Ultima Ifrit Silver
- Uzmanlar
- Sürüm: 1.5
- Etkinleştirmeler: 5
Silver (XAGUSD) Mean Reversion EA
A mean-reversion Expert Advisor designed specifically for Silver (XAGUSD), consisting of two independent strategy modules:
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Two-Layer Oscillator Module — identifies mean-reversion opportunities using a multi-layer oscillator framework.
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Two-Layer Volatility Module — identifies mean-reversion opportunities based on volatility conditions and regime behavior.
Key Features
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No grid trading.
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No martingale.
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Designed for XAGUSD on the 5-minute (M5) timeframe.
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The EA must be attached to an XAGUSD M5 chart
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Fixed/trailing(optional) volatility based stop loss.
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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%)
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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
