Green Profit gold ea · MetaTrader… AI Review | QuantTester
Green Profit gold ea · MetaT: return 55.2%, DD 11.90%, PF 1.54, 204 trades. Read the review.
Strategy Safety Grade: B+ (70 / 100) · Moderate Quality
Trading risk analysis result
Strategy Type: Strict Lot Discipline. Classified as Single-Order Trend (fixed-fractional, one position at a time): a 425-day XAUUSD H1 backtest produced PF 1.54 and only 11.9% maximum drawdown with strict lot discipline and no adverse scale-in, but expectancy is materially outlier-dependent — removing the top 5% of trades (11 rows, 42.21% of gross profit) leaves a residual net loss of -$1,135.35 and residual PF 0.89, so live viability rests on continued capture of a small number of large trend excursions.
Darwinex 集中度压力测试 (Top 5% Windfall Dependence Test)
剔除排名前 11 笔（5%）极端盈利单后：毛利占比 42.21%，剩余净利润 $-1,135.35，剩余 PF 0.89。
Data transparency & Environment
- MT4/MT5: MetaTrader 5
- Symbol: XAUUSD
- Timeframe: H1 (2025.01.03 - 202
- Net profit: $5,520.57
- Return: 55.2%
- Max drawdown: 11.90%
- Total Trades: 204
- Profit Factor (PF): 1.54
Critical Algorithmic Vulnerabilities
- [Return Consistency Defect / R+ Return Consistency] Outlier Dependency: The top 5% of trades (11 rows) account for 42.21% of gross profit; removing them leaves residual net profit at -$1,135.35 with PF 0.89, demonstrating that expectancy is driven by statistical outliers (largest winner $861.40, 2026-01-19; second $758.88, 2025-09-01) rather than a broad, repeatable edge.
- [Momentum Decay / D-Score Quote Shape Broken] Sequential Loss Clustering: The loss column shows 108 losing trades against 96 winners, with mid-sequence clusters such as 2025-11-14 through 2025-12-19 yielding repeated losses in the -$115 to -$142 band and balance sliding from $14,894 to $13,405 before the 2025-12-23 recovery trade (+$709.02); the equity curve therefore depends on periodic single rescue trades to re-establish momentum.
- [Risk Stability Breakdown / Rs Risk Stability] Loss Scale Drift: Early losses (January 2025) clustered near -$92 to -$101, while later losses (October 2025 to February 2026) clustered near -$120 to -$155.78, reflecting rising dollar exposure as auto-lot sizing scaled position size with balance; replication risk grows as the account compounds.
- [Payoff Asymmetry Fragility / La Loss Aversion] Payoff Compression: With a 47.06% win rate and realised payoff ratio of 1.73 (average win $164.24 versus average loss $94.87), arithmetic expectancy is positive only while winners retain roughly 1.7x the average loser; a modest shortening of average trend capture would flip expectancy negative, as the residual PF 0.89 after outlier removal already demonstrates.
- [Execution Feasibility] Long Holding Duration and Stop Ambiguity: Average holding time is 1,896.6 minutes (~31.6 hours) with some trades held 5-14 days (e.g. 2025-01-08 to 2025-01-13, 2025-09-09 to 2025-09-22); with sl=0 on every parsed row and no modelled swap/commission fields, overnight financing cost and stop execution quality in live conditions are unverified.
Score Breakdown Details
- [Base Score] All valid statements start at 50 points neutral benchmark (Grade B-)
- +15 pts [Lot Discipline]: Fixed/proportional lot execution, no adverse counter-trend doubling
- +5 pts [Expectancy]: Overall Profit Factor reached PF 1.54 with solid positive mathematical expectancy
- -15 pts [Windfall Reliance]: Removing top 5% outlier deals drops system into loss (Remaining PF 0.89 < 1.0)
- +5 pts [Controlled Drawdown]: Max historical drawdown is 11.9% (10%-20%), within stable controlled zone
- +10 pts [Sample Horizon]: Sample duration spans 425 days (>= 180 days), covering diverse regimes
- Final Strategy Safety Score: 70 / 100 (Grade B+).
Recommended Next Actions
- Run a forward demo or live-small test on the same broker to measure spread, swap, and slippage drag on the ~31.6-hour average holding period before scaling capital.
- Recompute expectancy with the top 5% winners removed and stress the strategy against a choppy-gold regime to quantify the minimum large-trend capture rate required to stay above PF 1.0.
- Verify in the live account statement whether exits are governed by a fixed hard stop, trailing stop, or signal exit, since parsed rows carry sl=0 and realised loss termination is only loosely clustered (max_over_median 1.44).
- Extend the sample beyond 425 days or add a second instrument to test whether the clustering of near-identical loss values (-$92 to -$101 early, -$120 to -$155 late) is parametric or regime-driven.
- Review auto-lot risk percent (1.0%) against the observed maximum drawdown of 11.9% to confirm risk-per-trade tolerance remains acceptable as balance compounds toward $15,520.
Q&A About This Report (Quant Due Diligence)
Given a PF of 1.54 and only 11.9% maximum drawdown, what prevents a higher grade than B+?
The limiting factor is outlier dependence, not drawdown. The top 5% of trades (11 rows) supply 42.21% of gross profit; after removing them the system records a residual net loss of -$1,135.35 and PF 0.89. The grade reflects a positive but narrow systematic edge that is significantly reinforced by a small number of large trend wins.
Is the variable lot size (0.01 to 0.18) evidence of martingale or loss-recovery scaling?
No. The report shows max_sim_orders=1 (never more than one open position), sl=0 on every parsed row, and InpEnableAutoLot=true with InpRiskPercent=1.0, consistent with fixed-fractional sizing that scales with balance. The audit_facts flag martingale_stepup=true coincides with lot growth from balance compounding, not with adverse counter-trend doubling on the same asset, so strict lot discipline is affirmed.
Every parsed row shows sl=0 and tp=0 — does the strategy have no stop-loss protection?
The parsed rows do not expose stop or take-profit levels, and stop_loss_evidence patterns as variable rather than clustered (clustered_share_pct 12%, max_over_median 1.44), so stop discipline cannot be confirmed from labels. Realised losses are bounded: the maximum single loss was -$155.78 and the median -$107.92, never exceeding the loss range during the 425-day sample. This is consistent with systematic control, but the actual mechanism (hard stop, trailing, or signal exit) must be verified on a statement with stop fields.
The equity curve dips during November-December 2025 — how severe was the drawdown relative to the reported maximum?
The highest equity high before that stretch was $15,073.43 on 2025-10-17, falling to $13,405.00 on 2025-12-19, a decline of about 11.1%, essentially at the reported 11.9% maximum drawdown. Recovery came from a single $709.02 winner on 2025-12-23, reinforcing that the strategy's equity stabilization depends on occasional large trend capture rather than steady small wins.
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.