The short answer
Management changed the result by about 0.02R at most and never turned losing entries into winners. On about 23,000 trades, a trailing stop one R behind the best price after +1R was best in both years (-0.069R and -0.088R) and a 1:1 target worst in year 1 (-0.084R). Breakeven moves cut losses into scratches but also cut some winners; very early breakeven moves cost more than they saved in our live trading.
What we tested
- Markets
- XAUUSD (gold), EURUSD, GBPUSD, USDJPY, US500, US100
- Period
- Year 1 and year 2 (about 11,600 trades a year)
- The same entries and stops, managed six ways: 2R with breakeven at 45% of the way; no breakeven; breakeven after +1R; half off at 1R and the rest to 3R; a stop trailing 1R behind the best price after +1R; and a 1:1 target.
Results
| Management | Year 1 | Year 2 | How year-2 trades ended |
|---|---|---|---|
| 2R, breakeven at 45% | -0.078R | -0.100R | stop 47%, breakeven 24%, target 18% |
| No breakeven | -0.075R | -0.109R | stop 61%, target 25% |
| Breakeven after +1R | -0.074R | -0.099R | stop 49%, breakeven 21%, target 19% |
| Half at 1R, rest to 3R | -0.071R | -0.094R | stop 49%, breakeven 26%, target 11% |
| Trailing 1R after +1R | -0.069R | -0.088R | stop 49%, trail 40% |
| 1:1, no breakeven | -0.084R | -0.091R | stop 49%, target 42% |
What it means
- Live, on our own account (26 Oct to 6 Nov 2026, 7 trades), the AI moved stops to breakeven at +0.25-0.35R; two of those trades were stopped at zero and then reached their 2R targets. The bot now waits until a trade is part of the way to target before moving to breakeven.
Limits of this test
- Seven live trades are an example, not evidence; the 23,000-trade test is the evidence.
Frequently asked questions
Should I move my stop to breakeven?
In our 23,000-trade test, breakeven rules changed the average by about 0.01-0.02R either way. Moving to breakeven very early (a quarter of the way to target) cost more than it saved in our live trades.
How every test on these pages works
- Prices: the broker's own bars from an FTMO cTrader account. Fills are simulated minute by minute on one-minute bars; when one minute touches both the stop and the target, the stop is assumed to fill first.
- Costs: the broker's bid/ask spread measured by hour of day, commission per market, and the broker's own overnight swap rates for anything held past the daily rollover.
- Periods: year 1 = 24 Oct 2024 to 23 Oct 2025, year 2 = 24 Oct 2025 to 24 Oct 2026. Daily rules also use Dec 2020 to Oct 2024 ("2021-24"). Rules are written down before testing and are not tuned on the period that judges them.
- Controls: every rule is compared with entries that have no reason behind them (random sides, random days, or the same rule at fake levels), so a result has to beat chance, not just be positive.
- R is the trade's risk (entry to stop). An average of +0.10R means the average trade made a tenth of what it risked; -0.10R means it lost a tenth.
The full results for the rules RezSync Algo trades, by market and risk profile with every trade downloadable, are in the backtest report.
Related research
Research, not financial advice. These are simulated results on historical prices: they involve no real money, are produced with hindsight of the rules, and past results do not predict future ones. Costs and fills are modelled, and your broker's prices and costs will differ. Trading leveraged products carries a high risk of losing money; test on a demo account first.