Strategy Report: stochasm
Live Trading Summary
| Metric |
Value |
| Total Trades |
10 |
| Wins |
4 |
| Losses |
6 |
| Win Rate |
40.0% |
| Total P&L |
-46.70 |
| Max Drawdown |
-71.31 |
| Avg Win |
+8.79 |
| Avg Loss |
-13.64 |
| Version | Trades | Win Rate | Total P&L | Avg Win | Avg Loss | Max DD |
|---|
| v1.53.0-paper | 1 | 0.0% | -£5.03 | +£0.00 | -5.03 | -£5.03 |
| v1.50.0-paper | 1 | 0.0% | -£25.72 | +£0.00 | -25.72 | -£25.72 |
| v1.49.0-paper | 1 | 0.0% | -£9.40 | +£0.00 | -9.40 | -£9.40 |
| v1.41.0-paper | 1 | 0.0% | -£14.33 | +£0.00 | -14.33 | -£14.33 |
| v1.23.0-paper | 1 | 100.0% | +£3.18 | +£3.18 | +0.00 | -£0.00 |
| v1.18.0-paper | 2 | 50.0% | -£3.18 | +£7.36 | -10.54 | -£10.54 |
| v1.17.0-paper | 1 | 0.0% | -£16.83 | +£0.00 | -16.83 | -£16.83 |
| v1.15.0-paper | 1 | 100.0% | +£14.28 | +£14.28 | +0.00 | -£0.00 |
Equity Curve
Monthly P&L
Backtest Results
Stochasm — dual-timeframe stochastic crossover (M15 timing + H1 direction) with H4 EMA trend filter.
BACKTEST RESULTS AS OF 25/03/2026 (365 day lookback):
Signals: 101 total, 101 filled, 0 unfilled
Total P&L: 1508.93
Final capital: 2508.93
Total Trades: 101
Exits: 25 stop loss, 27 take profit, 49 signal
Total Wins: 47
Win Rate: 46.5%
Avg Win Size: 23.39
Avg Loss Size: -8.45
Profit Factor: 2.77
Avg Position Size: 3 units
Avg Trade Length: 7h 53m
Sharpe Ratio: 3.09
Sortino Ratio: 5.92
Max Drawdown: -9.5%
CAGR: 166.3%
Ann. Volatility: 22.9%
Performance By Direction:
Long: 70 trades, 42.9% win rate, Avg P&L 14.06
Short: 31 trades, 54.8% win rate, Avg P&L 16.92
Performance By Session:
Overlap: 63 trades, 46.0% win rate, Avg P&L 13.59
Us_Late: 38 trades, 47.4% win rate, Avg P&L 17.19
Recent 14-Day Backtest
Trade History
| Date |
Instrument |
Direction |
Entry |
Exit |
P&L |
| 2026-03-05 21:05 |
XAU_USD |
LONG |
5083.6 |
5097.5 |
+10.34 |
| 2026-03-09 19:20 |
XAU_USD |
LONG |
5138.6 |
5157.9 |
+14.28 |
| 2026-03-10 19:35 |
XAU_USD |
SHORT |
5181.6 |
5204.1 |
-16.83 |
| 2026-03-11 18:45 |
XAU_USD |
SHORT |
5177.6 |
5172.6 |
+7.36 |
| 2026-03-11 19:20 |
XAU_USD |
LONG |
5177.7 |
5170.6 |
-10.54 |
| 2026-03-13 20:19 |
XAU_USD |
SHORT |
5019.1 |
5014.9 |
+3.18 |
| 2026-03-20 13:45 |
XAU_USD |
LONG |
4664.4 |
4654.9 |
-14.33 |
| 2026-03-24 12:30 |
XAU_USD |
SHORT |
4398.8 |
4411.4 |
-9.40 |
| 2026-03-24 19:00 |
XAU_USD |
SHORT |
4389.1 |
4423.4 |
-25.72 |
| 2026-03-25 15:38 |
XAU_USD |
LONG |
4560.8 |
4554.1 |
-5.03 |