Demo · Cartera EAs · Backtest · 1003
Demo Broker Ltd · Demo-Server · MT5 · 1234567
Real vs backtest · Degradation: OK
Breakout XAUUSD · backtest · MT4 tester · imported on 10/26/2026
| Figure | Real | Backtest |
|---|---|---|
| Trades | 50 | 399 |
| Win rate | 42.0 % | 39.3 % |
| Average pips per trade | 12.45 | 5.86 |
| Total pips | 622.3 | 2,337.4 |
| Profit factor | 1.19 | 1.08 |
| Max DD (pips) | −839.2 | −3,127.8 |
| Max consecutive losses | 5 | 12 |
| Trades per month | 9.1 | 9.5 |
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 57.2 percentile: 57.2% 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 ≈ 147.5 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 3.9 % of the time (5 % is expected).