One Trade Was 29% of the Net Profit in One of Our 11 Backtests. In Another the Worst Loss Was 17 Times the Average

The MT5 report prints the largest profit trade and the largest loss trade. Each becomes useful once you divide it by something: the largest win by the total net profit, and the largest loss by the average loss. We did both 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 the share of net profit that came from the single largest win, highest first. The maximum equity drawdown is for the whole test.

EA | Largest win / net profit | Largest loss / average loss | Trades | Max equity drawdown

Bitcoin Comet Trend Follower | 29.10% | 4.26 | 128 | 18.17%

Trinity Multi Asset Trend | 23.88% | 7.04 | 389 | 14.44%

Nasdaq Dip Buyer | 17.91% | 2.85 | 54 | 32.63%

Monthly Burst USDJPY | 10.56% | 5.46 | 639 | 11.73%

Overdrive Usdjpy Aggressive | 8.87% | 4.50 | 877 | 29.37%

Megamax Donchian Trend (EURJPY) | 8.78% | 2.58 | 571 | 17.66%

Donchian Trend Engine (free) | 7.09% | 3.33 | 631 | 10.34%

Atlas Diversified Trend Portfolio | 6.67% | 4.06 | 1,193 | 19.74%

Megamax Donchian Trend (USDJPY) | 6.45% | 4.59 | 629 | 16.27%

Gold King Breakout Grid | 1.14% | 17.04 | 2,834 | 42.75%

Audcad Peace Mean Reversion | 0.81% | 8.94 | 5,404 | 36.18%

- Bitcoin Comet Trend Follower: a largest win of 107,683.45 out of a net profit of 370,070.24. That is 29.10%, in a test of 128 trades.

- Trinity Multi Asset Trend: 261,946.90 out of 1,097,063.23. That is 23.88%, in 389 trades.

- Nasdaq Dip Buyer: 3,816.11 out of 21,309.06. That is 17.91%, in 54 trades.

Take that one trade away and the net profit of the test falls by that share. 4 of the eleven tests are above 10%.

One caution. If the lot grows with the balance, a late win is larger in money than an early one, so the share depends partly on when the best trade happened. The summary we keep does not say when.

- Gold King Breakout Grid: the largest win is 1.14% of the net profit. The largest loss is 6,049.54 against an average loss of 354.93, which is 17.04 times. The average win is 337.99, so that one loss equals 17.9 average wins.

- Audcad Peace Mean Reversion: the largest win is 0.81% of the net profit. The largest loss is 871.01 against an average loss of 97.42, which is 8.94 times. The average win is 52.14, so that one loss equals 16.7 average wins.

These two rows have the two smallest shares in the first column, the two largest multiples in the second, and the two deepest maximum equity drawdowns in the table: 42.75% and 36.18%.

Megamax Donchian Trend (EURJPY) has the smallest multiple, 2.58: its worst loss was 659.07 against an average loss of 255.23. Nasdaq Dip Buyer is next at 2.85.

A result at the top of the table depends on a few large wins arriving. A result at the bottom depends on a rare large loss not arriving too often. Neither is wrong. They ask different things of the person running the EA: patience through long flat periods in the first case, and a risk setting that leaves room for an outsized loss in the second.

- 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.

- Divide the largest profit trade by the total net profit. If one trade is a fifth of the result or more, look at the trade count before the headline number.

- Divide the largest loss trade by the average loss trade, and then by the average profit trade. The second figure is how many normal wins one bad trade costs.

- Read both next to the maximum equity drawdown.

The two EAs in this article: Bitcoin Comet Trend Follower https://www.mql5.com/en/market/product/181831 · Trinity Multi Asset Trend https://www.mql5.com/en/market/product/182640