Demo · Cartera EAs · Backtest · 1001
Demo Broker Ltd · Demo-Server · MT5 · 1234567
Real vs backtest · Degradation: OK
Trend EURUSD · backtest · MT5 tester · imported on 10/26/2026
| Figure | Real | Backtest |
|---|---|---|
| Trades | 113 | 829 |
| Win rate | 58.4 % | 49.2 % |
| Average pips per trade | 3.86 | 0.13 |
| Total pips | 436.7 | 107.3 |
| Profit factor | 1.53 | 1.01 |
| Max DD (pips) | −131.6 | −395.9 |
| Max consecutive losses | 6 | 9 |
| Trades per month | 20.0 | 19.7 |
Real column: green, better than 90% of the 5,000 backtest simulations; orange, to review; red, well outside what is expected. No colour: within what is expected.
Monte Carlo cone
The EA is at the 98.4 percentile: 98.4% of the simulations ended worse.
Band: where 90% of the backtest simulations ended over the same weeks as the real trading. Dashed line: the median. Unit R: each trade's move in % of the price divided by the backtest's average loss (1 R ≈ 16.8 pips at the current price).
Method: 5,000 simulations resampling 4-week blocks of the 3.5 years of backtest, at the EA's real trading pace. Calibration: in the backtest, normal windows of 25 weeks end below the band 0.6 % of the time (5 % is expected).