Engine backtest

Failed: signals pausedExness XAU/USD (mid) · Jan 3, 2021 – Dec 31, 2024 · run Oct 30, 2026

Why signals are paused

On real gold the engine loses money: its stop sits just past the tap wick, which is smaller than one 15-minute candle, so many trades are stopped out on the candle they fill. No variant tested, including higher timeframes, wider stops and liquidity targets, cleared the pass bar. So MSNR Desk shows key levels only and publishes no trade plans.

The engine keeps running privately in a forward test. Signals come back only if a version passes on data it has never seen.

Results (simulated, after $0.3 spread per trade)

Period	Plans	Filled	TP / SL	Win rate	Avg	Total	Max DD	Losing streak
2021 – 2024	313	79 (25%)	10 / 69	13%	-0.79R	-62.74R	62.7R	22
First half (2021 – 22)	162	40 (25%)	5 / 35	13%	-0.82R	-32.61R	32.6R	16
Second half (2023 – 24)	151	39 (26%)	5 / 34	13%	-0.77R	-30.13R	32.5R	18

Equity curve (R)

Pass bar

✓ At least 30 closed trades (79)
✗ Average at least +0.2R (-0.79R)
✗ Average − 1.645 SE above zero (-1.04R)
✗ Both halves positive (-0.82R, -0.77R)
✗ Max drawdown at most 20R (62.7R)

The average must stay above zero even after allowing for luck: average minus 1.645 standard errors, a 95% one-sided test. So a few lucky trades can't pass.

Results here cover 2021–2024 only. Everything from Jan 1, 2025 on is the Holdout Period: it is never used while comparing versions and is kept for one final run on a version that passes here.

A trade only counts when the limit price is actually reached. Plans that never fill expire. If price hits the target before the fill, the plan is cancelled. If the stop and the target are touched in the same candle, it counts as a loss.

Engine rules

Strong Zone = H1 OCL aligned with an M15 SNR (Classic, OCL, RBS/SBR, QML), score ≥ 3. Liquidity must be swept. D1 and H4 structure must agree with the direction. The plan is published only in 7:00–17:00 UTC, after a tap and a structure shift within 6 bars.

Limit at the zone edge. Stop just beyond the tap wick (+0.05× ATR, max 1× ATR). Target 1:3. Valid for 12 bars (3 h).

Last closed simulated plans

Time	Market	Side	Entry	Stop	Target	RR	Strategy	State	Result
Dec 11, 03:15 PM	AuXAUUSD	Buy	2,700.88	2,700.01	2,703.50	1:3.0	OCL · H1 OCL · XS	CANCELLED	–
Dec 11, 01:45 PM	AuXAUUSD	Buy	2,692.68	2,690.52	2,699.16	1:3.0	Classic V + OCL · H1 OCL · XS	CANCELLED	–
Dec 6, 02:15 PM	AuXAUUSD	Sell	2,641.54	2,643.86	2,634.57	1:3.0	SBR · H1 OCL · XS	CANCELLED	–
Nov 14, 01:00 PM	AuXAUUSD	Sell	2,555.73	2,557.19	2,551.33	1:3.0	Classic A + OCL · H1 OCL · XS	SL	-1.21R
Nov 8, 04:15 PM	AuXAUUSD	Sell	2,689.54	2,689.91	2,688.41	1:3.0	SBR · H1 OCL · XS	CANCELLED	–
Nov 7, 09:00 AM	AuXAUUSD	Sell	2,665.04	2,667.87	2,656.55	1:3.0	SBR · H1 OCL · XS	SL	-1.11R
Oct 30, 12:45 PM	AuXAUUSD	Buy	2,774.99	2,773.54	2,779.34	1:3.0	RBS · H1 OCL · XS	CANCELLED	–
Oct 30, 08:30 AM	AuXAUUSD	Buy	2,781.20	2,780.44	2,783.47	1:3.0	RBS · H1 OCL · XS	SL	-1.40R
Oct 29, 04:15 PM	AuXAUUSD	Buy	2,761.13	2,760.64	2,762.60	1:3.0	OCL · H1 OCL · XS	CANCELLED	–
Oct 23, 03:45 PM	AuXAUUSD	Buy	2,710.10	2,708.40	2,715.19	1:3.0	RBS · H1 OCL · XS	CANCELLED	–
Oct 17, 01:00 PM	AuXAUUSD	Buy	2,675.66	2,673.05	2,683.51	1:3.0	Classic V + OCL · H1 OCL · XS	CANCELLED	–
Oct 17, 01:00 PM	AuXAUUSD	Buy	2,674.27	2,673.05	2,677.94	1:3.0	RBS · H1 OCL · XS	CANCELLED	–
Oct 16, 03:30 PM	AuXAUUSD	Buy	2,669.39	2,667.42	2,675.31	1:3.0	RBS · H1 OCL · XS	SL	-1.15R
Oct 16, 01:45 PM	AuXAUUSD	Buy	2,680.16	2,679.29	2,682.74	1:3.0	OCL · H1 OCL · XS	SL	-1.35R
Oct 7, 02:45 PM	AuXAUUSD	Buy	2,640.57	2,640.22	2,641.63	1:3.0	Classic V · H1 OCL · XS	CANCELLED	–
Oct 4, 01:15 PM	AuXAUUSD	Buy	2,636.48	2,631.87	2,650.33	1:3.0	Classic V + OCL · H1 OCL · XS	CANCELLED	–
Sep 26, 02:15 PM	AuXAUUSD	Buy	2,655.91	2,654.47	2,660.23	1:3.0	Classic V · H1 OCL · XS	CANCELLED	–
Sep 25, 10:00 AM	AuXAUUSD	Buy	2,653.83	2,652.63	2,657.45	1:3.0	Classic V + OCL · H1 OCL · XS	CANCELLED	–
Sep 24, 02:30 PM	AuXAUUSD	Buy	2,633.81	2,631.45	2,640.89	1:3.0	RBS · H1 OCL · XS	CANCELLED	–
Sep 23, 09:30 AM	AuXAUUSD	Buy	2,615.59	2,615.24	2,616.64	1:3.0	Classic V · H1 OCL · XS	CANCELLED	–
Sep 12, 08:30 AM	AuXAUUSD	Buy	2,516.27	2,515.10	2,519.77	1:3.0	Classic V + OCL · H1 OCL · XS	CANCELLED	–
Sep 5, 04:30 PM	AuXAUUSD	Buy	2,504.81	2,503.66	2,508.26	1:3.0	Classic V + OCL · H1 OCL · XS	CANCELLED	–
Aug 13, 01:45 PM	AuXAUUSD	Buy	2,462.58	2,458.79	2,473.94	1:3.0	QML + OCL · H1 OCL · XS	CANCELLED	–
Aug 9, 02:15 PM	AuXAUUSD	Buy	2,423.17	2,420.86	2,430.11	1:3.0	Classic V + OCL · H1 OCL · XS	CANCELLED	–
Aug 2, 02:00 PM	AuXAUUSD	Buy	2,460.14	2,455.48	2,474.14	1:3.0	RBS · H1 OCL · XS	CANCELLED	–
Jul 31, 09:00 AM	AuXAUUSD	Buy	2,416.96	2,415.37	2,421.72	1:3.0	RBS · H1 OCL · XS	CANCELLED	–
Jul 30, 10:45 AM	AuXAUUSD	Sell	2,390.79	2,391.44	2,388.83	1:3.0	QML + Classic A · H1 OCL · XS	SL	-1.46R
Jul 24, 07:00 AM	AuXAUUSD	Buy	2,415.55	2,414.14	2,419.76	1:3.0	RBS · H1 OCL · XS	SL	-1.21R
Jul 18, 02:00 PM	AuXAUUSD	Buy	2,458.80	2,457.45	2,462.84	1:3.0	QML + Classic V · H1 OCL · XS	CANCELLED	–
Jul 17, 02:00 PM	AuXAUUSD	Buy	2,472.65	2,471.02	2,477.54	1:3.0	QML + OCL · H1 OCL · XS	SL	-1.18R
Jul 16, 01:30 PM	AuXAUUSD	Buy	2,431.88	2,429.23	2,439.81	1:3.0	OCL · H1 OCL · XS	CANCELLED	–
Jul 15, 10:00 AM	AuXAUUSD	Buy	2,408.71	2,407.67	2,411.81	1:3.0	OCL · H1 OCL · XS	CANCELLED	–
Jul 11, 03:00 PM	AuXAUUSD	Buy	2,407.47	2,404.12	2,417.50	1:3.0	OCL · H1 OCL · XS	CANCELLED	–
Jun 25, 02:00 PM	AuXAUUSD	Buy	2,321.86	2,320.11	2,327.12	1:3.0	Classic V + OCL · H1 OCL · XS	SL	-1.17R
Jun 21, 11:15 AM	AuXAUUSD	Buy	2,361.90	2,361.26	2,363.82	1:3.0	RBS · H1 OCL · XS	CANCELLED	–
Jun 18, 07:15 AM	AuXAUUSD	Sell	2,322.66	2,322.91	2,321.93	1:3.0	Classic A + OCL · H1 OCL · XS	CANCELLED	–
Jun 17, 01:45 PM	AuXAUUSD	Sell	2,325.20	2,326.56	2,321.11	1:3.0	SBR · H1 OCL · XS	CANCELLED	–
May 31, 02:15 PM	AuXAUUSD	Sell	2,355.46	2,356.41	2,352.62	1:3.0	SBR · H1 OCL · XS	CANCELLED	–
May 31, 01:45 PM	AuXAUUSD	Sell	2,357.30	2,359.95	2,349.32	1:3.0	SBR · H1 OCL · XS	CANCELLED	–
May 30, 07:45 AM	AuXAUUSD	Sell	2,336.72	2,337.96	2,333.02	1:3.0	SBR · H1 OCL · XS	CANCELLED	–
May 24, 02:30 PM	AuXAUUSD	Sell	2,341.48	2,343.49	2,335.44	1:3.0	OCL · H1 OCL · XS	CANCELLED	–
May 24, 12:00 PM	AuXAUUSD	Sell	2,340.46	2,342.28	2,335.00	1:3.0	OCL · H1 OCL · XS	SL	-1.17R
May 16, 03:15 PM	AuXAUUSD	Buy	2,373.19	2,370.77	2,380.43	1:3.0	RBS · H1 OCL · XS	CANCELLED	–
May 15, 02:30 PM	AuXAUUSD	Buy	2,355.89	2,351.56	2,368.88	1:3.0	Classic V + OCL · H1 OCL · XS	CANCELLED	–
May 14, 04:45 PM	AuXAUUSD	Buy	2,347.09	2,346.19	2,349.77	1:3.0	OCL · H1 OCL · XS	CANCELLED	–
May 14, 02:45 PM	AuXAUUSD	Buy	2,351.04	2,347.92	2,360.39	1:3.0	RBS · H1 OCL · XS	SL	-1.10R
May 14, 01:00 PM	AuXAUUSD	Buy	2,338.88	2,336.45	2,346.17	1:3.0	OCL · H1 OCL · XS	CANCELLED	–
May 14, 08:45 AM	AuXAUUSD	Buy	2,336.71	2,336.07	2,338.66	1:3.0	QML + Classic V + OCL · H1 OCL · XS	CANCELLED	–
May 8, 01:15 PM	AuXAUUSD	Sell	2,316.25	2,317.89	2,311.33	1:3.0	SBR · H1 OCL · XS	CANCELLED	–
Apr 30, 02:15 PM	AuXAUUSD	Sell	2,312.59	2,313.61	2,309.54	1:3.0	SBR · H1 OCL · XS	CANCELLED	–

Backtests are hypothetical and have limitations: one data feed (Exness XAU/USD (mid)), fixed spread, no slippage model. The live terminal uses a different feed (Deriv, mid prices) and shows levels only. Past or simulated performance is not a reliable indicator of future results.