| Market | Gold (XAUUSD) |
| Timeframe | 4 hours |
| Direction | Long and short · six single-direction systems, combined into a portfolio |
| Type | Multi-strategy portfolio · market entry, exits in ATR multiples |
| Period analyzed | 11/06/2015 – 06/06/2025 (10,0 years) |
| Simulation engine | MetaTrader 5, hedging account |
| Costs included | Spread 15 points · slippage 5 points · commission of USD 0,70 per trade. Check your broker's commission: the usual practice on gold is to charge per lot and not per trade, and that can be quite a bit more expensive than what is loaded here |
| Reference capital | All published numbers are calculated on an initial capital of USD 100,000, with a fixed position size of 0.23 lot per USD 100,000 of account. The run was made at 2 lots and the amounts are rescaled to 0.23 in direct proportion, which is exact with a fixed position size The lot is measured on the instrument's standard contract: if your broker uses a different contract volume, write to us and we will give you the equivalent. |
All the numbers in this block come from a single run, over the ten years the portfolio was built with. The fourteen months that followed were measured on a different data series and are further down, in their own block: nothing in this document adds the two runs together.
| METRIC | FULL PERIOD |
|---|---|
| Total profit | $ 117.715,52 |
| Average annual profit | $ 11.771,55 |
| Average monthly profit | $ 989,21 |
| Trades | 2.237 (≈ 18,7 per month) |
| Winning trades | 1.025 · 45,82 % |
| Losing trades | 1.212 · 54,18 % |
| Profit Factor | 1,37 |
| Sharpe ratio | 1,49 |
| SQN (Van Tharp) | 2,33 |
| Average win | $ 429,03 |
| Average loss | $ 265,71 |
| Payoff ratio | 1,61 |
| Average result per trade | $ 52,62 |
| Average duration of a trade | 8,6 4-hour candles · ≈ 1,4 days |
| Market exposure | 68,61 % |
Simulated account day by day, from $ 100.000 to $ 217.716 in ten years. Dotted line: the initial capital.
| Maximum drawdown | $ 7.255 | 3.74 % measured against the account peak, which is how the simulator computes it and the only yardstick comparable across all the bots |
| Longest losing streak | 14 trades | in a row, without a single winning one in between |
| Without recovering the peak | 286 days | 7,84 % of the period |
| Worst trade | − $ 1.722,17 | stop executed |
| It is right less than half the time | 45,82 % | 1.025 winning trades against 1.212 losing trades |
| Market exposure | 68,61 % | up to six positions open at the same time |
| YEAR | RESULT | PROFIT FACTOR | WINS |
|---|---|---|---|
| 2015 | + $ 1.396 | — | since 11/06 |
| 2016 | + $ 11.128 | — | — |
| 2017 | + $ 4.617 | — | — |
| 2018 | + $ 4.390 | — | — |
| 2019 | + $ 10.124 | — | — |
| 2020 | + $ 30.386 | — | — |
| 2021 | + $ 6.514 | — | — |
| 2022 | + $ 15.208 | — | — |
| 2023 | + $ 4.019 | — | — |
| 2024 | + $ 8.464 | — | — |
| 2025 | + $ 20.772 | — | up to 06/06 |
Eleven calendar years, none in the red. The amounts come from the daily equity curve of the same run; the total differs from the overall profit by around $ 700 because of the position that was still open at the end of the period. Gold went through four regimes in those ten years —sideways between 2015 and 2018, two rallies and the 22 % correction at the end— and the portfolio closed positive in all of them.
Two different tests, and I keep them apart because they do not come from the same place. The first is the stretch of the run above that the system did not see while it was being built. The second is fourteen later months, measured on a different data series. Note 1 has the detail of how this portfolio was chosen among the hundred candidates.
| Out-of-sample trades | 689 of 2.237 · 30,8 % of the total |
| Profit Factor | 1,30 · against 1,37 over the complete period |
| Sharpe ratio | 1,29 · against 1,49 |
| SQN (Van Tharp) | 0.59 · versus 2.33 |
| Winning trades | 44,56 % · against 45,82 % |
| Payoff ratio | 1,61 · identical to the full period's |
| Where the maximum drawdown happened | in here · the $ 7.255 were made on data the system did not see |
| Trades | 219 · Profit Factor 1,21 · + 24,08 % annual |
| Out-of-sample Return/Drawdown retention | 46 % · median of the 100 finalists: 21 % |
| Out-of-sample equity curve stability | 0,67 · the highest of the 100 |
| Monte Carlo · risk of ruin | 6,1 % · the lowest of the 100 finalists |
| Trendless regime test | + 5,89 % per year · 2015–2018, with gold flat |
I would rather you buy knowing this. If something here stops you, it was not for you — and that is worth more to me than a sale.
Out of a hundred candidate portfolios, this one won none of the in-sample rankings: it sat mid-table. It won the three tests that measure conditions it had not seen — out-of-sample retention of return/drawdown, equity-curve stability and risk of ruin. That is exactly the opposite of what happens when a strategy is overfitted, which shines inside and goes dark outside. It is strong evidence, not a guarantee.
From $ 1.180 to over $ 4.400. Part of the result comes from trading an asset that went up. What offsets that reading is the 2015–2018 stretch: gold was flat for three and a half years and the portfolio still made 5,89 % a year.
With stops calculated as multiples of ATR, the dollar risk per trade follows the price of gold. In ten years gold multiplied by four, so the 0,23 lots stay conservative during the cheap-gold years and are tight in the last ones. It is a deliberate decision: I prefer the size that survives the worst stretch over the one that optimizes the average.
The $ 7.255 maximum drawdown did not happen in the stretch the portfolio was built on, but inside the out-of-sample cut. It is what you want to see: the system's worst moment showed up where it could not have been fitted to anything.
The ten-year backtest and the fourteen-month forward stretch were measured on separate data series, so I do not add them together or average them. Each block says where it comes from and is read on its own.
| Hedging account | MANDATORY. The six systems trade in parallel and there are longs and shorts open at the same time |
| Platform | MetaTrader 5 with algorithmic trading enabled |
| Instrument | Gold (XAUUSD). Check your broker's contract size and tick value before trading |
| Simultaneous positions | Up to six. Market exposure of 68,61 % |
| Availability | A machine switched on all week, or a VPS (USD 12,80–15/month) |
| Six different identifiers | One per system. They are delivered already configured |
| Reference capital | All the published numbers are calculated on an initial capital of USD 100.000, with a fixed position size of 0,23 lot per USD 100.000 of account. The run was done at 2 lots and the amounts are rescaled to 0,23 in direct proportion, which is exact with fixed position size |
Price: USD 500, one-off payment, launch price. Six independent systems trading the same account at the same time. No subscription, no renewal. Includes the installation guide and support until it is up and running.
On leverage. All the numbers in this data sheet are measured without leverage, with a fixed position size. The bot can be traded with leverage, or with a different lot size, from the Expert Advisor parameters in MetaTrader 5: that multiplies the result and the maximum drawdown in the same proportion, and the numbers in this document stop applying.
Risk warning. Leveraged trading can make you lose all of your invested capital. Nothing in this document guarantees profits. Trade only with money you can afford to lose.
Nature of the results. All the results in this document are simulations on historical data and do not represent live trading. Simulated results have known limitations: they are built knowing the past and do not necessarily reflect the impact of liquidity, slippage or real execution conditions. No result, real or simulated, guarantees future returns. The costs each simulation was run with are stated in the body of this data sheet, in the «Costs included» row; your broker's costs may be different and change the result.
Disclaimer. This document describes a software product. It does not constitute financial, investment, legal or tax advice, nor an offer or recommendation to buy or sell any instrument. The issuer is not registered as an investment adviser, does not manage third-party funds and has no access to its clients' accounts.