📊 AlphaOne EA - Backtest Results

The backtest on GBPUSD M30 timeframe from January 2020 to July 2025 shows a strong performance with balanced profitability and effective risk control.

Profitability: The strategy generated a Total Net Profit of $203.82, supported by a Profit Factor of 1.39, indicating that profits significantly outweighed losses during the tested period.

Risk Control: The Maximum Drawdown remained modest at 4.48% ($47.72), highlighting solid risk management and resilience against market volatility.

Trade Statistics: A total of 223 trades were executed, with a Win Rate of 48.43%. Despite a near 50/50 win-loss distribution, favorable risk-to-reward ratios ensured overall profitability.

Performance Ratios: With a Sharpe Ratio of 3.30 and a Recovery Factor of 4.27, the system demonstrates excellent risk-adjusted returns and efficient recovery from drawdowns.

Consistency: The equity curve shows strong stability, supported by a linear regression correlation of 0.93, which confirms a steady upward growth path with minimal deviations.

Market Conditions Tested: The backtest covered the period from 2020 to 2025, spanning diverse market environments such as the COVID-19 crisis, inflation-driven volatility, global conflicts, and monetary policy shifts. Despite these challenging conditions, the EA was able to sustain performance and adapt effectively, showing robustness across different market regimes.

Overall: The AlphaOne Vortexion GBPUSD M30 strategy has proven to be robust, delivering steady profit growth, controlled drawdowns, and efficient risk-reward dynamics. This makes it well-suited for traders aiming for consistent mid-term performance with moderate risk exposure.

The backtest on USDJPY M30 timeframe from January 2020 to July 2025 shows steady, low-volatility growth with disciplined risk control and consistent execution.

Profitability: The strategy achieved a Total Net Profit of $63.79 with a Profit Factor of 1.13. Gross Profit reached $550.14 against Gross Loss of -$486.35.

Risk Control: The Maximum Drawdown was contained at $31.03 (2.94%), indicating robust capital protection throughout changing market phases.

Trade Statistics: A total of 456 trades were executed (221 short and 235 long), with 209 winning trades (45.83%). The average profit trade was $2.63, while the average loss trade was -$1.97.

Performance Ratios: The Sharpe Ratio stood at 2.36 and the Recovery Factor at 2.06, reflecting solid risk-adjusted returns and healthy rebound from drawdowns.

Consistency: The linear regression correlation of 0.93 suggests a stable upward equity curve with minimal deviation from the expected growth path.

Trading Hours: The system is enabled to trade 24 hours (00:00–24:00 server time), capturing opportunities across Tokyo, European, and U.S. sessions. In practice, USDJPY tends to show clearer momentum during the European–U.S. overlap; focusing activity in these windows can enhance signal quality while maintaining round-the-clock readiness.

Market Conditions Tested: The backtest covered the period from 2020 to 2025, spanning diverse market environments such as the COVID-19 crisis, inflation-driven volatility, global conflicts, and monetary policy shifts. Despite these challenging conditions, the EA was able to sustain performance and adapt effectively, showing robustness across different market regimes.

Overall: AlphaOne Vortexion USDJPY M30 delivers controlled drawdown, balanced trade outcomes, and dependable execution. It suits traders seeking steady, risk-aware growth with the flexibility to emphasize higher-liquidity European/U.S. hours for potentially stronger follow-through.

The backtest on XAUUSD M30 timeframe from January 2020 to July 2025 shows moderate profitability with controlled risk exposure and consistent execution across varying market conditions.

Profitability: The strategy achieved a Total Net Profit of $174.94 with a Profit Factor of 1.05, indicating that profitable trades only slightly outweighed losses during the test period. Gross Profit reached $3,663.49 against Gross Loss of -$3,488.55.

Risk Control: The Maximum Drawdown was $186.59 (14.92%), which is relatively moderate for XAUUSD, demonstrating resilience in volatile conditions but also signaling room for improvement in capital protection.

Trade Statistics: A total of 961 trades were executed (448 short and 513 long), with an overall win rate of 51.72%. The average profit trade was $7.37, while the average loss trade was slightly larger at -$7.52.

Performance Ratios: The Sharpe Ratio stood at 0.74, reflecting modest risk-adjusted returns. The Recovery Factor of 0.94 suggests that while the system could recover from drawdowns, recovery speed was limited.

Consistency: The linear regression correlation of 0.67 indicates a moderately steady equity curve. However, some volatility clusters were present, consistent with gold’s market dynamics.

Trading Hours: The strategy is optimized to trade during the European and U.S. sessions, where liquidity and volatility in XAUUSD are at their peak. These sessions typically generate stronger and more directional price movements, allowing the system to capture higher-probability setups while avoiding low-activity periods such as the Asian session. This time-based filtering enhances trade quality and reduces noise from ranging markets.

Market Conditions Tested: The backtest covered the period from 2020 to 2025, spanning diverse market environments such as the COVID-19 crisis, inflation-driven volatility, global conflicts, and monetary policy shifts. Despite these challenging conditions, the EA was able to sustain performance and adapt effectively, showing robustness across different market regimes.

Overall: The AlphaOne Vortexion XAUUSD M30 strategy delivered positive net returns with balanced trade distribution and adaptive use of filters. While profitability was modest, the system maintained stability under gold’s volatile conditions. Its focus on European and U.S. trading hours makes it particularly effective for capturing meaningful price action, offering traders a steady but cautious growth approach with controlled risk exposure.