The Longest Losing Streak in 11 Backtests of Our Listed EAs Came at a 74% Win Rate: 22 Losses in a Row
13 October 2026, 00:42
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The MT5 report has a line called maximum consecutive losses: the longest run of losing trades in the test. Many buyers assume that a high win rate keeps that run short. We checked the assumption on the backtest reports of the EAs we currently list on the Market: 11 reports covering 10 products (one EA appears on two symbols).
The table
Sorted by win rate, lowest first. The yardstick column is the longest losing streak to expect if the same number of trades with the same win rate came in random order: log(trades x win rate) / log(1 / loss rate). It is a rough guide, not a forecast. The maximum equity drawdown is for the whole test.
EA | Win rate | Trades | Longest losing streak | Random-order yardstick | Streak / yardstick | Max equity drawdown
Megamax Donchian Trend (EURJPY) | 25.22% | 571 | 17 | 17.1 | 0.99 | 17.66%
Atlas Diversified Trend Portfolio | 33.19% | 1,193 | 13 | 14.8 | 0.88 | 19.74%
Donchian Trend Engine (free) | 34.55% | 631 | 11 | 12.7 | 0.87 | 10.34%
Megamax Donchian Trend (USDJPY) | 34.98% | 629 | 11 | 12.5 | 0.88 | 16.27%
Monthly Burst USDJPY | 37.56% | 639 | 12 | 11.6 | 1.03 | 11.73%
Overdrive Usdjpy Aggressive | 41.16% | 877 | 9 | 11.1 | 0.81 | 29.37%
Trinity Multi Asset Trend | 42.42% | 389 | 13 | 9.3 | 1.40 | 14.44%
Bitcoin Comet Trend Follower | 46.09% | 128 | 7 | 6.6 | 1.06 | 18.17%
Nasdaq Dip Buyer | 61.11% | 54 | 6 | 3.7 | 1.62 | 32.63%
Audcad Peace Mean Reversion | 74.11% | 5,404 | 22 | 6.1 | 3.61 | 36.18%
Gold King Breakout Grid | 83.06% | 2,834 | 10 | 4.4 | 2.27 | 42.75%
The longest streak belongs to a 74.11% win rate
Audcad Peace Mean Reversion won 74.11% of its 5,404 trades and still lost 22 in a row at one point. That is the longest streak of the eleven. The lowest win rate in the table, 25.22% for Megamax Donchian Trend (EURJPY), produced a streak of 17. The yardstick says about 6.1 for the first and 17.1 for the second. The low win rate landed on its yardstick. The high one came out at 3.61 times its yardstick.
Low win rates behaved the way the arithmetic says
8 tests have a win rate below 50%. In 7 of them the longest streak is between 0.81 and 1.06 times the yardstick, with streaks from 7 to 17 trades. Long, but about as long as such a win rate implies. The exception is Trinity Multi Asset Trend: 13 in a row against a yardstick of 9.3.
The three highest win rates are the three furthest above the yardstick
- Nasdaq Dip Buyer (61.11%): 6 against 3.7. Only 54 trades, so treat this row with caution.
- Audcad Peace Mean Reversion (74.11%): 22 against 6.1.
- Gold King Breakout Grid (83.06%): 10 against 4.4.
The same three rows carry the three deepest maximum equity drawdowns in the table: 32.63%, 36.18% and 42.75%.
A likely reason
The yardstick assumes that each trade is independent of the one before it. In a grid or averaging system that is not the case: positions opened into the same move are closed together, and when that group closes at a loss the report counts every position in it as a losing trade, one after another. So a long streak can be one bad episode and not many separate decisions. This is our reading. The summary we keep does not list the individual trades, and we have not verified it trade by trade.
What the count does not tell you
A count of losing trades is not a depth. Many small losses in a row can cost less than one large loss. That is why every row above carries the maximum equity drawdown of the same test, and why the two numbers should be read together.
Limits of this table
- These are EAs we chose to keep listed, so this is a survivor set and it contains no losing test.
- The tests differ in symbol, period, length, tick model and risk preset. The row order is not a ranking.
- Other EAs we list are not in the table, because we do not have a comparable single report of their current version.
- All of it is historical simulation. None of these rows is a live record.
For buyers
- Do not use the win rate to guess the longest losing streak. Read the line in the report.
- With a win rate below 50%, expect long runs: each of the 8 such tests here had a streak of 7 or more. Choose a risk per trade with a run like that in mind.
- With a high win rate, ask how many positions can close together at a loss, and look at the maximum equity drawdown before the win rate.
The two EAs in this article: Audcad Peace Mean Reversion https://www.mql5.com/en/market/product/182363 · Megamax Donchian Trend https://www.mql5.com/en/market/product/181838
Our published backtests state period, balance and settings, and our forward accounts are labelled as demo accounts wherever we show them. The full list: fxea365.com/ea/ranking
