In 6 of 9 EA Backtests the Average Full-Year Return Beats the Median Year; MEGAMAX DONCHIAN's Is +74.0% vs +18.9%

We took the published MT5 backtests of 9 of our EAs, split the closed trades by calendar year, and compared two ways of describing a typical year: the median full-year return (the middle year) and the average of the full-year returns. The question: does the average describe the typical year, or do one or two big years pull it up? This article uses backtests only. It contains no forward-account figures. Figures are as of 2026-10-28.

- In 6 of the 9 tests the average full-year return is higher than the median year. In 3 it is lower: ATLAS PORTFOLIO (85.1% against 107.4%), GOLD VIPER (110.2% against 116.3%) and GOLD TRIPWIRE, where the two are 0.1 point apart (37.2% against 37.3%).

- The largest gap is MEGAMAX DONCHIAN: an average of +74.0% a year against a median year of +18.9%. One year, 2021 at +471.2%, accounts for it: without that year the average of the other 8 full years is +24.4%.

- ETHEREUM TREND shows the same pattern at a smaller scale: an average of +28.6% against a median of +6.9%. Without its best year, 2024 (+105.8%), the average of the other 6 is +15.8%.

- In all 9 tests the average falls when the best year is removed. The median year is the safer description of what a typical year looked like in these backtests, and the gap between the two tells you how much one year carries the average.

- 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 opening deposit of each test. Years are compared by percent, not by amount, because a compounding EA earns larger amounts in later years.

- The average is the plain average of the full-year percentages. It is not an annualised compound return and it will not match a total-return figure for the test. The median is the middle full year by return; with an even number of full years it is the mean of the two middle ones.

- Only full calendar years (January to December) are used. Years the test covers only in part (2026 in 8 of the tests) are left out.

- The drawdown column is the largest peak-to-trough fall of the closed balance inside a single full calendar year, 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 | Median year return | Average of yearly returns | Best year | Best year return | Average without the best year | Largest closed-balance DD inside a year (year)

MEGAMAX DONCHIAN (USDJPY) | H1, 2017.01.01-2026.06.01, 100% | 9 | +18.9% | +74.0% | 2021 | +471.2% | +24.4% | 52.2% (2020)

BITCOIN COMET | H4, 2018.01.01-2025.12.31, 98% | 8 | +77.6% | +102.1% | 2021 | +351.7% | +66.5% | 16.6% (2018)

ETHEREUM TREND | H4, 2019.01.01-2026.06.28, 100% real ticks | 7 | +6.9% | +28.6% | 2024 | +105.8% | +15.8% | 10.7% (2021)

GOLD KING | M1, 2019.01.01-2026.06.01, 5% real ticks | 7 | +60.2% | +75.3% | 2025 | +164.5% | +60.4% | 7.5% (2025)

GOLD NEURON | M30, 2004.01.01-2026.09.01, 100% real ticks | 22 | +18.8% | +30.5% | 2013 | +222.0% | +21.4% | 34.1% (2018)

DONCHIAN ENGINE (free) | H1, 2017.01.01-2026.06.01, 100% real ticks | 9 | +9.9% | +12.6% | 2021 | +37.3% | +9.5% | 9.2% (2020)

GOLD TRIPWIRE | M15, 2020.01.01-2026.10.14, 11% real ticks | 6 | +37.3% | +37.2% | 2021 | +63.1% | +32.1% | 9.8% (2020)

GOLD VIPER | M30, 2019.01.01-2026.09.01, 8% real ticks | 7 | +116.3% | +110.2% | 2020 | +194.0% | +96.2% | 19.6% (2023)

ATLAS PORTFOLIO | H4, 2019.01.01-2026.06.28, 100% | 7 | +107.4% | +85.1% | 2022 | +203.8% | +65.4% | 19.2% (2022)

Sorted by the average minus the median, largest first. All columns come from the same yearly breakdown of the trade list. The tests cover different periods and data quality, and GOLD NEURON has 22 full years against 6 to 9 for the others, so compare the gap between average and median within each EA and do not rank the EAs against each other.

MEGAMAX DONCHIAN has 9 full years. Six are profitable and three are not. Its median year is +18.9%. Its average is +74.0%, almost four times as high, because 2021 returned +471.2%. The average of the other 8 years is +24.4%, close to the median. The largest closed-balance drawdown inside any single full year is 52.2% (2020), a year that finished at -18.6%.

ETHEREUM TREND has 7 full years and only 12 to 28 trades a year. Its median year is +6.9% (2022) and its average +28.6%, pulled up by 2024 at +105.8% and 2025 at +71.9%. The largest closed-balance drawdown inside a year is 10.7% (2021). A trade count this small means one year can move the average a long way.

ATLAS PORTFOLIO is the opposite case. Its median year is +107.4% and its average +85.1%: the weaker years (its lowest full year is +10.6%) pull the average below the middle year. GOLD VIPER shows a smaller version, +116.3% median against +110.2% average. Neither has a losing full year in its test. The largest closed-balance drawdown inside a year is 19.2% (2022) for ATLAS PORTFOLIO and 19.6% (2023) for GOLD VIPER.

GOLD KING's average is +75.3% against a median of +60.2%; without 2025 (+164.5%) the average is +60.4%. Its largest yearly closed-balance drawdown is 7.5% (2025). That is closed balance by calendar year; the largest relative equity drawdown in its MT5 report for the whole test, which includes open trades, is 91.3%. GOLD NEURON, with 22 full years, has a median of +18.8% and an average of +30.5%; without 2013 (+222.0%) the average is +21.4%. Its largest yearly closed-balance drawdown is 34.1% (2018).

- When a report gives an average yearly return, ask for the median as well. If the two are far apart, one year is doing most of the work.

- Remove the best year and look again. In these tests the average fell in all 9 cases, by 3.1 to 49.6 points. The size of the fall tells you how much you are relying on that single year.

- Read a yearly return next to the drawdown of the same year, not next to the drawdown of the whole test.

- 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.

The two EAs discussed most in this article: MEGAMAX DONCHIAN https://www.mql5.com/en/market/product/181838 · ETHEREUM TREND https://www.mql5.com/en/market/product/182358