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Performance Report

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.

1.30
Profit Factor
18,109
Total Trades
33.2%
Win Rate
3.0
Risk / Reward
~24
Avg Trades / Day
25%
Break-even Win Rate
0h 2m
Avg Trade Duration
23
Max Consec. Losses

Why 33% Win Rate
Is Actually Strong

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.

Break-even threshold 25.0%
NESQuant win rate 33.2%

Edge above break-even: +8.2 percentage points

Trades by Weekday

Day Total Trades Sessions Avg / Day
Monday3,46712228.4
Tuesday3,50714424.4
Wednesday3,61814425.1
Thursday3,65015323.9
Friday2,86015019.1

From Backtest to Real Account

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.

Real Spreads

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.

Real Execution

Tested on Exness ECN infrastructure with actual order latency, slippage, and requotes — conditions that would expose any backtest-only illusion.

Consistent Edge

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.

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