import type { Metadata } from "next";
import Link from "next/link";
export const metadata: Metadata = {
title: "Backtest Results",
description: "ARES v1.4.0 backtest results: M5 Momentum FVG scalper on XAUUSDm. ATR quality filter, EMA-20 trend filter, entry zone 75%, London session.",
};
const results: Array<{
symbol: string; period: string; tf: string; risk: string; version: string;
trades: number | null; wr: number; pf: number | null; ret: number | null; dd: number | null;
highlight: boolean; note?: string;
}> = [
{ symbol: "XAUUSDm", period: "50k bars (~8 mo)", tf: "M5", risk: "5%", version: "v1.4.0", trades: 83, wr: 62.7, pf: 2.08, ret: 448.7, dd: null, highlight: true, note: "Session 08–13 UTC" },
{ symbol: "XAUUSDm", period: "2025 Full Year", tf: "M5", risk: "5%", version: "v1.4.0", trades: 26, wr: 65.4, pf: 2.08, ret: 78.8, dd: null, highlight: false, note: "Session 08–13 UTC" },
{ symbol: "XAUUSDm", period: "50k bars (~8 mo)", tf: "M5", risk: "1%", version: "v1.4.0", trades: 59, wr: 61.0, pf: 1.93, ret: 25.4, dd: -4.8, highlight: false, note: "Session 08–13 UTC" },
{ symbol: "XAUUSDm", period: "50k bars (~8 mo)", tf: "M5", risk: "5%", version: "v1.3.0", trades: 224, wr: 50.0, pf: 1.17, ret: 174.7, dd: null, highlight: false, note: "No ATR filter" },
];
const params = [
["Timeframe", "M5"],
["Symbol", "XAUUSDm"],
["Session", "08:00–13:00 UTC"],
["EMA Period", "20"],
["ATR FVG Filter", "≥ 0.3× ATR(14)"],
["ATR Impulse Filter","≥ 1.0× ATR(14)"],
["Entry Zone", "75% into FVG"],
["Min RR", "1.5×"],
["FVG Expiry", "10 candles"],
["Body PCT Min", "50%"],
["Close PCT Min", "80%"],
];
// Simplified balance milestones for equity progression (50k bars, 5% risk, v1.4.0)
// $5,000 start → $27,439 end
const equityPoints = [
{ label: "Start", value: 5000 },
{ label: "Oct '25", value: 4953 },
{ label: "Nov '25", value: 5173 },
{ label: "Dec '25", value: 5901 },
{ label: "Jan '26", value: 6902 },
{ label: "Feb '26", value: 8240 },
{ label: "Mar '26", value: 12440 },
{ label: "Apr '26", value: 15600 },
{ label: "May '26", value: 16038 },
{ label: "Jun '26", value: 27439 },
];
export default function BacktestPage() {
const maxEquity = Math.max(...equityPoints.map(p => p.value));
const minEquity = Math.min(...equityPoints.map(p => p.value));
// Normalise to SVG viewBox height 80px
const h = 80;
const w = 340;
const pts = equityPoints.map((p, i) => {
const x = (i / (equityPoints.length - 1)) * w;
const y = h - ((p.value - minEquity) / (maxEquity - minEquity)) * h;
return `${x},${y}`;
}).join(" ");
return (
<>
Quantitative Analysis
Historical simulation on real MT5 tick data. Includes spread, commission ($7/lot), and slippage.
London session filter (08–13 UTC) applied.
Backtest Results
XAUUSDm · Sep 2025 – Jun 2026
{label}
{value}
{note}
Equity Progression
50k M5 bars · 5% risk · XAUUSDm
$27,439
from $5,000
What Changed in v1.4.0
ATR Quality Gate
FVG zone ≥ 0.3× ATR(14) and impulse body ≥ 1.0× ATR(14). Weak, low-energy setups are discarded before entry.
Trades cut
224 → 83
PF impact
1.17 → 2.08
Entry Zone 75%
Limit order placed 75% deep into the FVG instead of the midpoint. Forces price to retest the level, confirming it as real support/resistance.
DD reduction
−63%
Win rate
50% → 62.7%
Session 08–13 UTC
Entries restricted to London open + early NY overlap. XAU liquidity and directional moves concentrate in this window — other hours produce noise.
vs all sessions
PF ↑ best
DD vs no filter
lowest
All Runs
| {h} | ))}||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| {r.symbol} | {r.period} | {r.tf} | {r.risk} | {r.version} | {r.trades ?? "—"} | {r.wr.toFixed(1)}% | {r.pf != null ? = 1.3 ? "text-bull" : r.pf < 1 ? "text-bear" : "text-ink-md"}>{r.pf.toFixed(2)} : —} | {r.ret != null ? = 0 ? "text-bull" : "text-bear"}>{r.ret >= 0 ? "+" : ""}{r.ret.toFixed(1)}% : —} | {r.dd != null ? 30 ? "text-bear" : Math.abs(r.dd) > 15 ? "text-amber-400" : "text-ink-md"}>{r.dd.toFixed(1)}% : —} | {r.note ?? ""} |
Parameters
How It Works
{title}
{desc}
Disclaimer — Backtests simulate on historical data and do not account for requotes, broker restrictions, or changing market regimes. Past results do not guarantee future performance. For informational purposes only.