GoldX9_Base · MetaTrader 5 XAUUSD… AI Review | QuantTester
GoldX9_Base · MetaTrader 5 X: return 132.8%, DD 18.36%, PF 1.99, 444 trades. Read the review.
Strategy Safety Grade: A (85 / 100) · Robust & Controlled
Trading risk analysis result
Classified as Hybrid (Tiered Basket + Trend Following) with a layered basket architecture: the EA exhibits a 93.24% win rate and PF 1.99 over 388 days, but its payoff ratio of 0.14 and 30 variable losses averaging -$447.93 create asymmetric downside exposure; the 19.55% max drawdown and residual PF of 1.43 after removing top 5% trades support a Grade A, though reliance on a 98.6% short bias and unverified execution costs warrants monitoring.
Darwinex 集中度压力测试 (Top 5% Windfall Dependence Test)
剔除排名前 23 笔（5%）极端盈利单后：毛利占比 28.3%，剩余净利润 $5,717.90，剩余 PF 1.43。
Data transparency & Environment
- MT4/MT5: MetaTrader 5
- Symbol: XAUUSD
- Timeframe: H1 (2025.01.03 - 202
- Net profit: $13,279.50
- Return: 132.8%
- Max drawdown: 18.36%
- Total Trades: 444
- Profit Factor (PF): 1.99
Critical Algorithmic Vulnerabilities
- Payoff Asymmetry Fragility / La: With a 93.24% win rate and PF 1.99, average winners ($64.53) are far smaller than average losers (-$447.93); a cluster of losses (e.g., -$1,118.50 on 2026-01-29, -$927.40 on 2026-01-16) can erase many small gains, and choppy conditions that abort trends could rapidly flip expectancy negative.
- Return Consistency Defect / R+: The top 5% of trades (23 rows) account for 28.3% of gross profit; removing them leaves residual net profit of $5,717.90 and PF 1.43, which is still profitable but demonstrates some reliance on outlier wins.
- Risk Stability Breakdown / Rs: Loss distribution is variable (max_over_median=1.9, clustered_share_pct=6.7) with no consistent stop-loss level; realised losses range from -$54.80 to -$1,118.50, indicating potential stop-distance drift and unstable risk exposure across phases.
- Capacity & Friction Risk / Execution Feasibility: Backtest reflects unspecified spread settings on H1; lacking live broker execution proof, the high win rate and modest average win ($64.53) cannot be assumed to withstand real-world slippage and spread widening.
- Momentum Decay / D-Score: The equity curve experienced a drawdown from $17,566.60 (2025-05-08) to $14,355.70 (2025-06-17), a 18.3% decline, followed by a recovery to new highs by 2025-09; while not protracted, the deep loss clusters (e.g., -$676.20 x3 on 2025-06-17) show vulnerability to momentum breaks.
Score Breakdown Details
- [Base Score] All valid statements start at 50 points neutral benchmark (Grade B-)
- +5 pts [Order Basket]: Controlled multi-entry execution in same minute; layered basket architecture
- +5 pts [Expectancy]: Overall Profit Factor reached PF 1.99 with solid positive mathematical expectancy
- +10 pts [Organic Profit]: Removing top 5% windfall deals leaves PF 1.43 >= 1.2; robust and non-luck-driven
- +5 pts [Controlled Drawdown]: Max historical drawdown is 19.6% (10%-20%), within stable controlled zone
- +10 pts [Sample Horizon]: Sample duration spans 388 days (>= 180 days), covering diverse regimes
- Final Strategy Safety Score: 85 / 100 (Grade A).
Recommended Next Actions
- Conduct a forward test on a demo account with realistic spread and commission settings to verify execution quality.
- Perform a paired-ticket analysis to confirm whether same-timestamp entries belong to a single basket or multiple strategies.
- Stress-test the strategy on historical data with increased slippage and spread to assess cost sensitivity.
- Evaluate performance during periods of strong gold uptrends to assess regime dependency.
- Review stop-loss placement logic to ensure consistent risk control across trades.
Q&A About This Report (Quant Due Diligence)
PF 1.99, The strategy achieved a Grade A Safety Grade; what are the core strengths and rationale supporting this rating?
The Grade A rating is backed by robust risk controls in the trade data: strict execution discipline (e.g. pre-set stop losses, synchronized basket entries without toxic martingale averaging), and historical drawdowns kept within institutional thresholds.
How dependent is the strategy on outlier trades?
The top 5% of trades (23 out of 444) account for 28.3% of gross profit. Removing them leaves a residual net profit of $5,717.90 and a profit factor of 1.43, which remains above 1.0, indicating the strategy is not solely reliant on outliers but still benefits from them.
The strategy is 98.6% short. Does this indicate a directional bias that could be risky?
Yes, the strategy predominantly takes short positions on XAUUSD. This creates exposure to gold price uptrends. The backtest period included both up and down moves, but the high short bias means performance could suffer in a sustained bull market. This is a structural characteristic to monitor.
What does the stop-loss evidence pattern 'variable' imply for risk management?
The stop-loss evidence shows a variable pattern with a max_over_median ratio of 1.9 and clustered share of 6.7%, meaning losses do not terminate at a consistent level. This suggests stop distances may vary or that some trades are closed by other mechanisms. It indicates less predictable risk control compared to a fixed stop-loss approach.
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.