← backtests · 09-16 20:49Z · MOCK data
research cmd.macro_event XAUUSD
isolated cmd.macro_event XAUUSD
Return−6.76%CAGR -2.90%
Max drawdown7.60%521 days
Sharpe / Sortino-1.13 / -0.55Calmar -0.38
Trades69win 39% · PF 0.49
Expectancy−0.327R$-98 per trade
Costs$853financing $-39 · turnover 18.8
| regime usd | Trades | Exp R | P&L |
|---|---|---|---|
| neutral | 23 | −0.25 | −1,654 |
| usd weakening | 27 | −0.18 | −1,361 |
| usd strengthening | 19 | −0.62 | −3,742 |
| session | Trades | Exp R | P&L |
|---|---|---|---|
| day | 42 | −0.40 | −5,212 |
| high | 1 | +0.56 | +170 |
| normal | 20 | −0.17 | −875 |
| overnight thin | 6 | −0.51 | −840 |
| review class | Trades | Exp R | P&L |
|---|---|---|---|
| model error | 1 | −1.32 | −476 |
| wrong regime | 17 | −0.83 | −3,974 |
| normal variance | 17 | −0.67 | −3,354 |
| thesis confirmed | 4 | +2.26 | +2,741 |
| unexpected event | 3 | −1.00 | −842 |
| excessive leverage | 4 | −3.62 | −4,555 |
| favourable variance | 23 | +0.55 | +3,702 |
- spread sane
- 12
- event policy
- 3
- confidence minimum
- 86
- broker:MARKET CLOSED
- 2
- portfolio volatility
- 4
- consecutive loss pause
- 2
- no conflicting position
- 39
- market liquidity allows entry
- 9
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.macro_event
- cmd.macro_event@1.0.0