| Symbol | XAUUSD (Gold (Spot)) |
| Period | 15 Minutes (M15) 2020.11.25 18:30 - 2023.08.07 01:45 (2020.01.01 - 2023.08.31) |
| Model | Every tick (the most precise method based on all available least timeframes) |
| Parameters | signalPrefix="XST_EA"; bullishSignalLabel="X_BUY"; bullishSignalColor=Aqua; bearishSignalLabel="X_SELL"; bearishSignalColor=Magenta; signalEntryColor=Aquamarine; signalSLColor=Red; signalTPColor=Green; candleGapBetweenSignals=7; allowTrade=true;
allowLongTrades=true;
allowShortTrades=true;
alertEvents=true;
alertPositions=true;
longPositionAlerts=true;
shortPositionAlerts=true;
terminalAlert=false;
pushAlert=false;
lotsPerTradePercent=0.00001; maxOpenTrades=4; maxDrawdownPercentPerPTrade=0.1; minBalancePercent=0.5; maxEquityPercent=0.1; xStarter="- X Signal Provider -"; enableXSignalling=false;
enableXLong=true;
enableXShort=true;
xShortR2R=3; xShortLotsPerTradePercent=0.00001; xShortMaxDrawdownPerTradePercent=0.02; xLongR2R=3; xLongLotsPerTradePercent=0.00001; xLongMaxDrawdownPerTradePercent=0.02; xSharpDetectorFactor=700; xMaximumCandlesPerTrade=206; xOscillatorLength=7; xPSarStep=0.02; xPSarMaximum=0.2; xRangeMarketLength=5; xSwingLength=7; xRStarter="- XR Signal Provider -"; enableXRSignalling=true;
enableXRLong=false;
enableXRShort=true;
xRShortR2R=2; xRShortLotsPerTradePercent=0.00001; xRShortMaxDrawdownPerTradePercent=0.01; xRLongR2R=2; xRLongLotsPerTradePercent=0.00001; xRLongMaxDrawdownPerTradePercent=0.01; xRMaximumCandlesPerTrade=252; xRSwingLength=48; xRSharpDetectionFactor=1350; xTPWStarter="- XTPW Signal Provider -"; enableXTPWSignalling=false;
enableXTPWLong=true;
enableXTPWShort=true;
xTPWShortR2R=2; xTPWShortLotsPerTradePercent=0.00001; xTPWShortMaxDrawdownPerTradePercent=0.015; xTPWLongR2R=2; xTPWLongLotsPerTradePercent=0.00001; xTPWLongMaxDrawdownPerTradePercent=0.015; xTPWMaximumCandlesPerTrade=206; xTPWPSarStep=0.02; xTPWPSarMaximum=0.2; xTPWSwingLength=7; xTPWSharpDetectionFactor=650; |
|
| Bars in test | 63633 | Ticks modelled | 72969323 | Modelling quality | n/a |
| Mismatched charts errors | 826 | | | | |
|
| Initial deposit | 1000.00 | | | Spread | Current (60) |
| Total net profit | 44.66 | Gross profit | 83.01 | Gross loss | -38.35 |
| Profit factor | 2.16 | Expected payoff | 4.47 | | |
| Absolute drawdown | 12.08 | Maximal drawdown | 40.24 (3.91%) | Relative drawdown | 3.91% (40.24) |
|
| Total trades | 10 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 6 (60.00%) | Loss trades (% of total) | 4 (40.00%) |
| Largest | profit trade | 40.11 | loss trade | -9.79 |
| Average | profit trade | 13.84 | loss trade | -9.59 |
| Maximum | consecutive wins (profit in money) | 3 (21.88) | consecutive losses (loss in money) | 3 (-29.38) |
| Maximal | consecutive profit (count of wins) | 40.11 (1) | consecutive loss (count of losses) | -29.38 (3) |
| Average | consecutive wins | 2 | consecutive losses | 2 |