💾Backtested Data
Backtested Data
The Oro trading algorithm has been evaluated using historical gold price data to validate its behavior under different market conditions. The purpose of backtesting is to assess consistency, drawdown behavior, and execution reliability rather than to optimize parameters.
Public backtest scope:
Dataset length: 60 trading days
Asset: Gold (XAUUSD)
Leverage: 30×
Margin allocation: 20% of account balance
Execution: Daily open and close (UTC)
Buyback model: 20% of realized profit
The public dataset reflects the exact rules described in the protocol, without parameter tuning or discretionary adjustments. Each trading day represents one full execution cycle consisting of entry, hold, and exit.
Key observations:
Initial Capital
$10,000
End Capital (60 Days)
$15,490
Net Capital Growth
+54.9%
Average Daily PnL
~$181
Average Win Per Day
~$789
Average Loss Per Day
~$615
Risk-to-Reward (Avg)
~1.28 : 1
Liquidation Events
None observed in dataset
The dataset reflects both profitable and losing days, consistent with normal gold market volatility. Drawdowns remain bounded by the predefined margin allocation, and position sizing adjusts only after each daily close. Liquidation remains a rare edge-case rather than a structural driver of results.
In addition to the public dataset, the algorithm has been internally tested across more than a decade of historical gold data covering multiple volatility regimes. Due to the proprietary nature of the execution framework, only the 60-day dataset is disclosed publicly.
All live execution will be fully auditable onchain. Performance metrics, daily PnL, drawdowns, and buyback activity will be published through the protocol dashboard, allowing results to be independently verified in real time.
Attatched Below is the 60D Backtested Data -
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