| Metric | Value | Description |
|---|---|---|
| Net Profit | +$823 | Total P&L on $10,000 starting balance |
| Gross Profit | +$1,847 | Sum of winning trades |
| Gross Loss | -$1,024 | Sum of losing trades |
| Largest Win | +$287 | Single best trade |
| Largest Loss | -$156 | Single worst trade |
| Average Win | +$137 | Mean profit on winners |
| Average Loss | -$92 | Mean loss on losers |
| Win/Loss Ratio | 1.49 | Average win ÷ average loss |
| Consecutive Wins | 4 | Longest winning streak |
| Consecutive Losses | 3 | Longest losing streak |
| Parameter | Setting |
|---|---|
| Backtest Period | Walk-forward: Q1 2024 → Q3 2024 (3 months per window) |
| Out-of-Sample Hold | Q3 2024 blind hold-out (3-month validation) |
| Strategy Type | Multi-timeframe level retest + regime filtering |
| Asset | Gold (XAU/USD) — 2 decimal places |
| Entry Logic | Limit orders at key price levels with macro confirmation |
| Stop Loss | Fixed at 272 pips (Mean Absolute Excursion derived) |
| Risk per Trade | 1.0% of account balance |
| Slippage Model | 3 pips entry, 2 pips exit (realistic market conditions) |
| Overfitting Detection | Monte Carlo (1000 permutations), inverse scorer monitoring |
This sample contains obfuscated performance data designed for demonstration purposes. Actual results, specific parameters, and entry/exit logic have been intentionally obscured to protect our proprietary research.
Real TickFlow Capital backtest reports include rigorous walk-forward analysis, Monte Carlo stress testing, and out-of-sample validation to distinguish statistical noise from genuine trading edge.
This template showcases TickFlow Capital's backtest engine capabilities: equity curves, drawdown profiles, R-multiple distributions, detailed metrics, and full trade-by-trade reconciliation.
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