Lab 1503 - XAUUSD OANDA(125m-2H)
A positional trading strategy for XAUUSD (Gold) on OANDA using 125-minute and 2-hour timeframe.
2020-03-09 — 2026-03-23 · 1003 trades over 6 years
Performance Overview
Total Trades
1003
Over 6 years
Win Rate
53.84%
540W / 463L
Profit Factor
1.6
Gross Profit / Loss
Total P&L
₹8,373.99
Sharpe Ratio
1.55
Annualized
Sortino Ratio
1.74
Downside risk adjusted
Max Drawdown
₹1,212.75
Kelly Criterion
20.25%
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 | — | — | +9 | -212 | +140 | +82 | +265 | +85 | +15 | — | — | — | +384 |
| 2021 | — | — | — | — | -7 | +19 | — | — | — | — | +36 | +173 | +220 |
| 2022 | +10 | +143 | -225 | -65 | — | — | — | — | — | — | -60 | +125 | -73 |
| 2023 | +193 | +149 | -135 | -92 | +82 | — | +24 | +14 | — | -37 | +128 | +374 | +701 |
| 2024 | +215 | +57 | +14 | +38 | +285 | -151 | -21 | -46 | -4 | +123 | -102 | — | +408 |
| 2025 | +61 | +291 | +37 | +954 | -537 | +46 | -56 | -276 | +214 | +669 | +400 | +936 | +2738 |
| 2026 | +2218 | +969 | +811 | — | — | — | — | — | — | — | — | — | +3998 |
Key Performance Metrics
Performance
Total Trades
1003
Win Rate
53.84%
Profit Factor
1.6
Payoff Ratio
1.29
Total P&L
₹8,373.99
Risk-Adjusted Returns
Sharpe Ratio
1.55
Sortino Ratio
1.74
Calmar Ratio
1.11
Omega Ratio
1.6
Kelly Criterion
20.25%
Risk
Max Drawdown
₹1,212.75
Longest DD (days)
467
Avg Drawdown
₹128.31
Avg DD Days
35
Recovery Factor
6.9
Volatility (ann.)
5.12%
Distribution
Skewness
0.85
Kurtosis
12.94
Avg Return/Trade
0.05%
Avg Win
0.27%
Avg Loss
-0.21%
Extremes
Largest Win
₹741.9 (3.18%)
Largest Loss
₹-625.15 (-2.58%)
Best Month
₹2,218.01
Worst Month
₹-536.99
Best Year
₹3,997.61
Worst Year
₹-73.3
Streaks & Consistency
Max Consecutive Wins
11
Max Consecutive Losses
11
Gross Profit
₹22,265.18
Gross Loss
₹13,889.17
Avg Up Month
₹281.17
Avg Down Month
₹-126.7
Win Month %
69.81%
Win Year %
85.71%
Avg Duration
2.3 bars
Worst 10 Drawdowns
| # | Started | Recovered | Drawdown | Days |
|---|---|---|---|---|
| 1 | 2026-01-29 | 2026-02-04 | ₹1,212.75 | 6 |
| 2 | 2025-04-25 | 2025-11-11 | ₹1,061.1 | 200 |
| 3 | 2026-03-06 | — | ₹521.4 | 17 |
| 4 | 2022-03-07 | 2023-02-08 | ₹475.97 | 338 |
| 5 | 2026-02-23 | 2026-03-02 | ₹309.38 | 7 |
| 6 | 2023-03-13 | 2023-12-04 | ₹309.23 | 266 |
| 7 | 2024-05-27 | 2025-02-11 | ₹271.52 | 260 |
| 8 | 2020-04-15 | 2020-06-25 | ₹268.98 | 71 |
| 9 | 2026-02-09 | 2026-02-13 | ₹259.15 | 4 |
| 10 | 2025-11-17 | 2025-11-28 | ₹240.5 | 11 |
EOY Returns
| Year | P&L |
|---|---|
| 2020 | +₹383.75 |
| 2021 | +₹220.43 |
| 2022 | ₹-73.3 |
| 2023 | +₹701.1 |
| 2024 | +₹408.45 |
| 2025 | +₹2,737.97 |
| 2026 | +₹3,997.61 |