Lab 1500 - XAUUSD OANDA
A positional trading strategy for XAUUSD (Gold) on OANDA using 125-minute and 2-hour timeframe.
2020-01-14 — 2026-08-05 · 672 trades over 6.6 years
Performance Overview
Total Trades
672
Over 6.6 years
Win Rate
47.62%
320W / 351L
Profit Factor
1.71
Gross Profit / Loss
Total P&L
₹25,001.52
Sharpe Ratio
1.84
Annualized
Sortino Ratio
2.67
Downside risk adjusted
Max Drawdown
₹1,505.9
Kelly Criterion
19.69%
Optimal bet size
Cumulative Returns (Equity Curve)
Underwater Plot (Drawdowns)
Individual Trade Returns
Return Distribution
Monthly P&L
End of Year Returns
Rolling Sharpe Ratio (20-trade window)
Rolling Sortino Ratio (20-trade window)
Rolling Volatility (20-trade window)
Rolling Win Rate (20-trade window)
Monthly Returns Heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | -201 | +449 | +296 | +787 | +215 | -34 | +239 | +1037 | -243 | -268 | +601 | -265 | +2612 |
| 2021 | +227 | -342 | +1 | +68 | +547 | -82 | -45 | +206 | -15 | -125 | -19 | -194 | +226 |
| 2022 | +14 | +448 | +1029 | +197 | +18 | -20 | -56 | +387 | +125 | +36 | -109 | -64 | +2005 |
| 2023 | -54 | +273 | -192 | -64 | +200 | -76 | -228 | +280 | +226 | +280 | +757 | +594 | +1994 |
| 2024 | +209 | -63 | +248 | +233 | +193 | +57 | +883 | -342 | +586 | +204 | +1000 | +471 | +3679 |
| 2025 | +749 | -438 | +749 | +1270 | +1450 | -239 | +283 | -641 | +652 | +510 | +1198 | +177 | +5718 |
| 2026 | +3215 | +113 | +1994 | +2442 | +295 | +1121 | -726 | +312 | — | — | — | — | +8766 |
Key Performance Metrics
Performance
Total Trades
672
Win Rate
47.62%
Profit Factor
1.71
Payoff Ratio
1.81
Total P&L
₹25,001.52
Risk-Adjusted Returns
Sharpe Ratio
1.84
Sortino Ratio
2.67
Calmar Ratio
2.3
Omega Ratio
1.71
Kelly Criterion
19.69%
Risk
Max Drawdown
₹1,505.9
Longest DD (days)
358
Avg Drawdown
₹390.76
Avg DD Days
36
Recovery Factor
16.6
Volatility (ann.)
7.23%
Distribution
Skewness
0.89
Kurtosis
1.23
Avg Return/Trade
0.13%
Avg Win
0.69%
Avg Loss
-0.38%
Extremes
Largest Win
₹1,654.86 (3.31%)
Largest Loss
₹-1,004.65 (-1.98%)
Best Month
₹3,214.84
Worst Month
₹-725.99
Best Year
₹8,765.98
Worst Year
₹226.31
Streaks & Consistency
Max Consecutive Wins
8
Max Consecutive Losses
7
Gross Profit
₹60,212.97
Gross Loss
₹35,211.45
Avg Up Month
₹568.79
Avg Down Month
₹-190.53
Win Month %
66.25%
Win Year %
100%
Avg Duration
4 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2026-01-26 | 2026-02-24 | ₹1,505.9 | 29 |
| 2 | 2026-02-24 | 2026-03-18 | ₹1,505.04 | 23 |
| 3 | 2025-05-22 | 2025-10-16 | ₹1,439.52 | 148 |
| 4 | 2025-10-28 | 2025-11-28 | ₹1,261.44 | 31 |
| 5 | 2026-04-08 | 2026-04-28 | ₹1,161.36 | 21 |
| 6 | 2021-02-04 | 2021-05-17 | ₹976.8 | 103 |
| 7 | 2026-06-04 | 2026-06-24 | ₹969.74 | 21 |
| 8 | 2025-04-22 | 2025-05-06 | ₹925.96 | 15 |
| 9 | 2025-12-01 | 2026-01-12 | ₹784.18 | 42 |
| 10 | 2026-04-01 | 2026-04-08 | ₹743.1 | 7 |
EOY Returns
| Year | P&L |
|---|---|
| 2020 | +₹2,612.33 |
| 2021 | +₹226.31 |
| 2022 | +₹2,005.13 |
| 2023 | +₹1,994.04 |
| 2024 | +₹3,679.49 |
| 2025 | +₹5,718.24 |
| 2026 | +₹8,765.98 |