About the testing
I use my own market observations and trading experience to develop and test VantaBox. User feedback and shared results help me identify weaknesses and improve it.
MT5 backtests simulate trades on historical market data, including real ticks. Real-tick coverage varies by report: inspected source reports include both 26% and 99% real-tick coverage, not uniform 100% coverage. These are simulations, not live earnings.
A fixed-amount test and a percentage-risk test are different experiments. Compare them only when the risk basis, starting balance, and drawdown are visible.
Net result is never shown alone. Maximum drawdown, trade count, win rate, test period, and profit factor provide essential context.
The latest published snapshot shows account observations. The longer calendar also contains historical backtest records. Its combined history must not be read as one continuous live-account track record.
Each public test has a stable profile ID, pair, variant, risk basis, date range, and imported source-file name. Private access settings are not exposed publicly.
Execution, spreads, data quality, broker conditions, software versions, and market behaviour can change. No test removes the possibility of loss.
The pages load the generated VantaBox setup library created from the existing imported MT5 reports. No separate marketing totals are maintained in the page templates.
