Sharpe Ratio Ran From 1.24 to 94.75 in 10 EA Backtests: The Two Highest Went to the Two Shortest Average Holding Times

We took the MT5 backtest report of each of our listed EAs and lined up the Sharpe ratio printed in the report next to the average holding time, the equity drawdown and the total return from the same report. This article uses backtests only. It contains no forward-account figures. Figures are as of 2026-10-22.

- Across 10 backtests the Sharpe ratio runs from 1.24 (GOLD NEURON) to 94.75 (GOLD TRIPWIRE), a spread of 76.4 times between the lowest and the highest value. The median is 1.815.

- The two highest values, 94.75 and 12.09 (GOLD VIPER), belong to the two shortest average holding times in the table: 0:21:12 and 5:50:39. The other eight EAs sit between 1.24 and 2.72.

- A short holding time is not enough on its own: GOLD KING v6 (11:31:36) and GOLD NEURON (12:25:15) have the third and fourth shortest average holds, yet their Sharpe ratios, 1.34 and 1.24, are two of the four lowest.

- The four lowest equity drawdowns (4.60% to 10.34%) all come with a Sharpe ratio of 1.98 or more. Of the four highest (24.09% to 42.80%), three have 1.34 or less; the exception is GOLD VIPER at 12.09.

- The Sharpe ratio, average holding time, equity drawdown and total return all come from the MT5 Strategy Tester report of that EA, so they describe the same test. The holding time in hours is our own division of the reported hours:minutes:seconds; the 76.4 times and the median are our arithmetic on the reported Sharpe values.

- The equity drawdown here is the report figure for the whole test, open trades included. It is a different kind of figure from the maximum drawdown listed on the site for the listed settings, and that one is not in this table.

- The tests cover different periods, timeframes and data quality (from 5% to 100% real ticks). Our data does not say how the report calculates its Sharpe ratio, so we do not explain why one value is 94.75; we only report it.

- TRINITY is not in this article: its report details are not in our data. Several tests compound, so total returns are not comparable between rows.

EA | Test period and data | Sharpe ratio (MT5 report) | Average holding (h:m:s, MT5 report) | Average holding in hours (our division) | Equity drawdown (MT5 report, whole test) | Total return (MT5 report)

GOLD TRIPWIRE | M15 (2020.01.01 - 2026.10.14), 11% real ticks | 94.75 | 0:21:12 | 0.4 | 7.08% | 760.4%

GOLD VIPER | M30 (2019.01.01 - 2026.09.01), 8% real ticks | 12.09 | 5:50:39 | 5.8 | 24.09% | 19,565.4%

ETHEREUM EA | H4 (2019.01.01 - 2026.06.28), 100% real ticks | 2.72 | 54:05:58 | 54.1 | 10.33% | 323.8%

AIFW | M5 (2023.01.01 - 2026.09.01), 99% | 2.38 | 41:01:28 | 41.0 | 4.6% | 22.6%

DONCHIAN ENGINE | H1 (2017.01.01 - 2026.06.01), 100% real ticks | 1.98 | 32:42:37 | 32.7 | 10.34% | 165.2%

ATLAS | H4 (2019.01.01 - 2026.06.28), 100% | 1.65 | 79:07:31 | 79.1 | 19.74% | 4,941.0%

GOLD KING v6 | M1 (2019.01.01 - 2026.06.01), 5% real ticks | 1.34 | 11:31:36 | 11.5 | 42.8% | 6,177.7%

BITCOIN COMET | H4 (2018.01.01 - 2025.12.31), 98% | 1.34 | 63:51:39 | 63.9 | 26.76% | 12,164.8%

MEGAMAX DONCHIAN | H1 (2017.01.01 - 2026.06.01), 100% | 1.25 | 32:58:21 | 33.0 | 16.27% | 2,155.4%

GOLD NEURON | M30 (2004.01.01 - 2026.09.01), 100% real ticks | 1.24 | 12:25:15 | 12.4 | 28.5% | 4,160.4%

Sorted by Sharpe ratio, largest first. Average holding in hours is our division of the reported hours:minutes:seconds.

GOLD TRIPWIRE and GOLD VIPER are the two rows with the highest Sharpe ratio and the shortest average holds. They were tested on 11% and 8% real ticks. GOLD KING v6, on 5%, has 1.34, so we read the high values neither as a data-quality effect nor as a quality ranking.

ATLAS has the longest average hold (79.1 hours) and sits sixth of the ten at 1.65. Below the top two there is no straight line from holding time to Sharpe ratio.

- Do not compare Sharpe ratios across EAs whose holding times, timeframes and data differ as widely as these. 94.75 against 1.24 is not 76.4 times better; it is two numbers from tests that are not built alike.

- If you compare at all, compare runs of the same EA on the same period, the same data quality and the same settings.

- Read it next to the equity drawdown from the same report, as in the table. A high Sharpe ratio with a 24.09% equity drawdown (GOLD VIPER) and one with 7.08% (GOLD TRIPWIRE) lead to different decisions about position size.

- A backtest value is a measurement of the past on one history, not a limit. Nothing here is a promise of future results.