Algorithms / Gold Intraday
Gold · intradayGold Intraday Algo
An intraday algorithm for gold futures. It trades during the day and is always flat before the session ends, so nothing is held overnight.
+16.9%Net return, 5 years
−16.5%Max drawdown
0.50Sharpe
0.75Sortino
0.19Calmar
1.13Profit factor
Backtest, net of estimated commissions and slippage. Hypothetical performance has inherent limitations. $100,000 account, 1% risk per trade, Oct 2021 – Oct 2026.
Account balance, $100,000 startOct 2021 – Oct 2026
Drawdown from the last highworst −16.5%
Returns
- Total return
- +16.9%
- Per year (CAGR)
- +3.2%
- Net profit
- $16,939
- Best month
- +5.1%
- Worst month
- −5.7%
- Positive months
- 63%
Risk
- Max drawdown
- −16.5%
- Max drawdown ($)
- −$18,353
- Average drawdown
- −5.8%
- Longest drawdown
- 1,019 days
- Volatility (yearly)
- 6.6%
- Worst day
- −1.0%
Ratios
- Sharpe
- 0.50
- Sortino
- 0.75
- Calmar
- 0.19
- Recovery factor
- 0.92
- Profit factor
- 1.13
- Payoff (win ÷ loss)
- 1.17
Trades
- Trades
- 479
- Trades per year
- 96
- Win rate
- 49.3%
- Average win
- $615
- Average loss
- −$527
- Longest losing streak
- 7 trades
Year by year.
| Algorithm | 2021* | 2022 | 2023 | 2024 | 2025 | 2026* |
|---|---|---|---|---|---|---|
| Gold Intraday Algo | −2.7% | +12.1% | −11.8% | +9.3% | +5.3% | +5.6% |
* 2021 covers Oct–Dec, 2026 covers Jan–Oct. Backtest, net of estimated commissions and slippage. Hypothetical performance has inherent limitations.
Month by month.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | −0.3% | −2.4% | ||||||||||
| 2022 | −2.4% | −2.5% | +4.2% | +0.9% | +0.2% | −1.9% | +1.5% | +2.4% | +2.7% | +5.1% | +0.4% | +1.1% |
| 2023 | −0.7% | −5.7% | −2.6% | +1.6% | −1.8% | −1.6% | +0.8% | −0.9% | −1.7% | +1.8% | +3.4% | −4.7% |
| 2024 | +0.3% | −2.0% | +0.0% | +4.6% | +2.0% | +3.6% | −0.6% | +1.2% | +1.1% | −4.0% | +1.4% | +1.8% |
| 2025 | −2.5% | +0.3% | −0.4% | +0.1% | +4.8% | −0.8% | +0.5% | +0.2% | +2.4% | +1.6% | −0.2% | −0.5% |
| 2026 | +0.3% | −0.1% | +1.1% | +0.4% | +1.5% | +0.1% | +0.7% | +0.6% | +0.9% | 0.0% |
At a glance.
- StyleIntraday, flat every night
- MarketGold futures
- ContractsGC or MGC (micro)
- PlatformsNinjaTrader 8, MultiCharts, MetaTrader 5, Local API
After you buy.
- Message usThe chat opens with your order written out.
- PayWe agree payment in the chat; you pay us directly.
- SetupWe install it on your VPS on a call with you.
- TutorialWe send the password to your platform's tutorial.
- MaintenanceUpdates, contract rolls and fixes, ongoing.