| Market | British pound against the US dollar (GBPUSD) |
| Timeframe | 4 hours |
| Direction | Trades long and short · nine long systems and three short, in parallel |
| Type | Multi-strategy portfolio · entry by stop order on the extreme of the signal candle, exits in ATR multiples |
| Systems in the portfolio | Twelve, selected by correlation among those that passed walk-forward and parameter permutation |
| Period analyzed | 25/08/2023 − 25/08/2026 (3.0 years) |
| Simulation engine | MetaTrader 5, hedging account · one-minute retest |
| Costs included | Spread 2.5 pips · slippage 0.3 pips · commission of USD 7 per lot per trade · swap at zero. The cost charged is higher than that of a real account: 2.5 pips is the spread of a zero-commission account, and on top of that the commission of a raw-spread account was added. The two together do not exist at any broker — the bot overpaid throughout the entire backtest |
| Reference capital | All published figures are calculated on an initial capital of USD 100,000, with a fixed position size of 1 lot per system per USD 100,000 of account. The twelve systems never all open at once: the simultaneous maximum in the backtest was nine positions |
All the numbers in this block come from a single run of three years, with commission, spread and slippage loaded.
| METRIC | FULL PERIOD |
|---|---|
| Total profit | $ 210.302,00 |
| Gross profit | $ 381.693,00 |
| Gross loss | −$ 171.391,00 |
| Profit factor | 2,227 |
| Trades | 718 (239 per year) |
| Win rate | 72.42 % — 520 winners, 198 losers |
| Average win | $ 734,02 |
| Average loss | −$ 865,61 |
| Payoff ratio | 0,85 |
| Best trade | $ 2.541,00 |
| Worst trade | −$ 1.795,00 |
| Average trade | $ 292,90 |
| Longest losing streak | 5 trades |
| Longest winning streak | 17 trades |
| Average time in trade | 3.4 days |
| Market exposure | 87,75 % |
| Longest stagnation | 35 days without making a new high |
USD 100,000 account · 1 lot per system · August 2023 − August 2026
| YEAR | RESULT | ACCOUNT AT CLOSE |
| 2023 | +27.768 | 127.768 |
| 2024 | +60.270 | 188.038 |
| 2025 | +77.757 | 265.795 |
| 2026 | +44.507 | 310.302 |
2023 starts in August and 2026 ends in August: they are partial years and are not comparable with the full ones.
| YEAR | JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | YEAR |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | — | — | — | — | — | — | — | 3.648 | 1.892 | 10.914 | 2.322 | 8.992 | 27.768 |
| 2024 | 4.282 | 7.227 | 5.553 | 1.671 | 6.490 | 3.044 | 4.647 | 4.753 | 7.934 | 1.298 | 9.790 | 3.581 | 60.270 |
| 2025 | 6.597 | 5.953 | 6.025 | 14.162 | 1.537 | 8.750 | 8.191 | 8.730 | 6.015 | 4.400 | 5.526 | 1.871 | 77.757 |
| 2026 | 3.655 | 4.224 | 7.102 | 7.412 | 8.401 | −793 | 11.673 | 2.833 | — | — | — | — | 44.507 |
37 months with trades: 36 in the green and 1 in the red. The only negative month was June 2026, at −$ 793.
| SPLIT | FULL PERIOD |
|---|---|
| Long side | 529 trades · $ 159,844 · 76.0 % of the profit |
| Short side | 189 trades · $ 50,458 · 24.0 % of the profit |
| Exits at target | 519 — 72,3 % |
| Exits at stop | 196 — 27,3 % |
Of the twelve systems, nine are long and three are short, which is why the buying side contributes most of it. It is explained in the block below.
I would rather you buy knowing this. If something here stops you, it was not for you — and that is worth more to me than a sale.
The portfolio was built aiming for the same number of systems on each side, and the short side left fewer candidates that passed every test without repeating another one's behaviour. The result is a portfolio that makes 76.0 % of its profit buying. In a sustained downtrend in the pound it has less to defend itself with than in an uptrend. The three short systems still contribute 24 % of the result and are what hold up the months when the pair falls.
That is why it wins 72.42 % of the time: the average win is $ 734 and the average loss $ 866, a payoff ratio of 0.85. It is a bot that wins often and small, and it needs to keep that win rate high to work. The longest losing streak in three years was 5 trades in a row, and there was a single month in the red out of 37.
The simulation ran with a spread of 2.5 pips y a commission of USD 7 per lot. Those two costs together do not exist: a broker charges you either a wide spread with no commission, or a raw spread with commission. The bot paid both for three years and these are the figures that came out. With the costs of a real account the result would be better than the one on this sheet, not worse. What is worth checking is the swap: the figures are calculated with no cost for holding a position overnight, as in swap-free accounts on the majors, and with an average holding of 3.4 days that matters.
| Hedging account | MANDATORY. The twelve systems trade in parallel and there are buys and sells open at the same time |
| Platform | MetaTrader 5 with algorithmic trading enabled |
| Instrument | GBPUSD. Check your broker's spread and commission |
| Leverage | 1:30 as a minimum. The backtest maximum was nine positions open at once — nine lots of GBPUSD is around USD 1,200,000 of notional. With less leverage the margin is not enough and the bot skips entries |
| Simultaneous positions | Up to nine. Market exposure of 87.75 % — there is almost always something open |
| Availability | A machine on all week, or a VPS (USD 12,80-15/month) |
| Twelve distinct identifiers | One per system (15101 to 15112). Delivered pre-configured |
| Indicators included | The expert advisor uses StrategyQuant's own indicators, which go in MetaTrader's indicators folder. They come in the zip and the guide explains where to copy them |
Price: USD 600, one-off payment, launch price. Twelve independent systems trading GBPUSD at once, nine buying and three selling. No subscription, no renewal. The file asks for no key and no licence: you drag it onto the chart and it trades. Includes the installation guide and support until it is up and running.
On position size. The figures on this sheet are measured with 1 lot per system per USD 100,000 of account, which is the size the backtest was run at. Changing the lot from the expert advisor's parameters in MetaTrader 5 multiplies the result and the maximum drawdown in the same proportion, and the figures in this document stop applying.
Risk warning. Leveraged trading can make you lose all of your invested capital. Nothing in this document guarantees profits. Trade only with money you can afford to lose.
Nature of the results. All results in this document are simulations on historical data and do not represent real trading. Simulated results have known limitations: they are built with knowledge of the past and do not necessarily reflect the impact of liquidity, slippage or real execution conditions. No result, real or simulated, guarantees future returns. The costs each simulation was run with are stated in the body of this sheet, in the «Costs included» row; your broker's costs may differ and change the result.
Disclaimer. This document describes a software product. It does not constitute financial, investment, legal or tax advice, nor an offer or recommendation to buy or sell any instrument. The issuer is not registered as an investment adviser, does not manage third-party funds and has no access to its clients' accounts.