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 (2026.06.01 - 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 | ||||||||||||
| Company: | IC Markets (EU) Ltd | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 5 000.00 | |||||||||||
| Leverage: | 1:100 | |||||||||||
Results |
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| History Quality: | 100% real ticks | |||||||||||
| Bars: | 501 | Ticks: | 15908397 | Symbols: | 1 | |||||||
| Total Net Profit: | 292.55 | Balance Drawdown Absolute: | 0.04 | Equity Drawdown Absolute: | 3.76 | |||||||
| Gross Profit: | 330.83 | Balance Drawdown Maximal: | 38.04 (0.74%) | Equity Drawdown Maximal: | 77.78 (1.51%) | |||||||
| Gross Loss: | -38.28 | Balance Drawdown Relative: | 0.74% (38.04) | Equity Drawdown Relative: | 1.51% (77.78) | |||||||
| Profit Factor: | 8.64 | Expected Payoff: | 36.57 | Margin Level: | 7391.98% | |||||||
| Recovery Factor: | 3.76 | Sharpe Ratio: | 1.74 | Z-Score: | 1.73 (91.64%) | |||||||
| AHPR: | 1.0072 (0.72%) | LR Correlation: | 0.95 | OnTester result: | 3.880744580869086 | |||||||
| GHPR: | 1.0071 (0.71%) | LR Standard Error: | 31.10 | |||||||||
| Total Trades: | 8 | Short Trades (won %): | 8 (87.50%) | Long Trades (won %): | 0 (0.00%) | |||||||
| Total Deals: | 16 | Profit Trades (% of total): | 7 (87.50%) | Loss Trades (% of total): | 1 (12.50%) | |||||||
| Largest profit trade: | 86.15 | Largest loss trade: | -37.96 | |||||||||
| Average profit trade: | 47.26 | Average loss trade: | -37.96 | |||||||||
| Maximum consecutive wins ($): | 5 (213.22) | Maximum consecutive losses ($): | 1 (-37.96) | |||||||||
| Maximal consecutive profit (count): | 213.22 (5) | Maximal consecutive loss (count): | -37.96 (1) | |||||||||
| Average consecutive wins: | 4 | Average consecutive losses: | 1 | |||||||||
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| Correlation (Profits,MFE): | 0.97 | Correlation (Profits,MAE): | 0.45 | Correlation (MFE,MAE): | 0.5369 | |||||||
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| Minimal position holding time: | 1:00:00 | Maximal position holding time: | 44:00:00 | Average position holding time: | 13:22:30 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 19:00:00 | 3 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.06.01 19:00:00 | 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 | |||
| 2026.06.03 17:00:00 | 5 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.06.03 17:00:00 | filled | |||||
| 2026.06.04 14:00:00 | 6 | 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 | 7 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.06.04 15:00:00 | filled | |||||
| 2026.06.05 04:00:00 | 8 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 4558.65 | 2026.06.05 04:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.06.05 10:00:00 | 9 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.06.05 10:00:00 | filled | |||||
| 2026.06.09 07:00:00 | 10 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 4437.27 | 2026.06.09 07:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.06.09 19:00:00 | 11 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.06.09 19:00:00 | filled | |||||
| 2026.06.16 02:00:00 | 12 | 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 | 13 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.06.17 22:00:00 | filled | |||||
| 2026.06.23 02:00:00 | 14 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 4281.33 | 2026.06.23 02:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.06.23 09:00:00 | 15 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.06.23 09:00:00 | filled | |||||
| 2026.06.29 23:00:00 | 16 | XAUUSD | sell | 0.01 / 0.01 | 0.00 | 4120.49 | 2026.06.29 23:00:00 | filled | Gold-Regime-H1-Pro | |||
| 2026.06.30 05:00:00 | 17 | XAUUSD | buy | 0.01 / 0.01 | 0.00 | 2026.06.30 05:00:00 | filled | |||||
Deals |
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| 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 19:00:00 | 3 | XAUUSD | buy | out | 0.01 | 4474.25 | 3 | -0.04 | 0.00 | 31.50 | 5 031.42 | |
| 2026.06.02 14:00:00 | 4 | XAUUSD | sell | in | 0.01 | 4533.19 | 4 | -0.04 | 0.00 | 0.00 | 5 031.38 | Gold-Regime-H1-Pro |
| 2026.06.03 17:00:00 | 5 | XAUUSD | buy | out | 0.01 | 4447.42 | 5 | -0.04 | 0.42 | 85.77 | 5 117.53 | |
| 2026.06.04 14:00:00 | 6 | XAUUSD | sell | in | 0.01 | 4473.73 | 6 | -0.04 | 0.00 | 0.00 | 5 117.49 | Gold-Regime-H1-Pro |
| 2026.06.04 15:00:00 | 7 | XAUUSD | buy | out | 0.01 | 4511.65 | 7 | -0.04 | 0.00 | -37.92 | 5 079.53 | |
| 2026.06.05 04:00:00 | 8 | XAUUSD | sell | in | 0.01 | 4459.38 | 8 | -0.04 | 0.00 | 0.00 | 5 079.49 | Gold-Regime-H1-Pro |
| 2026.06.05 10:00:00 | 9 | XAUUSD | buy | out | 0.01 | 4452.42 | 9 | -0.04 | 0.00 | 6.96 | 5 086.41 | |
| 2026.06.09 07:00:00 | 10 | XAUUSD | sell | in | 0.01 | 4336.66 | 10 | -0.04 | 0.00 | 0.00 | 5 086.37 | Gold-Regime-H1-Pro |
| 2026.06.09 19:00:00 | 11 | XAUUSD | buy | out | 0.01 | 4272.29 | 11 | -0.04 | 0.00 | 64.37 | 5 150.70 | |
| 2026.06.16 02:00:00 | 12 | XAUUSD | sell | in | 0.01 | 4312.05 | 12 | -0.04 | 0.00 | 0.00 | 5 150.66 | Gold-Regime-H1-Pro |
| 2026.06.17 22:00:00 | 13 | XAUUSD | buy | out | 0.01 | 4285.76 | 13 | -0.04 | 0.42 | 26.29 | 5 177.33 | |
| 2026.06.23 02:00:00 | 14 | XAUUSD | sell | in | 0.01 | 4189.94 | 14 | -0.04 | 0.00 | 0.00 | 5 177.29 | Gold-Regime-H1-Pro |
| 2026.06.23 09:00:00 | 15 | XAUUSD | buy | out | 0.01 | 4121.30 | 15 | -0.04 | 0.00 | 68.64 | 5 245.89 | |
| 2026.06.29 23:00:00 | 16 | XAUUSD | sell | in | 0.01 | 4015.83 | 16 | -0.04 | 0.00 | 0.00 | 5 245.85 | Gold-Regime-H1-Pro |
| 2026.06.30 05:00:00 | 17 | XAUUSD | buy | out | 0.01 | 3969.51 | 17 | -0.04 | 0.42 | 46.32 | 5 292.55 | |
| -0.64 | 1.26 | 291.93 | 5 292.55 | |||||||||