Backtest report · MT5 Strategy Tester
Robust_ORB_ATR_EMA_EA
#USNDAQ100 · M5 · FxPro-MT5 Demo · Initial deposit $5,000.00 USD
Jan 01, 2026 — Apr 25, 2026
Net P/L
-$5.10
-0.10% of deposit
Max drawdown
0.11%
$5.63
Profit factor
0.44
Negative expectancy
Sharpe ratio
-5.00
69 trades · 138 deals
Historical run · not a forecast. Live performance will differ from backtested results due to broker execution, spread, and slippage.
Equity curve
139 pointsDrawdown
Worst -0.11%Performance metrics
Profit & risk-adjusted return
Net profit
-$5.10
Gross profit
$3.93
Gross loss
-$9.03
Profit factor
0.4352
Expected payoff
-$0.07
Recovery factor
-0.8688
Sharpe ratio
-5.00
Drawdown
Absolute
$5.10
Maximal $
$5.63
Maximal %
0.11%
Relative %
—
Trade counts
Total trades
69
Total deals
138
Long trades
5
Win rate 20.00%
Short trades
64
Win rate 28.12%
Profit trades
19
27.54%
Loss trades
50
72.46%
Trade size
Largest profit
$0.88
Largest loss
-$0.51
Avg profit
$0.21
Avg loss
-$0.18
Streaks & holding time
Max consec wins
3
$0.91
Max consec losses
8
-$1.18
Avg consec wins
1
Avg consec losses
3
Min hold time
41s
Max hold time
54m 23s
Per-period breakdown
4 months · both sides| Gross profit | Gross loss | Largest win | Largest loss | |||||
|---|---|---|---|---|---|---|---|---|
| 2026-01 | 23 | -$0.37 | $1.63 | -$2.00 | 30.4% | -$0.02 | $0.56 | -$0.31 |
| 2026-02 | 6 | -$0.54 | $0.15 | -$0.69 | 33.3% | -$0.09 | $0.14 | -$0.27 |
| 2026-03 | 25 | -$2.47 | $2.03 | -$4.50 | 28.0% | -$0.10 | $0.88 | -$0.51 |
| 2026-04 | 15 | -$1.72 | $0.12 | -$1.84 | 20.0% | -$0.11 | $0.08 | -$0.27 |
Methodology
Run on FxPro-MT5 Demo · FXPRO Financial Services Ltd with 100% real ticks bar data. 22,164 bars · 71,201,518 ticks processed.
- Expert advisor
- Robust_ORB_ATR_EMA_EA
- Symbol
- #USNDAQ100
- Timeframe
- M5
- Currency
- USD
- Initial deposit
- $5,000.00
- Leverage
- 1:10000
Strategy inputs (26)
- InpAllowLongtrue
- InpAllowShorttrue
- InpATR_SL_Mult100
- InpATR_TP_Mult100
- InpATRPeriod14
- InpBE_OffsetPoints5.0
- InpBE_Trigger_R1.0
- InpCloseAtTradeEndfalse
- InpDailyLossLimitPct2.0
- InpDailyProfitLimitPct3.0
- InpEMAPeriod200
- InpEntryBufferPoints0
- InpMagicNumber20260506
- InpMaxORPoints5000
- InpMaxSpreadPoints250
- InpMinORPoints100
- InpOneTradePerDayfalse
- InpOREndTime17:00
- InpORStartTime16:30
- InpRiskPercent0.5
- InpSignalTF5
- InpSlippagePoints20
- InpTradeEndTime22:30
- InpTrail_ATR_Mult1.0
- InpUseBreakEvenfalse
- InpUseTrailingtrue
Backtest results are not guarantees of future performance. Live results depend on broker execution, spread, slippage, and connectivity. Run a demo for at least four weeks on your own broker before committing real capital.