All Blogs / My Trading

MSX AI Multi Symbol Scalper v2.10 — US500 M5 Strategy Tester Report | August 2026

20 September 2026, 02:46

US500 M5 Historical Strategy Tester Study

This report documents an August 2026 historical Strategy Tester study of MSX AI Multi Symbol Scalper v2.10 on US500, M5.

The test was performed using MetaTrader 5's Every tick based on real ticks modelling with a $1,000 initial deposit.

The broker/tester symbol used in the Strategy Tester is US500_x100.

The report is intended as a documented historical reference that allows visitors to examine the configuration, tester statistics and trading behavior for this individual symbol.

1. Test Configuration

Parameter	Configuration
EA	MSX AI Multi Symbol Scalper v2.10
Symbol	US500_x100
Report Symbol	US500
Timeframe	M5
Test Period	01–31 August 2026
Initial Deposit	$1,000
Leverage	1:100
Modelling	Every tick based on real ticks
Forward Testing	No
Execution Delay	88 ms
Optimization	Disabled
Trade Direction	BUY + SELL
History Quality	96%
Bars	5,540
Ticks	2,843,906
Symbols	1

2. Key Trading & Risk Configuration

Trading Direction

Trade Both Side = Enabled
BUY Only = Disabled
SELL Only = Disabled
One Trade per Trend = Enabled
Hard Reversal Exit = Enabled
Soft Reversal Exit = Disabled
Pullback Re-Entry = Disabled
Trade Only at New Trend Birth = Disabled

Lot & Risk

Lot Sizing Mode = Risk Percentage
Risk per Trade = 4.5%
Legacy Maximum Lot Cap = 0.05
Maximum Spread Filter = Enabled
Maximum Allowed Spread = 52 points
Maximum Slippage = Enabled
Maximum Slippage = 5 points

Margin & Per-EA Capital Allocation

Free Margin Reserve = 33.33%
Minimum Projected Margin Level = 200%
Per-EA Capital Limit = Enabled
Percentage Capital Limit = Enabled
Capital Allocation = 20%
Excessive Adaptive Lot Reduction Block = Enabled
Maximum Adaptive Lot Reduction = 75%

The capital-allocation setting is part of the trade-eligibility and adaptive margin-control process rather than a separate cash balance permanently assigned to the symbol.

3. Trend & Hard Reversal Exit Configuration

Trend Engine

HMA Period = 18
HMA Smoothing = 5
DSHA Period = 1
Heikin Ashi Source = Enabled
Heikin Ashi Source Price = Weighted Price
SuperTrend ATR Period = 10
SuperTrend ATR Multiplier = 3.0
SuperTrend Source Price = Weighted Price
ATR Spike Filter = Enabled
ATR Spike Threshold = 3.0
Trend Strength Calculation = Enabled
Minimum Reversal Strength = 0.9

Hard Reversal Exit

Hard Reversal Exit HMA Period = 18
HMA Smoothing = 5
Exit DSHA Period = 1
Heikin Ashi Exit Source = Enabled
Exit Heikin Ashi Source Price = Weighted Price
Exit SuperTrend ATR Period = 10
Exit SuperTrend ATR Multiplier = 3.0
Exit Source Price = Weighted Price
Exit ATR Spike Filter = Enabled
Exit ATR Spike Threshold = 3.0
Reversal Strength Filter = Enabled
Minimum Exit Reversal Strength = 0.5

The dedicated Hard Reversal Exit uses its own exit configuration rather than simply relying on the Entry configuration.

4. Stop Loss, Take Profit & Partial Profit

ATR-Based Stop Loss / Take Profit

ATR-Based SL/TP = Enabled
ATR Period = 14
Stop Loss ATR Multiplier = 4.0
Take Profit ATR Multiplier = 100
Fixed SL/TP values are not used when ATR-based SL/TP is enabled.

Multi-Stage Partial Profit Management

Multi-Stage Partial Close = Enabled
Partial Close Trigger = 2% of TP Profit
Maximum Volume Closed per Step = 25%

Local EA Capital Protection

Per-Trade Loss Limit = Enabled
Maximum Loss per Trade = 3%
Local Daily Loss Limit = Disabled
Local Daily Profit Target = Enabled
Local Daily Profit Target = 2.5%
Local Maximum Drawdown = Disabled

Master Account Protection

The account-wide Master Protection switches were disabled for this individual Strategy Tester study:

Account-Wide Daily Loss = Disabled
Account-Wide Daily Profit = Disabled
Account-Wide Drawdown = Disabled

5. Session & Weekend Configuration

Session

Full Fresh Start at Each Enabled Session = Enabled
Block New Trades Near Session End = Enabled
Entry Block Before Session End = 15 minutes
Close Open Position at Session End = Enabled

Tokyo Session

Enabled
Start = 00:10 broker time
End = 20:45 broker time

London, New York and Other Session blocks were disabled for this test.

Weekend Protection

Enabled
Friday Protection Start = 20:45 broker time
Block Entries Before Weekend = 15 minutes
Sunday Trading Resume = 22:10 broker time

6. Note — Understanding the Multi-Symbol Portfolio Architecture

The result shown in this article is an individual US500 historical Strategy Tester result, not a complete multi-symbol portfolio result.

MSX AI Multi Symbol Scalper is designed for flexible single-EA, multi-EA and multi-symbol deployment. Account resources are dynamically managed through features including:

Per-EA Capital Allocation
Free Margin Reserve
Adaptive Margin Control
Projected Margin Level protection
Partial Profit Management

The 20% Per-EA Capital Allocation used in this test should not be interpreted as a permanent cash amount assigned to US500.

In risk-based operation, the EA first calculates an initial position size from current account equity and risk settings. The resulting position is then subject to current margin availability, the configured Free Margin Reserve, Per-EA margin budget, projected Margin Level and adaptive lot-reduction rules.

Partial Profit & Margin Recycling

With Multi-Stage Partial Close enabled, a profitable position can reach the configured Partial Profit Trigger and close a portion of its current volume.

Reducing open volume can reduce the margin occupied by that position. The released margin can subsequently become available to another EA instance when its own complete entry and margin conditions are satisfied.

The operating concept is:

Valid Setup → Margin Check → Position Opened → Partial Profit Event → Partial Volume Reduced → Margin Released → Another Valid Setup May Use Available Margin

Therefore, the Per-EA allocation percentage should not be interpreted as a simple formula for determining the maximum number of EA instances that can participate in a portfolio.

Actual participation depends on current account conditions, open positions, margin requirements, position volumes, broker specifications and configured protection rules.

This US500 test should therefore be viewed as one symbol-level component of the broader MSX AI Multi Symbol Scalper architecture.

Individual symbol results should not simply be multiplied or added together to estimate a complete portfolio result.

7. Strategy Tester Results

Metric	US500 M5 Result
Initial Deposit	$1,000.00
Final Balance	$1,460.03
Net Profit	$460.03
Gross Profit	$823.81
Gross Loss	-$363.78
Profit Factor	2.26
Expected Payoff	$7.19
Recovery Factor	2.92
Sharpe Ratio	16.59
Total Trades	64
Total Deals	94
Profit Trades	54 (84.38%)
Loss Trades	10 (15.62%)
Balance Drawdown Max	$129.07 (10.50%)
Equity Drawdown Max	$157.69 (12.83%)
Largest Profit Trade	$45.27
Largest Loss Trade	-$40.18
Average Profit Trade	$15.26
Average Loss Trade	-$36.38
Maximum Consecutive Wins	15 ($228.80)
Maximum Consecutive Losses	3 (-$113.14)
Average Consecutive Wins	7
Average Consecutive Losses	1

The final balance reported by the Strategy Tester was $1,460.03, from the initial $1,000 deposit.

8. BUY / SELL Activity

The 64 completed trades were distributed between both directions.

Short Trades

Total Short Trades: 30
Winning Short Trades: 83.33%
Losing Short Trades: 16.67%

Long Trades

Total Long Trades: 34
Winning Long Trades: 85.29%
Losing Long Trades: 14.71%

The Strategy Tester report therefore contains activity from both BUY and SELL directions under the configured Trade Both Side mode.

The directional statistics describe this particular August 2026 historical test and should not be interpreted as expectations for future periods.

9. Historical Balance / Equity Curve

The Strategy Tester graph shows the historical balance and equity progression during the August 2026 test period.

The curve contains periods of advance as well as temporary pullbacks before continuing toward the final balance.

The graph should be interpreted together with the numerical Strategy Tester statistics above, particularly the reported balance and equity drawdown figures.

The accompanying deposit-load activity also shows the changing margin usage during the test.

10. Strategy Tester Evidence

The following screenshots document the test environment and configuration.

1. Strategy Tester Settings

US500_x100, M5, 01–31 August 2026, $1,000 deposit, 1:100 leverage, 88 ms execution delay and Every tick based on real ticks.

[Insert: US500 Strategy Tester Settings Screenshot]

2. Backtest Results

Complete MetaTrader 5 Strategy Tester result summary showing the historical performance statistics.

[Insert: US500 Backtest Results Screenshot]

3. EA Inputs — Trading, Risk & Capital Allocation

The configured trading direction, risk percentage, Free Margin Reserve, Per-EA Capital Allocation and adaptive margin settings.

[Insert: US500 Inputs Screenshot 1]

4. EA Inputs — Trend, Reversal, SL/TP & Partial Profit

The configured trend engine, Hard Reversal Exit, ATR Stop Loss/Take Profit and Multi-Stage Partial Profit settings.

[Insert: US500 Inputs Screenshot 2]

5. EA Inputs — Local Protection, Sessions & Weekend Protection

The configured local capital protection, session and weekend settings.

[Insert: US500 Inputs Screenshot 3]

6. Tester Journal

Selected Strategy Tester journal records showing the trading activity and final test status.

[Insert: US500 Strategy Tester Journal Screenshot]

11. Reproduce the Test

Visitors can reproduce this historical study by entering the documented settings into the MetaTrader 5 Strategy Tester.

The screenshots in this article provide additional reference for the configuration.

The corresponding Default .SET file can also be requested through MQL5 Private Chat and is provided free of charge.

Users should remember that their reproduced result can differ if their broker's symbol specification, historical data, spread conditions or other tester environment differs from the documented test environment.

12. 12-Symbol Strategy Tester Analysis Series

This US500 report is one individual study within the broader:

MSX AI Multi Symbol Scalper — 12-Symbol Strategy Tester Analysis Series

The series provides symbol-by-symbol historical studies across different markets and asset classes rather than attempting to combine individual reports into a single portfolio result.

The planned series includes:

BTCUSD — Cryptocurrency
XAUUSD — Gold
EURUSD — Forex
GBPUSD — Forex
USDJPY — Forex
US30 — Index
NAS100 — Index
US500 — Index
USOIL — Commodity
GER40 — Index
UK100 — Index
XAGUSD — Silver

Each report documents its own symbol, timeframe, configuration and historical Strategy Tester environment.

13. Historical Study Disclosure

This article presents a historical MetaTrader 5 Strategy Tester study of MSX AI Multi Symbol Scalper v2.10 on US500 M5 for the documented August 2026 test period.

The result is not a live trading statement, broker account record, guarantee, prediction or representation of future performance.

A single-symbol test should not be interpreted as a complete multi-symbol portfolio result, and individual symbol results should not simply be multiplied or added to estimate portfolio performance.

Actual trading results may differ because of execution conditions, spread, commission, slippage, liquidity, broker specifications, account conditions, historical data differences and future market behavior.

At a Glance

Symbol: US500_x100
Report Symbol: US500
Timeframe: M5
Period: August 2026
Initial Deposit: $1,000
Final Balance: $1,460.03
Net Tester Profit: $460.03
Profit Factor: 2.26
Total Trades: 64
Profit Trades: 84.38%
Maximum Equity Drawdown: 12.83%
History Quality: 96%
Modelling: Every tick based on real ticks
Trade Direction: BUY + SELL
Risk per Trade: 4.5%
Per-EA Capital Allocation: 20%
Partial Profit Management: Enabled
Hard Reversal Exit: Enabled

This is a historical test. Study the complete configuration and statistics before drawing your own conclusions.