All 217 Strategy Tester reports are below. Nothing has been removed, reworded or re-run to look better — including the ones that lost money, which are most of them. Open any row and you get the broker's own file, with the expert name, every input, the tick quality and the full trade list.
An independent MetaTrader build, on two different brokers' tick data, fires the same setups as the platform — same entries, same stops, same targets. That is what these reports are for: they verify the signals are real and reproducible on your own machine.
Each is a separate CFD account trading one symbol at 1% risk, with every position financed nightly — including the shares and crypto, which nobody really holds that way. That financing, not the signals, is what put most of these in the red.
Most of these lost money, and the reason is overnight financing. That is the single most important thing in this dataset, and it is why the course spends a session on it.
Across these reports the brokers charged $168,339 in swap against $91,355 of gross trading profit. The strategy holds a position for 45 days on average — 45 nights of financing — and on the non-currency instruments that came to 66–73% of the account over five years. The trades were fine. The carry ate them.
Currencies behaved completely differently, and this is worth knowing: 16 of the 28 pairs paid you to hold them and only 12 charged you, so the entire FX swap bill was 4.7%. Carry is not a fee, it is a rate — and which side of it you are on depends on the pair, the direction and the broker.
This is not how anyone actually trades, and that is the point of publishing it. Nobody buys Apple or Bitcoin as a MetaTrader CFD and holds it for six weeks — shares and crypto are held outright, and only currencies are carried on margin. Tested that way, the same five years returned +29.3% rather than roughly nothing, taking 888 of the 1,104 signals. These reports are the strategy run through a single platform so that every signal could be verified against the dashboard in one place; the cost line is what that choice cost. The course page sets both figures side by side.
Every report here is the strategy run the wrong way: one instrument, alone, at full risk, with no macro filter applied across the book and no diversification to absorb a bad run. Under those conditions a handful of symbols carry the result and the rest bleed slowly. 59 of the 217 reports contain fewer than five trades — far too few to mean anything on their own, however good or bad the number at the bottom looks.
Position size still matters for the same reason it always does. Size at a quarter percent, not one percent, because the account has to survive the losing symbols long enough for the winners to pay. And take the basket, not the pick, because choosing which single instrument to trade is the decision these reports show you are least equipped to make.
It is also why the macro gate matters: across the RoboForex run, 3,747 setups fired and 2,531 were refused — 68% of them — because the regime was against the trade. The reports below are what remains after that filter. Without it there would be far more trades here, and they would be worse.
Any course can show you its best chart. This is the whole distribution, losers included, with the broker's name on every file. The return figures and how they are calculated are set out on the course page.
| Symbol | Broker | Class | Net P/L | Profit factor | Trades | Win % | Max DD | Tick quality | Report |
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Reports open in a new tab as the raw MetaTrader file. Period H1, 2021–2026. Simulated results on historical data; past performance does not indicate future results.