MiniBull Logical Pro Cbot

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1. Overview This report summarizes the historical backtest of the "MiniBull Logical Pro Cbot" (v1.0.1) running on the NAS100 index at the 15-minute timeframe, executed through the Pepperstone broker under a hedging account model with 200:1 leverage. The test spans 5 years, 10 months and 27 days, covering 14/08/2020 through 11/07/2026, using M1 bar data sourced from the broker's server. A fixed 1-pip spread and a commission of $30 per million USD volume were applied, giving the simulation realistic trading friction. 2. Strategy Configuration The strategy relies on a moving-average/KAMA-based trend filter combined with ATR-based proximity and touch thresholds. Key parameters used in this run: MA Type: 1 (with KAMA Fast period 9 / Slow period 3) MA Period: 29 MA Touch ATR: 0.31 | Proximity ATR: 0.90 Risk per trade: 5% of equity Max same-direction positions: 3 Stop-loss multiplier (ATR): 0.8, with a disaster stop at 1.7×ATR Exit mode: time-based, closing trades after 12 bars if not otherwise stopped out Confirmation on candle close: enabled Auto-trading, logging and the on-chart panel were all enabled for this session. 3. Overall Results Starting capital: $50,000.00 Ending balance: $77,147.68 Ending equity: $77,145.80 Net profit: $27,147.68 Return on investment (ROI): 54.29% over the ~5.9-year period (roughly 9.2% annualized) Total trades executed: 335 Winning trades: 179 (53.4% win rate) Losing trades: 156 (46.6%) Profit factor: 1.49 Average profit per trade: $81.04 Largest winning trade: $2,816.17 Largest losing trade: -$1,668.94 Maximum consecutive wins: 7 Maximum consecutive losses: 8 Total commissions paid: -$1,862.30 Total swap costs: -$544.62 4. Drawdown Analysis Maximum balance drawdown: $5,338.16 (10.29% of balance) Maximum equity drawdown: $5,849.48 (11.22% of equity) These figures indicate a moderate risk profile: the strategy experienced no drawdown episode exceeding roughly 11% of capital at any point during nearly six years of simulated trading, which is a reasonably contained risk level given the 5% per-trade risk setting. 5. Long vs. Short Performance — A Key Asymmetry Breaking the results down by trade direction reveals a significant imbalance that is the most important finding of this backtest: Long trades (178 total): Winning: 88 (49.4% win rate) Net profit: -$2,668.51 (a net loss) Profit factor: 0.92 (below breakeven) Largest win: $1,404.90 | Largest loss: -$1,668.94 Max consecutive wins: 8 | Max consecutive losses: 8 Short trades (157 total): Winning: 91 (58.0% win rate) Net profit: $29,816.19 Profit factor: 2.44 (strong) Largest win: $2,816.17 | Largest loss: -$1,476.18 Max consecutive wins: 10 | Max consecutive losses: 7 This means the entire net profitability of the strategy is driven by short positions, while long positions were slightly unprofitable overall. The short side alone produced a profit factor of 2.44 and a substantially higher win rate (58% vs. 49.4%), suggesting the strategy's edge is directional and tied to how it identifies downtrends on NAS100 rather than uptrends. 6. Trade Log Observations The raw event log (log.txt / events.json) confirms trades are generated from H4 EMA(29) confirmation signals, with entries sized dynamically based on account equity (position sizes ranged from ~7.6 to 7.7 lots early in the test, scaling with balance growth over time). Several trades were closed via the "TIME_EXIT" rule (12-bar exit), consistent with the configured exit mode, rather than purely via stop-loss or take-profit triggers. 7. Interpretation and Recommendations The strategy shows a genuine statistical edge on the short side of NAS100, but the long side is a net drag on performance. Consider either re-optimizing long-entry parameters separately from short-entry parameters, or disabling long trades entirely to test whether overall profit factor and Sharpe-like risk-adjusted returns improve. The 10-11% maximum drawdown alongside a 5% per-trade risk setting suggests risk is being managed conservatively relative to account size; a sensitivity test at lower risk (e.g., 2-3%) could reveal whether returns scale linearly or whether larger risk introduces disproportionate drawdown. Given commissions and swaps consumed roughly $2,400 (about 8.8% of net profit), trading costs are non-trivial but not prohibitive at this account size. Because the test spans nearly six years, results are reasonably robust to different market regimes (2020 recovery, 2022 bear market, subsequent recoveries), which strengthens confidence in the short-side edge, but a walk-forward or out-of-sample validation is still recommended before live deployment.