Backtest Archive
Historical performance and backtested data.
Explore the historical backtested track record of our strategy. A sample of the trade ledger is shown below, with full historical data available on request.
Date range
2 September 2024 to 19 March 2026
Historical data available on request
The full backtested dataset is available on request for serious enquiries.
Structured reporting
We cover the core quantitative metrics to asses performance.
Historical Equity Curve
The full historical equity curve of the strategy, showing how capital evolves over time.
Date Range
2 September 2024 to 19 March 2026
Start Balance
£50,000
Starting account balance used in the historical run.
Ending Balance
£109,973
Final balance reached by the backtest period.
Total Return
+119.95%
Cumulative percentage return across the full archive.
Max Drawdown
-4.96%
Deepest historical peak-to-trough decline in the backtest.
Sharpe Ratio
3.97
Risk-adjusted return relative to volatility.
Beta to Gold
-0.06
Sensitivity of the strategy to Gold price movements.
CAGR
+66.75%
Annualized compound growth rate across the backtest.
Calmar Ratio
13.46
Return versus max drawdown over the backtest.
Win Rate
49.23%
Percentage of winning trades in the historical ledger.
Profit Factor
1.49
Gross profits divided by gross losses.
Total Trades
4,150
Completed trades recorded in the backtested ledger.
Total Long Trades
1,901
Long-side trades across the backtest archive.
Total Short Trades
2,249
Short-side trades across the backtest archive.
Long Total Return
+85.51%
Aggregate return contribution from long trades.
Short Total Return
+34.44%
Aggregate return contribution from short trades.
Backtested Trade Ledger
Browse a sample of recent backtested trades.
Full backtested trade history is available on request.
Our backtested trades
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XAUUSD
Short
£131.51
Opened
2026-03-19 06:42
Closed
2026-03-19 06:48
Entry
4787.26
Close
4761.28
Pips
+259.80
Return
+0.53%
Balance
£109,890.96
XAUUSD
Short
£630.42
Opened
2026-03-18 20:06
Closed
2026-03-19 08:05
Entry
4843.97
Close
4721.03
Pips
+1229.40
Return
+2.52%
Balance
£110,521.38
XAUUSD
Short
£109.16
Opened
2026-03-18 19:08
Closed
2026-03-18 20:12
Entry
4855.6
Close
4833.6
Pips
+220.00
Return
+0.44%
Balance
£109,759.45
XAUUSD
Short
-£151.59
Opened
2026-03-18 13:21
Closed
2026-03-18 17:09
Entry
4858.98
Close
4887.64
Pips
-286.60
Return
-0.61%
Balance
£109,650.29
XAUUSD
Short
£115.38
Opened
2026-03-18 13:04
Closed
2026-03-18 13:16
Entry
4864.74
Close
4841.49
Pips
+232.50
Return
+0.46%
Balance
£109,801.88
XAUUSD
Short
-£69.24
Opened
2026-03-17 15:46
Closed
2026-03-17 20:48
Entry
4990.6
Close
5003.62
Pips
-130.20
Return
-0.28%
Balance
£109,060.27
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