One run of RX_BtcWeekend 3.15 on BTCUSD M5 in the MetaTrader 5 Strategy Tester, mode “Every tick based on real ticks”, $10,000 deposit, leverage 1:500, 50 ms execution delay. The ticks are Binance BTCUSDT prices second by second in trade-server time, widened by a fixed $6 spread: what the cheapest broker we measured has quoted for Bitcoin since August 2026 (before that $12). The test assumes today’s spread for the whole period; the cards under the risk levels show the same test at $10, $15, $18.50 and $20. Run by us on 28 October 2026, with exactly the settings you get.
Why the test starts on 1 July 2022: since the second half of 2022 Bitcoin’s weekends have swung about half as much as in 2021 and early 2022, and deep one-way moves have become much rarer (our count on Binance second-by-second prices since 2020). We decide on the market as it has been since then; the older years stay with us as a stress test.
Why not a broker’s own ticks: none of the brokers we tested holds complete real Bitcoin weekend ticks since 2022 (one only since April 2026, the others miss April 2025 to March 2026 or May 2024 to January 2026), and the tester silently fills missing days with generated ticks. On the brokers’ own ticks the same high-risk settings made +65.8% at a broker with a $6 spread (25 Apr 2026 – 16 Oct 2026, drawdown 16.3%) and +25.1% at a broker with a spread of about $18.50 (29 Jan 2026 – 16 Oct 2026, drawdown 38.7%). That broker’s prices moved differently from Binance’s in February and March 2026 and set off more stops, so a real account can do clearly worse than this test.
The headline includes the spread but no extra costs. With 0.01% of the price added to every fill (about $10 per BTC at $100,000) the same period made +10,407% with a 42.3% drawdown; with 0.02% it made +3,834%. The grid trades about 6,200 series, so your broker’s costs decide a large share of the result.
One weekend is left out: 11–12 October 2025, when Bitcoin swung by about $15,000 within hours of the Saturday open. With a fixed spread the grid earned so much on it that the test reaches +145,097% with that weekend included. A broker would widen spreads in such a move, so we treat that weekend as a stress test, not as the headline.
Monthly results are the change of the balance within each month, rebuilt from the report’s deal list. A backtest is not a live or demo-forward result: live trading adds slippage, outages and your broker’s own crypto conditions.
Since 23 October 2026 a public live account has run the EA at the high level, linked at the top of the page. Its first weekends say little next to 51 months of backtest.