Quantitative Analysis
Backtest Results
Historical simulation on real MT5 tick data. Includes spread costs, commission, and slippage.
M5 · 1 Month · 1% Risk
XAUUSDm · Exness Demo
Profit Factor
1.42
> 1.3 = good
Net Return
+43.2%
on $600 balance
Max Drawdown
−11.5%
manageable
Win Rate
55.3%
159 trades
All Runs
| Period | TF | Risk | Trades | Win Rate | Profit Factor | Return | Max DD | |
|---|---|---|---|---|---|---|---|---|
| 1 Month | M5 | 1% | 159 | 55.3% | 1.42 | +43.2% | -11.5% | |
| 1 Month | M5 | 5% | 159 | 55.3% | 1.26 | +390.0% | -156.0% | |
| 1 Week | M5 | 1% | 34 | 47.1% | 0.94 | -6.2% | -8.1% | |
| Yesterday | M1 | 1% | 36 | 47.2% | 1.05 | +6.6% | -51.0% | |
| Yesterday | M5 | 1% | 3 | 66.7% | — | — | — | Too few trades |
Parameters
- Timeframe
- M5
- Symbol
- XAUUSDm
- EMA Period
- 20
- Min FVG Pips
- 3
- Min SL Pips
- 5
- Min RR
- 1.5×
- FVG Expiry
- 10 candles
- Body PCT Min
- 60%
- Close PCT Min
- 80%
How It Works
- 1
Detect Impulse
3-candle momentum: body ≥ 60% of range, close in top/bottom 20%.
- 2
Find FVG
Measure gap between candle 1 high and candle 3 low (bull) or reverse.
- 3
EMA Filter
Long only above EMA-20, short only below. Strict trend confirmation.
- 4
Place Limit
Set limit at FVG midpoint. Auto-cancel after 10 candles if unfilled.
- 5
Manage Risk
SL at FVG boundary, TP at ≥ 1.5× RR, size at exactly 1% risk.
Disclaimer — Backtests simulate on historical data and do not account for requotes, broker restrictions, or changing market regimes. Past results do not guarantee future performance. For informational purposes only.