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Every EA on mt5depot has been independently benchmarked by our editorial team before listing. This page documents exactly how we run backtests, what data we use, and what criteria must pass before an EA appears in the catalogue.
Tiêu chí lựa chọn
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 Minh bạch mã nguồn
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 Lịch sử tối thiểu 5 năm
Backtest window covers at least 2021–2025 inclusive, ensuring exposure to both the 2022 risk-off regime and the 2023–2024 recovery.
- 03 Chất lượng mô hình hóa 99%
Tick-data backtests at 99% modelling quality. Lower quality settings are not accepted.
- 04 Đạt xác thực walk-forward
Out-of-sample 12-month performance must not degrade by more than 40% relative to in-sample CAGR. Severe degradation = overfitting = rejection.
- 05 Xác nhận đa broker
Live or demo forward test on at least two brokers. EAs whose performance is highly broker-dependent are flagged.
- 06 Drawdown trong khoảng 20%
Max historical drawdown ≤ 20%. Exceptions may be listed with explicit warnings but are not Featured.
Quy trình backtest
Five sequential steps from raw data to the figures published on each EA profile page.
- 01 Symbol & history selection
We use the broker's native tick data feed rather than third-party data providers. History length is a minimum of five calendar years, capturing at least one significant risk-off regime (2020 COVID, 2022 Ukraine/USD shock, 2023 SVB).
- 02 Modelling quality
All backtests run at 99% 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 We do not publish results from open/close or 1-minute OHLC interpolation, which can produce systematically optimistic drawdown figures for scalping EAs.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 Walk-forward validation
Parameters optimised on the in-sample window are validated on a 12-month out-of-sample window. An EA that degrades significantly on OOS data is not listed, regardless of in-sample Sharpe.
- 05 Multi-broker cross-check
Listed EAs are retested on at least two brokers with differing execution models (typically one ECN/STP and one market-maker). EAs that only perform on a single broker's feed are flagged or delisted.
Tham chiếu
Định nghĩa chỉ số
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. |
Giới hạn phạm vi
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.