De Moore EA - Replayer Test Report (random walk and 7-day shift)
Setup: MT5 strategy tester, Global Prime terminal, custom 2-digit XAUUSD symbol, news filter off, window from 1 Apr 2025 (the EA needs more than 10 daily bars of lookback).
Test Result
Control (real GP prices) 1,170 trades, net +16,490, PF 4.25
Random walk (same timestamps, synthetic random price path) 31 trades, net -70, PF 0.83, 0% of entries at the same minutes as the control
Prices shifted forward by 7 days 1,172 trades; 94% of the control trades (1,101 of 1,172) reappear exactly 7 days later with identical entry price, exit price and P/L; the other 6% fall in holiday/DST weeks; no date clustering
Conclusion: the EA genuinely reads the price path. On random prices its trades disappear, so it is not a replayer or a curve-fitted date table; on shifted prices its trades move with the price, so it does not depend on the calendar, news events or any other symbol.
