XAUUSD H6 — Optimised Settings

In-sample 2017-08-04 → 2023-07-11 · out-of-sample 2023-07-12 → 2026-09-18 · 5,328 configurations evaluated · 0 finalists · 4 robust

XAUUSD H69,663 barspaper 664 TP0 SLmodel: fastlabel 49p / 26pregime ONtrend OFFpip x2.63 vs H1 (measured)OOS profitable

Out-of-sample confirmed

This configuration stayed profitable on the untouched 2023-07-12 → 2026-09-18 slice (+0.78%).

Net profit

$3,665.56

+36.66% on $10,000.00

Min. account

$11,067.10

for 0.01 lot at 1:500, drawdown budget

Max drawdown

28.82%

$5,533.55 peak-to-trough

Profit factor

1.29

recovery 0.66

Trades

677

572W / 105L

Win rate

84.5%

exp $5.41/trade

Sharpe

0.96

sortino 0.56

Exposure

90%

of bars holding

Worst streak

consecutive losses

Equity curve

Dashed grey line = buy & hold over the same window (+259.29%). Dotted line = starting deposit.

Capital requirement

Minimum account balance — $11,067.10

Running 0.01 lot on XAUUSD at 1:500 leverage needs about $11,067.10 of balance. The binding constraint is drawdown budget.

Margin is charged on notional value, so one 0.01-lot USD-quoted position costs $7.84; the peak stack of 0.13 lots therefore needed $101.95.
Margin is not released while a position is underwater. At the worst moment the stack carried $5,807.83 of floating loss on top of that margin, which is why $5,909.78 is the floor, not $101.95.
The drawdown budget is the real requirement on most of these presets: $11,067.10 = 2.0 x the $5,533.55 worst backtest drawdown. Half of that is the headroom that makes the strategy survivable rather than merely funded.

Burn-in note: this is a grid with no stop loss (InpStopLoss = 0, so losses are only closed by the basket TP or the protection switch) at 90% exposure, so the tail is unbounded in principle. The figure above is sized on this 19-month sample; a sustained trend can exceed it.

Drawdown

Monthly P&L

Metrics

Capital

Inputs

Validation

Trades

In-sample vs out-of-sample

Metric	In-sample	Out-of-sample	Note
Net profit	$4,834.16	$77.53
Return %	48.34%	0.78%	OOS must stay positive
Max drawdown %	10.43%	29.11%
Profit factor	2.44	1.01
Trades	363	300	OOS window 2023-07-12 to 2026-09-18
Win rate	86.8%	81.7%
Sharpe	2.25	0.24
Exposure	100%	69%

Monthly breakdown

Month	P&L
2017-06	+55.70
2017-09	+108.10
2017-10	+55.70
2018-08	+55.70
2018-10	+52.40
2019-01	+55.70
2019-02	+108.70
2019-06	+55.70
2019-07	+54.50
2019-08	+163.80
2020-01	+55.70
2020-02	+163.80
2020-03	+271.90
2020-04	+165.30
2020-06	+55.70
2020-07	+219.50
2020-08	+328.50
2020-09	+109.00
2020-11	+111.40
2020-12	+108.10
2021-01	+164.10
2021-02	+164.40
2021-03	+52.40
2021-04	+55.70
2021-05	+111.40
2021-06	+163.80
2021-07	+53.60
2021-08	+55.70
2021-11	+163.80
2022-02	+163.80
2022-03	+166.80
2022-05	+163.80
2022-07	+163.80
2022-08	+54.80
2022-09	+163.80
2022-10	+55.70
2022-11	+108.10
2022-12	+55.70
2023-01	+111.40
2023-02	+108.10
2023-03	+217.40
2023-04	+55.70
2023-07	+54.80
2023-08	+55.70
2023-10	+219.50
2023-11	+108.10
2023-12	+110.50
2024-03	+163.80
2024-04	+441.10
2024-05	+219.50
2024-06	+109.00
2024-07	+219.50
2024-08	+109.90
2024-09	+111.40
2024-10	+218.00
2024-11	+329.70
2025-01	+163.80
2025-02	+221.00
2025-03	+167.10
2025-04	+273.40
2025-05	+490.20
2025-06	+221.00
2025-07	+276.10
2025-08	+111.10
2025-09	+334.20
2025-10	-5,991.54

How the minimum balance is derived

Item	Amount	Basis
Leverage assumed	1:500	your account setting
Peak simultaneous position	0.13 lots	8 (up to 12) grid slots x 0.01 lot
Margin per 1.00 lot	$784.21	$392,103.00 notional at the effective price
Margin for the whole stack	$101.95	at the effective price 3921.03 that reproduces the peak notional
Worst floating loss	-$5,807.83	largest unrealised drawdown of the open stack
Margin + floating loss	$5,909.78	margin is not released while the stack is underwater
Drawdown budget (x2.0)	$11,067.10	worst backtest drawdown $5,533.55
Pip value per 0.01 lot	$1.00	$100.00 per pip per 1.00 lot
Margin level at the worst moment	51.59	equity / used margin if funded with exactly the minimum; 1.00 = margin still fully covered

Margin arithmetic: contract × lots × price ÷ leverage — the quote currency is USD, so the notional is already in the account currency. The price used for the total is the effective peak price (3921.03) — the single price that reproduces the peak notional actually carried — not the last bar's, because the margin was charged bar by bar as the position grew.

Shipped settings — `XAUUSD_H6.set`

Distance inputs are price offsets, matching the EA's NormalizeDouble(price ± input, digits). The pip equivalent is shown for reference.

Input	Value	Interpretation
`InpStopLoss` distance	0	0.0 pips
`InpTakeProfit` distance	56	56.0 pips
`InpLotSize`	0.01
`InpTrailing` distance	0	disabled
`InpGridDistance` distance	110	110.0 pips
`InpMaxGrid`	8
`InpBuyEnable`	true
`InpSellEnable`	true
`InpFixedLot`	true
`InpLotRatio`	1
`InpWindow`	12
`InpBack`	15
`InpLabelSL` distance	26	26.0 pips
`InpLabelTP` distance	48.75	48.8 pips
`InpTrainBars`	250
`InpRetrainBars`	16
`InpForestTrees`	20
`InpMaxDepth`	8
`InpMinSamples`	10
`InpClassWeight`	2
`InpTrendFilter`	false
`InpTrendSMA`	200
`InpTrendADXMin`	18
`InpTrendStrength`	0.3
`InpProtectEnable`	true
`InpMaxDrawdownPct`	30
`InpMaxDailyLoss`	0
`InpStopOnProtect`	true
`InpRegimeAdapt`	true
`InpRegimePeriod`	20
`InpRangeADXMax`	22
`InpTrendADXExit`	30
`InpBBRangeMin`	0.001
`InpBBRangeMax`	0.008
`InpGridATRmult`	0
`InpRangeLotMult`	1
`InpTrendLotMult`	0.2
`InpRangeMaxGridMult`	1.5
`InpTrendMaxGridMult`	0.3
`InpGridMaxLoss`	0

EA defaults vs optimised

Metric	EA defaults	Optimised
Net profit	-$554.65	$3,665.56
Return	-5.55%	36.66%
Max drawdown	30.79%	28.82%
Profit factor	0.93	1.29
Trades	839	677
Win rate	73.2%	84.5%

First 200 of 677 closed trades

Opened	Side	Lots	Entry	Exit	Reason	P&L	Closed
2017-05-09 12:00	BUY	0.01	1218.20	1274.20	TP	+55.70	2017-06-02
2017-06-02 12:00	BUY	0.01	1276.67	1332.67	TP	+55.70	2017-09-04
2017-05-09 12:00	SELL	0.01	1217.90	1321.56	TP	-103.96	2017-09-13
2017-09-04 00:00	SELL	0.01	1332.84	1321.56	TP	+10.98	2017-09-13
2017-09-04 06:00	SELL	0.01	1335.81	1321.56	TP	+13.95	2017-09-13
2017-09-04 12:00	SELL	0.01	1334.48	1321.56	TP	+12.62	2017-09-13
2017-09-04 18:00	SELL	0.01	1333.81	1321.56	TP	+11.95	2017-09-13
2017-09-05 00:00	SELL	0.01	1335.56	1321.56	TP	+13.70	2017-09-13
2017-09-05 06:00	SELL	0.01	1331.37	1321.56	TP	+9.51	2017-09-13
2017-09-05 12:00	SELL	0.01	1336.25	1321.56	TP	+14.39	2017-09-13
2017-09-05 18:00	SELL	0.01	1339.80	1321.56	TP	+17.94	2017-09-13
2017-09-06 00:00	SELL	0.01	1338.60	1321.56	TP	+16.74	2017-09-13
2017-09-06 06:00	SELL	0.01	1339.12	1321.56	TP	+17.26	2017-09-13
2017-09-06 12:00	SELL	0.01	1339.13	1321.56	TP	+17.27	2017-09-13
2017-09-13 12:00	SELL	0.01	1323.08	1267.08	TP	+55.70	2017-10-05
2017-10-05 18:00	SELL	0.01	1267.42	1211.42	TP	+55.70	2018-08-02
2017-09-04 00:00	BUY	0.01	1333.14	1235.08	TP	-98.36	2018-10-23
2018-07-18 06:00	BUY	0.01	1222.65	1235.08	TP	+12.13	2018-10-23
2018-07-19 06:00	BUY	0.01	1218.63	1235.08	TP	+16.15	2018-10-23
2018-07-19 12:00	BUY	0.01	1217.80	1235.08	TP	+16.98	2018-10-23
2018-07-19 18:00	BUY	0.01	1223.01	1235.08	TP	+11.77	2018-10-23
2018-07-20 00:00	BUY	0.01	1218.52	1235.08	TP	+16.26	2018-10-23
2018-07-20 06:00	BUY	0.01	1222.77	1235.08	TP	+12.01	2018-10-23
2018-07-24 00:00	BUY	0.01	1223.19	1235.08	TP	+11.59	2018-10-23
2018-07-26 18:00	BUY	0.01	1222.99	1235.08	TP	+11.79	2018-10-23
2018-07-27 06:00	BUY	0.01	1219.39	1235.08	TP	+15.39	2018-10-23
2018-07-27 18:00	BUY	0.01	1222.96	1235.08	TP	+11.82	2018-10-23
2018-07-30 00:00	BUY	0.01	1219.90	1235.08	TP	+14.88	2018-10-23
2018-10-23 06:00	BUY	0.01	1235.74	1291.74	TP	+55.70	2019-01-03
2018-08-02 18:00	SELL	0.01	1207.57	1302.66	TP	-95.39	2019-02-14
2019-01-30 18:00	SELL	0.01	1319.44	1302.66	TP	+16.48	2019-02-14
2019-01-31 00:00	SELL	0.01	1319.08	1302.66	TP	+16.12	2019-02-14
2019-01-31 06:00	SELL	0.01	1320.50	1302.66	TP	+17.54	2019-02-14
2019-01-31 12:00	SELL	0.01	1321.99	1302.66	TP	+19.03	2019-02-14
2019-01-31 18:00	SELL	0.01	1320.90	1302.66	TP	+17.94	2019-02-14
2019-02-01 00:00	SELL	0.01	1318.35	1302.66	TP	+15.39	2019-02-14
2019-02-01 06:00	SELL	0.01	1319.14	1302.66	TP	+16.18	2019-02-14
2019-02-01 12:00	SELL	0.01	1318.06	1302.66	TP	+15.10	2019-02-14
2019-02-01 18:00	SELL	0.01	1317.56	1302.66	TP	+14.60	2019-02-14
2019-01-03 06:00	BUY	0.01	1288.18	1344.18	TP	+55.70	2019-02-20
2019-02-20 00:00	BUY	0.01	1344.19	1400.19	TP	+55.70	2019-06-21
2019-02-14 12:00	SELL	0.01	1309.18	1388.14	TP	-79.26	2019-07-05
2019-06-28 00:00	SELL	0.01	1420.10	1388.14	TP	+31.66	2019-07-05
2019-07-03 00:00	SELL	0.01	1423.26	1388.14	TP	+34.82	2019-07-05
2019-07-03 06:00	SELL	0.01	1424.79	1388.14	TP	+36.35	2019-07-05
2019-07-04 00:00	SELL	0.01	1419.36	1388.14	TP	+30.92	2019-07-05
2019-06-21 00:00	BUY	0.01	1406.09	1462.09	TP	+55.70	2019-08-05
2019-08-05 12:00	BUY	0.01	1466.33	1522.33	TP	+55.70	2019-08-13
2019-07-05 12:00	SELL	0.01	1394.98	1502.11	TP	-107.43	2019-08-19
2019-08-12 18:00	SELL	0.01	1511.57	1502.11	TP	+9.16	2019-08-19
2019-08-13 00:00	SELL	0.01	1514.70	1502.11	TP	+12.29	2019-08-19
2019-08-13 06:00	SELL	0.01	1523.18	1502.11	TP	+20.77	2019-08-19
2019-08-14 12:00	SELL	0.01	1515.26	1502.11	TP	+12.85	2019-08-19
2019-08-14 18:00	SELL	0.01	1516.03	1502.11	TP	+13.62	2019-08-19
2019-08-15 00:00	SELL	0.01	1520.08	1502.11	TP	+17.67	2019-08-19
2019-08-15 06:00	SELL	0.01	1515.80	1502.11	TP	+13.39	2019-08-19
2019-08-15 12:00	SELL	0.01	1518.39	1502.11	TP	+15.98	2019-08-19
2019-08-15 18:00	SELL	0.01	1523.27	1502.11	TP	+20.86	2019-08-19
2019-08-16 00:00	SELL	0.01	1517.54	1502.11	TP	+15.13	2019-08-19
2019-08-16 06:00	SELL	0.01	1510.55	1502.11	TP	+8.14	2019-08-19
2019-08-13 06:00	BUY	0.01	1523.48	1579.48	TP	+55.70	2020-01-06
2020-01-06 00:00	BUY	0.01	1578.15	1634.15	TP	+55.70	2020-02-21
2019-08-19 06:00	SELL	0.01	1500.92	1624.14	TP	-123.52	2020-02-28
2020-02-19 18:00	SELL	0.01	1611.19	1624.14	TP	-13.25	2020-02-28
2020-02-20 12:00	SELL	0.01	1617.66	1624.14	TP	-6.78	2020-02-28
2020-02-20 18:00	SELL	0.01	1619.11	1624.14	TP	-5.33	2020-02-28
2020-02-21 00:00	SELL	0.01	1624.78	1624.14	TP	+0.34	2020-02-28
2020-02-21 06:00	SELL	0.01	1634.83	1624.14	TP	+10.39	2020-02-28
2020-02-21 12:00	SELL	0.01	1643.13	1624.14	TP	+18.69	2020-02-28
2020-02-21 18:00	SELL	0.01	1643.58	1624.14	TP	+19.14	2020-02-28
2020-02-24 00:00	SELL	0.01	1660.64	1624.14	TP	+36.20	2020-02-28
2020-02-24 06:00	SELL	0.01	1682.47	1624.14	TP	+58.03	2020-02-28
2020-02-25 00:00	SELL	0.01	1656.48	1624.14	TP	+32.04	2020-02-28
2020-02-25 06:00	SELL	0.01	1650.94	1624.14	TP	+26.50	2020-02-28
2020-02-28 06:00	SELL	0.01	1627.51	1571.51	TP	+55.70	2020-02-28
2020-02-21 06:00	BUY	0.01	1635.13	1691.13	TP	+55.70	2020-03-06
2020-02-28 12:00	SELL	0.01	1583.48	1527.48	TP	+55.70	2020-03-13
2020-03-06 18:00	BUY	0.01	1674.21	1531.09	TP	-143.42	2020-03-23
2020-03-13 00:00	BUY	0.01	1560.18	1531.09	TP	-29.39	2020-03-23
2020-03-13 12:00	BUY	0.01	1534.92	1531.09	TP	-4.13	2020-03-23
2020-03-17 12:00	BUY	0.01	1532.58	1531.09	TP	-1.79	2020-03-23
2020-03-17 18:00	BUY	0.01	1527.95	1531.09	TP	+2.84	2020-03-23
2020-03-18 00:00	BUY	0.01	1532.46	1531.09	TP	-1.67	2020-03-23
2020-03-19 12:00	BUY	0.01	1480.12	1531.09	TP	+50.67	2020-03-23
2020-03-20 00:00	BUY	0.01	1483.86	1531.09	TP	+46.93	2020-03-23
2020-03-20 06:00	BUY	0.01	1508.07	1531.09	TP	+22.72	2020-03-23
2020-03-20 12:00	BUY	0.01	1490.34	1531.09	TP	+40.45	2020-03-23
2020-03-20 18:00	BUY	0.01	1498.79	1531.09	TP	+32.00	2020-03-23
2020-03-23 00:00	BUY	0.01	1493.55	1531.09	TP	+37.24	2020-03-23
2020-03-23 12:00	BUY	0.01	1542.69	1598.69	TP	+55.70	2020-03-24
2020-03-19 12:00	SELL	0.01	1479.82	1603.38	TP	-123.86	2020-03-31
2020-03-24 12:00	SELL	0.01	1614.05	1603.38	TP	+10.37	2020-03-31
2020-03-24 18:00	SELL	0.01	1625.18	1603.38	TP	+21.50	2020-03-31
2020-03-25 00:00	SELL	0.01	1616.33	1603.38	TP	+12.65	2020-03-31
2020-03-25 06:00	SELL	0.01	1622.42	1603.38	TP	+18.74	2020-03-31
2020-03-25 12:00	SELL	0.01	1612.55	1603.38	TP	+8.87	2020-03-31
2020-03-27 06:00	SELL	0.01	1621.57	1603.38	TP	+17.89	2020-03-31
2020-03-27 18:00	SELL	0.01	1622.40	1603.38	TP	+18.72	2020-03-31
2020-03-30 00:00	SELL	0.01	1619.50	1603.38	TP	+15.82	2020-03-31
2020-03-30 06:00	SELL	0.01	1621.87	1603.38	TP	+18.19	2020-03-31
2020-03-30 12:00	SELL	0.01	1620.65	1603.38	TP	+16.97	2020-03-31
2020-03-30 18:00	SELL	0.01	1620.16	1603.38	TP	+16.48	2020-03-31
2020-03-30 00:00	BUY	0.01	1619.80	1675.80	TP	+55.70	2020-04-09
2020-04-09 12:00	BUY	0.01	1683.65	1739.65	TP	+55.70	2020-04-14
2020-03-31 06:00	SELL	0.01	1609.95	1700.38	TP	-90.73	2020-04-17
2020-04-14 00:00	SELL	0.01	1720.91	1700.38	TP	+20.23	2020-04-17
2020-04-14 12:00	SELL	0.01	1731.60	1700.38	TP	+30.92	2020-04-17
2020-04-14 18:00	SELL	0.01	1726.39	1700.38	TP	+25.71	2020-04-17
2020-04-15 00:00	SELL	0.01	1721.86	1700.38	TP	+21.18	2020-04-17
2020-04-16 06:00	SELL	0.01	1722.85	1700.38	TP	+22.17	2020-04-17
2020-04-16 12:00	SELL	0.01	1725.10	1700.38	TP	+24.42	2020-04-17
2020-04-14 18:00	BUY	0.01	1726.69	1782.69	TP	+55.70	2020-06-30
2020-04-17 06:00	SELL	0.01	1696.69	1795.46	TP	-99.07	2020-07-16
2020-07-08 12:00	SELL	0.01	1811.79	1795.46	TP	+16.03	2020-07-16
2020-07-08 18:00	SELL	0.01	1808.30	1795.46	TP	+12.54	2020-07-16
2020-07-09 00:00	SELL	0.01	1808.78	1795.46	TP	+13.02	2020-07-16
2020-07-09 06:00	SELL	0.01	1814.57	1795.46	TP	+18.81	2020-07-16
2020-07-13 06:00	SELL	0.01	1807.60	1795.46	TP	+11.84	2020-07-16
2020-07-13 12:00	SELL	0.01	1807.49	1795.46	TP	+11.73	2020-07-16
2020-07-14 12:00	SELL	0.01	1807.57	1795.46	TP	+11.81	2020-07-16
2020-07-14 18:00	SELL	0.01	1808.84	1795.46	TP	+13.08	2020-07-16
2020-07-15 00:00	SELL	0.01	1809.49	1795.46	TP	+13.73	2020-07-16
2020-07-15 06:00	SELL	0.01	1812.38	1795.46	TP	+16.62	2020-07-16
2020-07-15 12:00	SELL	0.01	1808.06	1795.46	TP	+12.30	2020-07-16
2020-06-30 12:00	BUY	0.01	1781.28	1837.28	TP	+55.70	2020-07-21
2020-07-21 12:00	BUY	0.01	1836.37	1892.37	TP	+55.70	2020-07-23
2020-07-23 18:00	BUY	0.01	1886.12	1942.12	TP	+55.70	2020-07-27
2020-07-29 12:00	BUY	0.01	1956.38	2012.38	TP	+55.70	2020-08-04
2020-08-04 18:00	BUY	0.01	2018.68	2074.68	TP	+55.70	2020-08-07
2020-07-16 18:00	SELL	0.01	1796.69	1946.09	TP	-149.70	2020-08-11
2020-07-29 12:00	SELL	0.01	1956.08	1946.09	TP	+9.69	2020-08-11
2020-07-29 18:00	SELL	0.01	1970.67	1946.09	TP	+24.28	2020-08-11
2020-07-30 00:00	SELL	0.01	1966.13	1946.09	TP	+19.74	2020-08-11
2020-07-30 06:00	SELL	0.01	1952.76	1946.09	TP	+6.37	2020-08-11
2020-07-30 12:00	SELL	0.01	1944.38	1946.09	TP	-2.01	2020-08-11
2020-07-30 18:00	SELL	0.01	1957.39	1946.09	TP	+11.00	2020-08-11
2020-07-31 00:00	SELL	0.01	1966.33	1946.09	TP	+19.94	2020-08-11
2020-07-31 06:00	SELL	0.01	1976.65	1946.09	TP	+30.26	2020-08-11
2020-07-31 12:00	SELL	0.01	1972.76	1946.09	TP	+26.37	2020-08-11
2020-07-31 18:00	SELL	0.01	1974.87	1946.09	TP	+28.48	2020-08-11
2020-08-03 00:00	SELL	0.01	1974.40	1946.09	TP	+28.01	2020-08-11
2020-08-07 00:00	BUY	0.01	2067.82	1949.13	TP	-118.99	2020-08-13
2020-08-11 12:00	BUY	0.01	1949.93	1949.13	TP	-1.10	2020-08-13
2020-08-11 18:00	BUY	0.01	1912.72	1949.13	TP	+36.11	2020-08-13
2020-08-12 00:00	BUY	0.01	1887.09	1949.13	TP	+61.74	2020-08-13
2020-08-12 06:00	BUY	0.01	1930.71	1949.13	TP	+18.12	2020-08-13
2020-08-12 12:00	BUY	0.01	1947.66	1949.13	TP	+1.17	2020-08-13
2020-08-12 18:00	BUY	0.01	1919.13	1949.13	TP	+29.70	2020-08-13
2020-08-13 00:00	BUY	0.01	1937.15	1949.13	TP	+11.68	2020-08-13
2020-08-13 06:00	BUY	0.01	1933.97	1949.13	TP	+14.86	2020-08-13