An MT5 XAUUSD M1 backtest (2025-01-06 to 2026-04-24, 588 closed rows) reports +12,792.9% on a 1,000 base with PF 5.07 and 11.33% max drawdown, but the sample is trade-row-incomplete and lacks paired entry tickets, so the profit concentration and true risk structure cannot be fully verified.

数据透明度

核心指标

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。

详细计算结果

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

• 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.

关键风险信号

• 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.

现有数据无法判断

• 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.

下一步行动

• 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.

常见问题