Report analysis: long entry · MT5 XAUUSD H1 Backtest

Data transparency

This review is parsed from a user-uploaded MT4/MT5 report. It does not verify account ownership, rerun the backtest on independent market data, or forecast future profit.

Key metrics

These metrics come from imported records and supported calculations. Check capital, costs, cash flows and period before comparing reports.

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.

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

These metrics come from imported records and supported calculations. Check capital, costs, cash flows and period before comparing reports.

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: 435 parsed closed rows over 644 days, PF 1.31 and win rate 41.61% — a thin edge where the top 5% of trades (22 trades) account for 34.55% of gross profit; excluding them, the system is net negative (-7,927.80) with PF 0.86.

• Verified: Excluding only the top 1% of trades (5 trades, 11.51% of gross profit) still leaves PF 1.16 after removing them, meaning the strategy would still be marginally profitable without its biggest winners — the core edge is not entirely one trade, but it is heavily concentrated.
• Verified: Fixed 0.1-lot sizing throughout the parsed rows — no compounding, no martingale, no position escalation despite balance growth from 10,000 to ~26,861. This limits account-blowup risk from sizing.
• Verified: Largest single losses are -2,911.30 (2026-01-30) and -1,668.80 (2026-02-02), on a single 0.1-lot XAUUSD trade — these loss magnitudes on one trade are large relative to 0.1 lot and suggest the strategy is exposed to gap/event moves that bypass normal stops.
• Verified: Max drawdown 21.1% against a 168.6% return gives a return/drawdown ratio of ~8.0, which is attractive on its face but is a one-off maximum statistic on a backtest that ends 2026-10-09.
• Pending: No demo or real forward record exists; the report is a single MT5 Strategy Tester backtest with no out-of-sample validation.
• Verified: Strategy Tester history quality 99% and no explicit tester warnings — test quality is strong on the supplied evidence.

Key risk flags

Profit concentration: the top 5% of trades (22 of 435) generate 34.55% of gross profit; removing them leaves net profit of -7,927.80 and PF 0.86 — the strategy is loss-making without a small cluster of outlier winners, so live underperformance in just those trades would flip the account negative.

• Fat-tail loss exposure on fixed 0.1 lot: single-trade losses of -2,911.30 and -1,668.80 on 0.1 lot XAUUSD occurred within three days (2026-01-30 and 2026-02-02), showing the strategy can absorb very large single-trade hits that a 21.1% reported max drawdown may understate in a worse regime.
• Lower win rate (41.61%) with PF 1.31 means the strategy depends on winners being large; if the largest winners are clipped (as in the top-5% removal test), the edge disappears — a classic fragility to regime change in XAUUSD volatility.
• Backtest range (2025-01-03 to 2026-10-09) covers a specific period; no evidence of the strategy being stress-tested against different market regimes, so the 21.1% max drawdown is one observation, not a through-cycle estimate.

What the data cannot tell

Entry/exit logic: open prices, entry timestamps, and paired entry tickets are not present in the parsed rows (close-only events); the exact entry rule, TP, SL, and whether exits were trailing stops cannot be determined from the supplied evidence.

• Whether any of the large single-trade losses (-2,911.30, -1,668.80) were stop-loss exits, gap-through-stops, or manual closes — the parsed rows do not include exit reason.
• Real slippage, spread, commission, and swap for XAUUSD on this broker are not in the report_context, so the net-of-cost edge is unknown.
• Whether the 21.1% max drawdown would be worse under a different volatility regime or with live execution frictions.
• The maximum number of simultaneously open positions and total exposure at any point cannot be determined from the close-only parsed rows.

Next actions

Run a demo forward test for at least 60–90 days on the same broker with real spreads to measure slippage and execution quality on XAUUSD.

• Recompute performance net of the broker's actual XAUUSD commission and swap, and evaluate how PF and net profit change after costs.
• Identify and stress-test the 22 trades that form the top 5% of gross profit; assess what market conditions produced them and whether those conditions are repeatable.
• Perform a walk-forward or out-of-sample test on a period not used in this 2025-2026 run, to check whether the 21.1% drawdown and 1.31 PF hold outside the tested window.
• Check whether the -2,911.30 and -1,668.80 single-trade losses are consistent with the EA's stop-loss logic or indicate stop-bypass/gap risk, and adjust position sizing or add a max-loss filter if the latter.

Frequently asked questions

The 0–100 score is an AI risk judgement based on the submitted evidence, not a win-rate forecast. Read it alongside the score rationale and blind spots.