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Example Metatrader EA

XAUUSD • M15 • MT5
Source: MT5_StrategyTester_Data.xlsx

Analyzed

AUTOSTRAT Score

93

Total Trades

456

Profit Factor

2,34

Expected Payoff

24,65

Equity DD Max %

8.5%

Recovery Factor

3,12

Sharpe Ratio

12,56

AI Diagnosis

AI-assisted analysis
  • Across 456 closed trades the strategy produced a net profit of 11,240.50 on a starting balance of 3,400.00, a return of roughly 330%.
  • The maximum balance drawdown stayed at 162.92 (4.76%), while intra-trade equity drawdown peaked at 289.40 (8.50%).
  • Win rate is 65.35% with an average winner of 65.37 against an average loser of -52.15, giving a profit factor of 2.34.

Performance & Risk

Initial Deposit ($)

3.400

Profit Factor

2,34

Balance DD Absolute

148,20

Equity DD Absolute

264,10

Gross Profit (+)

19.480,20

Expected Payoff per Trade

24,65

Balance DD Max

162,92

Equity DD Max

289,40

Gross Loss (-)

-8.239,70

Recovery Factor

3,12

Balance DD Relative %

4.8%

Equity DD Relative %

8.5%

Net Profit (=)

11.240,50

Margin Level %

1842.0%

Trades & Stability

Total Trades

456

Total Deals

912

Long Trades Won

241

Short Trades Won

215

Profit Trades %

65.3%

Largest Profit Trade

412,80

Average Profit Trade

65,37

Max Win Streak

9 (742.10)

Loss Trades %

34.6%

Largest Loss Trade

-186,40

Average Loss Trade

-52,15

Max Loss Streak

5 (-284.10)

Avg Win Streak

3

Avg Loss Streak

2

Quality & Statistics

Sharpe Ratio

12,56

Z-Score

2,14

History Quality %

100%

OnTester Result

0

LR Correlation

0,96

LR Standard Error

184,22

AHPR

1,002

GHPR

1,002

Bars

184.320

Ticks

42.918.556

AUTOSTRAT KPI

Avg Profit per D/W/M/Y

D: 10,26W: 71,82M: 312,24Y: 3.746,83

Drawdown Efficiency Ratio

3,88

Risk-Adjusted Daily Return

1,212

Equity Stability Score

0,874

Drawdown Asymmetry Index

0,56

Tail Dependency Ratio

0,31

Profit Concentration Ratio

18.4%

Strategy Stress Index

24,60

Median Time to Recovery

9d

Max Time to Recovery

34d

Median Trade Duration

3h 12m

Longest Trade

1d 2h

Performance Evolution

Balance Curve

Apr 23Jul 23Oct 23Jan 24Apr 24Jul 24Oct 24Jan 25Apr 25Jul 25Oct 25Dec 253.0004.0005.0006.0007.0008.0009.00010.00011.000

Monthly PnL(36 months)

YrJanFebMarAprMayJunJulAugSepOctNovDecΣ
2023
+288
12 Trades
+214
11 Trades
-96
13 Trades
+342
12 Trades
+261
14 Trades
+148
10 Trades
+312
13 Trades
-64
12 Trades
+236
11 Trades
+318
14 Trades
+190
12 Trades
+254
11 Trades
+2.403
145 Trades
2024
+306
13 Trades
+228
12 Trades
+118
11 Trades
+364
14 Trades
+282
13 Trades
+166
10 Trades
+338
13 Trades
-48
12 Trades
+254
12 Trades
+346
14 Trades
+212
12 Trades
+276
12 Trades
+2.842
148 Trades
2025
+324
13 Trades
+246
12 Trades
+132
12 Trades
+388
14 Trades
+298
13 Trades
+182
11 Trades
+356
13 Trades
+74
12 Trades
+268
12 Trades
+372
14 Trades
+226
12 Trades
+294
12 Trades
+3.160
150 Trades
Σ
+918
38 Trades
+688
35 Trades
+154
36 Trades
+1.094
40 Trades
+841
40 Trades
+496
31 Trades
+1.006
39 Trades
-38
36 Trades
+758
35 Trades
+1.036
42 Trades
+628
36 Trades
+824
35 Trades
+8.405
443 Trades

Monte Carlo Simulation

Risk simulation from 456 reconstructed trades · 10,000 paths

Block Bootstrap
Return %

Median Final Balance

13.860,00

from 3.400

Median Max DD (Balance)

9.8%

P95 (tail risk): 16.4%

Prob. Below Start

2.1%

Drawdown Exceedance Risk

DD ≥ 10%

48.2%

DD ≥ 15%

14.1%

DD ≥ 20%

3.8%

DD ≥ 25%

0.9%

DD ≥ 30%

0.2%

072144216288360432Trade Step2.0K4.0K6.0K8.0K10.0K12.0K14.0K16.0K18.0K20.0K
P50 Median
P25 / P75
P5 / P95
Percentile bands

Final Balance Distribution

7200.010000.012800.015600.018400.021200.003006009001200

Max Balance DD Distribution

3.0%6.6%10.2%13.8%17.4%21.0%24.6%03006009001200

Backtest Details

Platform

MT5

Symbol

XAUUSD

Timeframe

M15

Expert

M-ORB_v2.14

Period From

Jan 2, 2023

Period To

Dec 31, 2025

Currency

USD

Created

Oct 2, 2026

Everything You Need

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AUTOSTRAT Score
93/100
Profit Factor
2.34
Max DD
8.5%
Sharpe Ratio
12.56
Total Trades
456
Expected Payoff
24.80
Recovery Factor
3.12

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