Paradox M5
- Uzmanlar
- Sürüm: 8.1
- Güncellendi: 11 Eylül 2026
- Etkinleştirmeler: 5
This EA is designed for Gold (XAUUSD) as a mean reversion/trend following hybrid.
How to use:
1) Attach to 5 min chart XAUUSD.
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EXECUTIVE SUMMARY
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Account Performance
Initial Balance: $100.00
Final Balance: $4,125.63
Net Profit/Loss: $4,046.29
Total Return: 4,025.63%
Trading Period: 832 days (2024-03-01 to 2026-06-11)
Trading Activity
Total Trades: 422
Winning Trades: 273 (64.69%)
Losing Trades: 149 (35.31%)
Average Trade: $9.59
In-Sample Period (Before 2025-08-31)
Trades: 264
Win Rate: 63.26%
Net Profit: $1,771.88
Profit Factor: 3.10
Out-of-Sample Period (From 2025-08-31)
Trades: 158
Win Rate: 67.09%
Net Profit: $2,274.41
Profit Factor: 3.44
Profitability Metrics (Overall)
Gross Profit: $5,821.29
Gross Loss: $1,775.00
Profit Factor: 3.28
Average Win: $21.32
Average Loss: $-11.91
Risk/Reward Ratio: 1.79
Expectancy per Trade: $9.59
Largest Win: $105.00
Largest Loss: $-47.50
Risk Metrics
Maximum Drawdown: -17.19% ($114.89)
Avg Drawdown Duration: 5 days
Max Drawdown Duration: 36 days
Sharpe Ratio: 3.33
Sortino Ratio: 4.45
Calmar Ratio: 12.84
Value at Risk (95%): -1.47%
Consistency Metrics
Max Consecutive Wins: 11
Max Consecutive Losses: 5
Monthly Win Rate: 89.29%
Best Month: $489.60
Worst Month: $-21.06
Avg Monthly Return: $144.51
Avg Weekly Return: $36.13
Total Weeks: 112
Trade Timing
Avg Holding Time: 8.4 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 $ 166.06 $ -67.39 $ 21.46 $ 14.19 $ 10.00 $ 99.75 $ -47.50
Weekly $ 276.36 $ -114.89 $ 58.32 $ 57.16 $ 49.53 $ 181.71 $ -46.66
Monthly $ 489.60 $ -21.06 $ 227.44 $ 230.00 $ 225.24 $ 466.62 $ 4.97
Actual Mean = Simple average of each OOS period (daily/weekly/monthly P&L)
Boot Mean = Mean of 10,000 bootstrapped period sums
Boot Median = 50th percentile of 10,000 bootstrapped period sums
VaR Best = 95th percentile of 10,000 bootstrapped period sums (optimistic scenario)
VaR Worst = 5th percentile of 10,000 bootstrapped period sums (adverse scenario)
OOS DRAWDOWN DURATION
Avg Drawdown Duration: 3 days
Max Drawdown Duration: 21 days
