交易报告分析：Vigorous EA · MT4 EURUSDi M15 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: 505 closed rows, 2026-01-06 to 2026-10-09 (276.4 days), net profit 336.97 on a 10,000 base, profit factor 1.29, win rate 76.83%.

• Verified: top 1% of trades (6 rows) account for 64.35% of gross profit; the remaining 499 rows net -621.22 with profit factor 0.46.
• Verified: top 5% (26 rows) account for 75.08% of gross profit; the rest nets -780.86 with profit factor 0.32.
• Verified: max drawdown of 19.51% against total net return of only +3.37% — a poor return-to-drawdown ratio.
• Verified: a single clustered close on 2026-06-30 accounts for roughly +450 swing in balance across many rows, an extreme concentration event.
• Verified: modelling is Control points, modelling quality is n/a, 4 mismatched charts errors, and the tester explicitly warns results must not be considered.
• Verified: StopLoss is configured as 0 in report_context.
• Pending: no Demo or Real forward record is supplied; only a Strategy Tester report exists.

关键风险信号

Profit concentration: 6 of 505 rows (top 1%) supply 64.35% of gross profit; without them the book is net negative.

• Return/drawdown asymmetry: +3.37% return against a 19.51% max drawdown — the payoff is far below the risk taken.
• A single 2026-06-30 close cluster moves balance from ~10,224 to ~11,188 then back to ~10,238, showing extreme single-event dependency.
• Control points modelling with 4 mismatched charts errors means the reported P/L, PF, and win rate cannot be relied upon as the strategy's true behaviour.
• StopLoss set to 0 in report_context — protective-stop behaviour is not evidenced by the supplied configuration.
• Close-only rows without paired tickets prevent verification of whether the many same-timestamp closes are independent trades, layered entries, or position management.

现有数据无法判断

Whether same-timestamp closes (e.g., 2026-01-06 01:43, 2026-02-02 15:21, 2026-06-30 17:42) are independent trades, layered entries, or position management — no entry tickets accompany the rows.

• Whether the 0.93-lot, 0.62-lot, and 0.41-lot sizes on 2026-06-30 follow a documented sizing rule — the rule is not provided.
• True spread, commission, swap, and slippage impact on net P/L (slippage 10 is a tester setting, not a cost model).
• Whether the strategy has any protective stop in live operation given StopLoss: 0.
• Behaviour under tick-level or real-tick modelling, since only Control points was used.

下一步行动

Rerun the backtest on the correct EURUSDi chart history to clear the mismatched-charts errors, then report the resulting modelling-quality value.

• Rerun using a higher-quality modelling mode (e.g., every tick or real ticks) to test whether the outlier-driven P/L structure survives.
• Export paired entry/exit tickets to verify whether same-timestamp closes are separate trades, layered entries, or position management.
• Run sensitivity analysis on spread, commission, and slippage to test whether the thin net edge (336.97 on 10,000) survives realistic costs.
• Forward-validate on a Demo account for a comparable duration before drawing any live-performance conclusion.

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。