BTCUSD Backtest via Microstructure AI EA Metra Trader 5 – Need Your Broker’s Tick Data!

Oct 31, 2022
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Hi everyone,

I am planning to run a comprehensive multi-broker evaluation for the Microstructure AI EA on BTCUSD. Since this EA operates purely on a tick-by-tick basis, its logic and performance are highly sensitive to market microstructure, tick density, and data feeds which vary significantly from one broker to another.

To give you an idea, I have already run an initial benchmark test on my current broker. Here are the baseline metrics from my test (screenshot attached):

  • Asset: BTCUSD
  • History Quality: 100% (Real Ticks)
  • Total Ticks Processed: ~23.3 Million Ticks
  • Total Trades: 332 trades (664 deals)
  • Profit Factor: 1.25
  • Sharpe Ratio: 2.58
  • Maximal Equity Drawdown: 29.73%
As you can see from the high tick count, the EA's behavior is deeply intertwined with how the broker feeds its data. To find the most robust environment and identify which brokers provide the best execution profile for this strategy, I would like to invite fellow members here to help crowd-source additional backtests.

How You Can Help:
If you have access to high-quality tick data (100% history quality or real broker ticks) on MetaTrader 5, please run a backtest with the following criteria:

  • Asset: BTCUSD
  • Timeframe: [Insert Timeframe, e.g., M1 / M5]
  • Testing Period: [Insert Period, e.g., Jan 2026 - Aug 2026]
  • EA Settings: Please use the attached .set file to ensure standardized parameters.
What to Share in Your Reply:
To keep the data clean and comparable, please post your results along with:

  1. Broker Name: (and account type, e.g., Raw, ECN, Standard)
  2. Total Ticks: (This helps us compare tick density between brokers)
  3. The HTML Report / Screenshot: Please attach the full Strategy Tester Report (including the equity curve, drawdown, and total trades).
  4. Your Observations: Any notable spread widening or execution anomalies you noticed.
I will compile all the data into a comparison matrix spreadsheet and share the breakdown here so we can all see which brokers are the most viable for tick-based crypto strategies.

Attached below are my baseline screenshot and the .set file for the EA. Looking forward to your results and insights!

Best regards,

Jhosua (Jhos Bond)
 

Attached File(s)

  • Microstructure_AI.ex5 21 KB Views: 2
  • setting BTCUSD_test1.jpeg
    setting BTCUSD_test1.jpeg
    131.3 KB · Views: 1
  • result backtest_tes1.jpeg
    result backtest_tes1.jpeg
    193 KB · Views: 1
  • setting test_3.jpeg
    setting test_3.jpeg
    123 KB · Views: 2
  • result backtest_test_3.jpeg
    result backtest_test_3.jpeg
    209.7 KB · Views: 2