12 Backtests of Our Listed EAs Sorted by Win Rate: The Three Highest Win Rates Carry the Three Deepest Drawdowns

Win rate is the first number most buyers look at. We took the published backtests of the EAs we currently list on the Market and sorted them by win rate, lowest first: 12 tests covering 11 products (one EA appears on two symbols). Two listed EAs are not in the table: one because its figures are being re-measured, one because we do not have a comparable single report for it. Every row carries the maximum equity drawdown of the same test.

EA | Win rate | Profit factor | Max equity drawdown | Trades

Megamax Donchian Trend (EURJPY) | 25.22% | 1.51 | 17.66% | 571

Atlas Diversified Trend Portfolio | 33.19% | 1.48 | 19.74% | 1,193

Donchian Trend Engine (free) | 34.55% | 1.50 | 10.34% | 631

Megamax Donchian Trend (USDJPY) | 34.98% | 1.55 | 16.27% | 629

Monthly Burst USDJPY | 37.56% | 1.50 | 11.73% | 639

Ethereum Trend Follower (v1.55, Aggressive) | 38.3% | 2.83 | 17.1% | 154

Overdrive Usdjpy Aggressive | 41.16% | 1.33 | 29.37% | 877

Trinity Multi Asset Trend | 42.42% | 1.79 | 14.44% | 389

Bitcoin Comet Trend Follower | 46.09% | 2.19 | 18.17% | 128

Nasdaq Dip Buyer | 61.11% | 1.69 | 32.63% | 54

Audcad Peace Mean Reversion | 74.11% | 1.53 | 36.18% | 5,404

Gold King Breakout Grid | 83.06% | 4.67 | 42.75% | 2,834

- The three highest win rates (61.11%, 74.11%, 83.06%) are also the three deepest drawdowns in the table (32.63%, 36.18%, 42.75%).

- The five lowest win rates (25.22% to 37.56%) all sit at a profit factor between 1.48 and 1.55, with drawdowns from 10.34% to 19.74%. Losing two trades in three did not mean a deeper drawdown. In this set it meant a shallower one.

- A 74.11% win rate with profit factor 1.53 and a 25.22% win rate with profit factor 1.51 are, by profit factor, the same result. The drawdowns are 36.18% and 17.66%.

EA | Win rate | Average win | Average loss | Longest losing streak in the test

Megamax Donchian Trend (EURJPY) | 25.22% | 1,140.53 | 255.23 | 17 trades

Audcad Peace Mean Reversion | 74.11% | 52.14 | 97.42 | 22 trades

The 25% system makes about 4.5 times its average loss when it wins. The 74% system loses almost twice its average win when it loses. And the detail that surprises people: the EA that wins three trades in four had the longer losing streak, 22 in a row against 17. A high win rate did not protect against a long run of losses; in a grid they arrive together.

- These are EAs we chose to keep on sale. Tests we were less happy with are not here, so this is a survivor set and it contains no losing test. Do not read "all twelve are profitable" as evidence of anything.

- The tests differ in symbol, period, length, tick model and risk preset. The row order is by win rate only; it is not a ranking.

- All of it is historical simulation. None of these rows is a live record.

When a product page leads with win rate, look for two other numbers from the same test before anything else: the average loss next to the average win, and the maximum equity drawdown. If the page shows win rate and nothing about drawdown, you have been shown the least informative of the three.

The two EAs in this article: Megamax Donchian Trend https://www.mql5.com/en/market/product/181838 · Gold King Breakout Grid https://www.mql5.com/en/market/product/180879