Performance Summary

Welcome to TheALGORAM.com, where transparency and authenticity are paramount. We believe in providing you with the most reliable and honest information possible, which is why we want to clarify that all the data presented here is the original output of our backtesting process.

Our backtesting methodology involves utilizing a 15-minute time frame, with an initial fund of $100 USD. For the XAU/USD (Gold/US Dollar) pair, we employ a default lot size of 0.01. This meticulous approach ensures consistency and accuracy in our analyses.

Furthermore, we take pride in the extensive depth of our backtesting period, spanning from 2007 to 2023. This comprehensive timeframe allows us to thoroughly assess the performance of our strategies across various market conditions and economic landscapes.

By adhering to rigorous standards and utilizing robust methodologies, we aim to provide you with valuable insights that you can trust. Rest assured that the data you encounter on our website reflects our commitment to integrity and excellence in trading analysis.

All USDAll %Long USDLong %Short USDShort %
Net Profit9168.959168.955190.295190.293978.663978.66
Gross Profit23818.3823818.3812403.3012403.311415.0811415.08
Gross Loss14649.4314649.437213.017213.017436.427436.42
Max Run-up9188.2898.92
Max Drawdown167.9618.89
Buy & Hold Return143.74143.74
Sharpe Ratio0.484
Sortino Ratio4.919
Profit Factor1.6261.721.535
Max Contracts Held221
Open PL00
Commission Paid000
Total Closed Trades1134559675378
Total Open Trades000
Number Winning Trades995052994651
Number Losing Trades1392668724
Percent Profitable87.788.8186.48
Avg Trade0.810.060.870.060.740.05
Avg Winning Trade2.390.182.340.172.450.18
Avg Losing Trade10.520.7710.800.7710.270.78
Ratio Avg Win / Avg Loss0.2270.2170.239
Largest Winning Trade55.612.9735.482.7655.612.97
Largest Losing Trade79.748.6579.748.6568.386.49
Avg # Bars in Trades181818
Avg # Bars in Winning Trades121212
Avg # Bars in Losing Trades606259
Margin Calls000

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