MonDip long · MT5 UK100 H1 Backtest AI 测评｜QuantTester
MonDip long · MT5 UK100 H1 Backtest 报告：收益 7.3%、回撤 7.77%、PF 1.44、35 笔交易。AI 风险解读。
策略安全信用评级: B (60 / 100) · 常态中性 (Moderate)
交易风险分析结果
The MonDip long UK100 H1 backtest shows a modest +7.30% return with a 7.77% maximum drawdown and PF 1.44 over 35 trades, but small-sample and profit-concentration concerns limit confidence.
数据透明度与环境说明
- MT4/MT5: MT5
- 品种: UK100
- 周期: H1
- 总净利润: $730.11
- 总收益率: 7.3%
- 最大回撤: 7.77%
- 总交易笔数: 35
- 盈利因子 (PF): 1.44
AI 识别的核心高危漏洞清单
- Small sample: only 35 closed trades across 630 calendar days; statistical confidence in the 62.86% win rate and PF 1.44 is limited.
- Profit concentration: top 2 trades contribute 30.63% of gross profit; without them, remaining net profit is -4.55 and remaining PF is 1.00.
- All parsed rows are sell/out, so direction bias or hedging behavior cannot be verified from the normalized close-only rows.
客观数学打分明细
- Verified positive: 35 parsed closed rows, net profit 730.11 on 10,000 capital (+7.30%), profit factor 1.44, win rate 62.86%.
- Verified negative: small sample of 35 closed trades over a 630-day period (2025-01-09 to 2026-10-01).
- Verified concentration: top 1 trade accounts for 17.49% of gross profit; removing it drops remaining profit factor to 1.19.
- Verified concentration: top 2 trades account for 30.63% of gross profit; remaining net profit becomes -4.55 with profit factor 1.00.
- Verified drawdown: max drawdown 7.77%, balance range approximately 9,967 to 11,582 mid-period, within normal bounds for this strategy.
- Positive: fixed size 1 lot across all rows suggests no compounding, doubling, or martingale-like escalation is evident in the parsed rows.
- Pending: no commission, swap, or spread cost is present in report_context, so cost sensitivity cannot be assessed from this backtest.
下一步行动与优化建议
- Obtain paired entry/exit ticket data to verify trade direction, entry timing, and whether any exit is a trailing-stop style positive s/l.
- Rerun the backtest with commission, swap, and realistic spread settings to assess net-of-cost performance.
- Extend the sample period or combine with additional out-of-sample data to test whether the win rate and profit factor hold beyond 35 trades.
- Run a forward Demo test on the same symbol and period to compare live execution against the backtest's fixed-size assumptions.
- Review the top 2 trades to understand whether their outsized contribution reflects a repeatable edge or a one-off event.
关于本报告的关键质询与答疑 (Q&A About This Report)
How much of the reported profit comes from the largest trades?
The top 1 trade accounts for 17.49% of gross profit, and the top 2 trades account for 30.63%. Removing the top 2 trades leaves net profit at -4.55 and a remaining profit factor of 1.00, so the overall return is concentrated in a small number of trades.
Is the trailing-stop style of exits visible in this report?
All parsed rows are close-only sell/out records with no entry tickets, so exit style cannot be identified. Some stop-loss exits show positive profit, which is typical of a trailing stop or breakeven stop, but the supplied evidence does not confirm the mechanism.
How reliable is the 97% History Quality for this backtest?
The report states 97% History Quality with 2,321,739 ticks over 10,239 bars. No explicit tester warnings or error flags are present, so the quality figure indicates substantial but not perfect modelled tick coverage; it does not by itself establish statistical reliability of the 35-trade sample.
Does the report include commission, swap, or spread costs?
No commission, swap, or spread cost fields appear in report_context. The +7.30% return and 1.44 profit factor are therefore gross-of-cost figures, and net performance after trading costs cannot be determined from this evidence.
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.