Demo report · PRO unlocked
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PRO unlocked · Demo

Know if your strategy will survive — or quietly drain your account

This strategy currently looks loss-making and fragile under real execution. Most strategies fail silently — this shows where.

EA_GoldScalper_v2.4.xlsxXAUUSD643 trades
Winrate
74.2%
Profit factor
1.12
Expectancy
-4.87
Final score
32
Verdict
Fragile — would likely fail live
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What this means

This strategy should not be trusted with real capital yet.

Based on the current audit, the strategy shows a score of 32, a profit factor of 1.12, an expectancy of -4.87, and a max drawdown percentage of 0.41. Use this as a decision layer before deployment, not after losses.

Based on current expectancy, this strategy is expected to lose ≈ $3,131 over repeated execution.

High probability of capital loss: 78.0%
At this level, most traders will eventually lose the account.
Score
32
Grade
D
Confidence
28
Institutional
24
Risk of Ruin
78.0%

Red flags in this strategy

Issues the AI identified that would hurt you in live trading.

  • XAverage win 9.2x smaller than average loss — single losing streak wipes out months of profit
  • XWinrate 74% with expectancy -$4.87 means the strategy is a textbook martingale-style losing system
  • XMax drawdown 41% exceeds the recovery capacity of a typical $10K account
  • XStress test shows strategy collapses under +0.5 pips spread and 1-bar execution delay
  • XMonte Carlo: 68% of paths end below starting capital within 500 trades

What actually works

  • +Good trade frequency — 643 executions provide statistically meaningful sample
  • +Consistent instrument (XAUUSD only) — no multi-symbol noise in results

AI Strategy Doctor

Explains what's wrong and exactly how to fix it.

Diagnosis

Classic 'smooth equity, eventual collapse' pattern. High winrate disguises a deeply negative expectancy. The strategy survives normal conditions but breaks under any execution friction.

Root cause

Exit logic uses a wide stop and tight take-profit. This forces winrate up but caps upside while keeping tail-risk open. Position sizing does not adapt to drawdown.

Recommended fix

Replace fixed stop with ATR-based stop, add regime filter (e.g. skip high-spread London/NY transition), reduce position size after 2 consecutive losers, and retest with spread +50%.

Stress test under real execution

What happens when slippage, spread, and delay are added to your backtest.

ScenarioNet P&LVerdict
Baseline$2,342Marginally profitable
Spread +0.5 pips$-1,120Becomes losing
Slippage 1 tick$-2,380Deeply losing
Execution delay 1 bar$-4,410Deeply losing
Combined stress$-7,820Catastrophic

Monte Carlo outcomes

1,000 alternative orderings of the same trades.

Median P&L
$-2,310
5th percentile
$-12,400
95th percentile
$5,100
Paths below zero
68%

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