Report analysis: MT5 XAUUSD M1 Backtest

Data transparency

This page analyzes a user-submitted MT4/MT5 report. It does not authenticate ownership, rerun an independent backtest or predict 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

588 parsed closed rows over 473.4 days with a 70.75% win rate and profit factor of 5.07 on an initial deposit of 1,000.

• Reported maximum drawdown of 11.33% against a balance that ran from 1,000 to 128,929.04, giving a high return-to-drawdown ratio.
• History Quality reported at 99% with no explicit tester warnings in evidence_flags, supporting execution assumptions for this run.
• The top 1% of trades (6 rows) account for 13.17% of gross profit; the top 5% (30 rows) account for 41.19%, leaving a residual profit factor of 2.98, so the edge is not entirely dependent on a tiny cluster of rows.
• The top-5% concentration (41.19% of gross profit) and the reported fixed SL/TP of 3500.0 mean the loss tail and recovery behaviour depend on a small set of outcomes that the capped trade-row sample does not fully expose.
• Position size rises from 0.03 lots early to 1.0 lots later, consistent with balance-proportional compounding rather than a verified escalation rule; the report does not disclose the sizing formula.
• Multiple -3500.0 rows appear (e.g. 2025-12-24, 2026-01-30, and a +3500.0 cluster on 2026-01-29), indicating full-size stop and target events at the configured fixed SL/TP; these are closed events and cannot be assumed to be grid or basket exits without entry-ticket pairing.

Key risk flags

Profit concentration: the top 5% of closed rows produce 41.19% of gross profit, and the top 1% produce 13.17%; the residual profit factor after removing the top 5% falls to 2.98 from 5.07.

• Loss tail: individual closed rows show -3500.0 at full size (2025-12-24, 2026-01-30), matching the configured fixed stop; with position size at 1.0 lot and a 1,000 base, these single outcomes are large relative to early-balance equity.
• Maximum drawdown of 11.33% is a single reported summary statistic computed on the running balance; its timing and duration relative to the 473.4-day trade window cannot be located without an equity curve or paired position data.
• The closed-row sample does not expose open exposure at any point, so overlapping or simultaneous positions behind repeated close timestamps (e.g. the 2026-01-08 cluster and 2024-04-16 cluster) remain unverified.
• Position size increases with balance (0.03 to 1.0 lots) and no explicit sizing rule is documented, so the relationship between balance growth and per-trade risk is inferred, not verified.

What the data cannot tell

Entry timestamps, ticket numbers, and paired entry-to-exit mapping are absent from the supplied rows, so holding times, overlap, and position structure cannot be determined.

• Whether the repeated close timestamps (e.g. the 2026-01-08 sequence and 2024-04-16 sequence) represent independent positions, scale-ins, or grid-type management cannot be established without paired-ticket evidence.
• The exact position-sizing rule and how it reacts to drawdown are not documented.
• Whether the reported 11.33% maximum drawdown reflects the same position-level risk seen at 1.0-lot size late in the sample cannot be confirmed from summary statistics alone.
• Real-world slippage and commission impact are not modelled in the supplied fields and cannot be quantified from this report.

Next actions

Re-export or re-parse the closed-row data with entry ticket, entry time, and paired order identifiers to verify overlap, holding periods, and whether repeated close timestamps represent independent or grouped positions.

• Recompute maximum drawdown and recovery from a dated equity curve, including the 2025-12 to 2026-01 loss cluster, rather than relying on the single summary 11.33% figure.
• Document the position-sizing rule and recompute risk per trade at 1.0-lot size relative to the contemporaneous balance to confirm whether relative risk rises late in the sample.
• Run a cost-sensitivity check with a realistic spread/commission assumption for XAUUSD, since no cost fields appear in report_context.
• If forward validation is intended, run the same logic on a Demo or Real account and compare trade-level outcomes with this Backtest before drawing any live-performance conclusion.

Frequently asked questions

The 0–100 AI score is an evidence-based assessment, not a probability of profit. Read it with the rationale and unknowns.