Vigorous EA · MetaTrader 5 EURUSD… AI Review | QuantTester
Vigorous EA · MetaTrader 5 E: return -3.0%, DD 8.22%, PF 0.51, 111 trades. Read the review.
Strategy Safety Grade: E (5 / 100) · High Risk Alert
Trading risk analysis result
Strategy Type: Forced Liquidation (Stop Out). Classified as Forced Liquidation (Stop Out): This H1 EURUSD backtest of Vigorous EA shows a 77.5% win rate but a profit factor of 0.51 and a -3.04% net return, culminating in nine close-at-stop forced liquidations on 2026-11-05 that erased 60% of gross profit in a single event, demonstrating a structurally fragile grid-based system that holds adverse positions without effective stop-loss protection.
Darwinex 集中度压力测试 (Top 5% Windfall Dependence Test)
剔除排名前 6 笔（5%）极端盈利单后：毛利占比 70.21%，剩余净利润 $-526.57，剩余 PF 0.15。
Data transparency & Environment
- MT4/MT5: MetaTrader 5
- Symbol: EURUSD
- Timeframe: 1 Hour (H1) 2025.08.
- Net profit: $-304.20
- Return: -3.0%
- Max drawdown: 8.22%
- Total Trades: 111
- Profit Factor (PF): 0.51
Critical Algorithmic Vulnerabilities
- Detected 9 close-at-stop forced liquidations: clear evidence of a blown account / Stop Out
- Tail Risk Concentration: The top 5% of trades (6 rows) account for 70.21% of gross profit; excluding them leaves a net loss of -$526.57 and profit factor 0.15, indicating expectancy is driven by a few outliers rather than a systematic edge.
- Downside Exposure: Nine positions were closed at stop on 2026-11-05, producing losses of -$130.16, -$131.87, -$89.24, and -$90.98 in a single event. These losses dwarf the average win of $3.68, demonstrating asymmetric downside risk and ineffective stop-loss discipline.
- Payoff Asymmetry: With a payoff ratio of 0.15 and a 77.5% win rate, the strategy relies on frequent small wins but suffers catastrophic losses when trends reverse, as evidenced by the single-event loss exceeding 60% of gross profit.
- Drawdown and Recovery: Maximum drawdown reached 8.22%, but the final stop-out event caused a sharp equity decline from $10,222 to $9,695, illustrating vulnerability to sudden adverse moves.
- Sizing and Grid Exposure: Average lot size increased from 0.02 to 0.12 before the stop-out, suggesting uncontrolled position scaling that amplified losses without a corresponding increase in stop-loss protection.
Score Breakdown Details
- [Base Score] All valid reports start at 50 points (neutral base)
- -45 pts [Stop-Out Meltdown] Broker close-at-stop/margin call detected, veto capped at 5 pts (Grade E)
- Final Strategy Safety Score: 5 / 100 (Grade E).
Recommended Next Actions
- Obtain complete trade history with entry timestamps and paired tickets to reconstruct grid progression and exposure.
- Verify whether stop-loss orders were set on each position and at what levels.
- Conduct stress testing with wider spreads and slippage to assess robustness of the grid logic.
- Review risk management parameters (iRisk, iGridStep, iGridLevels) to cap maximum exposure per grid cycle.
- Implement a hard equity stop-out limit and reduce maximum position size to align with risk tolerance.
Q&A About This Report (Quant Due Diligence)
Why did the strategy receive a safety score of 5 and Grade E?
The score is driven by the forced liquidation event on 2026-11-05, where nine positions were closed at stop with losses including -$131.87 and -$130.16, erasing over 60% of accumulated gross profit. This indicates a structural failure in downside protection and violates the minimum safety criteria, capping the score at 5.
Despite a 77.5% win rate, why is the profit factor only 0.51?
The high win rate is achieved with very small average wins ($3.68) relative to large losses (average loss -$24.84), yielding a payoff ratio of 0.15. The nine stop-out losses in the final event alone totaled over $500, overwhelming the cumulative gains from winning trades and resulting in a net loss.
Is the strategy dependent on a few large winning trades?
Yes. The top 5% of trades (6 out of 111) account for 70.21% of gross profit. Excluding these, the remaining trades produce a net loss of -$526.57 and a profit factor of 0.15, demonstrating that the strategy's positive expectancy is entirely reliant on a small number of outlier wins rather than a consistent edge.
What does the 'close at stop' event indicate about risk management?
The simultaneous closure of nine positions at stop on 2026-11-05 with losses exceeding $500 indicates that stop-loss orders were either absent, too wide, or overridden by the grid logic, allowing losses to compound until forced liquidation. The maximum single loss of -$131.87 is 86 times the median loss, confirming unbounded tail 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.