After the Worst Full Year: In 8 of 9 EA Backtests the Next Year Closed Positive, From +26.1% to +471.2%

We took the published MT5 backtests of 9 of our EAs and split the closed trades by calendar year. For each test we picked its worst full calendar year by return and looked at the full year right after it. This article uses backtests only. It contains no forward-account figures. Figures are as of 2026-10-26.

- In all 9 tests the full year after the worst full year returned more than the worst year did. In 8 of the 9 it closed positive, between +26.1% (GOLD TRIPWIRE) and +471.2% (MEGAMAX DONCHIAN). The exception is ETHEREUM TREND: -4.7% in 2019, then -0.9% in 2020.

- The worst full year was a losing year in 4 tests (GOLD NEURON -29.5%, MEGAMAX DONCHIAN -18.6%, ETHEREUM TREND -4.7%, DONCHIAN ENGINE -1.7%). In the other 5 tests even the worst full year closed positive, between +10.6% and +36.2%.

- The closed-balance drawdown inside the worst year runs from 1.0% (GOLD KING, 2021) to 52.2% (MEGAMAX DONCHIAN, 2020).

- The worst year is chosen after the fact, and after any minimum the next value is more likely to be higher. This is a description of nine finished tests, not a forecast for the year after a bad year on your own account.

- Each closed trade is assigned to the calendar year in which it closed. Commission and swap are included. Open positions are not valued, so every figure here is on closed balance.

- The return of a year is its closed result divided by the closed balance at the start of that year. The balance starts at the 10,000 opening deposit (1,000 for GOLD TRIPWIRE). For an EA that compounds, later years are larger in money terms, so years are compared by percent, not by amount.

- A full year is a calendar year that the test covers from January to December. Years the test covers only in part (2026 in 8 of the tests) are left out. The worst full year is the one with the lowest return.

- The drawdown in the table is the closed-balance drawdown inside that calendar year, peak to trough, with the balance at the start of the year as the first peak. It is smaller than an equity drawdown, which includes open trades, and it is not the drawdown of the whole test.

- TRINITY and AIFW are not in this article: the original report files behind their published backtests are not in our breakdown, so we could not split them by year.

EA | Test period and data | Full years in the test | Worst full year | Return | Closed-balance drawdown in that year | Next year | Return | Closed-balance drawdown in that year

GOLD NEURON | M30, 2004.01.01-2026.09.01, 100% real ticks | 22 | 2007 | -29.5% | 33.7% | 2008 | +104.9% | 22.0%

MEGAMAX DONCHIAN (USDJPY) | H1, 2017.01.01-2026.06.01, 100% | 9 | 2020 | -18.6% | 52.2% | 2021 | +471.2% | 7.8%

ETHEREUM TREND | H4, 2019.01.01-2026.06.28, 100% real ticks | 7 | 2019 | -4.7% | 6.3% | 2020 | -0.9% | 3.4%

DONCHIAN ENGINE (free) | H1, 2017.01.01-2026.06.01, 100% real ticks | 9 | 2020 | -1.7% | 9.2% | 2021 | +37.3% | 2.6%

ATLAS PORTFOLIO | H4, 2019.01.01-2026.06.28, 100% | 7 | 2020 | +10.6% | 11.6% | 2021 | +109.6% | 18.7%

GOLD TRIPWIRE | M15, 2020.01.01-2026.10.14, 11% real ticks | 6 | 2023 | +13.7% | 6.3% | 2024 | +26.1% | 3.6%

BITCOIN COMET | H4, 2018.01.01-2025.12.31, 98% | 8 | 2023 | +16.4% | 5.9% | 2024 | +43.8% | 14.1%

GOLD VIPER | M30, 2019.01.01-2026.09.01, 8% real ticks | 7 | 2022 | +22.6% | 15.1% | 2023 | +136.4% | 19.6%

GOLD KING | M1, 2019.01.01-2026.06.01, 5% real ticks | 7 | 2021 | +36.2% | 1.0% | 2022 | +40.9% | 0.8%

Sorted by the return of the worst full year, lowest first. Returns and drawdowns are from the same trade list, for the calendar year shown. The tests cover different periods and data quality, so read each row on its own and do not rank the EAs against each other.

2020 is the worst full year of the MEGAMAX DONCHIAN test: -18.6% with a closed-balance drawdown of 52.2% inside the year. 2021 returned +471.2%, with a drawdown of 7.8%, and is the best full year of the test.

The test has 9 full years, and the first four are -8.6%, -7.1%, +65.0% and -18.6%. The rebound is real in this test, but it came after a year in which more than half of the closed balance was given back at one point.

ETHEREUM TREND is the only test in which the year after the worst year also closed below zero: -4.7% in 2019 and -0.9% in 2020, with closed-balance drawdowns of 6.3% and 3.4%. It is also a better year than the one before. The test has only 12 to 28 trades a year, so one year is a thin sample.

The worst full year of the GOLD KING test is 2021, at +36.2%, with a closed-balance drawdown of only 1.0%. That says little about risk: GOLD KING adds positions while the price moves against it and closes the basket when the price comes back, and a closed-balance split only sees closed baskets. The largest relative equity drawdown in its MT5 report for the whole test, which includes open trades, is 91.3%.

- A weak year is part of the test, not a sign that the test was wrong: every one of the 9 tests has a worst year, and 4 of them contain a losing one.

- Look at what you would have had to sit through in the worst year: the closed-balance drawdown inside it ranges from 1.0% to 52.2%.

- The year after the worst year was higher in all 9 tests, but it is the same kind of statement as saying a number that was the lowest of a series is usually followed by a higher one. It gives no basis to expect a rebound on your own account.

- This article is about past tests. It does not promise any future result.

- All forward accounts we publish are demo accounts, and none is used in this article.