Comprehensive Algorithmic Strategy Analysis Report
XAUUSD (Gold Spot) · M1 Timeframe · MetaTrader 5 · Jan 2025 – May 2026
Vantage International · 1:500 Leverage · $50,000 Initial Deposit · 100% Real Tick Quality (158.9M ticks)
Prepared by Dhanoday Analytics · Let's Grow Together · Report Date: May 19, 2026
Exceptional 2,325% return from $50K on 100% real tick data. Equity drawdown above 10% prop threshold requires position size reduction before scaling.
Net $1.16M · PF 8.76 · 2,325% return · 17/17 profitable months
Sharpe 31.39 · max 4 consec. losses · LR corr 0.830
Equity DD 15.04% — exceeds 10% prop threshold
Forward-test ready · session-based personality detected
DD 15.04% vs 10% limit · no martingale/grid confirmed
Capital stress 15.04% · conservative sizing required
Gold = best performers (>$100K), green = above $50K, blue = above $20K, yellow = below $20K. Dramatic acceleration in Q1–Q2 2026 from compounded auto-lot sizing.
Compound growth via auto-lot scaling (InpAutoLotsValue=3 per $500 balance). Steep acceleration from Jan 2026 as lot sizes scaled with equity growth.
| Month | Net Profit | Cumulative Balance | vs Avg ($68K) |
|---|---|---|---|
| January 2025 | $52,338.94 | $102,338.94 | -24% |
| February 2025 | $7,437.02 | $109,775.96 | -89% |
| March 2025 | $4,039.15 | $113,815.11 | -94% |
| April 2025 | $16,070.15 | $129,885.26 | -77% |
| May 2025 | $39,338.32 | $169,223.58 | -43% |
| June 2025 | $26,157.14 | $195,380.72 | -62% |
| July 2025 | $17,668.74 | $213,049.46 | -74% |
| August 2025 | $11,611.43 | $224,660.89 | -83% |
| September 2025 | $26,855.91 | $251,516.80 | -61% |
| October 2025 | $56,624.46 | $308,141.26 | -17% |
| November 2025 | $25,274.23 | $333,415.49 | -63% |
| December 2025 | $57,825.20 | $391,240.69 | -15% |
| January 2026 | $110,433.85 | $501,674.54 | +61% |
| February 2026 | $54,329.18 | $556,003.72 | -21% |
| March 2026 | $297,104.46 | $853,108.18 | +334% |
| April 2026 | $324,925.19 | $1,178,033.37 | +374% |
| May 2026 (partial) | $109,567.52 | $1,212,466.66 | +60% |
| Gross Profit | $1,312,229.47 |
| Gross Loss | -$149,762.81 |
| Total Swap Cost | -$25,134.23 |
| Commission | $0.00 |
| Largest Win Trade | $49,468.27 |
| Largest Loss Trade | -$23,829.39 |
| Average Win | $1,654.77 |
| Average Loss | -$907.65 |
| Sharpe Ratio | 31.394287 |
| Recovery Factor | 6.665457 |
| AHPR / GHPR | +0.34% / +0.33% |
| Z-Score | -0.98 (67.29%) |
| LR Correlation | 0.82981 |
| LR Std Error | $154,492.15 |
| Margin Level | 630.95% |
| Total Trades / Deals | 958 / 1,916 |
| Long Trades (won%) | 831 · 82.55% |
| Short Trades (won%) | 127 · 84.25% |
| Profit Trades | 793 (82.78%) |
| Loss Trades | 165 (17.22%) |
| Max Consec. Wins ($) | 28 · $95,576.06 |
| Max Consec. Losses ($) | 4 · -$9,613.50 |
| Max Consec. Profit (n) | $179,761.80 (21) |
| Max Consec. Loss (n) | -$26,040.69 (2) |
| Min / Avg / Max Hold | 1m / 30:30 / 7h42m |
| Total Volume Traded | 8,919.80 lots |
| Distinct Lot Sizes | 323 |
| Corr (Profit, MFE) | 0.91737 |
| Corr (Profit, MAE) | 0.07211 |
| Corr (MFE, MAE) | -0.264559 |
Short trades show slightly higher win rate (84.25%) vs Long (82.55%). Both directions solidly profitable with zero commission.
Profit vs Loss Trades
Buy vs Sell Direction
323 distinct lot sizes · Auto-lot InpAutoLotsValue=3 per $500 · Total 8,919.80 lots traded
Very high: trades moving favourably close profitably
Low: adverse excursion barely affects final profit
Negative: larger favourable move = smaller adverse excursion
Strong linear growth — consistent upward equity curve
| Balance DD Absolute | $0.00 |
| Balance DD Maximal | $26,040.69 (4.12%) |
| Balance DD Relative | 4.93% · $9,613.50 |
| Equity DD Absolute | $487.28 |
| Equity DD Maximal | $174,401.64 (15.04%) |
| Equity DD Relative | 22.14% · $139,912.11 |
| Margin Level | 630.95% |
| Ulcer Index | 0.48 |
| Tail Ratio | 0.54 |
| Longest Underwater | 7 trades |
| Avg DD Duration | 1.8 trades |
| Risk of Ruin | 52% |
100 Randomized Permutations · Equity DD incl. Floating Risk · 400 Simulations
Balance drawdown (4.12%) is well-controlled; larger equity drawdown (15.04%) reflects floating position exposure
64.85% of total profit from top 10% of trades — high concentration risk to monitor live
Worst hours, days, and rolling periods
Cascade patterns in loss sequences
Spread/slippage impact + cost analysis
Over-optimisation risk indicators
Pain ratio and underwater period analysis
Expectancy distribution and concentration
Directional and session concentration
Combined live viability score
Identity fingerprint for EA comparison
Format: QQ[XAUUSD]1234[Tx/Sx] — T=Timeframe variant, S=Signal variant. Confirmed from 1,916 deal comment fields in backtest report.
XAUUSD · 958 trades · Net Profit $1,162,466.66 · PF 8.76 · Win Rate 82.78% · Max Equity DD 15.04% · Return +2,325% from $50K
| Metric | Value | Rating |
|---|---|---|
| Symbol / Timeframe | XAUUSD · M1 | |
| Expert Advisor | Dhanoday bot MT5_3.52 | |
| Platform | Vantage International Demo · Build 5836 · 1:500 | |
| Backtest Period | 2025.01.01 – 2026.05.19 | |
| Coverage | ~16.4 months | Strong |
| Tick Quality | 100% Real Ticks · 158,955,545 ticks · 485,661 bars | Excellent |
| Initial Deposit | $50,000.00 | |
| Final Balance | $1,212,466.66 | |
| Total Return | +2,325% | Exceptional |
| Net Profit | $1,162,466.66 | Excellent |
| Gross Profit | $1,312,229.47 | |
| Gross Loss | -$149,762.81 | |
| Total Swap Cost | -$25,134.23 | Monitor |
| Commission | $0.00 | Free |
| Profit Factor | 8.762052 | Exceptional |
| Expected Payoff | $1,213.43 | Strong |
| Win Rate (Trades) | 82.78% · 793 wins / 165 losses | High |
| Long / Short Win Rate | 82.55% / 84.25% | |
| Largest Win / Loss Trade | $49,468.27 / -$23,829.39 | |
| Max Consec. Wins (amount) | 28 · $95,576.06 | Excellent |
| Max Consec. Losses (amount) | 4 · -$9,613.50 | Controlled |
| Max Consec. Profit (count) | $179,761.80 (21 trades) | |
| Balance DD Max | $26,040.69 (4.12%) | Low |
| Equity DD Max | $174,401.64 (15.04%) | Elevated |
| Equity DD Relative | 22.14% · $139,912.11 | Moderate |
| Margin Level | 630.95% | Healthy |
| Sharpe Ratio | 31.394287 | Exceptional |
| Recovery Factor | 6.665457 | Good |
| AHPR / GHPR | +0.34% / +0.33% | |
| Z-Score | -0.98 (67.29%) | |
| LR Correlation | 0.82981 | Strong |
| Corr (Profit, MFE) | 0.91737 | Very Strong |
| Min / Avg / Max Hold Time | 1 min / 30:30 / 7h 42m | |
| Total Volume Traded | 8,919.80 lots · 323 distinct sizes | |
| Profitable Months | 17 / 17 | 100% Hit Rate |
| Monte Carlo PoR | 0% — SAFE | Safe |
| Slippage Degradation | -5.6% (Simulated PF: 8.21) | Execution Stable |
| AI Forensic Score | 72 / 100 | Forward-Test Ready |
| Overall Score | 82 / 100 | Institutional Grade |
$15.00 added cost/lot · 1.0 pip avg live slippage · 0.5 pip spread markup