Transparencia
Metodología de pruebas
Every EA on mt5depot is benchmarked by our own editorial team before listing, and keeps being re-tested after it. This page documents exactly how we run backtests, what data we use, what criteria must pass before an EA appears in the catalogue, and what we keep measuring once it is there.
Criterios de selección
An EA must clear all six criteria before we consider it for listing. Criteria are applied in order; failure at any stage ends evaluation.
- 01 Transparencia del código fuente
We review the source code or compiled set file for hidden martingale logic, undisclosed averaging-down, or hard-coded broker parameters. EAs that refuse source-code or set-file disclosure are not listed.
- 02 Histórico mínimo de 5 años
Backtest window covers at least 5 years, ensuring exposure to both the 2022 risk-off regime and the 2023–2024 recovery.
- 03 92–100% de calidad de modelado
Every-tick backtests at 92–100% modelling quality. Lower quality settings are not accepted.
- 04 Reevaluación out-of-sample tras el bloqueo
Settings are frozen at a cutoff date and published with the record. Every day after that cutoff is re-tested on market data released later — data the strategy was never fitted to — and the result is published on the EA page as a separate window, never merged into the backtest figures. This is a rolling out-of-sample re-test, not a live account: the tester does not simulate slippage, requotes or rejected orders.
- 05 Compatibilidad de spread documentada
Each EA's spread compatibility across the participating brokers is documented on its profile page. Multi-broker live/forward verification is a planned later phase, not a current listing gate.
- 06 Drawdown dentro del 20%
Max historical drawdown ≤ 20%. Where we hold the tester's equity drawdown — the deepest the account sat with open positions included — that is the figure we judge, not the shallower balance one. Exceptions may be listed with explicit warnings but are not Featured.
Proceso de backtest
Five sequential steps from raw data to the figures published on each EA profile page.
- 01 Symbol & history selection
We run on real tick data. Which feed depends on the EA — a broker's own tick history, or Dukascopy ticks loaded as a custom symbol — and the exact source, symbol and contract specification are named on each EA's page under measurement conditions. History length is a minimum of 5 calendar years, capturing the 2022 Ukraine/USD risk-off shock and the 2023 banking stress.
- 02 Modelling quality
All backtests run on the every-tick model at 92–100% modelling quality (tick-level simulation). We do not publish results from open/close or 1-minute OHLC interpolation, which can produce systematically optimistic drawdown figures for scalping EAs.
- 03 Realistic spread & commission
We apply the broker's actual floating spread observed during the backtest period where available, plus realistic commission per lot. Variable spread is not collapsed to a fixed average.
- 04 Full-window test & in-sample disclosure
We do not run a separate held-out walk-forward optimisation. Instead, each EA is tested across the full 2021–2026 window — which spans the 2022 risk-off shock rather than a flattering sub-period — and any parameter chosen by looking at the test window (an in-sample decision) is disclosed plainly on the EA profile.
- 05 Spread compatibility & forward roadmap
Performance is measured on Exness real retail-spread tick data, and each EA's spread compatibility across the participating brokers is documented on its profile page. Live, multi-broker forward verification is a planned later phase — it is not yet a listing gate, and we do not present it as one.
Referencia
Definiciones de métricas
Every figure published on EA profile pages uses these exact definitions. No metric is renamed or recomputed differently between profiles.
| Metric | Definition | Why it matters |
|---|---|---|
| Max Drawdown | Peak-to-trough equity decline during the backtest period, expressed as % of peak equity. | Primary measure of catastrophic risk — governs position sizing. |
| Worst Streak | Worst uninterrupted sequence of net-negative trades (not individual losing trades). | Stress-tests the psychological durability of a live operator running the EA. |
| Recovery Days | Calendar days from max-drawdown trough to new equity high. | Distinguishes fast-recovery profiles from 'stuck under water' patterns. |
| 12-Month Return | Most recent 12 months of backtest performance, not annualised from a longer period. | Recent regime relevance — markets change; a 2017 EA may be misadapted for 2024. |
| CAGR 5Y | Compound annual growth rate over the full 5-year window. | Long-term baseline normalises for lucky short windows. |
| Sharpe Ratio | Mean daily return divided by std deviation of daily returns, annualised. Risk-free rate = 0 (conservative). | Single number that captures return-per-unit-of-volatility. |
| Sortino Ratio | Like Sharpe but divides by downside deviation only (ignores upside volatility). | More relevant than Sharpe for EAs with asymmetric upside. |
| Win Rate | Percent of closed trades with positive net P&L. | Context only — a 40% win rate with a 3:1 R:R is fine; we always show alongside average R:R. |
Limitaciones de alcance
We document what our methodology does not cover so readers can calibrate confidence correctly:
- Live forward test results are not published for Phase 1 listings. Backtest data is the primary evidence base. We will progressively add live monitoring in Phase 2.
- Black-box EAs without source access are not reviewed. We cannot verify the absence of hidden logic.
- Crypto CFDs and metals are outside Phase 1 scope. Current coverage is limited to major and minor Forex pairs on MT5.
- Optimised parameters are tested for robustness but not guaranteed future-proof. Market regimes shift; we recommend re-review before any deployment exceeding 12 months from the profile's last-updated date.
Questions about methodology specifics can be sent via the contact form.