Strategy Tester Report |
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ICMarketsEU-Demo (Build 6230) |
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Settings |
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| Expert: | GoldMarket400 | |||||||||||
| Symbol: | XAUUSD | |||||||||||
| Period: | H1 (2026.07.16 - 2026.09.30) | |||||||||||
| 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 | ||||||||||||
| Company: | IC Markets (EU) Ltd | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 5 000.00 | |||||||||||
| Leverage: | 1:100 | |||||||||||
Results |
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| History Quality: | 100% | |||||||||||
| Bars: | 1240 | Ticks: | 297028 | Symbols: | 1 | |||||||
| Total Net Profit: | -218.88 | Balance Drawdown Absolute: | 218.88 | Equity Drawdown Absolute: | 221.77 | |||||||
| Gross Profit: | 211.85 | Balance Drawdown Maximal: | 273.74 (5.42%) | Equity Drawdown Maximal: | 311.41 (6.12%) | |||||||
| Gross Loss: | -430.73 | Balance Drawdown Relative: | 5.42% (273.74) | Equity Drawdown Relative: | 6.12% (311.41) | |||||||
| Profit Factor: | 0.49 | Expected Payoff: | -12.88 | Margin Level: | 7003.36% | |||||||
| Recovery Factor: | -0.70 | Sharpe Ratio: | -2.39 | Z-Score: | 1.69 (90.90%) | |||||||
| AHPR: | 0.9974 (-0.26%) | LR Correlation: | -0.90 | OnTester result: | -0.7154686125686379 | |||||||
| GHPR: | 0.9974 (-0.26%) | LR Standard Error: | 36.48 | |||||||||
| Total Trades: | 17 | Short Trades (won %): | 8 (50.00%) | Long Trades (won %): | 9 (33.33%) | |||||||
| Total Deals: | 34 | Profit Trades (% of total): | 7 (41.18%) | Loss Trades (% of total): | 10 (58.82%) | |||||||
| Largest profit trade: | 66.28 | Largest loss trade: | -88.18 | |||||||||
| Average profit trade: | 30.26 | Average loss trade: | -43.01 | |||||||||
| Maximum consecutive wins ($): | 2 (54.94) | Maximum consecutive losses ($): | 3 (-68.39) | |||||||||
| Maximal consecutive profit (count): | 66.28 (1) | Maximal consecutive loss (count): | -128.86 (2) | |||||||||
| Average consecutive wins: | 1 | Average consecutive losses: | 2 | |||||||||
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| Correlation (Profits,MFE): | 0.51 | Correlation (Profits,MAE): | 0.88 | Correlation (MFE,MAE): | 0.3670 | |||||||
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| Minimal position holding time: | 2:00:00 | Maximal position holding time: | 95:00:00 | Average position holding time: | 22:03:44 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2026.07.16 06:00:00 | 2 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 4131.45 | 2026.07.16 06:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.07.16 23:00:00 | 3 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.07.16 23:00:00 | filled | |||||
| 2026.07.17 13:00:00 | 4 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 4098.09 | 2026.07.17 13:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.07.20 02:00:00 | 5 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.07.20 02:00:00 | filled | |||||
| 2026.07.20 14:00:00 | 6 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 4113.17 | 2026.07.20 14:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.07.22 04:04:40 | 7 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.07.22 04:04:40 | filled | sl 4113.17 | ||||
| 2026.07.22 16:00:00 | 8 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 4189.30 | 2026.07.22 16:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.07.23 11:00:00 | 9 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.07.23 11:00:00 | filled | |||||
| 2026.07.23 23:00:00 | 10 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 4140.06 | 2026.07.23 23:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.07.29 22:00:00 | 11 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.07.29 22:00:00 | filled | |||||
| 2026.07.31 14:00:00 | 12 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 4141.52 | 2026.07.31 14:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.08.05 06:00:00 | 13 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.08.05 06:00:00 | filled | |||||
| 2026.08.12 03:00:00 | 14 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 4277.08 | 2026.08.12 03:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.08.12 17:00:00 | 15 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 2026.08.12 17:00:00 | filled | |||||
| 2026.08.14 14:00:00 | 16 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 4252.64 | 2026.08.14 14:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.08.19 10:00:00 | 17 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 2026.08.19 10:00:00 | filled | |||||
| 2026.08.20 15:00:00 | 18 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 4373.74 | 2026.08.20 15:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.08.20 17:00:00 | 19 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 2026.08.20 17:00:00 | filled | |||||
| 2026.08.26 15:00:00 | 20 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 4529.91 | 2026.08.26 15:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.08.26 18:00:00 | 21 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 2026.08.26 18:00:00 | filled | |||||
| 2026.08.28 14:00:00 | 22 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 4503.78 | 2026.08.28 14:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.08.28 18:00:00 | 23 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 2026.08.28 18:00:00 | filled | |||||
| 2026.09.01 03:00:00 | 24 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 4359.19 | 2026.09.01 03:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.09.01 10:00:00 | 25 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 2026.09.01 10:00:00 | filled | |||||
| 2026.09.03 14:00:00 | 26 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 4339.16 | 2026.09.03 14:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.09.03 16:00:00 | 27 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 2026.09.03 16:00:00 | filled | |||||
| 2026.09.04 13:00:00 | 28 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 4372.39 | 2026.09.04 13:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.09.04 16:00:00 | 29 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 2026.09.04 16:00:00 | filled | |||||
| 2026.09.08 08:00:00 | 30 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 4353.50 | 2026.09.08 08:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.09.08 19:00:00 | 31 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 2026.09.08 19:00:00 | filled | |||||
| 2026.09.24 14:00:00 | 32 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 4351.34 | 2026.09.24 14:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.09.24 19:00:00 | 33 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.09.24 19:00:00 | filled | |||||
| 2026.09.29 14:00:00 | 34 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 4248.06 | 2026.09.29 14:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.09.29 23:58:59 | 35 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.09.29 23:58:59 | filled | end of test | ||||
Deals |
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| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2026.07.16 00:00:00 | 1 | balance | 0.00 | 0.00 | 5 000.00 | 5 000.00 | ||||||
| 2026.07.16 06:00:00 | 2 | XAUUSD | sell | in | 0.01 | 4031.55 | 2 | -0.04 | 0.00 | 0.00 | 4 999.96 | Gold-Regime-H1-Pro |
| 2026.07.16 23:00:00 | 3 | XAUUSD | buy | out | 0.01 | 3980.10 | 3 | -0.04 | 0.00 | 51.45 | 5 051.37 | |
| 2026.07.17 13:00:00 | 4 | XAUUSD | sell | in | 0.01 | 3998.10 | 4 | -0.04 | 0.00 | 0.00 | 5 051.33 | Gold-Regime-H1-Pro |
| 2026.07.20 02:00:00 | 5 | XAUUSD | buy | out | 0.01 | 3994.95 | 5 | -0.04 | 0.42 | 3.15 | 5 054.86 | |
| 2026.07.20 14:00:00 | 6 | XAUUSD | sell | in | 0.01 | 4024.19 | 6 | -0.04 | 0.00 | 0.00 | 5 054.82 | Gold-Regime-H1-Pro |
| 2026.07.22 04:04:40 | 7 | XAUUSD | buy | out | 0.01 | 4113.17 | 7 | -0.04 | 0.84 | -88.98 | 4 966.64 | sl 4113.17 |
| 2026.07.22 16:00:00 | 8 | XAUUSD | sell | in | 0.01 | 4112.90 | 8 | -0.04 | 0.00 | 0.00 | 4 966.60 | Gold-Regime-H1-Pro |
| 2026.07.23 11:00:00 | 9 | XAUUSD | buy | out | 0.01 | 4095.46 | 9 | -0.04 | 1.25 | 17.44 | 4 985.25 | |
| 2026.07.23 23:00:00 | 10 | XAUUSD | sell | in | 0.01 | 4049.87 | 10 | -0.04 | 0.00 | 0.00 | 4 985.21 | Gold-Regime-H1-Pro |
| 2026.07.29 22:00:00 | 11 | XAUUSD | buy | out | 0.01 | 4106.81 | 11 | -0.04 | 1.68 | -56.94 | 4 929.91 | |
| 2026.07.31 14:00:00 | 12 | XAUUSD | sell | in | 0.01 | 4054.50 | 12 | -0.04 | 0.00 | 0.00 | 4 929.87 | Gold-Regime-H1-Pro |
| 2026.08.05 06:00:00 | 13 | XAUUSD | buy | out | 0.01 | 4129.28 | 13 | -0.04 | 1.26 | -74.78 | 4 856.31 | |
| 2026.08.12 03:00:00 | 14 | XAUUSD | buy | in | 0.01 | 4371.64 | 14 | -0.04 | 0.00 | 0.00 | 4 856.27 | Gold-Regime-H1-Pro |
| 2026.08.12 17:00:00 | 15 | XAUUSD | sell | out | 0.01 | 4427.69 | 15 | -0.04 | 0.00 | 56.05 | 4 912.28 | |
| 2026.08.14 14:00:00 | 16 | XAUUSD | buy | in | 0.01 | 4349.51 | 16 | -0.04 | 0.00 | 0.00 | 4 912.24 | Gold-Regime-H1-Pro |
| 2026.08.19 10:00:00 | 17 | XAUUSD | sell | out | 0.01 | 4349.17 | 17 | -0.04 | -1.77 | -0.34 | 4 910.09 | |
| 2026.08.20 15:00:00 | 18 | XAUUSD | buy | in | 0.01 | 4467.09 | 18 | -0.04 | 0.00 | 0.00 | 4 910.05 | Gold-Regime-H1-Pro |
| 2026.08.20 17:00:00 | 19 | XAUUSD | sell | out | 0.01 | 4481.62 | 19 | -0.04 | 0.00 | 14.53 | 4 924.54 | |
| 2026.08.26 15:00:00 | 20 | XAUUSD | buy | in | 0.01 | 4624.83 | 20 | -0.04 | 0.00 | 0.00 | 4 924.50 | Gold-Regime-H1-Pro |
| 2026.08.26 18:00:00 | 21 | XAUUSD | sell | out | 0.01 | 4602.97 | 21 | -0.04 | 0.00 | -21.86 | 4 902.60 | |
| 2026.08.28 14:00:00 | 22 | XAUUSD | buy | in | 0.01 | 4600.27 | 22 | -0.04 | 0.00 | 0.00 | 4 902.56 | Gold-Regime-H1-Pro |
| 2026.08.28 18:00:00 | 23 | XAUUSD | sell | out | 0.01 | 4576.68 | 23 | -0.04 | 0.00 | -23.59 | 4 878.93 | |
| 2026.09.01 03:00:00 | 24 | XAUUSD | buy | in | 0.01 | 4452.44 | 24 | -0.04 | 0.00 | 0.00 | 4 878.89 | Gold-Regime-H1-Pro |
| 2026.09.01 10:00:00 | 25 | XAUUSD | sell | out | 0.01 | 4429.62 | 25 | -0.04 | 0.00 | -22.82 | 4 856.03 | |
| 2026.09.03 14:00:00 | 26 | XAUUSD | buy | in | 0.01 | 4427.36 | 26 | -0.04 | 0.00 | 0.00 | 4 855.99 | Gold-Regime-H1-Pro |
| 2026.09.03 16:00:00 | 27 | XAUUSD | sell | out | 0.01 | 4493.68 | 27 | -0.04 | 0.00 | 66.32 | 4 922.27 | |
| 2026.09.04 13:00:00 | 28 | XAUUSD | buy | in | 0.01 | 4465.66 | 28 | -0.04 | 0.00 | 0.00 | 4 922.23 | Gold-Regime-H1-Pro |
| 2026.09.04 16:00:00 | 29 | XAUUSD | sell | out | 0.01 | 4393.77 | 29 | -0.04 | 0.00 | -71.89 | 4 850.30 | |
| 2026.09.08 08:00:00 | 30 | XAUUSD | buy | in | 0.01 | 4436.17 | 30 | -0.04 | 0.00 | 0.00 | 4 850.26 | Gold-Regime-H1-Pro |
| 2026.09.08 19:00:00 | 31 | XAUUSD | sell | out | 0.01 | 4394.74 | 31 | -0.04 | 0.00 | -41.43 | 4 808.79 | |
| 2026.09.24 14:00:00 | 32 | XAUUSD | sell | in | 0.01 | 4258.31 | 32 | -0.04 | 0.00 | 0.00 | 4 808.75 | Gold-Regime-H1-Pro |
| 2026.09.24 19:00:00 | 33 | XAUUSD | buy | out | 0.01 | 4256.79 | 33 | -0.04 | 0.00 | 1.52 | 4 810.23 | |
| 2026.09.29 14:00:00 | 34 | XAUUSD | sell | in | 0.01 | 4153.61 | 34 | -0.04 | 0.00 | 0.00 | 4 810.19 | Gold-Regime-H1-Pro |
| 2026.09.29 23:58:59 | 35 | XAUUSD | buy | out | 0.01 | 4182.64 | 35 | -0.04 | 0.00 | -29.03 | 4 781.12 | end of test |
| -1.36 | 3.68 | -221.20 | 4 781.12 | |||||||||