← backtests · 09-16 20:47Z · MOCK data
research cmd.trend XAUUSD
isolated cmd.trend XAUUSD
Return+1.59%CAGR 0.67%
Max drawdown1.46%362 days
Sharpe / Sortino0.52 / 0.49Calmar 0.46
Trades27win 44% · PF 1.49
Expectancy+0.160R$59 per trade
Costs$162financing $-74 · turnover 3.6
| regime usd | Trades | Exp R | P&L |
|---|---|---|---|
| neutral | 9 | +0.09 | +128 |
| usd weakening | 9 | +0.06 | +327 |
| usd strengthening | 9 | +0.32 | +1,138 |
| session | Trades | Exp R | P&L |
|---|---|---|---|
| day | 17 | +0.07 | +633 |
| high | 1 | +1.03 | +393 |
| normal | 5 | +0.24 | +275 |
| overnight thin | 4 | +0.24 | +292 |
| review class | Trades | Exp R | P&L |
|---|---|---|---|
| wrong regime | 6 | −0.97 | −1,585 |
| normal variance | 1 | −0.53 | −163 |
| thesis confirmed | 6 | +1.67 | +3,127 |
| unexpected event | 8 | −0.62 | −1,479 |
| favourable variance | 6 | +0.94 | +1,692 |
- spread sane
- 4
- confidence minimum
- 6
- broker:MARKET CLOSED
- 1
- no conflicting position
- 16
- market liquidity allows entry
- 4
MOCK data: results demonstrate the machinery, not edge in real markets
- risk
- risk-1.0.0+df3ec7da
- execution
- exec-1.0.0+821dd562
- confidence
- conf-1.0.0+18bcb659
- data_source
- mock
- feature_set
- fs-1.0.0+bbfe6af5
- regime_model
- regime-rules-1.0.0+ba09c5ab
- strategy:cmd.trend
- cmd.trend@1.0.0