New backtest
M1 bars · tick-reconstructed fills
Strategy
Symbol
Initial balance
$
Timeframe
Date range01 Jan 2024 → 31 Aug 2026
Spread & commission
Past runs
6 runs · kept for 90 days
Compute quota32/200 runsPro
Monte Carlo
400 reshuffles · ±15% fill noise
Robust
Prob. of profit
100.0%
Median return
+91.2%
5th pct return
+88.3%
95% worst DD
-10.7%
Median DD
-6.7%
Risk of ruin
0.0%
Au
Gold EMA cross
#2291CompletedXAUUSD · M15 · 01 Jan 2024 → 31 Aug 2026 · 1.00M bars · Raw spread + commission
Ran 24 Sep · 11:42 · 2.1s
Net profit
+$8,545.37+90.91% on $10,000
Win rate
58.1%
466 of 802 trades
Profit factor
1.38
Marginal edge
Sharpe ratio
2.37
Annualised, daily
Max drawdown
-7.42%
−$1,331.64 peak-to-trough
Trades
802
59% long · 41% short
Equity curve
$17,945.37+90.91%
01 Jan 2024 → 31 Aug 2026 · bars = trades per day
DrawdownMax -7.42% on 03 Apr 26
Monthly returns
% change in equity, compounded
23/32 green months
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | +3.1 | +3.6 | +0.4 | +2.6 | -0.5 | -1.1 | +6.6 | +2.9 | +1.0 | +5.1 | +1.5 | -2.2 | +25.0% |
| 2025 | +2.2 | +4.2 | +10.5 | +0.3 | +5.8 | -2.8 | -0.4 | +4.1 | +3.6 | +5.3 | +3.3 | -1.1 | +40.3% |
| 2026 | -2.6 | +0.1 | -2.5 | +8.2 | +2.3 | +2.1 | -0.1 | +1.4 | — | — | — | — | +8.8% |
Distribution of returns
Profit per trade, USD
E = +$11.34
Hover a bar to inspect
-$137$0+$178
Avg win
$70.74Avg loss
-$71.06Trade statistics
XAUUSD · M15 · 802 trades
- Gross profit
- $32,965.98
- Gross loss
- -$23,875.16
- Largest win
- +$178.37
- Largest loss
- -$137.30
- Max consecutive wins / losses
- 11 / 8
- Recovery factor
- 6.83
- Avg holding time
- 4h 14m
- Commission & spread
- -$543.62
Trade list
802 simulated fills · newest first · server time GMT+3
| Ticket | Side | ||||
|---|---|---|---|---|---|
| #51208802 | 31 Aug 26 22:10 | BUY | 0.13 | +52.2 | +$67.85 |
| #51208801 | 28 Aug 26 22:31 | BUY | 0.13 | +83.4 | +$108.42 |
| #51208800 | 27 Aug 26 07:12 | BUY | 0.16 | -57.5 | -$92.00 |
| #51208799 | 26 Aug 26 01:22 | SELL | 0.15 | +48.8 | +$73.15 |
| #51208798 | 25 Aug 26 16:31 | BUY | 0.07 | +96.1 | +$67.29 |
| #51208797 | 24 Aug 26 12:10 | SELL | 0.14 | +82.4 | +$115.37 |
| #51208796 | 21 Aug 26 14:55 | SELL | 0.09 | -54.2 | -$48.80 |
| #51208795 | 20 Aug 26 18:11 | BUY | 0.13 | +46.0 | +$59.79 |
| #51208794 | 20 Aug 26 11:30 | BUY | 0.15 | -43.8 | -$65.65 |
| #51208793 | 19 Aug 26 11:55 | SELL | 0.15 | +48.4 | +$72.54 |
1–10 of 802
1 / 81
Past runs
6 runs · kept for 90 days
Compute quota32/200 runsPro
Monte Carlo
400 reshuffles · ±15% fill noise
Robust
Prob. of profit
100.0%
Median return
+91.2%
5th pct return
+88.3%
95% worst DD
-10.7%
Median DD
-6.7%
Risk of ruin
0.0%