Strategy Report: ml_breakout
Live Trading Summary
| Metric |
Value |
| Total Trades |
13 |
| Wins |
6 |
| Losses |
7 |
| Win Rate |
46.2% |
| Total P&L |
-23.23 |
| Max Drawdown |
-79.39 |
| Avg Win |
+9.76 |
| Avg Loss |
-11.68 |
| Version | Trades | Win Rate | Total P&L | Avg Win | Avg Loss | Max DD |
|---|
| v1.59-paper | 11 | 45.5% | -£33.38 | +£9.41 | -13.40 | -£79.39 |
| v1.58-paper | 2 | 50.0% | +£10.15 | +£11.49 | -1.34 | -£1.34 |
Equity Curve
Monthly P&L
Backtest Results
BACKTEST RESULTS AS OF 24/06/2026 (365 day lookback):
Signals: 44 total, 44 filled, 0 unfilled
Total P&L: 2615.26
Final capital: 3615.26
Total Trades: 44
Exits: 7 stop loss, 28 take profit, 9 signal
Total Wins: 37
Win Rate: 84.1%
Avg Win Size: 67.39
Avg Loss Size: -7.95
Profit Factor: 8.48
Avg Position Size: 3.81 units
Avg Trade Length: 4h 43m
Sharpe Ratio: 5.40
Sortino Ratio: 47.59
Calmar Ratio: 122.20
Max Drawdown: -2.3%
CAGR: 283.8%
Ann. Volatility: 25.1%
Performance By Direction:
Long: 44 trades, 84.1% win rate, Avg P&L 59.44
Performance By Session:
Asia: 44 trades, 84.1% win rate, Avg P&L 59.44
Performance By Year:
2023: 31 trades, Return 121.2%, Sharpe 6.20, Sortino 29.80, Calmar 50.22
2024: 81 trades, Return 706.8%, Sharpe 6.62, Sortino 28.56, Calmar 148.70
2025: 68 trades, Return 685.6%, Sharpe 6.19, Sortino 36.43, Calmar 282.05
2026: 14 trades, Return 45.9%, Sharpe 3.82, Sortino 33.27, Calmar 29.87
Recent 14-Day Backtest
Trade History
| Date |
Instrument |
Direction |
Entry |
Exit |
P&L |
| 2026-05-18 09:45 |
XAU_USD |
SHORT |
4541 |
4531.9 |
+11.49 |
| 2026-05-25 01:00 |
XAU_USD |
LONG |
4572.2 |
4568.6 |
-1.34 |
| 2026-06-12 19:00 |
XAU_USD |
LONG |
4214.7 |
4355.4 |
+20.73 |
| 2026-06-15 17:00 |
XAU_USD |
LONG |
4336 |
4331.4 |
-1.03 |
| 2026-06-15 19:00 |
XAU_USD |
LONG |
4326 |
4331.4 |
+1.59 |
| 2026-06-16 02:00 |
XAU_USD |
LONG |
4313 |
4331.4 |
+5.43 |
| 2026-06-16 07:00 |
XAU_USD |
LONG |
4324.2 |
4346.7 |
+8.30 |
| 2026-06-17 06:00 |
XAU_USD |
LONG |
4327.1 |
4356.8 |
+10.98 |
| 2026-06-17 17:00 |
XAU_USD |
LONG |
4359 |
4310.2 |
-14.77 |
| 2026-06-22 01:00 |
XAU_USD |
LONG |
4212.7 |
4145.1 |
-15.48 |
| 2026-06-22 04:00 |
XAU_USD |
LONG |
4172.6 |
4107.4 |
-14.93 |
| 2026-06-22 18:00 |
XAU_USD |
LONG |
4183.2 |
4129.2 |
-16.49 |
| 2026-06-22 20:00 |
XAU_USD |
LONG |
4190.8 |
4144.3 |
-17.73 |