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Historical simulationFutures15m barsLong onlyIntraday

GC: EMA pullback with trend filter, 15m (profile 1) - training

Selected from a random mix of saved backtests. Profitability and a favorable verdict were not required. Simulated historical strategy test for GC.FUTUS using 15-minute bars from 2025-10-12 to 2026-07-12. Asset class: futures. Indicators and functions used: CROSSED, EMA, SMA; Box 1 condition: [CROSSED(input_col=close, input_col2=EMA(20), direction=above)] AND [close > SMA(50)]; Box 2 condition: [CROSSED(input_col=close, input_col2=EMA(20), direction=below)]. Long only. Fills at the next bar's open. Opposite signal reverses the position. Starting equity: 25,000. Position size: 1 shares/contracts. Stop loss: 2 ATR. Take profit: 3 R. Trailing stop: 3 ATR. Commission per side: 2.5 per share/contract. Slippage per fill: 1 ticks. Maximum holding period: 100 bars. Close positions at session end. Risk-setting ATR period: 14. Session: 08:30 to 15:00 (exchange time). Saved results. Trades: 87; Net P&L: 2,885; Return: 11.54%; Win rate: 32.183908%. No saved robustness results are available for this run.

Shared by pk78 · Published 2026-10-18 · Snapshot 2026-10-18 · Report revision 2

Test your versionLoads these rules and settings. Review them before starting a new test.

What was tested

Market
GC.FUTUS
Timeframe
15-minute bars
Test window
2025-10-12 – 2026-07-12
Engine
tv-engine-3

Simulated historical results, not live trading performance. Historical results do not predict future returns. Shared sections are selected by the author; hidden sections have not been independently verified. The author controls which sections are visible. This is a saved result; market data revisions or engine updates can change a later rerun.

Result and evidence

Inconclusive

Up $2,885.00, but that could easily be luck: a strategy with no real edge and trades this variable would do this well about 31% of the time, and without its 2 best trades it loses $15,715.00. Test a longer period before trusting it.

Net P&L
2,885.00
Return
11.54%
Trades
87
Win rate
32.2%
Profit factor
1.04
Maximum drawdown
-47.36%
Average trade
33.16
Average R
0.01R
Sharpe ratio
0.60
Commission paid
435.00
Chance a no-edge strategy does this well
30.8%
P&L without the 2 best trades
-15,715.00

Read before trusting the numbers

  • 1 stop exit filled at the open because price gapped past the stop, so it closed beyond the stop price (worst -1.15R).
  • Futures margin is not modelled; equity can go negative if losses exceed the account.

The luck check is a statistical estimate for this sample, not the probability of future success. Costs, sample size and testing many variants affect how much confidence a result deserves.

Equity and drawdown

Saved simulated equity across this test window. Drag the range control to inspect a period.

Full performance statistics

Compare the full run with its long and short trades.

Statistics from the saved run, for All, Long and Short trades. N/A means unavailable or not applicable.
MetricAllLongShort
Performance
Net P&L2,885.002,885.00N/A
Return on starting equity11.54%N/AN/A
Profit factor1.041.04N/A
Average trade (expectancy)33.1633.16N/A
Average R per trade0.01R0.01RN/A
Total R1.07R1.07RN/A
Annualized return15.90%N/AN/A
Buy & hold return (same period)0.90%N/AN/A
Trades
Trades87870
Win rate32.18%32.18%N/A
Average win2,580.712,580.71N/A
Average loss-1,175.85-1,175.85N/A
Average win / average loss2.192.19N/A
Largest win9,455.009,455.00N/A
Largest loss-5,365.00-5,365.00N/A
Most wins in a row33N/A
Most losses in a row88N/A
Average bars in trade6.686.68N/A
Average time in trade1h 49m1h 49mN/A
Average adverse excursion (MAE)1,209.081,209.08N/A
Average favorable excursion (MFE)1,649.541,649.54N/A
Risk
Max drawdown-19,750.00N/AN/A
Max drawdown %-47.36%N/AN/A
Longest drawdown150d 4hN/AN/A
Sharpe ratio (daily, annualized)0.60N/AN/A
Sortino ratio (daily, annualized)0.98N/AN/A
Calmar ratio0.34N/AN/A
Time in the market16.44%N/AN/A
Costs
Commission paid435.00435.00N/A
Same-bar exits assumed stop-first0N/AN/A
Luck check
Chance a no-edge strategy does this well31%N/AN/A
Net P&L without the 2 best trades-15,715.00N/AN/A

N/A means the metric is unavailable or does not apply to that side. Colors describe individual metrics, not the reliability of the strategy.

Strategy rules

Entry / long entry

[CROSSED(input_col=close, input_col2=EMA(20), direction=above)] AND [close > SMA(50)]

Exit / short entry

[CROSSED(input_col=close, input_col2=EMA(20), direction=below)]

Execution and risk settings

Direction
Long only
Signal mode
Entry and exit
Order fills
Next bar's open
Opposite signal
Reverse position
Starting equity
25,000.00
Position size
1.00 shares / contracts
Stop loss
2.00 ATR
Take profit
3.00 R
Trailing stop
3.00 ATR
Move stop to breakeven at R
Not set
Maximum bars in trade
100.00
Flat at session end
Yes
Commission per side
2.50 per share / contract
Slippage per fill
1.00 ticks
Session
08:30 – 15:00 (exchange time)

Simulated trades

87 trades in this snapshot. All times are UTC.

#SideEntryExitSizeEntry priceExit priceNet P&LExit reason
1.0Long2025-10-20 14:00:002025-10-20 18:50:001.004292.30004356.50006415.00session_end
2.0Long2025-11-06 18:00:002025-11-06 18:30:001.003994.60003990.9000-375.00exit_signal
3.0Long2025-11-06 18:45:002025-11-06 20:00:001.003997.80003993.1000-475.00session_end
4.0Long2025-11-07 13:45:002025-11-07 14:45:001.004000.90003998.0000-295.00exit_signal
5.0Long2025-11-07 15:00:002025-11-07 15:15:001.004000.60003998.2000-245.00exit_signal
6.0Long2025-11-07 15:30:002025-11-07 15:45:001.004000.70003993.9000-685.00exit_signal
7.0Long2025-11-07 16:15:002025-11-07 17:05:001.004007.10004004.6000-255.00trailing_stop
8.0Long2025-11-11 16:15:002025-11-11 16:30:001.004119.40004114.9000-455.00exit_signal
9.0Long2025-11-11 16:45:002025-11-11 18:15:001.004119.80004115.4000-445.00exit_signal
10.0Long2025-11-11 19:00:002025-11-11 20:00:001.004119.80004128.3000845.00session_end
11.0Long2025-11-13 15:15:002025-11-13 15:30:001.004205.70004198.7000-705.00exit_signal
12.0Long2025-11-13 16:00:002025-11-13 16:45:001.004206.70004202.4000-435.00exit_signal
13.0Long2025-11-13 17:00:002025-11-13 17:15:001.004211.10004199.2000-1195.00exit_signal
14.0Long2025-11-13 17:30:002025-11-13 18:30:001.004207.40004194.9000-1255.00exit_signal
15.0Long2025-11-18 17:45:002025-11-18 20:00:001.004073.70004082.2000845.00session_end
16.0Long2025-11-19 19:00:002025-11-19 19:15:001.004087.70004077.9000-985.00exit_signal
17.0Long2025-11-20 14:45:002025-11-20 16:00:001.004088.60004069.2000-1945.00exit_signal
18.0Long2025-11-21 16:45:002025-11-21 20:00:001.004078.90004087.1000815.00session_end
19.0Long2025-11-24 15:00:002025-11-24 20:00:001.004079.10004117.30003815.00session_end
20.0Long2025-11-25 19:15:002025-11-25 19:30:001.004136.00004127.6000-845.00exit_signal
21.0Long2025-11-26 13:45:002025-11-26 20:00:001.004150.30004160.1000975.00session_end
22.0Long2025-11-28 13:45:002025-11-28 17:05:001.004174.10004208.60003445.00take_profit
23.0Long2025-12-02 14:30:002025-12-02 14:50:001.004226.40004216.2000-1025.00exit_signal
24.0Long2025-12-03 14:05:002025-12-03 18:15:001.004221.80004199.4000-2245.00exit_signal
25.0Long2025-12-05 15:45:002025-12-05 16:10:001.004250.10004219.8000-3035.00stop_loss

The equity chart displays 2000 sampled points from 3291 saved points. The performance summary uses the full run.