Strategy Tester — Combined Report

Alpha Dynamic 3-Symbol Portfolio

Combined backtest analysis across three Alpha Dynamic Expert Advisor variants — gold (XAUUSD), a stock-index future (JP225), and a European index CFD (DE40). AAPL and NAS100 have been replaced by DE40 in this revision; the portfolio below reflects the current three-symbol allocation.

Broker: RoboForex-ECN
Timeframe: H1
Period: 2024.01.01 – 2026.07.31
History Quality: 98–99%
Combined Starting Balance: $6,000
XAUUSD  ·  Alpha_Dynamic_Growth_v3.05
JP225  ·  Alpha_Dynamic_JP225
DE40  ·  Alpha_Dynamic_DE40
01 Portfolio Summary
Combined, equal-account aggregation — 3 symbols
Total Net Profit
+$38,606.91
$6,000 → $44,606.91
Total Return
+643.4%
CAGR ≈ 118.0% over 2.57 yrs
Max Portfolio Drawdown
-13.82%
-$3,431.63 from equity peak
Recovery Factor
11.25
Net profit ÷ max drawdown
Portfolio Sharpe (ann.)
2.38
Daily returns, 0% RFR
Total Trades
1,602
3,204 deals across 3 symbols
Blended Win Rate
68.7%
1,101 of 1,602 trades
Avg. Pairwise Correlation
≈ 0.01
Near-zero — strong diversification
02 Combined Equity Curve & Drawdown
Daily aggregated balance, 3 accounts summed
Portfolio Equity — $6,000 initial
$44,606.91
Combined equity Drawdown %
$47,470 peak $5,780 low 0% -13.81% max DD 2024 2025 2026 Jul '26
03 Symbol Comparison
Ranked by net profit
Symbol Net Profit Return Profit Factor Sharpe Max DD % Recovery Trades Win %
XAUUSD Growth_v3.05
 +$34,280.02 +1142.7% 1.64 5.91 9.95% 7.41 536 72.39%
DE40 DE40
 +$2,425.53 +161.7% 1.39 3.00 15.18% 5.22 484 66.12%
JP225 JP225
 +$1,901.36 +126.8% 1.30 3.20 26.95% 3.04 582 67.53%
Combined Portfolio +$38,606.91 +643.4% — 2.38 13.82% 11.25 1,602 68.7%
04 Individual Symbol Detail
From MT5 Strategy Tester reports
XAUUSD
Alpha_Dynamic_Growth_v3.05 · XAUUSD · H1 · 2024.01–2026.07
Gross Profit / Loss$87,456.39 / -$53,176.37
Balance DD (max)$3,570.33 (9.95%)
Equity DD (max)$4,626.57 (11.37%)
Expected Payoff$63.96 / trade
LR Correlation0.912
Long / Short win %72.6% / 71.0%
Total Deals1,072
JP225
Alpha_Dynamic_JP225 · .JP225Cash · H1 · 2024.01–2026.07
Gross Profit / Loss$8,155.30 / -$6,253.94
Balance DD (max)$561.72 (26.95%)
Equity DD (max)$624.46 (16.63%)
Expected Payoff$3.27 / trade
LR Correlation0.816
Long / Short win %69.0% / 64.9%
Total Deals1,164
DE40
Alpha_Dynamic_DE40 · .DE40Cash · H1 · 2024.01–2026.07
Gross Profit / Loss$8,579.48 / -$6,153.95
Balance DD (max)$405.77 (15.18%)
Equity DD (max)$464.72 (17.13%)
Expected Payoff$5.01 / trade
LR Correlation0.929
Long / Short win %66.7% / 63.8%
Total Deals968
05 Cross-Symbol Correlation
Pearson, daily P&L, 2024.01–2026.07
XAUUSD
JP225
DE40
XAUUSD
1.000
0.050
-0.045
JP225
0.050
1.000
0.030
DE40
-0.045
0.030
1.000
All pairwise correlations sit within ±0.06 — the three symbols behave as effectively independent return streams, which is the main driver of the portfolio's low combined drawdown (13.82%) relative to the average single-symbol drawdown (~17.4%).
06 Monthly Combined P&L
Sum of 3 accounts, $ per calendar month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
2024
+234
+368
+842
+104
-849
+45
+1,111
+145
+682
+781
-109
-33
2025
+1,761
+1,688
+1,794
+238
-339
+258
+632
+926
+4,086
+3,540
+1,030
+4,263
2026
+5,962
+1,546
+3,305
-104
+376
+4,606
-284
07 Monthly Net Income (Non-Cumulative)
Combined $ P&L per month — this is the income the 3-symbol basket actually generated each month, not the running equity curve
Monthly combined P&L, Jan 2024 – Jul 2026
avg +$1,245.38 / mo
Profitable month Losing month
202420252026 peak +$5,962.01 (2026-01) trough -$848.57 (2024-05)
Avg Monthly Profit
+$1,245.38
Median +$682.46 / mo
Positive Months
25 / 31
80.6% of months profitable
Best / Worst Month
+$5,962.01 / -$848.57
2026-01 / 2024-05
Last 12 Months Avg
+$2,437.67
$29,252 total, 2025-08–2026-07
Notes. All figures sourced directly from MT5 Strategy Tester reports (RoboForex-ECN, Build 6090). Combined portfolio metrics assume three independent sub-accounts run in parallel with starting balances of $3,000 (XAUUSD) and $1,500 each (JP225, DE40), summed daily — this is an aggregation model, not a single blended-margin account, so combined drawdown is a lower bound rather than a margin-call simulation. AAPL and NAS100 have been replaced by DE40 in this revision. Past performance in backtesting does not guarantee future results; live/forward performance will differ due to slippage, requotes, and variable spread not fully captured in tester history.