3.5 years of backtested data on XAUUSD, followed by live validation on real broker accounts. Every number below is derived from real market conditions — no curve fitting, no cherry picking.
Most traders assume a high win rate means a good system. In reality, what matters is the relationship between wins and losses.
NESQuant operates at a 3:1 risk-to-reward ratio. This means every winning trade returns 3 times what a losing trade costs. At this ratio, the system only needs to win 1 in 4 trades (25%) to break even.
At 33.2%, NESQuant is operating with a meaningful edge above that threshold — consistently, across 18,000+ trades and three and a half years of data.
Edge above break-even: +8.2 percentage points
Before any client account was connected, NESQuant was run live on real broker infrastructure with real spreads and commissions. The results confirmed what the backtest showed — a consistent edge that doesn't collapse when faced with real execution conditions.
Backtested and live-tested on raw spread accounts with real commission structures — not the artificially tight spreads used to make backtests look better than they are.
Tested on Exness ECN infrastructure with actual order latency, slippage, and requotes — conditions that would expose any backtest-only illusion.
The profit factor and win rate from live testing remain in line with the 3.5-year backtest. The edge is real — not an artefact of clean historical data.