Strategy Tester Report |
||||||||||||
ICMarketsEU-Demo (Build 6230) |
||||||||||||
Settings |
||||||||||||
| Expert: | GoldRegimeH1Pro | |||||||||||
| Symbol: | XAUUSD | |||||||||||
| Period: | H1 (2026.06.01 - 2026.07.01) | |||||||||||
| Inputs: | === Gold regime signal ==== | |||||||||||
| InpSignalTF=16385 | ||||||||||||
| InpLongEMAPeriod=1440 | ||||||||||||
| InpShortEMAPeriod=1800 | ||||||||||||
| InpSlopeBars=120 | ||||||||||||
| InpEntryBandPct=1.50 | ||||||||||||
| InpExitBandPct=0.30 | ||||||||||||
| InpConfirmBars=6 | ||||||||||||
| InpAllowShorts=true | ||||||||||||
| === Volatility-targeted exposure ==== | ||||||||||||
| InpVolPeriod=480 | ||||||||||||
| InpTargetVolPct=14.0 | ||||||||||||
| InpMinLeverage=0.10 | ||||||||||||
| InpMaxLeverage=1.35 | ||||||||||||
| InpLongScale=1.00 | ||||||||||||
| InpShortScale=0.50 | ||||||||||||
| InpDeltaRebalance=true | ||||||||||||
| InpRebalanceSteps=1 | ||||||||||||
| InpUseMinLot=true | ||||||||||||
| InpMaxMinLotLeverage=4.25 | ||||||||||||
| InpMaxStopRiskPct=2.00 | ||||||||||||
| InpMaxMinLotRiskPct=2.00 | ||||||||||||
| === One bounded adverse-move add ==== | ||||||||||||
| InpLossAddEnabled=false | ||||||||||||
| InpLossAddTriggerSigma=0.75 | ||||||||||||
| InpLossAddScale=0.50 | ||||||||||||
| InpLossAddMaxLeverage=2.00 | ||||||||||||
| InpLossAddMaxStopRiskPct=3.00 | ||||||||||||
| InpLossAddExitAtBreakeven=false | ||||||||||||
| === Protection ==== | ||||||||||||
| InpATRPeriod=20 | ||||||||||||
| InpEmergencyStopATR=6.0 | ||||||||||||
| InpStopCooldownBars=12 | ||||||||||||
| InpMaxSpreadPct=0.12 | ||||||||||||
| InpMaxDailyLossPct=3.0 | ||||||||||||
| InpMaxPeakDDPct=25.0 | ||||||||||||
| InpCloseOnGuard=true | ||||||||||||
| === Execution ==== | ||||||||||||
| InpSlippagePts=50 | ||||||||||||
| InpMagic=88420715 | ||||||||||||
| InpComment=Gold-Regime-H1-Pro | ||||||||||||
| === Monitoring ==== | ||||||||||||
| InpWriteStatus=false | ||||||||||||
| InpEAName=Gold Regime H1 Pro | ||||||||||||
| InpStatusFile=status.json | ||||||||||||
| InpEventsFile=trade_events.jsonl | ||||||||||||
| InpEquityFile=equity.csv | ||||||||||||
| InpStatusSec=5 | ||||||||||||
| === Adaptive risk and execution ==== | ||||||||||||
| InpFastVolPeriod=0 | ||||||||||||
| InpRebalanceBandPct=0.0 | ||||||||||||
| InpProfitTrailStartATR=8.0 | ||||||||||||
| InpProfitTrailATR=6.0 | ||||||||||||
| InpCloseRetrySeconds=5 | ||||||||||||
| Company: | IC Markets (EU) Ltd | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 5 000.00 | |||||||||||
| Leverage: | 1:100 | |||||||||||
Results |
||||||||||||
| History Quality: | 100% real ticks | |||||||||||
| Bars: | 501 | Ticks: | 15908397 | Symbols: | 1 | |||||||
| Total Net Profit: | 152.56 | Balance Drawdown Absolute: | 0.04 | Equity Drawdown Absolute: | 3.76 | |||||||
| Gross Profit: | 190.88 | Balance Drawdown Maximal: | 38.04 (0.75%) | Equity Drawdown Maximal: | 95.63 (1.88%) | |||||||
| Gross Loss: | -38.32 | Balance Drawdown Relative: | 0.75% (38.04) | Equity Drawdown Relative: | 1.88% (95.63) | |||||||
| Profit Factor: | 4.98 | Expected Payoff: | 16.95 | Margin Level: | 7391.98% | |||||||
| Recovery Factor: | 1.60 | Sharpe Ratio: | 2.01 | Z-Score: | 1.74 (91.81%) | |||||||
| AHPR: | 1.0034 (0.34%) | LR Correlation: | 0.82 | OnTester result: | 1.626053812401964 | |||||||
| GHPR: | 1.0033 (0.33%) | LR Standard Error: | 23.64 | |||||||||
| Total Trades: | 9 | Short Trades (won %): | 9 (88.89%) | Long Trades (won %): | 0 (0.00%) | |||||||
| Total Deals: | 18 | Profit Trades (% of total): | 8 (88.89%) | Loss Trades (% of total): | 1 (11.11%) | |||||||
| Largest profit trade: | 55.29 | Largest loss trade: | -37.96 | |||||||||
| Average profit trade: | 23.86 | Average loss trade: | -37.96 | |||||||||
| Maximum consecutive wins ($): | 5 (98.46) | Maximum consecutive losses ($): | 1 (-37.96) | |||||||||
| Maximal consecutive profit (count): | 98.46 (5) | Maximal consecutive loss (count): | -37.96 (1) | |||||||||
| Average consecutive wins: | 4 | Average consecutive losses: | 1 | |||||||||
 |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
 |
||||||||||||
| Correlation (Profits,MFE): | 0.87 | Correlation (Profits,MAE): | 0.28 | Correlation (MFE,MAE): | -0.0560 | |||||||
 |
||||||||||||
| Minimal position holding time: | 1:00:00 | Maximal position holding time: | 44:00:00 | Average position holding time: | 6:40:00 | |||||||
 |
||||||||||||
Orders |
||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2026.06.01 15:00:00 | 2 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 4600.68 | 2026.06.01 15:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.06.01 17:00:00 | 3 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.06.01 17:00:00 | filled | |||||
| 2026.06.02 14:00:00 | 4 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 4624.99 | 2026.06.02 14:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.06.02 16:00:00 | 5 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.06.02 16:00:00 | filled | |||||
| 2026.06.03 05:00:00 | 6 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 4564.90 | 2026.06.03 05:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.06.03 09:00:00 | 7 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.06.03 09:00:00 | filled | |||||
| 2026.06.04 14:00:00 | 8 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 4573.89 | 2026.06.04 14:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.06.04 15:00:00 | 9 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.06.04 15:00:00 | filled | |||||
| 2026.06.05 04:00:00 | 10 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 4558.65 | 2026.06.05 04:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.06.05 05:00:00 | 11 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.06.05 05:00:00 | filled | |||||
| 2026.06.09 07:00:00 | 12 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 4437.27 | 2026.06.09 07:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.06.09 08:00:00 | 13 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.06.09 08:00:00 | filled | |||||
| 2026.06.16 02:00:00 | 14 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 4408.07 | 2026.06.16 02:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.06.17 22:00:00 | 15 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.06.17 22:00:00 | filled | |||||
| 2026.06.23 02:00:00 | 16 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 4281.33 | 2026.06.23 02:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.06.23 05:00:00 | 17 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.06.23 05:00:00 | filled | |||||
| 2026.06.30 02:00:00 | 18 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 4111.98 | 2026.06.30 02:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.06.30 04:00:00 | 19 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.06.30 04:00:00 | filled | |||||
Deals |
||||||||||||
| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2026.06.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 5 000.00 | 5 000.00 | ||||||
| 2026.06.01 15:00:00 | 2 | XAUUSD | sell | in | 0.01 | 4505.75 | 2 | -0.04 | 0.00 | 0.00 | 4 999.96 | Gold-Regime-H1-Pro |
| 2026.06.01 17:00:00 | 3 | XAUUSD | buy | out | 0.01 | 4450.42 | 3 | -0.04 | 0.00 | 55.33 | 5 055.25 | |
| 2026.06.02 14:00:00 | 4 | XAUUSD | sell | in | 0.01 | 4533.19 | 4 | -0.04 | 0.00 | 0.00 | 5 055.21 | Gold-Regime-H1-Pro |
| 2026.06.02 16:00:00 | 5 | XAUUSD | buy | out | 0.01 | 4514.88 | 5 | -0.04 | 0.00 | 18.31 | 5 073.48 | |
| 2026.06.03 05:00:00 | 6 | XAUUSD | sell | in | 0.01 | 4476.11 | 6 | -0.04 | 0.00 | 0.00 | 5 073.44 | Gold-Regime-H1-Pro |
| 2026.06.03 09:00:00 | 7 | XAUUSD | buy | out | 0.01 | 4457.21 | 7 | -0.04 | 0.00 | 18.90 | 5 092.30 | |
| 2026.06.04 14:00:00 | 8 | XAUUSD | sell | in | 0.01 | 4473.73 | 8 | -0.04 | 0.00 | 0.00 | 5 092.26 | Gold-Regime-H1-Pro |
| 2026.06.04 15:00:00 | 9 | XAUUSD | buy | out | 0.01 | 4511.65 | 9 | -0.04 | 0.00 | -37.92 | 5 054.30 | |
| 2026.06.05 04:00:00 | 10 | XAUUSD | sell | in | 0.01 | 4459.38 | 10 | -0.04 | 0.00 | 0.00 | 5 054.26 | Gold-Regime-H1-Pro |
| 2026.06.05 05:00:00 | 11 | XAUUSD | buy | out | 0.01 | 4446.98 | 11 | -0.04 | 0.00 | 12.40 | 5 066.62 | |
| 2026.06.09 07:00:00 | 12 | XAUUSD | sell | in | 0.01 | 4336.66 | 12 | -0.04 | 0.00 | 0.00 | 5 066.58 | Gold-Regime-H1-Pro |
| 2026.06.09 08:00:00 | 13 | XAUUSD | buy | out | 0.01 | 4332.86 | 13 | -0.04 | 0.00 | 3.80 | 5 070.34 | |
| 2026.06.16 02:00:00 | 14 | XAUUSD | sell | in | 0.01 | 4312.05 | 14 | -0.04 | 0.00 | 0.00 | 5 070.30 | Gold-Regime-H1-Pro |
| 2026.06.17 22:00:00 | 15 | XAUUSD | buy | out | 0.01 | 4285.76 | 15 | -0.04 | 0.42 | 26.29 | 5 096.97 | |
| 2026.06.23 02:00:00 | 16 | XAUUSD | sell | in | 0.01 | 4189.94 | 16 | -0.04 | 0.00 | 0.00 | 5 096.93 | Gold-Regime-H1-Pro |
| 2026.06.23 05:00:00 | 17 | XAUUSD | buy | out | 0.01 | 4161.58 | 17 | -0.04 | 0.00 | 28.36 | 5 125.25 | |
| 2026.06.30 02:00:00 | 18 | XAUUSD | sell | in | 0.01 | 4014.68 | 18 | -0.04 | 0.00 | 0.00 | 5 125.21 | Gold-Regime-H1-Pro |
| 2026.06.30 04:00:00 | 19 | XAUUSD | buy | out | 0.01 | 3987.29 | 19 | -0.04 | 0.00 | 27.39 | 5 152.56 | |
| -0.72 | 0.42 | 152.86 | 5 152.56 | |||||||||