{"repo":"ilahuerta-IA/backtrader-pullback-window-xauusd","free":true,"listed":false,"github":"https://github.com/ilahuerta-IA/backtrader-pullback-window-xauusd","clone":"git clone https://github.com/ilahuerta-IA/backtrader-pullback-window-xauusd.git","description":"Professional algorithmic trading strategy for Gold (XAU/USD) with 4-phase state machine entry system. Sharpe 0.89 | PF 1.64 | WR 55.43% | DD 5.81% | +44.75% return over 5 years.","language":"Python","stars":67,"topics":["backtrader","forex-trading","gold-trading","python","quantitative-finance","pullback-strategy"],"license":null,"category":"trading","readme_excerpt":"Backtrader Gold (XAU/USD) Pullback Strategy -gold.svg) Professional algorithmic trading strategy for Gold (XAU/USD) on a 5-minute timeframe . Features an advanced 4-phase state machine entry system with dynamic ATR-based risk management. The strategy employs a volatility expansion channel approach, waiting for pullbacks after trend signals before entering on breakouts. Backtested over 5 years of historical data (2020-2025). --- 📊 Performance Summary 🎯 Verified Backtest Results (5-Year Period: July 2020 - July 2025) Metric Value Rating -------- ------- -------- 💰 Total Return +44.75% (+$44,747) ✅ Excellent 📈 Sharpe Ratio 0.892 ✅ Good 🎯 Profit Factor 1.64 ✅ Strong ✅ Win Rate 55.43% (97W / 78L) ✅ Above Average 📉 Max Drawdown 5.81% ($7,059) ✅ Outstanding 📊 Total Trades 175 ( 3/month) ✅ Sufficient 💵 Average Win $1,187.33 ✅ Positive 💸 Average Loss -$913.34 ✅ Controlled 🎲 Expectancy $251.03/trade ✅ Profitable 💼 Final Portfolio $144,747.11 ✅ Growth Portfolio Evolution: - Starting Capital: $100,000 - Final Value: $144,747.11 - Average Annual Return: 8.95% - Test Period: July 10, 2020 - July 25, 2025 📄 Detailed Analysis: See PERFORMANCE METRICS.md for complete breakdown --- 🎯 Strategy Overview Core Concept: Volatility Expansion Entry System Unlike traditional strategies that enter immediately on signal detection, this system uses a sophisticated 4-phase state machine : 1. 📡 SCANNING - Monitor for EMA crossovers + directional confirmation 2. 🎣 ARMED - Wait for pullback (1","default_branch":null,"files":null,"tree":[],"storefront":"/r/ilahuerta-IA","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/ilahuerta-IA/backtrader-pullback-window-xauusd/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}