Tree Of Life V4.14 · MetaTrader 5… AI 测评｜QuantTester
Tree Of Life V4.14 · MetaTrader 5 E 报告：收益 -20.8%、回撤 56.04%、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: Forced Liquidation (Stop Out). Classified as Forced Liquidation (Stop Out) with tiered-basket entry mechanics: despite an 82.4% win rate, the strategy produced a 0.72 profit factor, a realized payoff ratio of 0.15, a 56.04% maximum drawdown and four close-at-stop liquidations on 2026-11-03 that cut the account from 12,564 to 7,921, demonstrating structurally unviable downside protection and terminal capital impairment.
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: MetaTrader 5
- 品种: EURUSD
- 周期: 5 Minutes (M5) 2026.
- 总净利润: $-2,079.18
- 总收益率: -20.8%
- 最大回撤: 56.04%
- 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
- [Rs Risk Stability / Stop-Loss Drift] Terminal loss acceleration: the final four closed rows on 2026.11.03 terminated at -1084.73, -1143.68, -1190.61 and -1224.44 against a median loss of 112.40 (max/median = 10.89, pattern unbounded_tail), showing that loss termination levels were not enforced and the largest single position erased roughly 12% of opening capital in one close.
- [La Loss Aversion / Payoff Asymmetry Fragility] With an 82.4% win rate but gross profit 5,390.94 against gross loss 7,470.16, average winners of 41.15 must be outweighed by average losers of -266.79 (payoff 0.15); a single adverse sequence of four simultaneous closes wiped 4,643.46, more than the entire 2,564.28 peak-to-peak gain accumulated over ten months.
- [R+ Return Consistency / Outlier Dependency] The top 5% of trades (8 rows) account for 29.62% of gross profit; removing them leaves residual net profit of -3,676 and residual PF 0.51, demonstrating that the strategy's thin gross edge is not systematic and cannot survive normal outliers being removed.
- [D-Score Quote Shape / Protracted Drawdown] The equity peak of 12,642.75 (2026.07.20) was not sustained; the final close sequence took the balance to 7,920.82, a 56.04% maximum drawdown versus the 10,000 capital base, producing a deeply negative return-to-drawdown profile.
- [Execution Feasibility] The strategy is run on M5 with fixed 50-point take profits against a no-stop-loss configuration (SLType 0, StopLoss 0) and UseMartingale true with a 1.1 lot multiplier; without verified live broker execution, these settings imply open exposure per cluster of up to 4 orders with no hard downside cutoff other than broker liquidation.
客观数学打分明细
- [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).
下一步行动与优化建议
- Repair the mismatched-chart errors and rerun on the intended EURUSD M5 history, recording the resulting modelling quality before drawing any further performance inference.
- Export a trade report containing paired entry tickets, open timestamps and direction to verify whether the repeated same-close-timestamp rows form one basket or independent strategies.
- Configure and test an explicit hard stop-loss and remove UseMartingale or cap the per-cluster exposure to one position, then re-measure drawdown and payoff ratio.
- Re-run with realistic commission, swap and spread-widening assumptions to test whether the 0.72 profit factor collapses further under real costs.
- Forward-test on a demo or micro-live account with a defined equity floor and per-cluster risk ceiling before any capital allocation is considered.
关于本报告的关键质询与答疑 (Q&A About This Report)
Why is this strategy rated Grade E rather than being judged on its 82.4% win rate?
The rating is driven by the 56.04% maximum drawdown against the 10,000 capital base and, critically, by four close-at-stop liquidations on 2026.11.03 23:58 at -1084.73, -1143.68, -1190.61 and -1224.44, which cut the balance from 12,564.28 to 7,920.82. A high win rate does not offset a terminal loss event of that size; realised payoff ratio is only 0.15 (average win 41.15 vs. average loss -266.79).
Why did the account lose 20.79% overall when it was still near its peak in late October?
The curve peaked at 12,642.75 on 2026.07.20 and touched 12,564.28 in late October, but the final close sequence produced a single-episode drawdown of 4,643.46, larger than the entire peak-to-peak gain accumulated since January. The design's take-profit profile (50-point target, no fixed stop-loss per the parameters) gives many small gains and occasional oversized losses, which is the classic loss-asymmetry fragility.
What role does the top-of-book profit concentration play in the assessment?
Removing the top 5% of trades (8 rows, 29.62% of gross profit) leaves residual net profit at -3,676 and residual PF at 0.51, so the strategy does not retain positive expectancy after excluding its best trades. This is a structural outlier-dependency issue, not a modest statistical wobble.
Does the 56.04% drawdown reflect a single event or a recurring pattern?
It is measured as one maximum-statistic episode: the 56.04% maximum drawdown is calculated from the reported metrics, and the terminal four-row close sequence is the verified event that took the balance to 7,920.82. Further drawdown-episode decomposition would require an equity-curve export, which the supplied data does not include.
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.