FxMath Lumina

XAUUSD H1 — LightGBM

Data Source (MT5)
Walk-Forward
Label Generation
Model (LightGBM)
Filters
Backtest

Ready

Equity Chart
Performance
Trade List
Run Log
Live Trading
$10,500 $10,000 $9,500 $9,000 0 200 400 Candles Equity Drawdown Win / Lose

Equity curve rises steadily. Each green dot is a winning trade; red dots are losses.

Net Profit+$842.15
Gross Profit$1,423.50
Gross Loss-$581.35
Total Trades47
Win Rate68.1%
Profit Factor2.45
Avg Win$44.48
Avg Loss-$38.76
Max Drawdown-$312.00 (3.12%)
Sharpe Ratio1.87
Sortino Ratio2.31
Recovery Factor2.70
Expectancy$17.92
Avg Bars Held4.2
Consec Wins8
Consec Losses3
Best Trade$89.10
Worst Trade-$62.40
Final Capital$10,842.15
Return %+8.42%
47 trades | Win Rate: 68.1%
#OpenCloseDirEntryExitSLTPSizePnLResult
101-03 10:0001-03 14:00BUY2341.22347.82338.02350.50.01+$6.60TP
201-05 08:0001-05 11:00SELL2350.12354.32353.12344.00.01-$4.20SL
301-07 16:0001-07 22:00BUY2320.52328.92317.52332.00.01+$8.40TP
401-10 02:0001-10 08:00BUY2335.02341.52332.02344.00.01+$6.50TP
501-12 04:0001-12 06:00SELL2365.22368.42368.22359.00.01-$3.20SL
601-15 12:0001-15 20:00BUY2310.82320.52307.82324.00.01+$9.70TP
701-18 06:0001-18 12:00BUY2330.22336.82327.22339.00.01+$6.60TP
801-20 14:0001-20 18:00SELL2380.02384.52383.02374.00.01-$4.50SL
901-22 08:0001-22 16:00BUY2290.52299.82287.52304.00.01+$9.30TP
1001-25 10:0001-25 14:00BUY2322.02328.42319.02331.00.01+$6.40TP

Run Log — Walk-Forward Backtest

[09:15:01] Started Backtest | Model: LightGBM
[09:15:01] Loaded 5,000 candles for XAUUSD H1
[09:15:02] Computing features (72 cols): atr, atr_ratio, rsi_7, rsi_14, sma*_dist, ema*_dist, macd_norm, bb_pct, bb_width, stoch_k, stoch_d, mom*/lag*, adx_14, di_diff, cci_20, willr_14, ema200_dist, ema50_200, hour, day_of_week...
[09:15:03] Features computed.
[09:15:04] Computing labels (look_ahead=10, sl_mult=1.0, tp_mult=2.0)...
[09:15:04] Labels: buy=1562 sell=1123 nan=2315 (total=5000)
[09:15:04] Starting walk-forward: 22 steps, train=200, predict=10, warmup=50
[09:15:05] Step 1/22 | Train: bars 50-250 | Fit LightGBM (n_est=100, depth=6)
[09:15:05] Step 1/22 | predicting bars 250-260 | 3 trades | Capital: $10,186.50
[09:15:06] Step 5/22 | Train: bars 90-290 | 2 trades | Capital: $10,321.80
[09:15:09] Step 10/22 | Train: bars 140-340 | 3 trades | Capital: $10,452.10
[09:15:13] Step 22/22 | Train: bars 260-460 | 2 trades | Capital: $10,842.15
[09:15:13] Backtest complete — 47 trades, final capital $10,842.15 (+8.42%)
[09:15:13] Metrics: PF=2.45 WR=68.1% MaxDD=3.12% Sharpe=1.87 Sortino=2.31

MT5: Connected – MetaTrader 5 build 4150 Balance: 10000.00 USD

# Symbol TF Magic Status Bars Last Signal
1 XAUUSD M15 10001 Running 42 BUY @2345.50 Conf:62%

Instance Log

[13:45:01] Instance started
[13:45:01] Fetched 250 bars. Training model...
[13:45:02] Bar 05-20 13:45 | PREDICT: BUY conf=51.2%
[13:45:02] Bar 05-20 13:45 | SKIP: confidence too low (< 55%)
[14:00:01] Fetched 250 bars. Training model...
[14:00:02] Bar 05-20 14:00 | PREDICT: BUY conf=62.4%
[14:00:02] ATR=3.20 sl_mult=1.0 tp_mult=2.0 SL-dist=3.20 TP-dist=6.40
[14:00:02] Bar 05-20 14:00 | PLACED: BUY @2345.50 SL:2342.30 TP:2351.90 lot=0.01 conf=62.4%