AbacuQuant Works on Any Market — Here Are the Set Files to Prove It
AbacuQuant Works on Any Market — Here Are the Set Files to Prove It
One algorithmic trading system, seven asset classes, validated on Darwinex Zero. Download the sets, run the tests yourself, and see what systematic trading really looks like.
Most algorithmic trading systems are built for one thing. One pair, one session, one market condition. The moment the market shifts — they stop working.
AbacuQuant was designed with a different philosophy: real edge is not instrument-specific, it is structural. The same core logic — tuned through rigorous genetic optimization — can find consistent, low-correlated opportunities across forex, metals, indices, energy, ETFs, and individual stocks.
This post shows you exactly how we did it. We will walk you through seven representative set files from the AbacuQuant v15 portfolio, explain what they achieved in backtesting and forward testing, and let you download them so you can verify everything yourself in MetaTrader 5.
Validation standard: Every set file shared here was validated using the same protocol — genetic optimization on H1 with Open Prices Only, then confirmed with an Every Tick model using Tick Story custom instruments on Darwinex Zero. No cherry-picking. No curve-fitting theater.
Why set file diversity matters
A portfolio of uncorrelated strategies is the closest thing to a free lunch in trading. When one market is quiet, another is moving. When one strategy is in drawdown, another is recovering. The goal is never to have the best single strategy — it is to have a collection where the sum is more stable than any individual part.
The AbacuQuant v15 portfolio achieves a maximum cross-asset correlation of just 0.38, with most pairs well below that threshold. That is what seven asset classes and strategic session coverage get you.
Combined portfolio metrics (v15 — 13 EAs)
| Metric | Value | Metric | Value |
| Net Profit | $266,333 | Profit Factor | 1.89 |
| Max Drawdown | 6.52% | Sharpe Ratio | 3.14 |
| Total Trades | 6,193 | Avg / Month | $7,610 |
| Linear Regression | 0.9885 | Max Correlation | 0.38 |
The seven representative set files
Below you will find one set per asset class. Each section shows the key validated metrics and a download link for the .set file. Load them in Strategy Tester on MetaTrader 5 and see for yourself.
1. EUR_L — EURUSD Long | Forex
| Symbol | Direction | Timeframe | Profit Factor | Linear Reg. | Max DD | Session |
| EURUSD | Long | H1 | 1.72 | 0.91 | 4.8% | EU overlap |
The classic major pair. EUR_L captures the European-American session overlap, where liquidity is highest and price action is most directional. This set demonstrates that AbacuQuant can find clean, repeatable edge even in the most traded instrument in the world.
[ Forward test equity curve: EUR_L / EURUSD / H1 / Darwinex Zero ]
2. GBP_L — GBPJPY Long | Forex (Cross)
| Symbol | Direction | Timeframe | Profit Factor | Linear Reg. | Max DD | Session |
| GBPJPY | Long | H1 | 1.81 | 0.89 | 5.1% | Tokyo / London |
GBPJPY is one of the most volatile forex crosses — high spread, fast moves, and patterns that punish underprepared systems. GBP_L thrives in the Tokyo-London transition window, exploiting momentum that less calibrated EAs cannot handle consistently.
[ Forward test equity curve: GBP_L / GBPJPY / H1 / Darwinex Zero ]
↓
3. XAU_L — XAUUSD Long | Precious Metals
| Symbol | Direction | Timeframe | Profit Factor | Linear Reg. | Max DD | Session |
| XAUUSD | Long | H1 | 1.95 | 0.92 | 5.9% | NY session |
Gold behaves like no other instrument — driven by macro sentiment, geopolitical risk, and dollar strength simultaneously. XAU_L was optimized specifically for the New York session, where institutional gold flows generate the clearest directional setups. A Profit Factor of 1.95 on XAUUSD is a strong result given the instrument's noise levels.
[ Forward test equity curve: XAU_L / XAUUSD / H1 / Darwinex Zero ]
4. NDX_L — NASDAQ 100 Long | Index
| Symbol | Direction | Timeframe | Profit Factor | Linear Reg. | Max DD | Session |
| NASDAQ 100 | Long | H1 | 2.01 | 0.93 | 6.1% | US pre-market |
The highest Profit Factor in the featured set — 2.01 — comes from the index that defines tech-driven momentum. NDX_L operates in the pre-market hours before the US open, capturing directional bias that often persists into the main session. The key insight: indices have different microstructure than forex, and AbacuQuant's optimization protocol adapts to it.
[ Forward test equity curve: NDX_L / NASDAQ 100 / H1 / Darwinex Zero ]
5. OIL_S — WTI Crude Oil Short | Energy
| Symbol | Direction | Timeframe | Profit Factor | Linear Reg. | Max DD | Session |
| XTIUSD (WTI) | Short | H1 | 1.68 | 0.87 | 7.2% | London open |
Energy markets add a dimension that pure forex or equity portfolios miss entirely: commodity-driven correlation to macroeconomic cycles. OIL_S trades the short side of crude oil at the London open — a session where supply-side news flow typically pressures oil prices. This set also provides coverage in hours where most other EAs in the portfolio are inactive.
[Forward test equity curve: OIL_S / XTIUSD / H1 / Darwinex Zero ]
6. XLV_S — Health Care Select SPDR Short | ETF
| Symbol | Direction | Timeframe | Profit Factor | Linear Reg. | Max DD | Session |
| XLV | Short | H1 | 1.61 | 0.86 | 5.5% | NY morning |
Trading a sector ETF might seem unconventional for an algorithmic system — but that is exactly the point. XLV tracks healthcare stocks, a sector with low correlation to tech indices and energy. XLV_S brings genuine diversification that no additional forex pair could achieve, and its short bias complements the long-dominant strategies elsewhere in the portfolio.
[ Forward test equity curve: XLV_S / XLV / H1 / Darwinex Zero ]
How each set was validated — the two-stage protocol
Every set you see above went through the same rigorous two-stage validation process before being included in the portfolio. There are no exceptions.
Stage 1 — Backtest on Darwinex Zero
Using MetaTrader 5 Strategy Tester with Genetic Algorithm optimization, Complex Max Criterion, H1 timeframe, and Open Prices Only mode. Local Agents Only was required to enable the forward test tab. Only results meeting all four criteria were promoted:
- Profit Factor ≥ 1.5
- Linear Regression ≥ 0.85
- Maximum Drawdown < 15%
- Recovery mode = OFF (no grid, no martingale)
Stage 2 — Forward test confirmation
Top candidates were re-run using the Every Tick model with Tick Story custom tick data on Darwinex Zero instruments. The forward test must confirm the backtest edge — divergence between the two is treated as a signal of overfitting, not noise. Only strategies where both curves align are included in the portfolio.
The pattern you will see across all seven sets is consistent: smooth, low-drawdown equity curves in both stages, with no dramatic divergence between backtest and forward test. That is what systematic validation looks like when you take it seriously.
One system, seven markets — the logic behind it
You might be wondering: how can the same EA logic find edge in EURUSD, crude oil and a healthcare ETF simultaneously?
The answer is that AbacuQuant does not trade markets — it trades market structure. The underlying logic looks for recurring imbalance patterns and momentum setups that exist in every liquid instrument. What changes per set file are the session windows, signal thresholds, and risk parameters — all tuned to each instrument's specific volatility profile.
Think of it less like a fishing rod and more like a net with adjustable mesh size. The net is the same. You calibrate it to the depth of water you are fishing in.
Each set file is an independent, non-correlated strategy. They do not share positions, do not influence each other, and are designed to be run simultaneously. The portfolio effect — not any individual set — is where the real edge lives.
How to use these set files in MetaTrader 5
- Download the .set file for the strategy you want to test.
- Open MetaTrader 5 and go to View → Strategy Tester.
- Select AbacuQuant as the Expert Advisor.
- Set the symbol and timeframe to match the set (all are H1).
- In the Inputs tab, click Load and select the .set file.
- Run with Every Tick model for maximum accuracy.
- To run all seven simultaneously, attach each to its own chart with its own Magic Number — they do not interfere with each other.
What comes next
These seven sets represent roughly half of the AbacuQuant v15 portfolio. The full version includes 13 active EAs across 9 asset classes, covering 23 out of 24 trading hours across all five weekdays — with a combined Sharpe Ratio of 3.14 and a maximum drawdown of just 6.52%.
The set files above are a starting point. A way to verify the approach without any commitment. Run them, inspect the results, stress-test the logic. If the numbers hold up — and they should — the next step is putting them to work.
AbacuQuant is available on the MQL5 Market. The full portfolio comes with all +13 validated strategies, complete optimization documentation, and set file updates as new assets are validated and added.
Questions about the set files or the validation methodology? Leave a comment below or message directly through the MQL5 profile.
Keywords: Expert Advisor, Set Files, MetaTrader 5, Backtesting, Algorithmic Trading, Free Download, Portfolio EA, Darwinex Zero, Forward Test, Multi-Asset EA, Profit Factor, Low Drawdown, Genetic Optimization, Systematic Trading, MQL5 Market, EURUSD, XAUUSD, NASDAQ EA, Forex Robot, Uncorrelated Strategies
