testing account tolerance
- #1 BACKTESTSky City EA最终策略安全评级: 5分 · 评级 E
✦ 关键风险信号
- Return Consistency Defect / R+ Outlier & Fat-Tail Dependency: The top 5% of trades (6,256 rows) account for 51.11% of gross profit; removing them leaves residual net profit of only 7,118.77 (PF 1.01), demonstrating that strategy expectancy is materially dependent on statistical outliers rather than a durable systematic edge.
- Risk Stability Breakdown / Rs Loss Escalation & Stop-Loss Drift: The largest single loss of -1,412.40 exceeds the average loss of -18.41 by a factor of 76.7, and the martingale multiplier (Hand_AddLotMult=1.25) causes lot expansion under adverse price movement; if a trend accelerates against the basket, loss compounding can rapidly exhaust capital.
- Momentum Decay / D-Score Quote Shape Broken: The maximum equity drawdown of 41.62% from a 10,000 capital base indicates a severe peak-to-trough decline; recovery to new highs may require disproportionately large trend expansions, and the strategy can stagnate underwater for extended periods if trend regimes abort.
- Payoff Asymmetry Fragility / La Loss Aversion: A payoff ratio of 1.17 and win rate of 63.71% place the strategy in a moderate-payoff regime; if the win rate degrades or average loss expands (as documented by the -1,412.40 largest loss), arithmetic expectancy can flip negative rapidly.
- Execution Feasibility / Capacity & Friction: The backtest reflects 99% history quality but does not supply live slippage, spread widening, or commission assumptions; the 1.25x lot multiplier on XAUUSD (a volatile instrument) amplifies exposure to real-world execution friction, and the strategy’s reliance on many small trades increases sensitivity to spread and latency.
✦ 现有数据无法判断
- Real slippage, spread, and commission behaviour on the live broker cannot be determined from the parsed evidence
- Paired entry tickets are not supplied, so the precise basket structure, same-second multi-order coordination, and ticket-level linkage cannot be verified
- The absence of any demo or real account statement means live execution quality and forward performance remain unobserved
- The exact stop-loss configuration (hard SL vs. trailing stop) for the martingale basket cannot be confirmed from close-only rows
✦ 下一步行动
- Obtain paired entry/exit ticket data from the original MT5 report to verify same-second basket composition and stop-loss placement
- Reproduce the backtest with realistic spread and slippage settings matched to the intended broker's XAUUSD conditions
- Run a forward demo test with identical settings to observe live execution friction and drawdown behaviour
- Stress-test the 1.25x lot multiplier under a 2x historical adverse XAUUSD move to quantify maximum capital impairment
- Conduct a cost-sensitivity analysis using any available commission or swap data from the broker
常见问题
A+ 至 E 策略安全信用评级（及 0–100 分值）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。
Q. Why does the strategy receive Grade E despite a profit factor of 2.06 and a 63.71% win rate?
A. The Grade E reflects internal downside risk metrics, not test quality. The strategy uses a martingale lot multiplier (1.25x) that expands position size under adverse price movement, and the maximum equity drawdown reached 41.62% of the 10,000 capital base. The largest single loss of -1,412.40 is 76.7 times the average loss of -18.41, indicating asymmetric downside exposure. These factors collectively produce a low safety score independent of the positive full-sample profit factor.
Q. The top 5% of trades generate 51.11% of gross profit, yet a residual PF of 1.01 remains after removing them. How should an allocator interpret this?
A. The residual PF of 1.01 indicates that the strategy is roughly breakeven without its largest winners, preserving capital but not generating meaningful net profit. This demonstrates that the strategy’s edge is heavily dependent on a small subset of outlier trades, which is a structural fragility. Allocators should treat the positive full-sample PF as contingent on those outliers continuing to occur in live markets.
Q. What does the 99% history quality mean, and does it mitigate the 41.62% drawdown?
A. The 99% history quality indicates a high-fidelity backtest modelling of historical ticks, which reduces modelling error but does not mitigate the realized drawdown. The 41.62% maximum equity drawdown is a verified outcome within that backtest, calculated from the 10,000 capital base. It represents actual peak-to-trough balance erosion in the tested period and is not offset by the modelling quality.
Q. The evidence flags mention a 1.25x lot multiplier and 50-pip step. How does this affect live execution?
A. The 1.25x multiplier means lot size increases by 25% with each additional entry within an adverse sequence, and the 50-pip step spacing defines the interval at which those entries are added. On XAUUSD, a volatile instrument, this can rapidly amplify exposure if price moves against the basket. The backtest does not supply live slippage or spread data, so the live transmissibility of these settings remains unverified and represents a material execution risk.
Q. How is RBOT different from asking a general-purpose AI assistant (such as ChatGPT, Gemini or Claude) to analyse my report myself?
A. RBOT parses MT4/MT5 reports into structured metrics and trade records before AI review. Supported calculations can be checked against the original export; AI wording and scores can vary and are not guaranteed to be deterministic or comparable across reports. General AI assistants may also use calculation tools. Missing actual slippage, ownership or forward validation still requires other evidence.
Q. Which broker is recommended for trading and running MT4/MT5 strategies?
A. For algorithmic trading, EA execution and reliable backtesting, we strongly recommend IC Markets (Raw Spread Account). Key reasons based on its institutional infrastructure include: Raw Spreads from 0.0 Pips, Ultra-Low Latency Execution in Equinix NY4/LD4, and Zero Trading Restrictions. You can open an account via the IC Markets Official Portal.
Q. Do I need a VPS to run trading EAs and automated strategies?
A. For automated trading EAs running 24/5 uninterrupted, deploying on a high-speed Windows VPS is strongly recommended to eliminate trade disruptions from home internet drops or power outages. We recommend HHOST Cloud Servers (Tier 3+ Data Centers in Hong Kong, Japan, and Singapore, Standard $10/mo plan with Windows, 2 vCPU, 4 GB RAM, 40 GB SSD).