Sky City EA · MT5 XAUUSD H1 Backtest AI 测评｜QuantTester
本页基于用户上传的 MT4/MT5 报告解析，不认证账户所有权，不在独立行情下重跑回测，也不预测未来收益。
策略安全信用评级: E (5 / 100) · 高危预警 (High Risk)
交易风险分析结果
Strategy Type: Martingale. Classified as Martingale: The Sky City EA uses a 1.25x lot multiplier with 50-pip step on XAUUSD, generating 51.11% of gross profit from the top 5% of trades while a 41.62% maximum equity drawdown and a residual PF of 1.01 after removing those outliers reveal that live-market fitness is marginal and structurally fragile.
数据透明度与环境说明
- MT4/MT5: MT5
- 品种: XAUUSD
- 周期: H1
- 总净利润: $0.00
- 总收益率: 0.0%
- 最大回撤: 0.00%
- 总交易笔数: 125116
- 盈利因子 (PF): 0.00
AI 识别的核心高危漏洞清单
- Return Consistency Defect / R+ Outlier & Fat-Tail Dependency: The top 5% of trades (6,256 rows) account for 51.11% of gross profit; removing them leaves residual net profit of only 7,118.77 (PF 1.01), demonstrating that strategy expectancy is materially dependent on statistical outliers rather than a durable systematic edge.
- Risk Stability Breakdown / Rs Loss Escalation & Stop-Loss Drift: The largest single loss of -1,412.40 exceeds the average loss of -18.41 by a factor of 76.7, and the martingale multiplier (Hand_AddLotMult=1.25) causes lot expansion under adverse price movement; if a trend accelerates against the basket, loss compounding can rapidly exhaust capital.
- Momentum Decay / D-Score Quote Shape Broken: The maximum equity drawdown of 41.62% from a 10,000 capital base indicates a severe peak-to-trough decline; recovery to new highs may require disproportionately large trend expansions, and the strategy can stagnate underwater for extended periods if trend regimes abort.
- Payoff Asymmetry Fragility / La Loss Aversion: A payoff ratio of 1.17 and win rate of 63.71% place the strategy in a moderate-payoff regime; if the win rate degrades or average loss expands (as documented by the -1,412.40 largest loss), arithmetic expectancy can flip negative rapidly.
- Execution Feasibility / Capacity & Friction: The backtest reflects 99% history quality but does not supply live slippage, spread widening, or commission assumptions; the 1.25x lot multiplier on XAUUSD (a volatile instrument) amplifies exposure to real-world execution friction, and the strategy’s reliance on many small trades increases sensitivity to spread and latency.
客观数学打分明细
- 【Baseline】Starts at 50 pts neutral baseline
- -35 pts / Martingale Lot Scaling: Detected aggressive multiplier lot stepping under adverse drawdown
- +5 pts / Verified Positive Profit Factor: Full-sample PF is 2.06 (net profit 886734.11), demonstrating fundamental positive expectancy
- +5 pts / Resilient Baseline Post-Top 5%: Retains PF 1.01 >= 1.0 (net 7118.77) after removing top 5% trades, maintaining capital preservation baseline
- -20 pts / Severe Equity Drawdown (41.62%): Extreme downside dip testing account tolerance
- Final Strategy Safety Score: 5 pts (Grade E).
下一步行动与优化建议
- Obtain paired entry/exit ticket data from the original MT5 report to verify same-second basket composition and stop-loss placement
- Reproduce the backtest with realistic spread and slippage settings matched to the intended broker's XAUUSD conditions
- Run a forward demo test with identical settings to observe live execution friction and drawdown behaviour
- Stress-test the 1.25x lot multiplier under a 2x historical adverse XAUUSD move to quantify maximum capital impairment
- Conduct a cost-sensitivity analysis using any available commission or swap data from the broker
关于本报告的关键质询与答疑 (Q&A About This Report)
Why does the strategy receive Grade E despite a profit factor of 2.06 and a 63.71% win rate?
The Grade E reflects internal downside risk metrics, not test quality. The strategy uses a martingale lot multiplier (1.25x) that expands position size under adverse price movement, and the maximum equity drawdown reached 41.62% of the 10,000 capital base. The largest single loss of -1,412.40 is 76.7 times the average loss of -18.41, indicating asymmetric downside exposure. These factors collectively produce a low safety score independent of the positive full-sample profit factor.
The top 5% of trades generate 51.11% of gross profit, yet a residual PF of 1.01 remains after removing them. How should an allocator interpret this?
The residual PF of 1.01 indicates that the strategy is roughly breakeven without its largest winners, preserving capital but not generating meaningful net profit. This demonstrates that the strategy’s edge is heavily dependent on a small subset of outlier trades, which is a structural fragility. Allocators should treat the positive full-sample PF as contingent on those outliers continuing to occur in live markets.
What does the 99% history quality mean, and does it mitigate the 41.62% drawdown?
The 99% history quality indicates a high-fidelity backtest modelling of historical ticks, which reduces modelling error but does not mitigate the realized drawdown. The 41.62% maximum equity drawdown is a verified outcome within that backtest, calculated from the 10,000 capital base. It represents actual peak-to-trough balance erosion in the tested period and is not offset by the modelling quality.
The evidence flags mention a 1.25x lot multiplier and 50-pip step. How does this affect live execution?
The 1.25x multiplier means lot size increases by 25% with each additional entry within an adverse sequence, and the 50-pip step spacing defines the interval at which those entries are added. On XAUUSD, a volatile instrument, this can rapidly amplify exposure if price moves against the basket. The backtest does not supply live slippage or spread data, so the live transmissibility of these settings remains unverified and represents a material execution risk.
How is QuantTester different from asking a general-purpose AI assistant myself?
QuantTester parses MT4/MT5 reports into structured metrics and trade records before AI review. Supported calculations can be checked against the original export, guaranteeing consistent audit facts.
Which broker is recommended for trading and running MT4/MT5 strategies?
For algorithmic trading, EA execution and reliable backtesting, we strongly recommend IC Markets (Raw Spread Account) with 0.0 pip spreads.