How to compare EA performance correctly
Choosing an EA by return alone is dangerous. Align period, symbol, risk and trade count, then evaluate across multiple metrics.
An EA's quality is not decided by a single number. Align the following and evaluate holistically.
Five principles of comparison
- Align the period. A cherry-picked good few weeks is a different animal. Prefer several months including volatile phases.
- Include risk. Return and max DD come as a set. The recovery factor (profit ÷ max DD) makes efficiency easy to compare.
- Check trade count. A few dozen is just luck; hundreds+ stabilize PF and expectancy.
- Remove capital/lot/deposit effects. Compare on a % (return) basis, adjusting for deposits/withdrawals (about the data).
- Identify the strategy type. Averaging/grid types can show high win rate and PF yet carry large tail risk.
On TrackRecord's ranking you can compare each metric side by side using synced real-account data.
📊 TrackRecordのリアル運用EAランキングで実データを見る
