GOLD Hedge-Recovery EA — Walk-Forward Backtest Report
* This report shows the results of a Python-based Walk-Forward analysis (gen_h1_walkforward.py / megagrid family).
It is not an official MT5 Strategy Tester HTML report; the official MT5 report will be generated and placed via the VPS GUI (in preparation).
- Strategy
- XAUUSD H1 hedge-recovery averaging (ruin-premised; daily withdrawal recommended)
- Test Period
- 10yr Dukascopy × 2yr slices × 1000-trial Monte Carlo
- Test Method
- Train (first 60%): 2M-parameter grid → Test (last 40%): OOS survivability eval
- Initial Balance
- $670 (≈ ¥100k), spread & slippage included
Monte Carlo Results (1000 trials)
| Metric | Value |
|---|
| Ruin rate (Equity < 5% of initial) | ?% |
| Survival rate (Balance > 20% of initial) | 0.0% |
| Net-profit rate (cumulative withdrawals > 0) | 47.2% |
| Cumulative withdrawals median | $0 |
| Cumulative withdrawals mean | $290 |
| Cumulative withdrawals 95%ile | $1,155 |
⚠ Ruin-premised averaging EA. These results assume an operation where you deposit only money you can afford to lose (~$1,000) and withdraw daily.
across 1000 trials all accounts blown ; net profit achieved in 47.2% of trials (about half managed to withdraw before ruin).