Honest question: Is this backtest result worth pursuing further? - page 2

 
Rohiman #:
@

Ran the extended backtest as suggested — 17 months (Jan 2025 – May 2026), profit in pips mode, $100k fixed lot 1.0:

PF: 1.39 | Sharpe: 2.57 | Recovery: 4.23 | 928 trades

You were right about the outliers — PF drops from 1.98 to 1.39 in pips mode, which confirms Jan–Feb 2026 skewed the core numbers. The real test was Nov–Dec 2025 (bearish period): -$20k and -$52k respectively, win rate dropped to 31% in December. EA survived but it was painful. Consecutive loss peaked at 14 trades.

The core edge across choppy/ranging months (Apr, Jun–Aug 2025) averages around +$8k/month — modest but consistently positive. I'd say the honest PF without outliers is closer to 1.2–1.3.



Summary 29 bulan (Jan 2024 – Mei 2026) — Pips Mode:

Metrik Value
Net Profit $576,843
Profit Factor 1.34
Recovery Factor 4.82
LR Correlation 0.85
Max Balance DD 32.03%
Total Trades 1,631
Monthly Win Rate 22/29 = 75.9%


Extended to 29 months (Jan 2024 – May 2026), profit in pips mode, $100k fixed lot:

PF: 1.34 | Recovery: 4.82 | LR Corr: 0.85 | 1,631 trades | 22/29 months profitable

2024 is the most honest year — 5 loss months out of 12, no outliers, net +$73k. Core PF without the Jan–Mar 2026 big moves is closer to 1.2. Worst consecutive stretch: Nov–Dec 2025 bearish (-$72k combined, win rate dropped to 31% in Dec). EA survived and recovered fully in Jan 2026. Max balance DD 32%.

The strategy has edge but it's modest and regime-dependent.




Thanks Bambang, really appreciate the detailed feedback. Let me address each point:

1. Backtest timeframe — Already extended! Just posted 17-month data for Icham above. I also ran 29 months (Jan 2024 – May 2026): PF 1.34, Recovery 4.82, 1,631 trades, 22/29 months profitable. 2024 had 5 loss months — which I think is the most honest representation of core performance.

2. Every tick based on real ticks — Confirmed, all tests use "Every tick based on real ticks" at 99% history quality, not just "Every tick." 160 million ticks for the 29-month run.

3. Equity DD 46.16% — Valid concern. That figure is from an earlier version (v2.9). Current version (v3.1) with circuit breaker + weekend gap filter brought max balance DD down to 32% on the 29-month test. Still not ideal, but significantly better. Working on it.

4. Logic filter vs cooldown — This is the most valuable suggestion. You're right that cooldown alone is a band-aid. The consecutive loss streak in April 2026 was caused by the EA repeatedly entering longs during a 3-day sharp correction — the H1 EMA was still bullish but price was clearly bearish. Adding Market Structure or Price Action filter (e.g. recent swing high/low break confirmation) would be a more surgical fix. This is on the roadmap for v3.2.

5. Cent account forward test — Planned. Will run on cent account before any standard account deployment. No live trading until forward test shows consistency.

Again, appreciate the honest critique — this is exactly the kind of feedback that makes a difference.

Congrats! You got it. You have to decrease your DD, improve your PF without affecting your profit. 
When you'll try it on demo account be indulgent with yourself, due to the actual oil shock, the market is completely unprecedented. 
 
Icham Aidibe #:
Congrats! You got it. You have to decrease your DD, improve your PF without affecting your profit. 
When you'll try it on demo account be indulgent with yourself, due to the actual oil shock, the market is completely unprecedented. 

Thank you Icham, really appreciate the encouraging words!

On the DD — noted, that's the priority before going live. The circuit breaker in v3.2 should help but I'll monitor it closely on demo.

Regarding the unprecedented market — that's actually reassuring to hear. The backtest covers Jan 2024–May 2026 (29 months, 1,631 trades) so at least there's some context, but I understand no backtest fully captures what's happening right now with XAU.

Will run demo first and report back. Thanks again for the honest feedback.

 
Rohiman #:

Thank you Icham, really appreciate the encouraging words!

On the DD — noted, that's the priority before going live. The circuit breaker in v3.2 should help but I'll monitor it closely on demo.

Regarding the unprecedented market — that's actually reassuring to hear. The backtest covers Jan 2024–May 2026 (29 months, 1,631 trades) so at least there's some context, but I understand no backtest fully captures what's happening right now with XAU.

Will run demo first and report back. Thanks again for the honest feedback.

You're welcome. But you don't have to tell us, it's your business 👍
 
Icham Aidibe #:
You're welcome. But you don't have to tell us, it's your business 👍


Haha, noted! Appreciate the heads up. Will keep the details under wraps from here. 🙏

[Deleted]  

A good backtest is only the first step.

I usually check:

  • Maximum drawdown
  • Profit factor
  • Number of trades
  • Forward testing results
  • Performance across different market conditions

If the strategy only works on one specific period, I would be cautious.

 
200 trades isnt enough check different market conditions bear bull consolidaying etc etc
 
wayneg1 #:
200 trades isnt enough check different market conditions bear bull consolidaying etc etc

@wayneg1 — total trade count is 1,265, not 200. Happy to share the monthly P/L breakdown if useful.

Forward test is currently running live on XM Global. I'll keep the thread posted as more data accumulates.

 
Rohiman #:

@wayneg1 — total trade count is 1,265, not 200. Happy to share the monthly P/L breakdown if useful.

Forward test is currently running live on XM Global. I'll keep the thread posted as more data accumulates.

Please  keep posted more data - on your Wall or Blog.

If your topic/thread has low activity, it simply means that no one is interested.
 
Oleksandr Medviediev #:
Please  keep posted more data - on your Wall or Blog.

If your topic/thread has low activity, it simply means that no one is interested.
"Thanks, will post regular updates on my blog"
 
Enrique Dangeroux #:
If you want usefull feedback test in points mode with a balance of 100k and 1 lot fixed and post the result. There is no way to judge the true performance of the strategy if money managment is applied. 
A complete strategy must include money management otherwise you will blow your account 100% sooner or later.