bb breakout strategy
XAUUSD · 1h · aggressive risk preset
Historical Evidence
Profit Factor
Return
Max Drawdown
Win Rate
Total Trades
Walk-Forward Robustness
This result predates the canonical execution engine (execution_mtf.py) and the account-blown correctness fix - it is not directly comparable to a fresh Quant Lite backtest and is not validated performance.
Strategy Rules
Market / Timeframe
XAUUSD · 1h
Indicators
- Bollinger Bands (20)
- ADX (Average Directional Index) (14)
- ATR (Average True Range) (14)
Buy when (all conditions must be true)
- close is greater than Bollinger Bands (Upper Band)
- ADX (Average Directional Index) (ADX) is greater than 20
Sell when (all conditions must be true)
- close is less than Bollinger Bands (Lower Band)
- ADX (Average Directional Index) (ADX) is greater than 20
Exit
SL: 1x ATR · TP: 1.5x ATR
Quant Lite Execution Model
Execution Model
Spread
Slippage
Commission
Data Source
Breakeven, ATR trailing, and partial close are frozen off for Quant Lite - this matches the position management (or lack of it) in the MQL5/MQL4/Pine Script code this strategy would generate. Tick-level execution is not modeled; stop-loss and take-profit are resolved with 1-minute precision instead.