The Shortest Average Holding Time in Our 11 Backtests Belongs to an EA That Held One Trade for 105 Days

Near the bottom of the MT5 report there are two lines about time: average position holding time and maximum position holding time. The first describes a typical trade. The second describes what you must be ready to sit through. We put the two side by side for the backtest reports of the EAs we currently list on the Market: 11 reports covering 10 products (one EA appears on two symbols).

Sorted by average holding time, shortest first. Times are hours:minutes:seconds as printed in the report. Days are hours divided by 24. The maximum equity drawdown is for the whole test.

EA | Average holding | Longest holding | Longest, in days | Longest / average | Max equity drawdown

Gold King Breakout Grid | 11:31:36 | 2525:59:37 | 105.2 | 219.1 | 42.75%

Overdrive Usdjpy Aggressive | 26:40:39 | 61:00:00 | 2.5 | 2.3 | 29.37%

Donchian Trend Engine (free) | 32:42:37 | 83:33:30 | 3.5 | 2.6 | 10.34%

Megamax Donchian Trend (USDJPY) | 32:58:21 | 83:36:40 | 3.5 | 2.5 | 16.27%

Monthly Burst USDJPY | 44:01:15 | 1272:00:00 | 53.0 | 28.9 | 11.73%

Audcad Peace Mean Reversion | 45:51:11 | 531:57:36 | 22.2 | 11.6 | 36.18%

Bitcoin Comet Trend Follower | 56:25:46 | 299:53:40 | 12.5 | 5.3 | 18.17%

Megamax Donchian Trend (EURJPY) | 62:13:53 | 238:00:00 | 9.9 | 3.8 | 17.66%

Atlas Diversified Trend Portfolio | 79:07:31 | 4032:00:00 | 168.0 | 51.0 | 19.74%

Trinity Multi Asset Trend | 141:36:36 | 2328:00:39 | 97.0 | 16.4 | 14.44%

Nasdaq Dip Buyer | 146:57:33 | 600:00:00 | 25.0 | 4.1 | 32.63%

Gold King Breakout Grid has the shortest average in the table, 11:31:36, which is under half a day. Its longest holding is 2525:59:37. That is 105.2 days, or 219.1 times its own average. The same test has the deepest maximum equity drawdown in the table, 42.75%. The summary we keep does not say whether that long trade won or lost, or whether it overlaps with the drawdown, so we do not claim a link. What the row does show is that an average of half a day says nothing about the longest trade.

Atlas Diversified Trend Portfolio: 168.0 days. Gold King Breakout Grid: 105.2 days. Trinity Multi Asset Trend: 97.0 days. Monthly Burst USDJPY: 53.0 days, in a test whose average holding is 44:01:15, under two days.

Overdrive Usdjpy Aggressive: longest 61:00:00. Donchian Trend Engine (free): 83:33:30. Megamax Donchian Trend (USDJPY): 83:36:40. In these three the longest trade is between 2.3 and 2.6 times the average, so the average is a fair description of every trade in the test. Their maximum equity drawdowns are 29.37%, 10.34% and 16.27%. A tight limit on holding time did not mean a shallow drawdown.

5 of the eleven longest holdings are exact hours with no minutes or seconds. That is what an exit on a bar close or a time limit tends to look like. We report them as printed.

- A position held for weeks is charged or credited swap for every day it stays open, and it sits through weekends and news.

- Its margin is tied up and its floating result is part of your equity the whole time.

- If you would close such a trade by hand after a month, your results will not match the test.

- 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.

- Read both lines. If the longest holding is many times the average, ask the seller what kind of trade that was.

- Decide before you start whether you can leave a position open for as long as the longest one in the test.

- Read the maximum equity drawdown next to it. In this table the shortest average holding and the deepest drawdown are in the same row.

The two EAs in this article: Atlas Diversified Trend Portfolio https://www.mql5.com/en/market/product/182751 · Monthly Burst USDJPY https://www.mql5.com/en/market/product/182370