Green Profit gold ea · MT5 XAUUSD… AI Review | QuantTester
Green Profit gold ea · MT5 X: return 48.1%, DD 17.07%, PF 1.24, 352 trades. Read the review.
Strategy Safety Grade: B+ (70 / 100) · Moderate Quality
Trading risk analysis result
Strategy Type: Single-Order Trend / Swing. Classified as Single-Order Trend / Swing: a disciplined, non-averaging system that achieved a 1.24 profit factor and 48.1% net return over 644 days, but its expectancy is structurally dependent on a small set of large trend captures (removing the top 5% of trades yields a -$5,503 net loss and a 0.72 profit factor), and the equity curve has entered a pronounced drawdown stagnation since its June 2026 peak.
Data transparency & Environment
- MT4/MT5: MT5
- Symbol: XAUUSD
- Timeframe: M5
- Net profit: $4,811.52
- Return: 48.1%
- Max drawdown: 17.07%
- Total Trades: 352
- Profit Factor (PF): 1.24
Critical Algorithmic Vulnerabilities
- Outlier Dependency (R+ Return Consistency): The top 5% of trades (18 rows) account for 41.73% of gross profit; excluding them yields a residual net loss of -$5,503.38 and a profit factor of 0.72, demonstrating that the strategy's positive expectancy is concentrated in a handful of large trend captures rather than a broad, repeatable edge.
- Momentum Decay / Drawdown Stagnation (D-Score Quote Shape): The equity curve peaked near $17,719.97 on 2026.06.15 and declined to $14,811.52 by 2026.10.09, a drawdown of approximately 16.4% that has not recovered, indicating a protracted underwater period and weakening momentum in the latter part of the sample.
- Loss Scale Escalation (Rs Risk Stability): Mid-to-late sequence losses cluster between -$140 and -$176.58 (e.g., -$176.58 on 2026.06.16, -$173.25 on 2026.06.18, -$170.39 on 2026.07.24), noticeably wider than the earlier baseline of -$90 to -$120 (e.g., -$97.00 on 2025.01.03, -$91.98 on 2025.01.06), suggesting expanded stop distances or increased absolute risk per trade over time.
- Payoff Asymmetry Fragility (La Loss Aversion): With a 46.59% win rate and a realized payoff ratio of 1.42, the strategy relies on large winners to offset frequent small losses; if the frequency of large trend expansions declines, the arithmetic expectancy can rapidly turn negative, as evidenced by the 0.72 residual profit factor after removing outliers.
- Execution Friction Sensitivity (Execution Feasibility): The backtest reflects a single M5 XAUUSD configuration with 99% history quality but does not document real-world spread, slippage, or latency; the modest average profit per trade (expectancy $13.67) leaves limited margin to absorb institutional friction, and viability outside the tested environment is unverified.
Score Breakdown Details
- 【Baseline】Starts at 50 pts neutral baseline
- +15 pts / Disciplined Single Order: Fixed or proportional lot size with strictly disciplined execution, zero counter-trend averaging down
- +5 pts / Verified Positive Profit Factor: Full-sample PF is 1.24 (net profit 4811.52), demonstrating fundamental positive expectancy
- -15 pts / Negative Expectancy Post-Outliers: PF drops strictly below 1.0 (0.72) after excluding top 5% trades, turning into net loss without windfall luck
- +5 pts / Controlled Drawdown (10%-20%)
- +10 pts / Superior Calmar Ratio: Return-to-drawdown ratio is 2.8 (>= 2.5), generating substantial edge per unit of downside risk
- Final Strategy Safety Score: 70 pts (Grade B+).
Recommended Next Actions
- Obtain a paired-ticket export with entry timestamps and direction for all 352 trades to compute exact holding durations and confirm whether any positions were held simultaneously.
- Run a cost-sensitivity simulation by adding typical XAUUSD commission and slippage assumptions to verify whether the 1.24 profit factor and $13.67 expectancy remain positive after realistic frictions.
- Monitor the current drawdown episode (peak $17,719.97 to $14,811.52) and set a predefined maximum acceptable drawdown threshold for live deployment.
- Conduct a walk-forward or out-of-sample test on a holdout period to assess whether the outlier-driven profit concentration persists in unseen data.
- Verify the broker's stop-loss execution behavior and minimum holding rules to ensure that the controlled loss exits observed in backtesting are achievable live.
Q&A About This Report (Quant Due Diligence)
The strategy achieved a Grade B+ Safety Grade; what are the core strengths and rationale supporting this rating?
The Grade B+ 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.
What does the 0.72 profit factor after excluding the top 5% of trades imply about the strategy's edge?
It indicates that the strategy's profitability is statistically dependent on a small number of large winning trades. Without those outliers, the remaining 334 trades produce a net loss of $5,503.38. This is a classic fat-tail dependency pattern common to trend-following systems, but it means the strategy's edge is not broadly distributed and performance is vulnerable to periods when large trends are absent.
The equity curve reached a peak in June 2026 and has since declined; does this indicate a structural weakness?
The account balance peaked at $17,719.97 on 2026.06.15 and fell to $14,811.52 by 2026.10.09, a decline of roughly 16.4% without a new high. This protracted drawdown stagnation is consistent with a trend-following system experiencing a period of choppy or range-bound markets where large trend expansions are scarce. It does not by itself prove a permanent structural flaw, but it highlights the strategy's sensitivity to market regime shifts.
Given the lack of documented stop-loss settings, how is downside risk controlled?
The trade data shows that losses are consistently contained: the largest single loss was -$176.58, and the average loss was -$105.88. This pattern indicates that each trade exits via a controlled stop mechanism, whether a hard stop-loss, trailing stop, or systematic signal exit. However, the exact parameters are not specified in the report, so the precise stop distance and its consistency across market conditions cannot be independently verified.
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.