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MT5DEPOT ORIGINAL

Windrose

A single-position AUD/CAD reverter that fades RSI extremes — but only when the move that made them was violent.

RSI(13) below 25 on a bar whose body dwarfs the recent average. One buy at 0.1 lot, a 114-pip stop and a 114-pip target, and then it waits — sometimes for weeks.

Total return
+14.5%
Profit factor
1.38
Max equity drawdown
4.9%
Max positions
1
AUD/CADH1Mean ReversionOne Position At A TimeSymmetric 114-Pip Stop And TargetNo Grid, No Martingale

Verified Performance Record

The complete record — the published backtest and everything since.

  • v1.0
  • Settings Locked
  • Out-of-Sample
Tracking Active
Backtest (2019–Apr 1, 2026) Forward tracking (Apr 1, 2026–)
95% 100% 105% 110% 115% 120% Strategy listed & locked Apr 1, 2026 2019 2020 2021 2022 2023 2024 2025 Jul 20, 2026 95% 100% 105% 110% 115% 120% Strategy listed & locked Apr 1, 2026 2019 2020 2021 2022 2023 2024 Jul 20, 2026

Normalized growth, rebased to 100% at the start of the backtest. Everything after Apr 1, 2026 is out-of-sample.

-1% 0% +1% +2% +3% Apr 1, 2026 Jul 20, 2026 -1% 0% +1% +2% +3% Apr 1, 2026 Jul 20, 2026

Performance since the strategy lock date, rebased to 0% on Apr 1, 2026.

Full Record

Published backtest plus everything measured since the lock — one continuous record.

Total Return
+14.5%
Max Balance Drawdown
4.5%
Closed Trades
108
Profit Factor
1.38

Jan 1, 2019 – Jul 20, 2026

Since Strategy Lock

Only the days after the strategy was locked. Never merged into the figures on the left.

Forward Return
+2.5%
Forward Balance Drawdown
0.9%
Forward Trades
7
Tracking Period
110 days

Apr 1, 2026 – Jul 20, 2026

Trade History

All 108 closed positions in the record, newest first. Every position is 0.1 lots.

65 Wins43 Losses

Average win
+$81.37
Average loss
-$89.38
Best trade
+$92.18
Worst trade
-$148.35
ClosedSideSymbolEntryExitDurationP/L
Jul 20, 2026 07:38BuyAUD/CAD0.979540.9786512d-$6.35
Jun 26, 2026 02:19SellAUD/CAD0.988970.9775711d+$72.18
Jun 14, 2026 21:37BuyAUD/CAD0.975490.986894d+$81.49
Jun 7, 2026 21:33SellAUD/CAD0.991890.980449d+$77.06
May 21, 2026 17:54BuyAUD/CAD0.975680.987082d+$82.75
May 19, 2026 13:25SellAUD/CAD0.989300.9779012d+$76.40
May 6, 2026 10:47SellAUD/CAD0.976830.9882428d-$102.57
Mar 23, 2026 11:11BuyAUD/CAD0.952180.963581h+$83.19
Mar 17, 2026 12:48BuyAUD/CAD0.960960.972364d+$83.18
Mar 9, 2026 00:51BuyAUD/CAD0.958010.946615d-$83.82
Feb 25, 2026 03:53SellAUD/CAD0.960840.9722416d-$93.62
Feb 5, 2026 15:26SellAUD/CAD0.961640.950212d+$81.04
Feb 3, 2026 07:36SellAUD/CAD0.949790.961208d-$88.74
Jan 23, 2026 01:03SellAUD/CAD0.932340.9437416d-$94.09
Jan 6, 2026 16:10SellAUD/CAD0.916520.92792105d-$148.35
Sep 5, 2025 14:03SellAUD/CAD0.898090.9094914d-$91.50
Aug 21, 2025 05:07SellAUD/CAD0.902310.890918d+$75.76
Aug 13, 2025 08:31BuyAUD/CAD0.890430.9018727d+$83.13
Jul 10, 2025 19:30BuyAUD/CAD0.888910.900324d+$83.47
Jun 26, 2025 08:35BuyAUD/CAD0.884470.8958827d+$83.39
May 27, 2025 10:12SellAUD/CAD0.898700.8873014d+$73.97
May 5, 2025 01:20BuyAUD/CAD0.881890.8932912d+$82.59
Apr 4, 2025 14:46BuyAUD/CAD0.869840.858444h-$80.09
Apr 4, 2025 10:57BuyAUD/CAD0.880810.869417h-$80.51
Apr 4, 2025 03:29BuyAUD/CAD0.892780.881371d-$80.98
Mar 21, 2025 14:16SellAUD/CAD0.911900.9005011d+$71.44
Mar 5, 2025 15:37BuyAUD/CAD0.895780.907185d+$79.22
Feb 20, 2025 08:13BuyAUD/CAD0.894730.906138d+$80.19
Jan 20, 2025 03:51BuyAUD/CAD0.886420.8978210d+$78.89
Jan 10, 2025 13:30BuyAUD/CAD0.899890.8884523d-$79.39
Dec 4, 2024 03:19BuyAUD/CAD0.914960.9035525d-$81.04
Nov 8, 2024 16:55SellAUD/CAD0.926740.915341d+$81.27
Nov 7, 2024 14:50BuyAUD/CAD0.913540.9249710d+$82.46
Oct 29, 2024 00:19SellAUD/CAD0.924940.9135418d+$71.21
Oct 8, 2024 02:26SellAUD/CAD0.928970.9175511d+$77.32
Sep 6, 2024 16:05SellAUD/CAD0.916240.9048418d+$71.03
Aug 8, 2024 17:40BuyAUD/CAD0.893240.904653d+$83.07
Jul 31, 2024 05:36BuyAUD/CAD0.908740.897347d-$82.32
Jul 23, 2024 07:03SellAUD/CAD0.923710.9123112d+$76.37
Jul 11, 2024 09:05SellAUD/CAD0.910120.9215338d-$109.45
May 15, 2024 12:31SellAUD/CAD0.896770.9082116d-$94.37
Apr 24, 2024 02:15BuyAUD/CAD0.879920.891335d+$83.55
Apr 19, 2024 00:18BuyAUD/CAD0.894840.883448d-$82.75
Apr 9, 2024 12:20SellAUD/CAD0.888080.8994949d-$115.92
Feb 20, 2024 13:48BuyAUD/CAD0.876410.8878419d+$84.56
Feb 1, 2024 06:58SellAUD/CAD0.890380.878988d+$78.18
Jan 18, 2024 00:30BuyAUD/CAD0.893450.882026d-$84.63
Jan 5, 2024 13:30SellAUD/CAD0.903400.8919823d+$70.78
Dec 14, 2023 00:53BuyAUD/CAD0.891790.903209d+$84.52
Nov 21, 2023 08:33SellAUD/CAD0.892000.903406d-$86.93
Nov 14, 2023 18:39SellAUD/CAD0.880110.8915318d-$93.50
Oct 27, 2023 13:36SellAUD/CAD0.869260.8806828d-$100.52
Sep 29, 2023 01:32BuyAUD/CAD0.857450.868871d+$84.63
Sep 27, 2023 17:26SellAUD/CAD0.869400.857995d+$82.32
Sep 21, 2023 04:35SellAUD/CAD0.875790.8643929d+$64.36
Aug 23, 2023 13:47BuyAUD/CAD0.864040.875466d+$84.10
Aug 16, 2023 21:17BuyAUD/CAD0.879410.8678320d-$85.62
Jul 28, 2023 03:28SellAUD/CAD0.894890.883453d+$83.14
Jul 24, 2023 13:17SellAUD/CAD0.899220.8878211d+$80.39
Jul 13, 2023 01:50BuyAUD/CAD0.884920.8963220d+$86.44
Jun 23, 2023 01:40BuyAUD/CAD0.898110.886713d-$86.63
Jun 20, 2023 08:38SellAUD/CAD0.909300.897905d+$84.24
Jun 13, 2023 06:21SellAUD/CAD0.893950.905357d-$90.02
Jun 5, 2023 14:08BuyAUD/CAD0.879800.891205d+$84.85
May 24, 2023 14:54BuyAUD/CAD0.899240.8878448d-$83.87
Apr 3, 2023 12:20BuyAUD/CAD0.899290.9107112h+$84.78
Apr 2, 2023 23:13BuyAUD/CAD0.911790.9003734d-$84.63
Feb 27, 2023 04:29BuyAUD/CAD0.924490.9130617d-$83.94
Feb 10, 2023 15:00SellAUD/CAD0.937730.926321d+$84.69
Feb 7, 2023 17:53BuyAUD/CAD0.923240.934641d+$85.11
Feb 6, 2023 15:16BuyAUD/CAD0.935810.924383d-$84.96
Jan 26, 2023 00:19SellAUD/CAD0.940660.952072d-$88.53
Jan 19, 2023 04:19SellAUD/CAD0.942870.9314714h+$82.45
Jan 5, 2023 00:07SellAUD/CAD0.931690.9202916h+$82.56
Jan 4, 2023 07:30SellAUD/CAD0.919060.930497d-$88.41
Dec 15, 2022 15:29SellAUD/CAD0.926950.915554d+$80.31
Nov 29, 2022 12:28SellAUD/CAD0.896120.9075314d-$93.91
Nov 14, 2022 15:37SellAUD/CAD0.879600.891004d-$87.18
Nov 3, 2022 15:32SellAUD/CAD0.876540.865138d+$76.62
Oct 26, 2022 07:42BuyAUD/CAD0.864420.8758216d+$84.09
Oct 10, 2022 04:42BuyAUD/CAD0.881000.869596d-$83.06
Sep 28, 2022 04:24SellAUD/CAD0.891790.8803619d+$71.79
Aug 17, 2022 14:54SellAUD/CAD0.904840.893437d+$83.49
Aug 10, 2022 12:30BuyAUD/CAD0.891210.902618d+$88.55
Jul 22, 2022 13:45BuyAUD/CAD0.882170.8935821d+$88.92
Jun 15, 2022 18:38BuyAUD/CAD0.891490.902932d+$88.30
Jun 13, 2022 09:56BuyAUD/CAD0.907180.8957810d-$88.66
May 9, 2022 11:31BuyAUD/CAD0.915580.9041814d-$88.06
Apr 18, 2022 02:00SellAUD/CAD0.943580.932175d+$86.19
Apr 8, 2022 13:42SellAUD/CAD0.948230.936823d+$87.00
Mar 18, 2022 15:34BuyAUD/CAD0.923940.935354d+$90.35
Mar 8, 2022 07:07SellAUD/CAD0.944680.933261d+$88.34
Mar 4, 2022 16:50SellAUD/CAD0.927790.939191d-$90.01
Feb 9, 2022 13:26SellAUD/CAD0.900250.911659d-$96.02
Jan 27, 2022 13:36BuyAUD/CAD0.908520.8971220d-$89.80
Jan 7, 2022 13:31SellAUD/CAD0.919290.9078823d+$72.74
Dec 13, 2021 19:59BuyAUD/CAD0.901910.9133410d+$89.32
Dec 3, 2021 13:33BuyAUD/CAD0.915320.9039023d-$89.42
Nov 10, 2021 01:23SellAUD/CAD0.928300.9169015d+$80.28
Oct 19, 2021 13:30BuyAUD/CAD0.911260.9226611d+$92.18
Sep 23, 2021 08:26SellAUD/CAD0.932040.9206421d+$75.48
Sep 2, 2021 06:02SellAUD/CAD0.920080.9314913d-$99.49
Aug 19, 2021 07:40BuyAUD/CAD0.923970.9125629d-$89.62
Jul 21, 2021 05:52SellAUD/CAD0.939420.928022d+$88.31
Jan 18, 2021 00:00SellAUD/CAD0.989760.9775811d+$89.22
Oct 21, 2020 00:00BuyAUD/CAD0.924860.936261h+$86.80
Aug 12, 2020 00:00SellAUD/CAD0.959770.9482321d+$73.11
Jul 6, 2020 00:00SellAUD/CAD0.934000.9459733d-$109.99

Monthly Returns

+$57+$231-$6May 2026JunJul

Calculated from market data released after the strategy lock date.

Year by Year

Jan 1, 2019 – Jul 20, 2026

YearTradesNet P/LWin rate
202615+$19.7553%
202515+$379.5867%
202418+$209.3261%
202327+$181.0256%
202221+$369.9962%
20219+$236.2667%
20203+$49.9267%

Drawdown

0.0%-1.0%Apr 1, 2026May 21, 2026Jul 20, 2026

Calculated from market data released after the strategy lock date.(-0.9%)

Recent Trades

Apr 1, 2026 – Jul 20, 2026

ClosedSideDurationPipsP/L
Jul 20, 2026Buy12d-8.9-$6.35
Jun 26, 2026Sell11d114+$72.18
Jun 14, 2026Buy4d114+$81.49
Jun 7, 2026Sell9d114.5+$77.06
May 21, 2026Buy2d114+$82.75
View all 7 trades
ClosedSideDurationPipsP/L
May 19, 2026Sell12d114+$76.40
May 6, 2026Sell28d-114.1-$102.57

Verification

Strategy Version
v1.0
Locked date
Apr 1, 2026
Test period
Jan 1, 2019 – Apr 1, 2026
Forward period
Apr 1, 2026 – Jul 20, 2026
Symbol
AUD/CAD
Timeframe
H1
Broker data source
Exness MT5 M1 history (AUDCADm), in the MetaTrader 5 strategy tester, every tick (generated from M1 bars) (Model 0), 0.1 lot on a $10,000 balance
Modelling method
Daily out-of-sample re-run
Starting balance
$10,000
Position sizing
0.1 lot per $10,000
Data through
Jul 20, 2026
File checksum
19918f70280ba77a035eb0d2a37cb454b80fbaf7ed65b4f8b16ec980871d49ae

Download full history (CSV, backtest)Download full tracking history (CSV)

Strategy logic

How Windrose Trades

Fades violent RSI extremes on AUD/CAD H1 with one fixed-size position and a symmetric 114-pip stop and target.

01 Market

When it trades

AUD/CAD, an uncrowded range-prone cross

The EA watches hourly AUD/CAD bars. Both currencies are commodity-linked, and the pair spends most of its time oscillating in broad ranges rather than trending — the behaviour a reverter needs.

02 Setup

What it looks for

An RSI extreme made by a violent bar

RSI(13) closing below 25 (oversold) or above 75 (overbought) arms a signal — but only if the closed bar's body is at least twice the average body of the last 14 bars. A drifting market that grinds its way to RSI 25 is ignored; a sharp expansion bar is not.

03 Entry

How it enters

One market order against the move

On the armed signal it buys the oversold extreme or sells the overbought one — one 0.1-lot market order, at most one entry per bar, and never while another position is open.

04 Risk

How it protects

A fixed 114-pip stop on every trade

Every position carries the same 114-pip stop-loss from the moment it opens. Nothing is added to losers and nothing trails — the stop is where the trade ends if the extreme keeps extending.

05 Exit

How it exits

A symmetric 114-pip target

The take-profit sits exactly as far away as the stop. Most recorded trades ended at one line or the other — the strategy's whole payoff is the 60% frequency at which reversion wins the race.

Risk architecture

Position limit
1 position
Position sizing
Fixed 0.1 lot per trade (not balance-scaled)
Recovery method
None — no grid, no martingale, no averaging down
Protective exit
Fixed 114-pip stop-loss attached at entry

Market behavior

Performs best in

  • Range-bound or mean-reverting phases where sharp AUD/CAD spikes get faded
  • Volatility bursts inside a broad range — the body filter needs a violent bar to fire

Can struggle in

  • Sustained one-way trends, where each faded extreme keeps extending into the stop (late 2025 to early 2026 in the record)
  • Long quiet drifts — signals stop coming, and open positions can sit for weeks accruing swap

Published configuration

Parameters & Controls

The exact configuration used for testing and forward tracking.

ParameterPublished valueWhat it controls
Magic numberMagicNumber996892Trade ownership
SlippageSlippage3Max slippage (pips)
Once per barOncePerBartrueEntry throttle
RSI periodRSI_Period_n213Signal lookback
RSI applied priceRSI_Price_n20Price source
Lot sizeLotSize0.1Position size
Buy stop-lossSL_Pips_n7114Buy-side stop (pips)
Buy take-profitTP_Pips_n7114Buy-side target (pips)
Sell stop-lossSL_Pips_n8114Sell-side stop (pips)
Sell take-profitTP_Pips_n8114Sell-side target (pips)
Body filter lookbackRangeSizePeriod_rsfilt14Entry filter
Body filter multiplierRangeSizeMult_rsfilt2.0Entry filter
Locked for trackingUser-adjustableSelect “View full inputs” below for every parameter’s range and full description.
Download .setVersion — updated Aug 14, 2026

All published inputs

  • Magic numberMagicNumber
    Default
    996892
    Suggested range
    Any unique integer

    Identifies this EA's positions. Change it only to avoid a collision with another EA on the same account.

  • SlippageSlippage
    Default
    3
    Suggested range
    1 or more

    How far the fill may deviate from the requested price before the order is rejected. 3 pips is generous for AUD/CAD; tightening it can skip fills in fast markets.

  • Once per barOncePerBar
    Default
    true
    Suggested range
    —

    Allows at most one entry per H1 bar. The published record was measured with this on; turning it off lets the EA re-enter inside the same bar and changes the strategy.

  • RSI periodRSI_Period_n2
    Default
    13
    Suggested range
    —

    The RSI lookback the 25/75 extremes are measured on. The thresholds are compiled in, so changing the period shifts what counts as an extreme — it is part of the recorded strategy.

  • RSI applied priceRSI_Price_n2
    Default
    0
    Suggested range
    —

    The price series RSI reads: 0 is the close. The record was measured on closes.

  • Lot sizeLotSize
    Default
    0.1
    Suggested range
    Broker min lot or more

    Fixed size for every trade — the EA does not scale it to your balance. The record is 0.1 lot per $10,000; keep that ratio (0.05 on $5,000, 0.01 on $1,000).

  • Buy stop-lossSL_Pips_n7
    Default
    114
    Suggested range
    —

    Stop distance on buys. Symmetric with the target by design — widening it changes the win-rate/payoff balance the record was measured at.

  • Buy take-profitTP_Pips_n7
    Default
    114
    Suggested range
    —

    Target distance on buys, the same 114 pips as the stop. The published 60% win rate only means anything against this symmetric payoff.

  • Sell stop-lossSL_Pips_n8
    Default
    114
    Suggested range
    —

    Stop distance on sells — same value and same role as the buy side.

  • Sell take-profitTP_Pips_n8
    Default
    114
    Suggested range
    —

    Target distance on sells — symmetric with the sell stop.

  • Body filter lookbackRangeSizePeriod_rsfilt
    Default
    14
    Suggested range
    —

    How many recent bars the average candle body is taken over. The entry filter compares the signal bar against this average.

  • Body filter multiplierRangeSizeMult_rsfilt
    Default
    2.0
    Suggested range
    —

    The signal bar's body must be at least this many times the average body to trade. At 2.0 the EA only fades moves that are genuinely violent; lowering it trades more and fades weaker moves.

  • Max positionsMaxPositions_n5
    Default
    1
    Suggested range
    —

    Hard cap of one open position. This is what keeps the EA out of grid/averaging territory — raising it changes the risk profile entirely.

Running environment

Requirements & Compatibility

The platform, broker conditions, and account setup needed to run the published configuration.

RequirementSpecification
PlatformMetaTrader 5
ChartAUD/CAD · H1
Suggested starting capital$10,000 — the balance this published record was measured on
Recommended sizing0.1 lot per $10,000
Deepest measured equity drawdown4.9% of $10,000 — about $486
Leverage1:100 or higher
Account modeHedging or netting — the EA holds at most one position
SymbolAUD/CAD (attach to the H1 chart of your broker's AUD/CAD symbol)
Server clockNo GMT offset input — there is no session or time filter, so server time does not change what it does
Spread protectionNone built in — it fires on bar close; a wide-spread broker pays for it on every fill
WebRequestAllow https://mt5depot.com in Tools → Options → Expert Advisors (license check; the tester runs without it)
VPSRecommended — signals are on bar close, but stops and targets need the terminal running to modify nothing; they live on the server once set

Compatibility check

  • Attach to AUD/CAD H1, load windrose.set in the Inputs tab
  • Allow WebRequest for https://mt5depot.com
  • Enable Algo Trading
  • Keep LotSize at 0.1 per $10,000 of balance

Confirm every item before comparing your results with the published record.

Test environment

  • Exness MT5 M1 history (AUDCADm), in the MetaTrader 5 strategy tester, every tick (generated from M1 bars) (Model 0), 0.1 lot on a $10,000 balance
  • Swap is taken from the broker's history per leg; the per-deal values are in the published trade ledger.
  • Jan 1, 2019 – Apr 1, 2026 · 101 closed trades
  • 0.1 lot per $10,000
Installation guideBroker setupLicence & terms

Installation

Start in three steps

Install Windrose on MetaTrader 5 using the published configuration.

  1. Download the files

    Get the EA file and the published preset used for testing and forward tracking.

    • .ex5
    • .set
    • .pdf
    • Preset included

  2. Attach it to the correct chart

    Open AUD/CAD on H1 in MetaTrader 5, then attach Windrose to a single chart.

    • AUD/CAD
    • H1
    • One chart only

  3. Load the published settings

    Import the preset and keep the tracked configuration unchanged.

    • Load .set
    • WebRequest

Before you run

  • MetaTrader 5 installed
  • AUD/CAD available in Market Watch
  • H1 chart selected
  • Algo Trading enabled
  • https://mt5depot.com allowed for WebRequest
  • Published defaults preserved

Matching these conditions helps reproduce the published record.

Included files

  • EA file windrose.ex5 The compiled, licensed Expert Advisor.
  • Preset windrose.set The shipped input values — load it in the Inputs tab before running.
  • Manual mt5depot-ea-manual-en.pdf Installation instructions, the same document for every EA.

Use the preset first before making any custom changes.

Published configuration Download files Broker time setup

Measurement conditions

How this record was measured

All brokers →
Order execution
The strategy tester fills at the requested price: slippage, requotes and rejected orders are not simulated. Execution on a live account will move the result.
Tester report
Open the original report — the file MetaTrader 5 wrote at the end of the run (English only)

The shipped build only checks that the trading account is linked to mt5depot as an IB account. Any of these brokers works:

Frequently asked questions

Is there any martingale, grid, or averaging down?
No. The EA holds at most one position, always 0.1 lot, with a fixed stop attached at entry. It never adds to a loser and never scales size after wins or losses. MaxPositions is capped at 1 in the build.
How was the published record measured?
In the MetaTrader 5 strategy tester on Exness AUD/CAD M1 history, every tick generated from M1 bars (Model 0), from January 2019 to August 2026, 0.1 lot on a $10,000 balance — 108 trades, profit factor 1.38, max balance drawdown 4.51%. The exact binary, preset and full trade ledger behind those numbers are the ones shipped on this page.
Are swap costs included in the numbers?
Yes. Positions regularly stay open for days to weeks, and the record's per-deal swap totals -$521 across the 108 trades — it is inside the published profit figures, not on top of them. One 3.5-month trade closed at -$148 against a nominal -$91 stop because of accumulated swap.
Why did the record lose money from late 2025 to early 2026?
AUD/CAD spent those months in a persistent one-way climb, and a reverter keeps selling extremes that keep extending. Six months of that cost about 5 points of equity from the August 2025 peak. That losing shape is structural for this strategy, not a defect that was patched afterwards — expect it again in strong trends.
How often does it trade?
About 1.2 trades a month on average — 108 trades in 7.6 years. The body-expansion filter rejects most RSI extremes; whole months can pass without a signal, and that is normal operation, not a broken install.

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