Lowest-Return Year vs Deepest-Drawdown Year in 8 EA Backtests: Same Year in 2; in 3 the Deepest Came in the Best Year
13 November 2026, 00:00
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For each backtest we looked at two full years: the year with the lowest return, and the year with the deepest closed-balance drawdown. A buyer might expect them to be the same year. In 8 backtests of EAs we list on the Market, they were the same year in only 2: MEGAMAX DONCHIAN and DONCHIAN ENGINE, both in 2020. In 3 others, the deepest-drawdown year was the best year for return. Everything here is backtest. No forward result is used. Figures are as of 2026-11-13.
How we counted
Only full calendar years are used. The first year and the last year of a test are left out when they cover less than 12 months. Return is the year's net profit against the balance at the start of that year. The drawdown is the closed-balance drawdown inside that year, peak to trough, with the start-of-year balance as the first peak. It ignores open losses, so it is smaller than an equity drawdown. It is not the whole-test drawdown we publish elsewhere.
The table
EA | Backtest period | History quality | Full years | Lowest-return year: return / balance drawdown that year | Deepest-drawdown year: balance drawdown / return that year | Return rank of the deepest-drawdown year
MEGAMAX DONCHIAN | 2017.01.01–2026.06.01 | 100% | 9 | 2020: −18.6% / 52.2% | 2020: 52.2% / −18.6% | 9 of 9
DONCHIAN ENGINE (free) | 2017.01.01–2026.06.01 | 100% real ticks | 9 | 2020: −1.7% / 9.2% | 2020: 9.2% / −1.7% | 9 of 9
ETHEREUM EA | 2019.01.01–2026.06.28 | 100% real ticks | 7 | 2019: −4.7% / 6.3% | 2021: 10.7% / +14.7% | 3 of 7
BITCOIN COMET | 2018.01.01–2025.12.31 | 98% | 8 | 2023: +16.4% / 5.9% | 2018: 16.6% / +111.3% | 4 of 8
GOLD VIPER | 2019.01.01–2026.09.01 | 8% real ticks | 7 | 2022: +22.6% / 15.1% | 2023: 19.6% / +136.4% | 2 of 7
ATLAS | 2019.01.01–2026.06.28 | 100% | 7 | 2020: +10.6% / 11.6% | 2022: 19.2% / +203.8% | 1 of 7
GOLD TRIPWIRE | 2020.01.01–2026.10.14 | 11% real ticks | 6 | 2024: +15.4% / 1.8% | 2020: 9.2% / +722.8% | 1 of 6
GOLD KING v6 | 2019.01.01–2026.06.01 | 5% real ticks | 7 | 2021: +36.2% / 1.0% | 2025: 7.5% / +164.5% | 1 of 7
Same year in 2 of 8
MEGAMAX DONCHIAN and DONCHIAN ENGINE have almost the same trade count (629 and 631) over the same period, so we do not count them as two independent cases. Both had their lowest return and their deepest drawdown in 2020: −18.6% with a 52.2% balance drawdown, and −1.7% with 9.2%. In the other 6 tests the two years were different.
The deepest drawdown came in the best year in 3 of 8
ATLAS had its deepest balance drawdown, 19.2%, in 2022, the year it returned +203.8%. GOLD TRIPWIRE had 9.2% in 2020, the year it returned +722.8%. GOLD KING v6 had 7.5% in 2025, the year it returned +164.5%. GOLD VIPER's deepest year, 2023 at 19.6%, ranks 2 of 7 for return at +136.4%.
The weakest year was often a calm one
GOLD KING v6's lowest-return year, 2021 at +36.2%, had a balance drawdown of 1.0%. GOLD TRIPWIRE's, 2024 at +15.4%, had 1.8%. BITCOIN COMET's, 2023 at +16.4%, had 5.9%, against 16.6% in its deepest year. In these tests the weakest year came with a shallow drop, not a deep one.
A likely reason
When the position size follows the balance, a strong year also trades larger later in the year, which can make a dip inside that year deeper. This is our reading. We have not tested it trade by trade.
Limits of this table
- GOLD NEURON, TRINITY and AIFW are left out: their yearly breakdown could not be built from a matching report.
- These are EAs we chose to keep listed, so this is a survivor set.
- The tests differ in symbol, timeframe, period, tick model and risk setting. GOLD KING v6, GOLD VIPER and GOLD TRIPWIRE ran on 5% to 11% real ticks. The row order is not a ranking.
- 6 to 9 full years per test is a small sample. All of it is historical simulation.
For buyers
- Do not use the weakest year alone as the stress case. In 6 of these 8 tests, the deepest drop inside a year happened in a different year.
- A strong year can hold the deepest dip. Look at the drawdown inside the best year, not only at its return.
- Read both lines, yearly return and yearly drawdown, for the EA you are about to buy.
The two EAs discussed most in this article: MEGAMAX DONCHIAN https://www.mql5.com/en/market/product/181838 · ATLAS PORTFOLIO https://www.mql5.com/en/market/product/182751
Our published backtests state period, balance and settings, and our forward accounts are labelled as demo accounts wherever we show them. The full list: fxea365.com/ea/ranking
