Backtesting
XAU/USD — H1
A.V. MAGIC 5010 · Long only · 5 May 2003 → 1 Aug 2025 · 22.24 years
Fixed-size test · — lots · $10,000 initial deposit
Month by month
This report is a MetaTrader 5 Strategy Tester export with no month-by-month breakdown. Its figures are not directly comparable to the StrategyQuant reports — MetaTrader computes the Sharpe ratio per trade rather than annualised.
Trade composition
Winning vs losing trades
569 wins(54.1%)482 losses
Gross profit vs gross loss
$54,540 won(57.7%)$40,054 lost
Average win vs average loss
$95.05 per win(53.4%)$83.10 per loss
Longest winning vs losing streak
16 wins in a row(66.7%)8 losses in a row
How the result breaks down across every trade in the test.
Fixed-size test · — lots · $10,000 initial deposit
Trades
- Winning trades
- 569
- Losing trades
- 482
- Gross profit
- $54,540.36
- Gross loss
- $40,054.34
- Average win
- $95.05
- Average loss
- $83.10
- Largest win
- $755.73
- Largest loss
- -$179.00
- Longest winning streak
- 16
- Longest losing streak
- 8
Headline metrics
- Net profit
- $14,486.02
- Average trade
- $13.78
- Sharpe ratio
- 5.22
- Bars tested
- 59,024
Source document
Figures transcribed by hand from the report image and re-checked arithmetically.
SHA-256f949c221e86caf16b62c3bad5b17f84f11bdbb590cbcb440eb1804ec32734177
Simulated results. These figures come from historical backtests, not live trading. Backtested performance is hypothetical, benefits from hindsight, and is not a reliable indicator of future results.
Our live, independently verified track record is on the results page.