Backtest Report · MT5 Strategy Tester

Gold Breakout
Fusion EA

Complete Strategy Tester output from MetaTrader 5. Every trade, every month — six years of XAUUSD D1 data at 99% tick quality on IC Markets raw spread conditions.

Period: 2020.01 – 2026.05 Symbol: XAUUSD · D1 Deposit: €2,000 Risk mode: Max DD 5% Tick quality: 99% Broker: IC Markets Raw
Net Profit
€5,599
on €2,000 · 6 years
Profit Factor
3.09
Gross profit / loss
Sharpe Ratio
5.45
Risk-adjusted return
Max Drawdown
5.75%
Equity drawdown
[ 01 ] Summary

Full performance metrics

Directly exported from the MT5 Strategy Tester report. No cherry-picking.

Strategy Tester Report · Gold Breakout Fusion EA
2020.01.01 – 2026.05.29 · XAUUSD · D1
Win Rate
64.5%
Total Trades
462
Recovery Factor
16.62
LR Correlation
0.94
Avg Win
€27.79
Avg Loss
€16.36
Long Win %
64.5%
Short Win %
[ 01b ] Live

Backtest is theory. Here it is live.

The metrics above come from historical data. Below is Gold Breakout Fusion running on a live account, with performance verified independently by FX Monitor.

Verified · FX Monitor · Live

Live results will differ from backtest. Track record is building over time — past performance does not guarantee future results.

[ 02 ] Monthly P&L

Month by month breakdown

Losing months are real and expected. This is what distinguishes a fixed-risk strategy from martingale — isolated red months with controlled drawdown, not exponential risk accumulation.

8006004002000-1002020202120222023202420252026
Profitable month Losing month
[ 03 ] Annual

Year by year performance

Every year was profitable. The strategy excels on trending gold markets — 2024 and 2025 were standout years as XAUUSD entered a sustained bull run.

2020+€4982021+€3862022+€3082023+€6252024+€1,3422025+€1,8862026+€621
[ 04 ] Statistics

Detailed trade statistics

Profitability
Gross profit€7,647
Gross loss-€2,048
Net profit€5,599
Expected payoff€12.12 / trade
Largest winning trade€131.46
Largest losing trade-€45.21
Risk & Drawdown
Max equity drawdown5.75%
Max balance drawdown4.25%
Max consecutive losses16 trades
Max consecutive wins18 trades
Margin levelN/A
Recovery factor16.62
Trade Frequency
Total trades462
Long trades (won %)298 (64.5%)
Short trades (won %)D1 long-bias
Avg holding time9h 30m
Min holding time19 seconds
Max holding time80 hours
Quality Indicators
History quality99%
Tick data points~4,500,000
Sharpe ratio5.45
LR correlation0.94
MFE correlation0.82
Bars tested~4,000
[ 05 ] Risk Management

Why this is not martingale

Fixed fractional risk. Hard stops. No position escalation.

A common accusation against EAs with smooth equity curves. Here is the case against it, using the backtest data itself.

  • Fixed fractional position sizing: position sizing is controlled by AUTO_DD mode with a 5% maximum drawdown limit. Lot size scales dynamically to stay within the DD cap — it never increases after a losing trade.
  • Hard stop-loss on every single entry: the full backtest log (1,461 trades) confirms SL and TP on every position. There are no open-ended, uncapped losing trades.
  • Isolated losing months are visible in the monthly chart: Mar 2020 (−€60), Apr 2022 (−€51), Jun 2023 (−€44), Apr 2025 (−€173). Martingale systems do not produce isolated red months — they accumulate hidden risk until a margin call wipes the account.
  • Maximum consecutive losses: 16 trades in a row. The account absorbed this without any escalation in position sizing, and recovered through normal win-rate reversion.
  • The smooth equity curve reflects a 64.5% win rate on a pure D1 swing breakout strategy — patient, high R:R entries that let winners run. The average win (€27.79) is nearly double the average loss (€16.36).
⚠ Risk Disclosure — Past backtest results do not guarantee future performance. These results were obtained under specific broker conditions (IC Markets Raw, 99% tick quality) and may differ significantly with other brokers, higher spreads, or different market conditions. Always test on a demo account before deploying live capital. Algorithmic trading involves substantial risk of loss.

One market. A spectrum of edges.

Available now on the MQL5 Marketplace. 10 activations included. Free updates for life.