Moreland System 1
- Experts
-
Jack Moreland Wilde
I am the founder of Moreland Algorithmic, a UK-based trading technology company focused on the research, development and deployment of proprietary automated trading systems. - Version: 1.9
- Activations: 5
MORELAND SYSTEM 1
Proprietary XAUUSD H1 Support-Reversal Trading System
Moreland System 1 is a proprietary automated trading system developed by Moreland Algorithmic for XAUUSD on the H1 timeframe.
The system is built around structured support-reversal logic, systematic execution and defined risk. It is designed to identify qualifying market conditions, calculate position size according to the configured risk level and manage trades automatically according to its internal rules.
The underlying strategy logic, entry thresholds, confirmation rules and proprietary parameters are deliberately protected. The user controls the level of account risk, while the core strategy remains fixed.
http://www.morelandalgorithmic.com
TRADING APPROACH
Moreland System 1 focuses on identifying structured reversal opportunities around significant support areas in XAUUSD.
The strategy is rules-based and operates without discretionary intervention once enabled.
Core characteristics include:
- XAUUSD-specific trading logic
- H1 timeframe
- Support-reversal methodology
- Automated market analysis
- Automated position sizing
- Defined stop-loss protection
- Structured profit targeting
- Automated trade management
- Percentage-based risk configuration
- Account-level protection controls
PROBE-BASED ENTRY STRUCTURE
System 1 uses a controlled probe-based entry structure.
Rather than automatically committing the entire intended position immediately, the system may begin with a reduced-size initial position before evaluating whether the required confirmation remains present.
Where the system's internal conditions are satisfied, it may make one planned additional entry.
This structure is not intended to operate as an unlimited averaging or recovery system.
System 1 does not rely on:
- Martingale position multiplication
- Unlimited grid entries
- Repeated averaging into losing positions
- Progressive lot-size escalation
RISK MANAGEMENT
System 1 uses percentage-based risk sizing.
The intended risk amount is calculated from account equity and the configured risk percentage. Position size is then determined using the stop-loss distance and the value of the instrument per unit.
Position size is risk-driven, not leverage-driven.
Leverage affects the margin required to support a position, but it does not directly multiply the position size calculated by the system. If available margin becomes the limiting factor, leverage can affect whether the intended position can be opened in full.
Historical testing presented below was conducted using 1:50 leverage across all simulations.
User-configurable risk controls may include:
- Risk per Trade (%)
- Daily Drawdown Limit
- Maximum Account Drawdown / Equity Floor
- Account Profit Target (%)
The strategy logic itself remains protected and is not exposed through unnecessary optimisation parameters.
HISTORICAL TESTING & RISK ANALYSIS
The following results are derived from three independent historical simulations of Moreland System 1.
The purpose of testing multiple risk configurations separately is to evaluate how the realised trading path changes as risk increases rather than simply multiplying the result of a single backtest.
Test specification:
- System: Moreland System 1
- Instrument: XAUUSD
- Timeframe: H1
- Backtest window: 1 January 2024 - 30 June 2026
- Platform: cTrader
- Historical data: Tick data
- Broker environment: FTMO historical environment
- Starting balance: 100,000 account currency per simulation
- Configured risk profiles: 0.4%, 1.0% and 2.0%
- Leverage: 1:50 across all simulations
Final positions were entered on or before 30 June 2026, with final closure on 1 July where applicable.
EXECUTIVE PERFORMANCE SUMMARY
| Metric | 0.4% Risk | 1.0% Risk | 2.0% Risk |
|---|---|---|---|
| Ending Balance | 222,779 | 418,074 | 846,615 |
| Net Return | +122.8% | +318.1% | +746.6% |
| Max Closed-Balance Drawdown | 6.60% | 20.17% | 28.32% |
| Sharpe Ratio | 2.46 | 2.02 | 1.90 |
The results demonstrate a clear relationship between configured risk, terminal growth, volatility and drawdown.
Growth increases materially as risk rises, but the results do not scale linearly. The simulations followed different realised execution paths rather than being simple mathematical multiples of one another.
EQUITY GROWTH COMPARISON
| Configured Risk | Ending Balance | Net Return | CAGR | Closed Transactions |
|---|---|---|---|---|
| 0.4% | 222,779 | +122.8% | +37.9% | 1,704 |
| 1.0% | 418,074 | +318.1% | +77.5% | 1,646 |
| 2.0% | 846,615 | +746.6% | +135.5% | 1,646 |
The higher-risk configurations produced substantially higher historical terminal balances, but they also generated materially greater volatility and drawdown.
The difference in transaction counts also confirms that these are separate historical simulations rather than simple arithmetic rescaling.
RISK-ADJUSTED PERFORMANCE
| Metric | 0.4% Risk | 1.0% Risk | 2.0% Risk |
|---|---|---|---|
| Net Return | +122.8% | +318.1% | +746.6% |
| CAGR | +37.9% | +77.5% | +135.5% |
| Max Balance Drawdown | 6.60% | 20.17% | 28.32% |
| Annualised Volatility | 13.0% | 29.5% | 49.4% |
| Sharpe Ratio | 2.46 | 2.02 | 1.90 |
| Sortino Ratio | 6.61 | 5.54 | 5.92 |
| Calmar Ratio | 5.74 | 3.84 | 4.78 |
| Gain-to-Pain | 1.92 | 1.72 | 1.72 |
The 0.4% configuration produced the strongest historical risk-adjusted efficiency, including the highest Sharpe and Calmar ratios.
The 1.0% configuration produced materially higher historical growth while retaining a Sharpe ratio above 2.0.
The 2.0% configuration produced the highest historical terminal balance and CAGR, but also the greatest volatility and maximum closed-balance drawdown.
ANNUAL AND MONTHLY PERFORMANCE
| Period | 0.4% Risk | 1.0% Risk | 2.0% Risk |
|---|---|---|---|
| 2024 | +19.8% | +54.1% | +135.3% |
| 2025 | +74.2% | +183.2% | +258.8% |
| 2026 H1 | +6.8% | -4.2% | +0.3% |
| Positive Months | 23 / 30 | 18 / 30 | 16 / 30 |
| Best Month | Apr 2025 +13.2% | Jan 2025 +26.9% | May 2025 +44.4% |
| Worst Month | Jan 2024 -4.8% | Jan 2024 -11.7% | Jan 2024 -20.9% |
The monthly distribution illustrates one of the principal trade-offs involved in risk scaling.
At 0.4% risk, 76.7% of the 30 historical months were positive.
At 1.0%, this fell to 60.0%.
At 2.0%, 53.3% of the historical months were positive.
Higher configured risk increased both the magnitude of strong months and the severity of weaker months.
MONTH-BY-MONTH HISTORICAL RETURNS
| Month | 0.4% | 1.0% | 2.0% |
|---|---|---|---|
| Jan 2024 | -4.82% | -11.74% | -20.95% |
| Feb 2024 | -0.42% | -1.22% | -2.63% |
| Mar 2024 | +6.94% | +17.77% | +36.56% |
| Apr 2024 | -1.62% | -4.18% | -7.71% |
| May 2024 | +2.88% | +7.33% | +13.49% |
| Jun 2024 | +2.35% | +5.99% | +14.52% |
| Jul 2024 | +5.02% | +12.60% | +20.81% |
| Aug 2024 | +4.29% | +10.72% | +31.05% |
| Sep 2024 | +2.59% | +7.04% | +15.48% |
| Oct 2024 | +4.83% | +12.40% | +7.06% |
| Nov 2024 | +0.29% | +0.43% | +2.68% |
| Dec 2024 | -3.47% | -8.59% | -7.16% |
| Jan 2025 | +10.23% | +26.88% | +24.24% |
| Feb 2025 | +0.64% | +1.61% | -1.37% |
| Mar 2025 | +4.70% | +11.92% | +25.44% |
| Apr 2025 | +13.20% | +18.64% | -5.43% |
| May 2025 | +5.98% | +16.52% | +44.38% |
| Jun 2025 | +1.01% | -3.77% | -14.77% |
| Jul 2025 | -2.13% | -3.30% | -8.74% |
| Aug 2025 | +3.26% | -3.25% | +0.76% |
| Sep 2025 | +10.05% | +19.85% | +42.15% |
| Oct 2025 | +6.12% | +18.41% | +28.97% |
| Nov 2025 | +2.82% | +4.28% | -2.40% |
| Dec 2025 | +2.02% | +6.55% | +21.94% |
| Jan 2026 | +3.96% | +10.36% | +23.66% |
| Feb 2026 | +1.30% | -4.38% | -2.42% |
| Mar 2026 | -1.76% | -1.28% | -4.90% |
| Apr 2026 | +1.58% | -3.90% | -4.73% |
| May 2026 | +2.30% | -2.07% | -2.51% |
| Jun 2026 | -0.68% | -2.26% | -5.92% |
Monthly returns are calculated using realised month-end closed balances. Final 1 July closures, where applicable, are excluded from the June monthly return.
TRADE PROFILE & EXPECTANCY
| Metric | 0.4% | 1.0% | 2.0% |
|---|---|---|---|
| Closed Transactions | 1,704 | 1,646 | 1,646 |
| Profit Factor | 1.84 | 1.58 | 1.66 |
| Win Rate | 41.8% | 40.6% | 36.1% |
| Average Winner | +378.34 | +1,293.43 | +3,148.13 |
| Average Loser | -148.31 | -560.11 | -1,071.86 |
| Winner / Loser Payoff | 2.55x | 2.31x | 2.94x |
| Expectancy / Transaction | +72.05 | +193.24 | +453.59 |
| Largest Winner | +5,481.27 | +28,551.69 | +111,228.60 |
| Largest Loser | -1,449.42 | -4,905.80 | -13,074.38 |
| Maximum Losing Streak | 23 | 23 | 27 |
Across all three simulations, System 1 retained a positively asymmetric payoff profile.
Average winning transactions were materially larger than average losing transactions.
The 2.0% simulation recorded the lowest win rate at 36.1%, but the highest winner-to-loser payoff ratio at 2.94x.
A closed transaction represents one ledger line and may represent a probe or planned additional entry. It should therefore not be interpreted as a count of unique market setups.
EXECUTION COSTS & MARKET EXPOSURE
| Metric | 0.4% | 1.0% | 2.0% |
|---|---|---|---|
| Gross Trading P&L | +139,294.35 | +369,254.55 | +852,606.55 |
| Commissions | -2,287.68 | -9,218.52 | -31,407.00 |
| Swap | -14,227.30 | -41,961.95 | -74,584.10 |
| Net P&L | +122,779.37 | +318,074.08 | +746,615.45 |
| Median Holding Time | 9.1h | 8.2h | 6.0h |
| Average Holding Time | 20.1h | 19.5h | 15.4h |
| Time Exposed | 49.2% | 46.1% | 36.9% |
All reported net historical results include commissions and swap contained in the underlying trade ledgers.
The higher-risk simulations incurred materially larger absolute trading and carrying costs because the position sizes were larger.
DRAWDOWN & RECOVERY
| Metric | 0.4% | 1.0% | 2.0% |
|---|---|---|---|
| Max Percentage Balance Drawdown | 6.60% | 20.17% | 28.32% |
| Largest Absolute Balance Drawdown | 8,760 | 68,495 | 199,415 |
| Longest Underwater Period | 81 days | 147 days | 146 days |
| Recovery Factor | 14.02x | 4.64x | 3.74x |
| Calmar Ratio | 5.74 | 3.84 | 4.78 |
Important drawdown limitation: these drawdown figures are derived from realised closed balances.
The source ledgers do not contain a continuous mark-to-market equity series. Intratrade floating-equity drawdown therefore cannot be reconstructed from the supplied data and may have been larger than the figures shown.
INTERPRETING THE THREE RISK PROFILES
0.4% LOWER CONFIGURED RISK
Historical return: +122.8%
Maximum closed-balance drawdown: 6.60%
Sharpe ratio: 2.46
This configuration produced the lowest historical volatility and drawdown of the three simulations. It also produced the highest Sharpe and Calmar ratios and the greatest proportion of positive months.
1.0% INTERMEDIATE CONFIGURED RISK
Historical return: +318.1%
Maximum closed-balance drawdown: 20.17%
Sharpe ratio: 2.02
This configuration produced materially higher historical growth with greater path volatility. Sharpe remained above 2.0 while maximum closed-balance drawdown increased to approximately 20.2%.
2.0% HIGHER CONFIGURED RISK
Historical return: +746.6%
Maximum closed-balance drawdown: 28.32%
Sharpe ratio: 1.90
This configuration produced the highest historical terminal balance and CAGR, but also the most volatile return path, the fewest positive months and the highest historical closed-balance drawdown.
LEVERAGE
All three historical simulations used the same 1:50 leverage.
The configured risk percentage determines the intended risk amount from account equity and stop-loss distance.
Leverage changes the margin required to support the resulting position. It does not directly scale the intended position size unless available margin becomes the limiting factor.
METRIC METHODOLOGY
Net P&L: derived from the source trade ledger after commissions and swap.
Monthly returns: realised month-end closed balance divided by the previous month-end closed balance.
Sharpe ratio: annualised from weekday closed-balance returns using 252 trading days and a 0% risk-free rate.
Sortino ratio: calculated using the same return series with downside deviation only.
Calmar ratio: CAGR divided by maximum percentage closed-balance drawdown.
Recovery factor: cumulative net profit divided by the largest absolute closed-balance drawdown in account currency.
IMPORTANT LIMITATIONS
- Historical simulation: all results shown above are simulated using historical market data. Actual execution can differ because of spreads, slippage, liquidity, latency, outages, rejected orders, symbol specifications, broker rules and changing market structure.
- No continuous equity series: risk metrics are derived from realised closed balance because the source files do not contain a continuous mark-to-market equity series. Floating drawdown may therefore exceed the historical closed-balance drawdown shown.
- Risk setting is not a guaranteed loss cap: the configured percentage is an input to position sizing. Actual realised P&L can differ because of execution, additional entries, gaps, price movement, costs and trade management.
- Leverage and margin: 1:50 leverage was held constant across the historical simulations. Leverage does not directly determine intended position size, but margin availability can become a constraint at larger position sizes.
- Risk-adjusted ratios are methodology-dependent: Sharpe, Sortino and volatility use weekday closed-balance returns, a 252-day convention and a 0% risk-free rate. Different sampling methodologies or assumptions will produce different values.
- Historical performance is not a guarantee of future performance.
WHO SYSTEM 1 MAY BE SUITABLE FOR
System 1 is intended for users who:
- Want systematic XAUUSD trading
- Prefer automated execution rather than discretionary entry decisions
- Understand percentage-based position sizing
- Want control over account risk without exposing proprietary strategy parameters
- Understand that periods of drawdown and negative performance can occur
- Understand the risks associated with leveraged trading
Users should confirm that their broker, trading account, leverage, symbol specification and available margin are technically suitable before live deployment.
Broker minimum-volume requirements may prevent exact risk sizing on very small accounts.
MORELAND ALGORITHMIC
Moreland Algorithmic is a UK-based trading technology company focused on the research and development of proprietary automated trading systems.
Our development process is centred on defined market logic, systematic execution, risk management, historical research, out-of-sample analysis and continued real-market validation.
Moreland System 1 has been developed as a structured automated trading system rather than as a collection of user-optimised indicators or discretionary settings.
CROSS-BROKER TESTING
The screenshots shown on this listing were intentionally produced using a different broker environment from the published Moreland System 1 research report.
The official September 2026 Historical Testing & Risk Analysis Report uses the FTMO historical environment as its fixed reference dataset. For this MQL5 listing, System 1 was subsequently re-tested using Pepperstone historical data with the same core strategy parameters and the same 0.4%, 1.0% and 2.0% risk configurations.
We chose to show the Pepperstone screenshots to provide an additional cross-broker comparison rather than simply reproducing screenshots from the same environment used for the original research.
The results remained closely aligned across the two environments. At 0.4% risk, both tests produced 1,704 closed transactions and a Profit Factor of 1.84. At 1.0% risk, both produced 1,646 transactions and a Profit Factor of 1.58. Maximum balance drawdown was also very similar across both environments.
At the higher 2.0% risk level, the difference became more noticeable, with the Pepperstone simulation ending at approximately 812,023 compared with 846,615 in the FTMO research simulation. This illustrates how relatively small differences in historical tick data, spreads, commissions, swap, execution prices, symbol specifications, volume rounding and margin conditions can become amplified through larger position sizes and compounding.
The September 2026 research report remains the official fixed historical reference for Moreland System 1. The Pepperstone screenshots are presented as supplementary cross-broker testing and are not intended to imply that identical results will occur across different brokers.
RISK DISCLOSURE
Trading leveraged financial instruments involves substantial risk and may result in the loss of some or all trading capital.
Historical performance, simulations, backtests and statistical measures do not predict or guarantee future results.
Moreland Algorithmic provides automated trading software and related product information. Nothing in this description constitutes personalised investment advice, a solicitation to invest or a guarantee of capital preservation.
