Strategy Report: cable
Live Trading Summary
| Metric |
Value |
| Total Trades |
12 |
| Wins |
4 |
| Losses |
8 |
| Win Rate |
33.3% |
| Total P&L |
-51.59 |
| Max Drawdown |
-70.33 |
| Avg Win |
+19.09 |
| Avg Loss |
-15.99 |
| Version | Trades | Win Rate | Total P&L | Avg Win | Avg Loss | Max DD |
|---|
| v1.54-paper | 1 | 0.0% | -£18.37 | +£0.00 | -18.37 | -£18.37 |
| v1.45.0-paper | 1 | 0.0% | -£16.16 | +£0.00 | -16.16 | -£16.16 |
| v1.28.0-paper | 1 | 100.0% | +£25.61 | +£25.61 | +0.00 | -£0.00 |
| v1.27.0-paper | 1 | 0.0% | -£8.38 | +£0.00 | -8.38 | -£8.38 |
| v1.24.0-paper | 2 | 50.0% | +£8.89 | +£23.60 | -14.71 | -£14.71 |
| v1.19.0-paper | 1 | 100.0% | +£15.16 | +£15.16 | +0.00 | -£0.00 |
Equity Curve
Monthly P&L
Backtest Results
BACKTEST RESULTS AS OF 18/03/2026 (365 day lookback):
Signals: 205 total, 85 filled, 120 unfilled
Total P&L: 430.05
Final capital: 1430.05
Total Trades: 85
Exits: 20 stop loss, 17 take profit, 48 signal
Total Wins: 55
Win Rate: 64.7%
Avg Win Size: 11.72
Avg Loss Size: -6.66
Profit Factor: 1.76
Avg Trade Length: 2h 17m (9.2 candles)
Sharpe Ratio: 1.99
Sortino Ratio: 2.68
Max Drawdown: -8.3%
CAGR: 45.9%
Ann. Volatility: 14.4%
Performance By Direction:
Long: 45 trades, 71.1% win rate, Avg P&L 7.65
Short: 40 trades, 57.5% win rate, Avg P&L 2.14
Performance By Session:
Asia: 23 trades, 78.3% win rate, Avg P&L 11.31
London: 28 trades, 53.6% win rate, Avg P&L 1.37
Overlap: 23 trades, 52.2% win rate, Avg P&L -0.14
Us_Late: 5 trades, 100.0% win rate, Avg P&L 16.17
Dead: 6 trades, 83.3% win rate, Avg P&L 8.99
Recent 14-Day Backtest
Trade History
| Date |
Instrument |
Direction |
Entry |
Exit |
P&L |
| 2026-03-06 06:45 |
GBP_USD |
LONG |
1.3363 |
1.3374 |
+12.00 |
| 2026-03-06 14:15 |
GBP_USD |
SHORT |
1.3336 |
1.3353 |
-19.72 |
| 2026-03-09 08:30 |
GBP_USD |
SHORT |
1.3311 |
1.3327 |
-16.73 |
| 2026-03-09 10:30 |
GBP_USD |
SHORT |
1.334 |
1.3357 |
-17.43 |
| 2026-03-09 14:15 |
GBP_USD |
SHORT |
1.3362 |
1.3379 |
-16.46 |
| 2026-03-12 03:15 |
GBP_USD |
LONG |
1.3368 |
1.3384 |
+15.16 |
| 2026-03-16 07:15 |
GBP_USD |
LONG |
1.3247 |
1.3236 |
-14.71 |
| 2026-03-16 08:45 |
GBP_USD |
LONG |
1.3244 |
1.3269 |
+23.60 |
| 2026-03-17 14:30 |
GBP_USD |
SHORT |
1.3345 |
1.3356 |
-8.38 |
| 2026-03-18 02:56 |
GBP_USD |
LONG |
1.3354 |
1.3368 |
+25.61 |
| 2026-03-24 06:46 |
GBP_USD |
SHORT |
1.3402 |
1.3424 |
-16.16 |
| 2026-03-26 07:05 |
GBP_USD |
LONG |
1.3358 |
1.3343 |
-18.37 |