Tree Of Life V4.14 · MT4 EURUSD M5… AI 测评｜QuantTester
Tree Of Life V4.14 · MT4 EURUSD M5 报告：收益 -20.8%、回撤 37.35%、PF 0.72、159 笔交易。AI 风险解读。
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: High-Risk Grid / Blown Account. Classified as High-Risk Grid / Blown Account: The EA generated 82.39% winning trades but suffered 4 close-at-stop forced liquidations on 2026-11-03 totaling -$4,643.46, erasing all prior gains and ending with a net loss of -$2,079.18 (-20.79%) and a 56.04% maximum drawdown; the asymmetric payoff (average win $41.15 vs average loss -$266.79, payoff ratio 0.15) and complete loss of capital protection confirm the account is unviable for live deployment.
Darwinex 集中度压力测试 (Top 5% Windfall Dependence Test)
剔除排名前 8 笔（5%）极端盈利单后：毛利占比 29.62%，剩余净利润 $-3,676.00，剩余 PF 0.51。
数据透明度与环境说明
- MT4/MT5: MT4
- 品种: EURUSD
- 周期: M5
- 总净利润: $-2,079.22
- 总收益率: -20.8%
- 最大回撤: 37.35%
- 总交易笔数: 159
- 盈利因子 (PF): 0.72
AI 识别的核心高危漏洞清单
- Detected 4 close-at-stop forced liquidations: clear evidence of a blown account / Stop Out
- Forced Liquidation / Capital Depletion: On 2026-11-03 at 23:58, four positions closed via stop out with losses of -$1,084.73, -$1,143.68, -$1,190.61, and -$1,224.44 (total -$4,643.46), reducing the balance from $12,564.28 to $7,920.82; this demonstrates a structural absence of hard stop-loss protection and terminal margin call, rendering the strategy unviable for live capital.
- Payoff Asymmetry Fragility: With an 82.39% win rate but an average win of $41.15 versus an average loss of $266.79 (payoff ratio 0.15), a single loss event erases dozens of small wins; the arithmetic expectancy is deeply negative (expectancy per trade -$13.08), and the high win rate provides no capital preservation.
- Outlier Dependency / Return Consistency Defect: The top 5% of trades (8 trades) account for 29.62% of gross profit; excluding them, residual net profit falls to -$3,676 with a PF of 0.51, indicating that even the winning streak depends on a small number of outsized gains rather than a durable systematic edge.
- Momentum Decay / Alpha Stagnation: The equity curve peaked near $12,564 on 2026-10-26, then collapsed 37% to $7,920.82 within eight days, exhibiting a broken quote shape and complete loss of momentum without recovery; the strategy cannot be considered investable.
- Risk Stability Breakdown / Loss Escalation: The final four stop-out losses (-$1,084 to -$1,224 each) are dramatically larger than the historical average loss (-$266.79), evidencing loss escalation under stress and uncontrolled exposure when the market moved adversely.
客观数学打分明细
- 【Baseline】Starts at 50 pts neutral baseline
- -45 pts / Forced Liquidation (Stop Out): Detected 4 close-at-stop/margin call liquidations, triggering hard safety floor Grade E
- Final Strategy Safety Score: 5 pts (Grade E).
下一步行动与优化建议
- Obtain the full MT4 Strategy Tester report with complete trade entry/exit pairing, including open times, order tickets, and direction, to verify whether a grid or averaging-down mechanism was used.
- Re-run the backtest using a higher-quality historical data feed (e.g., >99% history quality) to reduce mismatched chart errors and improve tick-level fidelity.
- Conduct a detailed stress test focusing on the final liquidation event to determine whether any stop-loss or margin call level was breached; if not, define and enforce a hard stop-loss for each position.
- Evaluate alternative position sizing and risk management rules that cap maximum loss per trade to a fraction of equity, given the observed payoff asymmetry.
- Perform forward testing on a demo account with realistic slippage and commission to validate whether the small average win can survive real execution costs.
关于本报告的关键质询与答疑 (Q&A About This Report)
Why does the strategy have a Grade E despite an 82.39% win rate?
The grade is driven by catastrophic downside risk: four stop-out liquidations on 2026-11-03 caused losses exceeding $1,000 each, erasing all prior gains and resulting in a net loss of $2,079.18. With an average win of $41.15 against an average loss of $266.79 (payoff ratio 0.15), a single large loss negates dozens of small wins, rendering the strategy's expectancy deeply negative and the account unviable.
The equity curve was steadily rising until late October 2026; what caused the sudden collapse?
On 2026-11-03 at 23:58, four positions closed at stop-out with losses of -$1,084.73, -$1,143.68, -$1,190.61, and -$1,224.44, totaling -$4,643.46. These losses reduced the balance from $12,564.28 to $7,920.82, a 37% decline in a single event. This demonstrates that the strategy lacked effective stop-loss control or sufficient margin buffer to withstand a sudden adverse move.
What do the simultaneous close timestamps and equal prices suggest about the strategy's mechanics?
The parsed trade rows show multiple exits at identical timestamps and prices (e.g., four stop-outs at 2026-11-03 23:58 with the same close price of 1.11912). Without paired entry tickets, this cannot be definitively attributed to a grid or basket, but it is consistent with multi-position exposure or a tiered entry structure that was liquidated together when the account hit a stop-out threshold.
How reliable are the backtest results given the data quality indicators?
The backtest used 'Every tick' modeling but had a history quality of 66.73% and 12 mismatched charts errors, which may affect the accuracy of simulated order execution and price alignment. These limitations reduce confidence in the exact metrics, but the hard evidence of forced liquidation and the payoff asymmetry remain severe regardless of data quality; the strategy safety grade is based on those deterministic outcomes.
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.