DONCHIAN ENGINE — verification data
The MT5 Strategy Tester output is reproduced as it came out. No figures have been cherry-picked.
VERIFIED SCORE
71/ 100B
VERIFIED SCORE is a 0-100 figure computed mechanically from measured backtest values. No one adds points by impression.
| Axis | Weight | Inputs | Points |
|---|---|---|---|
| Drawdown | 35% | DD 10.83% | 87 |
| Robustness | 30% | PF 1.50 / RF 7.53 | 60 |
| Consistency | 20% | MCL 11 / WR 34.5% | 65 |
| Sample size | 15% | 631 trades / 9.4y | 63 |
Test conditions
- Symbol
- USDJPYduka
- Period / timeframe
- H1 (2017.01.01 - 2026.06.01)
- Initial deposit
- 10,000
- History quality
- 100% real ticks
Read these numbers first
| Max DD (equity) | 10.83% |
|---|---|
| Max DD (balance) | 9.68% |
| Longest losing streak | 11 |
| Recovery factor | 7.53 |
Profitability
| Net profit | 16,522.55 |
|---|---|
| Total return | 165.20% |
| Profit factor | 1.50 |
| Sharpe ratio | 1.98 |
| Expected payoff | 26.18 |
Inside the trades
| Total trades | 631 |
|---|---|
| Win rate | 34.55% |
| Average holding time | 32:42:37 |