Demo · Cartera EAs · Backtest · 1002
Demo Broker Ltd · Demo-Server · MT5 · 1234567
Real vs backtest · Degradation: Review
Reversion GBPUSD · backtest · StrategyQuant X · imported on 10/26/2026
| Figure | Real | Backtest |
|---|---|---|
| Trades | 78 | 555 |
| Win rate | 55.1 % | 62.7 % |
| Average pips per trade | −1.75 | 2.48 |
| Total pips | −136.6 | 1,377.9 |
| Profit factor | 0.76 | 1.41 |
| Max DD (pips) | −230.3 | −146.6 |
| Max consecutive losses | 5 | 6 |
| Trades per month | 13.9 | 13.2 |
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 0.3 percentile: 0.3% 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 ≈ 16.3 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 4.3 % of the time (5 % is expected).