The experiment
I focused on EURUSD and practiced the strategy through replay before executing it consistently. The reported account path reached roughly 200% at peak and ended around 165% after 90 days.
Evidence label: These are legacy self-reported results from a personal experiment. They are not independently verified and omit important context such as leverage, full drawdown, account size, and broker statements.
What actually mattered
The durable lesson was not the headline return. It was the importance of explicit entry rules, exit rules, risk limits, and consistent session selection.
Where performance broke down
- Overconfidence after a strong run.
- Overtrading outside the best conditions.
- Emotional overrides.
- Inconsistent session and day selection.
Why automation became the next step
Automation does not remove market risk, but it can make rule violations observable and testable. That led me toward MQL5 implementation, structured strategy specifications, and n8n-based research workflows.
Personal experience only. Not financial advice. Past or simulated results do not guarantee future performance.