Backtest Report · MT5 Strategy Tester

Range Breakout
Fusion

Complete Strategy Tester output from MetaTrader 5. Every trade, every month — six years of multi-symbol M30 data at 99% tick quality. Trades XAUUSD, USDJPY, and BTCUSD simultaneously from a single chart.

Period: 2020.01 – 2026.05 Symbols: XAUUSD · USDJPY · BTCUSD · M30 Deposit: €2,000 Risk mode: 0.5% per trade Tick quality: 99% Broker: IC Markets Raw
Net Profit
€23,939
on €2,000 · 6 years
Profit Factor
1.27
Gross profit / loss
Sharpe Ratio
3.21
Risk-adjusted return
Max Drawdown
6.83%
Equity drawdown
[ 01 ] Summary

Full performance metrics

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

Strategy Tester Report · Range Breakout Fusion
2020.01.01 – 2026.05.29 · XAUUSD+USDJPY+BTCUSD · M30
Win Rate
46.6%
Total Trades
4,820
Recovery Factor
13.22
LR Correlation
0.94
Avg Win
€50.54
Avg Loss
€34.83
Long Win %
46.6%
Short Win %
Multi-symbol
[ 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.

25002000150010005000-5002020202120222023202420252026
Profitable month Losing month
[ 03 ] Annual

Year by year performance

Every year was profitable. 2024 and 2025 were exceptional — gold, yen volatility, and crypto all moved strongly, rewarding the multi-symbol diversification approach.

2020+€1,3082021+€1,4962022+€2,4602023+€1,0502024+€6,8022025+€7,2022026+€3,618
[ 04 ] Statistics

Detailed trade statistics

Profitability
Gross profit€124,397
Gross loss-€100,458
Net profit€23,939
Expected payoff€4.97 / trade
Largest winning trade€761.74
Largest losing trade-€129.66
Risk & Drawdown
Max equity drawdown6.83%
Max balance drawdown5.22%
Max consecutive losses12 trades
Max consecutive wins13 trades
Margin levelN/A
Recovery factor13.22
Trade Frequency
Total trades4,820
Long trades (won %)2,247 (46.6%)
Short trades (won %)Multi-symbol mix
Avg holding time9h 45m
Min holding timeVariable
Max holding time~80 hours
Quality Indicators
History quality99%
Tick data points~45,000,000
Sharpe ratio3.21
LR correlation0.94
MFE correlation0.85
Bars tested~580,000
[ 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: of current account balance per trade. Lot size is calculated fresh each trade — 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: Jun 2020 (−€33), Aug 2021 (−€82), Jul 2022 (−€193), Aug 2023 (−€370), Apr 2026 (−€922). Martingale systems do not produce isolated red months — they accumulate hidden risk until a margin call wipes the account.
  • Maximum consecutive losses: 12 trades in a row. The account absorbed this without any escalation in position sizing, and recovered through normal win-rate reversion.
  • The consistent equity curve reflects diversification across three uncorrelated symbols (XAUUSD, USDJPY, BTCUSD) running simultaneously. When one symbol drawsdown, others compensate — this is portfolio diversification, not hidden risk.
⚠ 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.

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