We run a small MT5 stack with a 1 % daily loss cap. It had been in place for months and we trusted it. Replaying our own history, a day where every stop gaps at its instrument’s 99th percentile reaches 13.84 % of equity . Not 1 %. The cause is simple
I run an LLM-driven intraday scalper on MT5 (demo). Over 60 closed trades it lost $212, and commission alone was 40% of that loss. Before asking "how do I make it profitable", I spent two weeks trying to establish whether it has any directional edge
