Operational Reporting

Backtest Results

Historical simulation results per strategy. Every figure is read directly from uploaded backtest reports — nothing is estimated, interpolated or filled in.

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Backtest Results

Historical simulation results per strategy, published from the same monthly backtest reports our own research uses. Each row is one uploaded report; nothing is smoothed, blended or back-filled.

GOLD_TREND

Instrument: XAUUSD+

2022-01-03 → 2026-09-04 · 5 reports published

Total Trades

2,772

Weighted Win Rate

48.5%

Total Net Profit

104,131.68 $

Return On Initial Balance

10413.2%

Portfolio Profit Factor

1.15

Balance Trajectory

1,000.00 $ → 105,131.68 $

Worst Monthly Drawdown

36,066.71 $

Period Covered

2022-01-03 → 2026-09-04

Gross Profit

804,474.80 $

Gross Loss

-700,343.12 $

Expected Payoff

37.57 $

Loss Rate

51.5%

Average Win

598.12 $

Average Loss

-490.78 $

Sharpe Ratio

0.10

Recovery Factor

3.25

Balance drawdown

Absolute

210.89 $

Maximal

32,084.11 $ (37.2%)

Relative

835.47 $ (51.4%)

Long / short breakdown

Long trades: 1,516 (51.1% won)

Short trades: 1,256 (45.5% won)

Consecutive streaks

Maximum consecutive wins ($)Longest streak of consecutive wins, by number of trades — the figure in brackets is what that streak earned.	10 (20,821.78 $)
Maximal consecutive profit (count)Single most profitable streak of consecutive wins, by dollar total — the figure in brackets is how long it lasted.	20,821.78 $ (10)
Maximum consecutive losses ($)Longest streak of consecutive losses, by number of trades — the figure in brackets is what that streak lost.	10 (-1,097.88 $)
Maximal consecutive loss (count)Single costliest streak of consecutive losses, by dollar total — the figure in brackets is how long it lasted.	-16,872.71 $ (10)

Average streak length: 2.0 consecutive wins, 2.1 consecutive losses.

Sharpe ratio is computed from daily returns of the equity curve (not annualized) and is not MetaTrader's exact internal formula.

Drawdown and recovery factor for the Total row are recomputed from the full chained balance curve, so a drawdown spanning a month boundary is captured.

Streaks for the Total row are recomputed across the full chronological trade list.

Execution model — how these figures were simulated

These figures come from a backtest simulation using Trade Routes' real, unmodified strategy code, replayed against historical price data. Orders fill at a fixed spread of 25 points, with commission of 0.00 $ per lot and overnight financing of 0.00 $ per night, and when a single candle's range could have hit either the stop-loss or take-profit, the worse outcome (stop-loss) is assumed.

Fill model: simple-fixed-spread
Spread: 25 points
Commission per lot: 0.00 $
Swap per night: 0.00 $
Same-bar SL/TP rule: SL assumed hit first (conservative)

Coarser timeframes the strategy needs (D1/H1/M30 as applicable) are derived by resampling this run's entry-timeframe data, not pulled natively -- see docs/backtest-report-spec.md. All timestamps in this run's data (and every day/session boundary derived from them -- previous-day levels, H1 swings, the Asia session window) are true Europe/Stockholm local time, with the real historical DST transition dates applied (not a flat offset) -- matching the trading day your strategy's own SESSION_START/END settings assume (00:00-23:00 local).

Cumulative Equity

All published periods chained in chronological order into one continuous curve.

Yearly Breakdown

Period	Trades	Wins	Losses	Win Rate	Net Profit	Net %	Profit Factor	Max Drawdown	DD %	Ending Balance
2026-01-01 → 2026-09-041 position(s) were still open when this period's data ended.	725	339	386	46.8%	85,466.58 $	434.6%	1.17	36,066.71 $	40.7%	105,131.68 $
2025-01-01 → 2025-12-31	885	443	442	50.1%	17,488.76 $	803.6%	1.10	13,294.46 $	43.5%	19,665.10 $
2024-01-01 → 2024-12-31	475	231	244	48.6%	1,055.78 $	94.2%	1.10	686.06 $	37.0%	2,176.34 $
2023-01-01 → 2023-12-31	319	154	165	48.3%	152.44 $	15.8%	1.03	706.23 $	44.9%	1,120.56 $
2022-01-03 → 2022-12-31	368	178	190	48.4%	-31.88 $	-3.2%	1.00	914.93 $	54.1%	968.12 $
Total	2,772	1,345	1,427	48.5%	104,131.68 $	10413.2%	1.15	36,066.71 $	54.1%	105,131.68 $

Portfolio profit factor is computed from combined gross wins and gross losses — per-month factors are never averaged.

1 position(s) were still open when this period's data ended.

Risk settings used

Risk per trade: 3%
Max capital risk: 10%
Profit-lock trigger: 50%
Max lot size: 1.00
Max spread (points): 100
Max daily trades: 20
Max consecutive losses: 5
Max open positions: 5
Session hours: 0–23