In 7 of 11 Backtests of Our Listed EAs the Win Rate Sits Less Than 10 Points Above Break-Even
13 October 2026, 09:01
0
35
A win rate means little until you know the win rate the system needs. The MT5 report gives you the two pieces for that: average profit trade and average loss trade. Divide the first by the second and you have the payoff ratio. The break-even win rate is then 1 / (1 + ratio). We computed it for 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 payoff ratio, highest first. Margin is the actual win rate minus the break-even win rate, in percentage points. Profit factor and maximum equity drawdown are for the whole test.
EA | Payoff ratio | Break-even win rate | Actual win rate | Margin (points) | Profit factor | Max equity drawdown
Megamax Donchian Trend (EURJPY) | 4.47 | 18.29% | 25.22% | 6.93 | 1.51 | 17.66%
Atlas Diversified Trend Portfolio | 2.98 | 25.12% | 33.19% | 8.07 | 1.48 | 19.74%
Megamax Donchian Trend (USDJPY) | 2.89 | 25.74% | 34.98% | 9.24 | 1.55 | 16.27%
Donchian Trend Engine (free) | 2.84 | 26.02% | 34.55% | 8.53 | 1.50 | 10.34%
Bitcoin Comet Trend Follower | 2.57 | 28.04% | 46.09% | 18.05 | 2.19 | 18.17%
Monthly Burst USDJPY | 2.49 | 28.68% | 37.56% | 8.88 | 1.50 | 11.73%
Trinity Multi Asset Trend | 2.43 | 29.18% | 42.42% | 13.24 | 1.79 | 14.44%
Overdrive Usdjpy Aggressive | 1.91 | 34.42% | 41.16% | 6.74 | 1.33 | 29.37%
Nasdaq Dip Buyer | 1.08 | 48.12% | 61.11% | 12.99 | 1.69 | 32.63%
Gold King Breakout Grid | 0.95 | 51.22% | 83.06% | 31.84 | 4.67 | 42.75%
Audcad Peace Mean Reversion | 0.54 | 65.14% | 74.11% | 8.97 | 1.53 | 36.18%
Break-even runs from 18.29% to 65.14%
Megamax Donchian Trend (EURJPY) wins 25.22% of its trades, and with a payoff ratio of 4.47 it needs 18.29%. Audcad Peace Mean Reversion wins 74.11%, and with a payoff ratio of 0.54 it needs 65.14%. The margins are 6.93 and 8.97 points. Measured this way, the lowest win rate in the table and the second highest are in almost the same position, and their profit factors agree: 1.51 and 1.53. Their maximum equity drawdowns do not: 17.66% and 36.18%.
7 of 11 have less than 10 points of margin
Their margins run from 6.74 to 9.24 points. A win rate can look comfortable or hopeless on its own. What the profit comes from is the distance to break-even, and in most of these tests that distance is under 10 points.
The widest margin is not the safest row
Gold King Breakout Grid has the widest margin, 31.84 points, and the highest profit factor, 4.67. It also has the deepest maximum equity drawdown in the table, 42.75%. The margin describes the average trade. The drawdown describes the worst stretch. One does not replace the other.
The other wide margins come from the smallest samples
The next three margins are Bitcoin Comet Trend Follower at 18.05 points, Trinity Multi Asset Trend at 13.24 and Nasdaq Dip Buyer at 12.99. These are the three tests with the fewest trades: 128, 389 and 54. With fewer trades the averages behind the ratio move more from one sample to the next, so a wide margin on a small sample deserves less trust than a narrow one on a large sample.
What this number is and is not
- Every test here is profitable, so every actual win rate is above break-even by construction. The table shows how far above, not whether.
- Payoff ratio, win rate and profit factor are the same information arranged differently: profit factor equals payoff ratio times wins divided by losses.
- The break-even figure uses the averages of one historical test. The average win and the average loss will not be the same in another period, so the margin describes the test. It is not a forecast.
- 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
- Take average profit trade and average loss trade from the report and compute 1 / (1 + ratio) yourself. It takes a minute.
- If a product page shows a win rate without the average win and the average loss, you cannot tell how close to break-even it is.
- Then read the maximum equity drawdown. In this table the widest margin sits next to the deepest drawdown.
The two EAs in this article: Gold King Breakout Grid https://www.mql5.com/en/market/product/180879 · Overdrive Usdjpy Aggressive https://www.mql5.com/en/market/product/182367
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
