Strategy Report: floop-xauusd
Live Trading Summary
| Metric |
Value |
| Total Trades |
4 |
| Wins |
2 |
| Losses |
2 |
| Win Rate |
50.0% |
| Total P&L |
+18.55 |
| Max Drawdown |
-13.70 |
| Avg Win |
+17.52 |
| Avg Loss |
-8.25 |
| Version | Trades | Win Rate | Total P&L | Avg Win | Avg Loss | Max DD |
|---|
| v1.59-paper | 1 | 0.0% | -£13.70 | +£0.00 | -13.70 | -£13.70 |
| v1.58-paper | 3 | 66.7% | +£32.24 | +£17.52 | -2.80 | -£2.80 |
Equity Curve
Monthly P&L
Backtest Results
XAU_USD FLOOP — ATR-adaptive range filter with ML-derived scoring gate.
BACKTEST RESULTS AS OF 29/05/2026 (365 day lookback):
Signals: 41 total, 41 filled, 0 unfilled
Total P&L: 1078.90
Final capital: 2078.90
Total Trades: 41
Exits: 14 stop loss, 20 take profit, 7 signal
Total Wins: 22
Win Rate: 53.7%
Avg Win Size: 37.93
Avg Loss Size: -11.62
Profit Factor: 3.27
Avg Position Size: 2.59 units
Avg Trade Length: 12h 44m
Sharpe Ratio: 2.44
Sortino Ratio: 9.56
Max Drawdown: -5.5%
CAGR: 111.9%
Ann. Volatility: 22.2%
Performance By Direction:
Long: 30 trades, 53.3% win rate, Avg P&L 28.51
Short: 11 trades, 54.5% win rate, Avg P&L 20.34
Performance By Session:
London: 10 trades, 50.0% win rate, Avg P&L 21.75
Overlap: 20 trades, 60.0% win rate, Avg P&L 28.01
Us_Late: 10 trades, 50.0% win rate, Avg P&L 33.35
Dead: 1 trades, 0.0% win rate, Avg P&L -32.30
Recent 14-Day Backtest
Trade History
| Date |
Instrument |
Direction |
Entry |
Exit |
P&L |
| 2026-05-15 08:45 |
XAU_USD |
SHORT |
4563.3 |
4562.8 |
+0.19 |
| 2026-05-26 11:47 |
XAU_USD |
SHORT |
4515.1 |
4519.8 |
-2.80 |
| 2026-06-05 13:00 |
XAU_USD |
SHORT |
4406.3 |
4339 |
+34.86 |
| 2026-06-24 18:00 |
XAU_USD |
SHORT |
3972.8 |
4008.5 |
-13.70 |