Aurum Alpha V v.2.0 — Backtest Report — FX Monitor

AA BT

Aurum Alpha V · Aurum Alpha V v.2.0

MT5 M15 98% quality BACKTEST Broker: ICMarketsSC-MT5-2 Period: 04 Jan 2010 — 03 Jul 2026 (16.5 years) Uploaded 07 Jul 2026

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Total net profit

+$26,950

1,077.98% return

Trades

3877

2754 wins · 1123 losses

Win rate

71.0%

Short 72.6% · Long 69.9%

Profit factor

2.19

$49,633 / $22,683

Max drawdown

$440

4.43% balance

Sharpe ratio

2.76

AHPR 0.06%

Recovery factor

61.27

Exp. $6.95

Balance Curve

Start$2,500

Final$29,450

Return1,077.98%

Abs DD7.22%

Max DD17.59%

Profit Projection

Yearly avg profit+$1,633.30

Yearly avg return65.33%

CAGR16.12%

Projected from 198 month(s) of history

Drawdown Analysis

Balance max DD$440 (4.43%)

Balance relative DD7.22%

Equity max DD$539 (5.39%)

Equity relative DD$301 (8.68%)

Win / Loss

Wins 275471.0%

Losses 112329.0%

Avg win $18.02 · avg loss $20.20

Distribution

Trades by hour

Profit Loss

Trades by weekday

Profit Loss

Monthly Performance

Returns Matrix

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	YTD
2026	+$1,360	+$244	+$624	+$373	+$307	+$303	+$9	—	—	—	—	—	+$3,219
2025	−$27	−$36	+$536	+$326	+$331	+$74	+$190	+$66	+$467	+$276	+$317	+$638	+$3,158
2024	−$38	−$116	+$787	+$263	−$115	−$61	+$264	−$19	+$136	+$166	+$315	+$83	+$1,664
2023	+$65	−$8	+$333	+$146	+$235	−$66	−$161	−$25	+$847	+$97	+$91	+$299	+$1,855
2022	−$14	+$448	+$70	−$50	+$18	−$113	+$359	−$13	−$82	+$202	−$2	+$12	+$834
2021	+$154	−$26	+$1	+$98	+$137	+$225	−$158	+$571	+$7	−$33	+$123	−$161	+$939
2020	−$84	+$706	−$53	+$33	+$313	−$103	+$335	+$121	+$215	−$30	+$532	+$39	+$2,023
2019	+$33	+$107	+$28	+$29	+$303	+$616	−$36	+$146	+$75	−$70	−$40	+$302	+$1,495
2018	−$11	+$76	−$83	+$13	−$31	+$234	+$216	+$543	−$47	−$80	−$24	−$103	+$704
2017	−$83	+$7	+$203	−$30	+$394	−$3	−$95	+$104	+$50	−$56	−$150	+$283	+$625
2016	−$103	+$306	+$43	+$7	+$67	+$173	−$8	−$37	+$312	+$276	+$142	−$26	+$1,152
2015	−$115	+$21	+$515	+$2	+$136	−$96	+$106	+$232	−$33	+$83	+$182	−$20	+$1,014
2014	−$184	+$95	+$254	−$191	+$243	+$471	−$136	−$9	−$89	+$453	+$176	−$10	+$1,072
2013	−$128	+$358	−$121	+$973	+$172	+$872	+$291	+$126	+$50	−$87	−$62	−$60	+$2,382
2012	+$145	−$68	−$36	+$4	+$237	+$119	+$142	+$240	+$188	+$53	−$103	+$271	+$1,194
2011	+$47	+$71	+$180	+$101	−$11	+$11	+$214	+$571	+$421	+$41	+$73	+$570	+$2,289
2010	+$87	+$291	+$28	−$51	+$136	+$145	+$152	−$51	+$30	+$425	+$215	−$75	+$1,332

Scale:

−$1,360 0 +$1,360

Cell intensity is relative to max monthly return

Detailed Statistics

From MT5 report

AHPR1.0006 (0.06%)

GHPR1.0006 (0.06%)

Z-Score-13.03 (99.74%)

LR Correlation0.9900

LR Std Error$873.81

Margin level1,064.06%

Sharpe ratio2.7600

Recovery factor49.9600

Expected payoff$6.95

History quality98%

Computed

Total trades3877

Wins2754

Losses1123

Gross profit$49,632.66

Gross loss−$22,683.15

Avg win$18.02

Avg loss−$20.20

Largest win$206.42

Largest loss−$97.68

Recovery factor61.27

Max drawdown $−$439.87

Max drawdown %−4.43%

Performance Scores

Profit factor

2.19

Recovery factor

61.27

Sharpe ratio

2.76

Win rate

71.0%

LR correlation

0.9900

Balance DD

4.43%

Equity DD

5.39%

AHPR

0.06%

EA Parameters 72 params

UseGlobalMMtrue

LotMode2

FixedLot0.01

BalanceStep0.5

Trade List

#	Type	Symbol	Open time	Open px	Close time	Close px	Size	Comm.	Swap	P&L	% dep.	Pips	Strategy	Exit