Historical Simulated Backtest — Final 13-Strategy Portfolio.
Synchronized MT5 Strategy Tester analysis, 1 Apr 2022 – 15 Jun 2026, initial capital $100,000, leverage 1:25, 98% history quality.
Historical simulated backtest of the final 13-strategy portfolio from 1 April 2022 to 15 June 2026, using a US$100,000 starting balance, 1:25 leverage, current reference sizing and 98% history quality. Results are not audited live performance. Maximum relative floating-equity drawdown includes open-position losses; closed-balance drawdown includes realised P&L only. Backtests cannot reproduce future market conditions or actual broker execution. Past performance is not indicative of future results.
| Date | Balance (USD) |
|---|---|
| 1 April 2022 | 100,000 |
| 15 June 2026 | 291,840.47 |
Simulated backtest · Not live or audited performance
Calendar Return Profile
Returns derived from month-end MT5 balances. 2022 and 2026 are partial years.
Monthly Return Heatmap
41 / 51 months positive (80.39%). Average positive month +2.94%, average negative month -1.07%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | — | — | — | 5.5 | 1.8 | -0.1 | 6.3 | 0.6 | 8.3 | 1.8 | 1.8 | 2.0 |
| 2023 | 4.2 | 0.3 | 4.1 | 0.8 | 0.7 | 0.9 | -0.6 | 2.6 | 4.2 | -0.7 | 0.3 | 5.4 |
| 2024 | -0.9 | 1.3 | 1.8 | 4.3 | -1.3 | 0.2 | 2.2 | 1.8 | 1.8 | 4.6 | 2.6 | -1.8 |
| 2025 | 0.3 | 1.6 | 4.2 | 10.9 | 3.2 | 2.3 | -1.9 | -2.6 | 4.3 | 3.9 | 1.6 | 1.9 |
| 2026 | 8.1 | -0.1 | 2.8 | 1.3 | -0.7 | 2.1 | — | — | — | — | — | — |
Contribution by Instrument
Thirteen strategy streams across six instruments. XAUUSD contributed 66.97% of total net profit in this test — multiple streams do not remove instrument or regime concentration.
Monthly Behaviour
Rolling Windows (Tested Sample)
Figures describe the tested historical sample only, not a guarantee for future windows.
Additional Evidence
Trade Statistics
1,052 long trades (67.49% won) and 789 short trades (57.54% won), from 3,682 deals.
Historical Performance Is Only Half the Story
Backtests allow us to study thousands of historical market conditions. They cannot reproduce the future. EdgeFlow is therefore moving increasingly from historical validation to live validation.
EdgeFlow is designed as an evolving research portfolio. Research and testing will continue as new strategy candidates are developed and assessed. New strategies may be added only when they satisfy the same validation standards and make a measurable contribution to the portfolio’s diversification, robustness or risk-adjusted behaviour.
The objective is not simply to add more strategies or pursue higher headline returns, but to strengthen the portfolio as a whole. No addition or portfolio change can guarantee improved future performance.
Live observations, when published, will remain clearly separated from historical backtests and will identify the account, observation period, sizing basis, data source and whether the results are independently verified.
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