Lab 1501 - XAUUSD OANDA
A positional trading strategy for XAUUSD (Gold) on OANDA using 125-minute and 2-hour timeframe.
2020-04-30 — 2026-05-30 · 568 trades over 6.1 years
Performance Overview
Total Trades
568
Over 6.1 years
Win Rate
41.02%
233W / 335L
Profit Factor
1.77
Gross Profit / Loss
Total P&L
₹16,816.81
Sharpe Ratio
1.49
Annualized
Sortino Ratio
2.71
Downside risk adjusted
Max Drawdown
₹1,502.02
Kelly Criterion
17.78%
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 | — | — | — | -145 | -33 | +225 | +419 | +324 | -92 | -181 | -227 | — | +290 |
| 2021 | -77 | — | — | — | +37 | -473 | +17 | -61 | -25 | +127 | +10 | +74 | -371 |
| 2022 | +19 | +226 | +368 | -119 | -164 | -33 | — | — | — | — | -98 | +106 | +306 |
| 2023 | +381 | -432 | +756 | 0 | -113 | -391 | +359 | — | -47 | +105 | +105 | +462 | +1186 |
| 2024 | -57 | -304 | +562 | +416 | +265 | -299 | +560 | +349 | +614 | +371 | +162 | +30 | +2667 |
| 2025 | +791 | +183 | +481 | +698 | -267 | +238 | -73 | -150 | +1778 | +1043 | +579 | +730 | +6031 |
| 2026 | +3644 | +3371 | +245 | -366 | -184 | — | — | — | — | — | — | — | +6710 |
Key Performance Metrics
Performance
Total Trades
568
Win Rate
41.02%
Profit Factor
1.77
Payoff Ratio
2.33
Total P&L
₹16,816.81
Risk-Adjusted Returns
Sharpe Ratio
1.49
Sortino Ratio
2.71
Calmar Ratio
1.72
Omega Ratio
1.77
Kelly Criterion
17.78%
Risk
Max Drawdown
₹1,502.02
Longest DD (days)
969
Avg Drawdown
₹317.46
Avg DD Days
47
Recovery Factor
11.2
Volatility (ann.)
11.19%
Distribution
Skewness
1.88
Kurtosis
5.31
Avg Return/Trade
0.18%
Avg Win
1.14%
Avg Loss
-0.49%
Extremes
Largest Win
₹1,531.53 (6.85%)
Largest Loss
₹-603.72 (-2.74%)
Best Month
₹3,643.82
Worst Month
₹-472.9
Best Year
₹6,709.81
Worst Year
₹-371.24
Streaks & Consistency
Max Consecutive Wins
9
Max Consecutive Losses
9
Gross Profit
₹38,792.02
Gross Loss
₹21,973.95
Avg Up Month
₹544.35
Avg Down Month
₹-169.68
Win Month %
60%
Win Year %
85.71%
Avg Duration
14.2 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2026-04-15 | — | ₹1,502.02 | 45 |
| 2 | 2026-03-03 | 2026-04-15 | ₹1,491.25 | 44 |
| 3 | 2020-08-19 | 2023-04-14 | ₹1,409.95 | 969 |
| 4 | 2025-05-07 | 2025-09-17 | ₹1,043.63 | 133 |
| 5 | 2025-04-01 | 2025-04-17 | ₹812.15 | 17 |
| 6 | 2023-04-14 | 2023-12-15 | ₹780.77 | 245 |
| 7 | 2025-12-24 | 2026-01-13 | ₹624.7 | 20 |
| 8 | 2024-05-21 | 2024-07-18 | ₹464.65 | 58 |
| 9 | 2025-10-09 | 2025-10-14 | ₹455.2 | 6 |
| 10 | 2024-10-22 | 2024-11-25 | ₹415.5 | 35 |
EOY Returns
| Year | P&L |
|---|---|
| 2020 | +₹290.23 |
| 2021 | ₹-371.24 |
| 2022 | +₹305.87 |
| 2023 | +₹1,185.69 |
| 2024 | +₹2,667.12 |
| 2025 | +₹6,030.59 |
| 2026 | +₹6,709.81 |