Algorithms / Gold Swing
Gold · swingGold Swing Algo
A swing algorithm for gold futures. It trades less often and holds positions for several days to catch the bigger moves.
+46.6%Net return, 5 years
−6.5%Max drawdown
1.23Sharpe
2.52Sortino
1.22Calmar
1.91Profit 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 −6.5%
Returns
- Total return
- +46.6%
- Per year (CAGR)
- +8.0%
- Net profit
- $46,630
- Best month
- +5.5%
- Worst month
- −4.4%
- Positive months
- 59%
Risk
- Max drawdown
- −6.5%
- Max drawdown ($)
- −$6,863
- Average drawdown
- −1.6%
- Longest drawdown
- 533 days
- Volatility (yearly)
- 5.2%
- Worst day
- −1.0%
Ratios
- Sharpe
- 1.23
- Sortino
- 2.52
- Calmar
- 1.22
- Recovery factor
- 6.79
- Profit factor
- 1.91
- Payoff (win ÷ loss)
- 1.64
Trades
- Trades
- 128
- Trades per year
- 26
- Win rate
- 53.9%
- Average win
- $1,416
- Average loss
- −$865
- Longest losing streak
- 8 trades
Year by year.
| Algorithm | 2021* | 2022 | 2023 | 2024 | 2025 | 2026* |
|---|---|---|---|---|---|---|
| Gold Swing Algo | −0.4% | +5.4% | +1.5% | +16.5% | +15.9% | +1.9% |
* 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% | −0.7% | ||||||||||
| 2022 | +0.4% | +2.6% | 0.0% | +0.9% | +1.7% | −0.4% | −0.9% | +0.2% | −0.9% | −0.9% | −1.2% | +3.8% |
| 2023 | −4.4% | −1.9% | +3.4% | +1.5% | +1.8% | −1.9% | +0.2% | +1.3% | −0.9% | +0.7% | +0.1% | +1.8% |
| 2024 | −1.2% | +2.8% | +4.9% | +2.3% | +0.9% | +0.2% | +1.5% | +0.9% | +0.9% | −0.0% | −0.1% | +2.3% |
| 2025 | +3.2% | +0.3% | +5.5% | −0.6% | +0.5% | −1.9% | −0.8% | 0.0% | +3.9% | +3.7% | +0.9% | +0.4% |
| 2026 | +4.3% | +0.8% | +0.3% | +0.4% | −0.7% | −0.6% | −0.4% | −1.6% | −0.5% | 0.0% |
At a glance.
- StyleSwing, holds for days
- 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.