← backtests · 09-16 20:48Z · MOCK data
research cmd.breakout XAUUSD
isolated cmd.breakout XAUUSD
Return+2.56%CAGR 1.07%
Max drawdown2.50%491 days
Sharpe / Sortino0.45 / 0.44Calmar 0.43
Trades97win 28% · PF 1.23
Expectancy+0.084R$26 per trade
Costs$1,150financing $-109 · turnover 24.9
| regime usd | Trades | Exp R | P&L |
|---|---|---|---|
| neutral | 40 | −0.11 | −1,730 |
| usd weakening | 41 | +0.20 | +2,849 |
| usd strengthening | 16 | +0.28 | +1,446 |
| session | Trades | Exp R | P&L |
|---|---|---|---|
| day | 77 | +0.05 | +1,217 |
| high | 11 | +0.53 | +1,743 |
| normal | 9 | −0.18 | −395 |
| review class | Trades | Exp R | P&L |
|---|---|---|---|
| wrong regime | 11 | −0.96 | −3,541 |
| false breakout | 45 | −0.25 | −3,633 |
| normal variance | 7 | −0.56 | −1,172 |
| thesis confirmed | 10 | +2.66 | +8,413 |
| unexpected event | 4 | −0.89 | −1,095 |
| excessive leverage | 3 | −2.04 | −1,778 |
| favourable variance | 17 | +1.02 | +5,370 |
- spread sane
- 11
- event policy
- 15
- confidence minimum
- 26
- consecutive loss pause
- 1
- no conflicting position
- 30
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.breakout
- cmd.breakout@1.0.0