Ultima Ifrit Silver

Silver (XAGUSD) Mean Reversion EA

A mean-reversion Expert Advisor designed specifically for Silver (XAGUSD), consisting of two independent strategy modules:

1. Two-Layer Oscillator Module — identifies mean-reversion opportunities using a multi-layer oscillator framework.

2. Two-Layer Volatility Module — identifies mean-reversion opportunities based on volatility conditions and regime behavior.

Key Features

• No grid trading.

• No martingale.

• Designed for XAGUSD on the 5-minute (M5) timeframe.

• The EA must be attached to an XAGUSD M5 chart

• Fixed/trailing(optional) volatility based stop loss.

• No overnight holding

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BACKTEST SUMMARY
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Account Performance
   Initial Balance:        $100.00
   Final Balance:          $6,546.44
   Net Profit/Loss:        $6,464.10
   Total Return:           6,446.44%
   Trading Period:         2399 days (2020-01-01 to 2026-07-27)
Trading Activity
   Total Trades:           526
   Winning Trades:         371 (70.53%)
   Losing Trades:          155 (29.47%)
   Average Trade:          $12.29
In-Sample Period (Before 2024-05-18)
   Trades:                 324
   Win Rate:               70.68%
   Net Profit:             $2,486.20
   Profit Factor:          3.94
Out-of-Sample Period (From 2024-05-18)
   Trades:                 202
   Win Rate:               70.30%
   Net Profit:             $3,977.90
   Profit Factor:          3.99
Profitability Metrics (Overall)
   Gross Profit:           $8,640.05
   Gross Loss:             $2,175.95
   Profit Factor:          3.97
   Average Win:            $23.29
   Average Loss:           $-14.04
   Risk/Reward Ratio:      1.66
   Expectancy per Trade:   $12.29
   Largest Win:            $187.50
   Largest Loss:           $-96.15
Risk Metrics
   Maximum Drawdown:       -19.68% ($145.57)
   Avg Drawdown Duration:  11 days
   Max Drawdown Duration:  157 days
   Sharpe Ratio:           2.08
   Sortino Ratio:          4.84
   Calmar Ratio:           9.81
   Value at Risk (95%):    -0.56%
Consistency Metrics
   Max Consecutive Wins:   15
   Max Consecutive Losses: 5
   Monthly Win Rate:       89.74%
   Best Month:             $561.45
   Worst Month:            $-30.20
   Avg Monthly Return:     $82.87
   Avg Weekly Return:      $24.30
   Total Weeks:            266
Trade Timing
   Avg Holding Time:       9.2 hours
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OUT-OF-SAMPLE PERIOD BREAKDOWN (Actual & VaR-Based Expectations)
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    PERIOD         ACTUAL BEST    ACTUAL WORST     ACTUAL MEAN       BOOT MEAN     BOOT MEDIAN  VaR BEST (95%)  VaR WORST (5%)
    ----------  --------------  --------------  --------------  --------------  --------------  --------------  --------------
    Daily         $       261.25  $            -128.65  $            23.26  $                 19.09  $           11.40  $            99.25  $         -43.25
    Weekly      $       305.25  $            -79.05  $             43.71  $                 38.53  $            29.10  $           162.10  $       -46.16
    Monthly     $       561.45  $            -25.35  $             147.33  $               138.13  $          129.22  $          348.47  $       -35.50

    OOS DRAWDOWN DURATION
    Avg Drawdown Duration:       9 days
    Max Drawdown Duration:       56 days