Cointegration Pairs Arbitrage
Cointegration Pairs Arbitrage is a MT5 scalping expert advisor developed by Statistical Arbitrage, verified via mql5 with +152.0% gain and 5.8% max drawdown over 319 tracked days.
Last reviewed · Scored with methodology v2.0
Holding an audited AI Trust Score of 87.7/100 (A), Cointegration Pairs Arbitrage implements systematic scalping logic on MT5 terminals for developer Statistical Arbitrage. Historical telemetry shows 152.0% net growth while limiting equity contraction to 5.8% during 319 days of live observation.
How it trades
Execution focuses predominantly on AUDUSD on the M15 chart, expanding to NZDUSD. The algorithm capitalizes on Controlled risk management with 5.8% peak historical drawdown. Trading stops remain completely isolated per setup to prevent snowballing drawdown liabilities. No order averaging or laddered grid positioning is utilized, keeping portfolio exposure clean. The algorithm executes continuously regardless of scheduled economic data releases.
What the numbers say
Restricting historical equity pullbacks to 5.8% puts Cointegration Pairs Arbitrage in the top 87% of our scalping repository. Its 2.30 profit factor proves consistent reward generation over gross loss. The 319 days tracking period through Verified Live Real Account establishes statistical reliability.
Risks to check before using it
Users must monitor overnight financing swap rates and broker commission tiers, taking note that Requires low-latency VPS hosting with sub-10ms cross-connection. Forward testing on a demo setup for 4 weeks confirms operational readiness.
Who it suits
Targeted at investors valuing empirical scalping metrics and low drawdown ceilings. Not intended for short-term gamblers ignoring account preservation rules.
Turned a $1,000 deposit into $2,520 over 319 tracked days.
Worst peak-to-trough drop was $58 per $1,000 equity.
Generated $2.30 in gross profit for every $1.00 lost.
Average monthly compounding rate across 319 days.
At-a-Glance Specifications
20 Verified FieldsSystem metrics verified from live trade statements and database records. Missing fields are left unlisted rather than estimated.
| System Name | Cointegration Pairs Arbitrage |
|---|---|
| Developer / Author | Statistical Arbitrage |
| Execution Platform | MT5 Robot |
| Algorithmic Strategy | SCALPING |
| Verification Source | MQL5 |
| Verified Total Gain | +152.0% |
| Monthly Growth Rate | +10.6%/mo |
| Maximum Drawdown | 5.8% |
| Profit Factor | 2.30 |
| Track Record Age | 319 monitored days |
| Live Broker Verification | Yes (Broker Connected) |
| Prop Firm Compatibility | Yes (Capped Drawdown) |
| Traded Instruments | AUDUSD, NZDUSD |
| AI Trust Score | 87.7/100 (Grade A) |
| License Model | $490 |
| Martingale Position Sizing | Disabled (Linear Risk) |
| Grid Position Scaling | Disabled |
| News Event Filter | Disabled |
| MQL5 Market ID | 149388 |
| Last Audit Update | 2026-11-06 |
Cointegration Pairs Arbitrage achieves an AI Trust Score of 87.7/100 (Grade A). A MT5 scalping system with a verified 152.0% gain and 5.8% max drawdown over 319 tracked days.
6 Grounded Analytical Pillars
Scoring Methodology →Formula
Live real account verified with external linkFormula
100 - (DD × 2.5)Formula
Calmar proxy (annualized gain ÷ max DD, capped at 6.0)Formula
319 / 730 days (full marks at 2 years)Formula
Normalized Profit Factor (PF 2.0 = 100, PF 1.0 = 0)Formula
Rating weighted by review count (capped at 50 reviews)✓ Cited Strengths (3)
- • Verified execution on MT5 terminal under real liquidity conditions. [source: pros[]]
- • Controlled risk management with 5.8% peak historical drawdown. [source: pros[]]
- • Dynamic position management tuned for AUDUSD, NZDUSD. [source: pros[]]
⚠ Cited Risks & Limits (2)
- • Requires low-latency VPS hosting with sub-10ms cross-connection. [source: cons[]]
- • Performance sensitive to rollover spread spikes and weekend gaps. [source: cons[]]
Trading Regime Suitability
| Deployment Scenario | Suitability | Audit Basis |
|---|---|---|
| Prop Firm Challenges | ✓ Suitable | Evaluated for prop terms (Max DD: 5.8%) |
| Long-Term Portfolio | ✓ Suitable | Standard execution model |
| News Event Trading | ✗ Unfiltered Volatility Risk | Based on news filter status |
| Swing vs Scalp Profile | ◐ Scalping Profile | Timeframe: Discretionary on AUDUSD, NZDUSD |
3 Rule-Based Risk Guardrails
Linear or fixed lot sizing protects equity from compounding tail risk.
Broker-connected live telemetry verified via MQL5.
Drawdown maintained within conservative equity risk limits.
How Cointegration Pairs Arbitrage Works
Strategy ArchitectureCointegration Pairs Arbitrage is a MT5 scalping expert advisor with 5.8% max drawdown over 319 days. Analyzed by StriveAlgo research with verified risk and score metrics.
Standard 4-Step Verification & Deployment Protocol
Deploy MetaTrader (MT5) on a dedicated trading VPS close to your broker execution server for sub-5ms order latency.
Copy Cointegration Pairs Arbitrage file into the MQL Experts folder, restart MetaTrader, and allow automated live trading in options.
Attach to AUDUSD and configure conservative risk sizing (0.01 lot per $1,000 balance).
Confirm the terminal Algo Trading button is active and monitor initial trades via forward demo testing before capital scaling.
Verified Pros & Known Constraints
Pass-Through Audit✓ Verified Strengths (4)
- • Verified execution on MT5 terminal under real liquidity conditions.
- • Controlled risk management with 5.8% peak historical drawdown.
- • Dynamic position management tuned for AUDUSD, NZDUSD.
- • Built-in automated trailing stop and loss envelope protection.
⚠ Risk Factors & Limitations (2)
- • Requires low-latency VPS hosting with sub-10ms cross-connection.
- • Performance sensitive to rollover spread spikes and weekend gaps.
Frequently Asked Questions
Rule-Based Q&AIs Cointegration Pairs Arbitrage safe for prop firm challenges? ▼
Yes. With a max drawdown of 5.8% and strict risk thresholds, it complies with standard prop firm daily and overall loss limits.
What is the maximum drawdown recorded for Cointegration Pairs Arbitrage? ▼
The verified maximum equity drawdown is 5.8% recorded across 319 days of live tracking.
Does Cointegration Pairs Arbitrage use martingale or grid strategies? ▼
No. Cointegration Pairs Arbitrage avoids both martingale multiplier sizing and grid averaging, using defined stop-losses for capital protection.
Which timeframe and pairs does Cointegration Pairs Arbitrage trade? ▼
It trades primarily on the M15 timeframe focusing on AUDUSD, NZDUSD.
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