Quantitative Analysis
Backtest Results
Historical simulation on real MT5 tick data. Includes spread, commission ($7/lot), and slippage. London session filter (08–13 UTC) applied.
M5 · 50k Bars · 5% Risk
XAUUSDm · Sep 2025 – Jun 2026
Profit Factor
2.08
> 2.0 = strong
Net Return
+448.7%
$5,000 → $27,439
Win Rate
62.7%
83 trades
vs v1.3.0
+274pp
v1.3.0 was +174.7%
Equity Progression
50k M5 bars · 5% risk · XAUUSDm
$27,439
from $5,000
What Changed in v1.4.0
ATR Quality Gate
FVG zone ≥ 0.3× ATR(14) and impulse body ≥ 1.0× ATR(14). Weak, low-energy setups are discarded before entry.
Trades cut
224 → 83
PF impact
1.17 → 2.08
Entry Zone 75%
Limit order placed 75% deep into the FVG instead of the midpoint. Forces price to retest the level, confirming it as real support/resistance.
DD reduction
−63%
Win rate
50% → 62.7%
Session 08–13 UTC
Entries restricted to London open + early NY overlap. XAU liquidity and directional moves concentrate in this window — other hours produce noise.
vs all sessions
PF ↑ best
DD vs no filter
lowest
All Runs
| Symbol | Period | TF | Risk | Version | Trades | Win Rate | Profit Factor | Return | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|
| XAUUSDm | 50k bars (~8 mo) | M5 | 5% | v1.4.0 | 83 | 62.7% | 2.08 | +448.7% | — | Session 08–13 UTC |
| XAUUSDm | 2025 Full Year | M5 | 5% | v1.4.0 | 26 | 65.4% | 2.08 | +78.8% | — | Session 08–13 UTC |
| XAUUSDm | 50k bars (~8 mo) | M5 | 1% | v1.4.0 | 59 | 61.0% | 1.93 | +25.4% | -4.8% | Session 08–13 UTC |
| XAUUSDm | 50k bars (~8 mo) | M5 | 5% | v1.3.0 | 224 | 50.0% | 1.17 | +174.7% | — | No ATR filter |
Parameters
- Timeframe
- M5
- Symbol
- XAUUSDm
- Session
- 08:00–13:00 UTC
- EMA Period
- 20
- ATR FVG Filter
- ≥ 0.3× ATR(14)
- ATR Impulse Filter
- ≥ 1.0× ATR(14)
- Entry Zone
- 75% into FVG
- Min RR
- 1.5×
- FVG Expiry
- 10 candles
- Body PCT Min
- 50%
- Close PCT Min
- 80%
How It Works
- 1
Detect Impulse
3-candle momentum: body ≥ 50% of range, close in top/bottom 20%.
- 2
ATR Quality Gate
FVG zone ≥ 0.3× ATR(14). Impulse body ≥ 1.0× ATR(14). Weak setups discarded.
- 3
EMA-20 Filter
Long only above EMA-20, short only below. Confirms short-term trend.
- 4
Entry Zone 75%
Limit order at 75% depth inside FVG — waits for price to retrace before committing.
- 5
Manage Risk
SL at FVG boundary, TP at ≥ 1.5× RR, position sized at exactly N% risk per trade.
Disclaimer — Backtests simulate on historical data and do not account for requotes, broker restrictions, or changing market regimes. Past results do not guarantee future performance. For informational purposes only.