该报告为 MT4 单份回测，结果显示极高胜率与极其平滑的权益曲线，但测试器自身警告结果不可信且使用 Control points 粗糙建模，策略安全性不足以据此判定。
StrategyTester3
Data transparency
| Data source | User-submitted MT4/MT5 report |
|---|---|
| Report type | BACKTEST |
| Trades verified | 5927 |
| Verification | Per-trade parsing by the RBOT parser, audited by AI |
Key metrics
| Return | 283.9% |
|---|---|
| Max drawdown | 0.01% |
| PF | 188.47 |
| Win rate | 95.19% |
| Net profit | 28,392.61 |
| Expectancy | — |
| Payoff ratio | — |
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
- 已证实减分：evidence_flags 明确显示测试器警告 results must not be considered、使用 Control points 粗糙建模、建模质量为 n/a，属于测试质量低下，报告结论本身不可信。
- 已证实减分：5927 笔交易中盈亏几乎全部集中在 2026.02—2026.08 后期，手数恒为 0.01，但单笔盈利金额从早段不到 1 美元膨胀到后期数十乃至超过 100 美元，说明回测价格数据或点值/计算存在明显异常，盈利结构不可复现。
- 已证实减分：最大回撤仅 0.01%，283.9% 收益伴随 PF 188.47、胜率 95.19%，权益曲线近乎单调上升，属于过度平滑的回测，不符合真实交易成本与执行条件下的分布。
- 已证实加分：报告内无明显强平、Margin Call 或接近归零记录，5927 笔样本量较大。
- 待核验：手数固定 0.01，无马丁/翻倍迹象，但也无法据此评估真实风险比例，仅可后续压力测试。
- 待核验：同根 K 线内开平仓频繁出现，需结合 tick 模型与最小持仓规则核验，不单独扣分。
Key risk flags
- 测试器明确声明 results must not be considered，且使用 Control points 粗糙建模、建模质量 n/a，整份回测结论不可用于评估策略。
- 逐笔金额随日期从不到 1 美元膨胀至 100 美元以上而手数恒为 0.01，说明报告的点值、货币换算或行情数据存在异常，回测盈亏不可复现。
- 283.9% 收益、0.01% 最大回撤、PF 188.47、胜率 95.19%、5927 笔几乎无有效亏损，属于过度平滑曲线，典型的高估结果。
What the data cannot tell
- 品种、合约规格与点值换算关系不明，无法解释逐笔金额膨胀的来源。
- 报告未给出止损/止盈距离与总风险上限参数。
- 缺少 tick 模型、最小持仓时间与成交规则说明。
- 报告未列示测试期间的点差、佣金、滑点设置。
Next actions
- 更换为逐笔 tick 建模并关闭 Control points，重新在 MT4 中生成报告。
- 在报告中补充品种、点差、佣金、滑点、TP/SL 参数后重跑回测。
- 使用 Demo 或小额 Real 账户进行至少 300 笔的前向验证，比较与回测的偏差。
- 核验逐笔金额膨胀原因，确认合约规格与货币换算是否正确。
- 在真实成本假设下做成本敏感性压力测试，并复核头部交易移除后的表现。
Frequently asked questions
Q. StrategyTester3 — what are the reported backtest results?
A. According to the imported BACKTEST report, StrategyTester3 shows a return of 283.9% with a max drawdown of 0.01%, a profit factor of 188.47 and 5927 closed trades. Data comes from the user-supplied MT4/MT5 report; past results do not represent future performance.
Q. What do the max drawdown and profit factor of StrategyTester3 mean?
A. The max drawdown of 0.01% is the largest peak-to-trough decline of the equity curve; the profit factor of 188.47 is gross profit divided by absolute gross loss. Read together they describe the risk/return profile reported by the backtest.
Q. What safety score did RBOT AI give StrategyTester3?
A. RBOT AI assigned a strategy safety score of 55/100 (moderate risk). The score is based on drawdown, profit factor, trade sample quality and the risk signals disclosed in the report — see the "Why this safety score" section below.
Q. Where does the data on this page come from?
A. This page is generated from an MT4/MT5 strategy tester report uploaded by the user, verified per-trade by the RBOT parser and reviewed by AI. Backtests carry modelling and cost assumptions, so results may differ from live trading; this page is not investment advice.
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.