We Ranked 11 Backtests of Our Listed EAs by Profit Factor, Then by Recovery Factor. The Top Three Do Not Overlap

Profit factor is the headline number on most EA pages, including ours. The MT5 report prints another one a few lines below it that almost nobody quotes: recovery factor, net profit divided by the maximum equity drawdown in money. We sorted the backtest reports of the EAs we currently list both ways: 11 reports covering 10 products (one EA appears on two symbols).

PF rank | EA | Profit factor | Max equity drawdown | Recovery factor | RF rank

1 | Gold King Breakout Grid | 4.67 | 42.75% | 3.75 | 9

2 | Bitcoin Comet Trend Follower | 2.19 | 18.17% | 5.61 | 6

3 | Trinity Multi Asset Trend | 1.79 | 14.44% | 6.54 | 4

4 | Nasdaq Dip Buyer | 1.69 | 32.63% | 1.89 | 11

5 | Megamax Donchian Trend (USDJPY) | 1.55 | 16.27% | 6.64 | 3

6 | Audcad Peace Mean Reversion | 1.53 | 36.18% | 3.40 | 10

7 | Megamax Donchian Trend (EURJPY) | 1.51 | 17.66% | 5.46 | 7

8 | Donchian Trend Engine (free) | 1.50 | 10.34% | 7.53 | 1

9 | Monthly Burst USDJPY | 1.50 | 11.73% | 6.86 | 2

10 | Atlas Diversified Trend Portfolio | 1.48 | 19.74% | 6.17 | 5

11 | Overdrive Usdjpy Aggressive | 1.33 | 29.37% | 4.31 | 8

Two rows tie at profit factor 1.50; their order is arbitrary.

By profit factor, with the maximum equity drawdown in brackets: Gold King Breakout Grid 4.67 (42.75%), Bitcoin Comet Trend Follower 2.19 (18.17%), Trinity Multi Asset Trend 1.79 (14.44%).

By recovery factor, drawdown in brackets: Donchian Trend Engine (free) 7.53 (10.34%), Monthly Burst USDJPY 6.86 (11.73%), Megamax Donchian Trend (USDJPY) 6.64 (16.27%).

No EA is on both lists. The best recovery factor of the eleven belongs to our free EA, whose profit factor of 1.50 is in the bottom half, with a 10.34% drawdown.

- Gold King Breakout Grid: first by profit factor at 4.67, ninth by recovery factor at 3.75. The reason is in the next column: 42.75% maximum equity drawdown in that test.

- Nasdaq Dip Buyer: fourth by profit factor at 1.69, last by recovery factor at 1.89, with a 32.63% drawdown over 54 trades.

- Atlas Diversified Trend Portfolio: tenth by profit factor at 1.48, fifth by recovery factor at 6.17, with a 19.74% drawdown. An unimpressive headline number sitting on one of the better ratios of profit to pain.

Profit factor is gross profit over gross loss. It says nothing about the order the trades came in, so it cannot see a drawdown. A system with few, large, clustered losses can keep a high profit factor while the equity curve drops by a third. Recovery factor is built from the drawdown, so it can.

- It grows with the length of the test. These tests run from seven years to twelve, so the column is not a fair race.

- It grows with compounding. A test with percentage risk over many years piles up net profit faster than its drawdown in money.

- The tests were run on different risk presets, and both numbers move with the preset.

So we are not proposing recovery factor as the better single number. The point is narrower: sorting by either number alone would have hidden something a buyer would want to know.

Ethereum Trend Follower is left out. Its current version (v1.55) has a published profit factor of 2.83 with a 17.1% maximum equity drawdown over 154 trades at the Aggressive preset, but we have not published a recovery factor for that test, and we did not want to mix in an older report. Two more listed EAs are absent: one is being re-measured and one has no comparable single report.

Open the full report, not the summary line. Read profit factor, then the maximum equity drawdown, then recovery factor, and check the trade count, the period and the risk preset before comparing any of them across two products. All of the above is historical simulation of our own EAs, a set we chose to keep on sale, and not a live record.

The two EAs in this article: Gold King Breakout Grid https://www.mql5.com/en/market/product/180879 · Atlas Diversified Trend Portfolio https://www.mql5.com/en/market/product/182751