Backtest results

Our 17-year backtest, run honestly.

Most Expert Advisor backtests are a single screenshot on the seller's best settings. Otto's is the opposite. Every setting, all 205 months, and the losing years left in. It is our own simulation, labelled as a backtest throughout, and here is exactly how it was run.

This backtest is Otto's own simulation of the six core strategies over 17 years of market history, on realistic spreads, commission and slippage. It is a backtest, and we label it as one everywhere it appears. It is not a live record, and tested results are usually kinder than live ones. The trades Otto takes on live accounts are recorded separately on Karnek, read-only from the broker, and that live record is the one we ask you to judge Otto on.

The 17-year curve

Equity and drawdown, across 17 years.

The six core strategies, simulated on realistic spreads, commission and slippage. Use the risk and mode toggles to explore. This is a backtest, labelled as one throughout.

Loading the backtest…
Native MetaTrader 5

The same Otto, run in MetaTrader 5.

The 17-year curve above is Otto's deep-history research backtest. This is a separate MetaTrader 5 run of the same strategy over the last 12 months, September 2024 to August 2025, from $10,000, with real spreads, commissions and minute-by-minute fills. It comes in below the long-run model because of that real execution and how each engine sizes its trades, not because of any data limitation, both ran on the full symbol set. Take it as the conservative, execution-realistic lens on the same strategy, and the live record on Karnek as the test that settles it. Both are backtests, separate from each other and from the live record. Five settings, each in Normal and Safe. Pick a row to see its equity curve and which markets carried it.

Backtested · native MT5 · ~12 months, not live
Otto native MetaTrader 5 backtest, return versus max drawdown by setting
Loading the native results…

Contribution by market is shown gross of costs, so you can see where the return concentrates; the account result in the table is net of every cost. The full deal-by-deal reports stay internal, the published results are the graphs and the aggregates. Backtested throughout, never blended with the live record.

Method

How the backtest was run.

The method in plain terms, so you can see what the simulation did, and what it could not account for. If any of it changes, it changes here, in the open.

1

Test period

17 years of market history, from August 2009 to August 2026, including the crises and the long, flat stretches.

2

Data

Historical price data for each instrument Otto trades, listed per instrument with the results.

3

Order fills

At the open of the following bar, with no access to future data.

4

Costs

Spread, commission and slippage included, with stress multiples applied, so the test runs under harder costs than a calm day.

5

Withheld period

The most recent years were withheld during development and tested once, at the end, so the hardest part of the record was not seen while the strategies were being built. The exact years publish here.

6

Six strategies, one book

The curve is the six core strategies blended into a single account, the same way Otto trades them live.

7

What this is, and what Karnek does

A simulation, labelled as a backtest throughout. Tested results are generally better than live ones, so read it as a map, not a guarantee. Karnek records the trades Otto takes on live accounts, read-only from the broker. It does not run this backtest, and we do not claim it does.

Every setting, side by side

The eight settings, compared.

Otto runs at four risk tiers, in two modes, Normal and Safe. That is eight ways to run the same six strategies over the same 17 years, on the same costs. Higher tiers compound faster and fall harder; Safe trades less and de-risks earlier. Here is every setting side by side, so you can see the trade you are actually making.

Backtested · unit-risk basis
Loading the comparison chart…
Loading the comparison…
Year by year, month by month

Every month of the seventeen years.

Averages hide the months that hurt. This is every one of the 205 months in the backtest, green for a gain, red for a loss, so the good runs and the deep drawdowns are both in plain view. The dark red patches are the months that shaped the max drawdown figure, they are not smoothed away here.

Loading the monthly table…
Per strategy

Each of the six, on its own.

Each strategy here is its own standalone backtest at Otto's 0.5% base risk, with no book multiplier and no tier dial. So the totals are modest next to the blended-book figures above, and that is the point: the book is the six run together and risk-parity weighted. Two are validated edges; the other four earn their place by diversifying, not as standalone edges.

Backtested · each strategy at 0.5% base risk
Loading the comparison chart…
Loading the strategies…

Which one carries the book.

The dip-buy drives the returns and the drawdown, DE40 backs it up, and the four small strategies cut the risk. That is why the live book weights them the way it does, and the honest case for running the blend rather than any single one.

Loading the panels…
Limitations

What a backtest cannot tell you.

A backtest shows how a set of rules would have performed on past data. It cannot account for every real-world factor, and tested results are generally better than live results. Slippage in fast markets, differences between brokers and changes in market behaviour all reduce live performance relative to a backtest.

Otto has losing months and losing periods in its backtest, and it will have them in live trading. The live record on Karnek is the result that matters, and it is the one we ask you to judge Otto on. See the live results →

Backtest compared with live

Then the backtest is held to account.

A backtest is, in effect, a forecast. As Otto's live accounts build up history on Karnek, this section plots live performance against the range the backtest implied. If live tracks within that range, this page says so. If it falls outside it, this page says that too.

Live tracking

Live tracking begins once the fleet has logged its first months

The backtest-versus-live band needs real live months before it can mean anything. It publishes here as the accounts accrue their record on Karnek.

The record that counts

The live record is the real test.

A backtest sets the expectation. The live accounts on Karnek are where Otto has to live up to it.

View live results See the strategies