Lab 1502 - XAUUSD OANDA (125m-2H)
A positional trading strategy for XAUUSD (Gold) on OANDA using 125-minute and 2-hour timeframe.
2020-03-09 — 2026-03-11 · 560 trades over 6 years
Performance Overview
Total Trades
560
Over 6 years
Win Rate
34.29%
192W / 368L
Profit Factor
1.74
Gross Profit / Loss
Total P&L
₹11,458.89
Sharpe Ratio
1.31
Annualized
Sortino Ratio
2.6
Downside risk adjusted
Max Drawdown
₹1,018.1
Kelly Criterion
14.62%
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 | — | — | -196 | +66 | +55 | -157 | +428 | +305 | -171 | — | — | — | +331 |
| 2021 | — | — | — | — | +184 | -212 | — | — | — | — | -285 | -13 | -326 |
| 2022 | +63 | +62 | +236 | -53 | — | — | — | — | — | — | -35 | +196 | +470 |
| 2023 | +202 | -368 | +558 | +66 | -137 | — | -241 | -38 | — | +41 | +226 | -59 | +251 |
| 2024 | -111 | -508 | +107 | +143 | +214 | -138 | +401 | +76 | +339 | +281 | -72 | — | +732 |
| 2025 | +113 | +494 | +297 | +1872 | +710 | +163 | -38 | -90 | +1394 | +1163 | -16 | +411 | +6474 |
| 2026 | +3145 | +96 | +288 | — | — | — | — | — | — | — | — | — | +3529 |
Key Performance Metrics
Performance
Total Trades
560
Win Rate
34.29%
Profit Factor
1.74
Payoff Ratio
2.97
Total P&L
₹11,458.89
Risk-Adjusted Returns
Sharpe Ratio
1.31
Sortino Ratio
2.6
Calmar Ratio
1.79
Omega Ratio
1.74
Kelly Criterion
14.62%
Risk
Max Drawdown
₹1,018.1
Longest DD (days)
597
Avg Drawdown
₹202.83
Avg DD Days
50
Recovery Factor
11.26
Volatility (ann.)
8.44%
Distribution
Skewness
2.04
Kurtosis
6.02
Avg Return/Trade
0.12%
Avg Win
0.98%
Avg Loss
-0.33%
Extremes
Largest Win
₹902.35 (5.72%)
Largest Loss
₹-390.75 (-1.69%)
Best Month
₹3,144.77
Worst Month
₹-508.19
Best Year
₹6,474.39
Worst Year
₹-326.23
Streaks & Consistency
Max Consecutive Wins
5
Max Consecutive Losses
19
Gross Profit
₹26,869.19
Gross Loss
₹15,409.11
Avg Up Month
₹436.23
Avg Down Month
₹-146.77
Win Month %
62.26%
Win Year %
85.71%
Avg Duration
8.2 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2023-04-21 | 2024-09-23 | ₹1,018.1 | 522 |
| 2 | 2021-05-18 | 2023-01-05 | ₹717.97 | 597 |
| 3 | 2026-02-10 | 2026-02-24 | ₹679.32 | 14 |
| 4 | 2025-11-11 | 2025-12-23 | ₹488.22 | 43 |
| 5 | 2023-01-16 | 2023-03-20 | ₹468.83 | 64 |
| 6 | 2025-10-17 | 2025-11-11 | ₹458.45 | 26 |
| 7 | 2025-06-16 | 2025-09-09 | ₹454.13 | 86 |
| 8 | 2020-04-24 | 2020-07-23 | ₹398.85 | 91 |
| 9 | 2026-01-29 | 2026-02-10 | ₹390.75 | 12 |
| 10 | 2020-08-19 | 2021-05-18 | ₹262.06 | 273 |
EOY Returns
| Year | P&L |
|---|---|
| 2020 | +₹330.78 |
| 2021 | ₹-326.23 |
| 2022 | +₹470.01 |
| 2023 | +₹250.83 |
| 2024 | +₹731.6 |
| 2025 | +₹6,474.39 |
| 2026 | +₹3,528.7 |