Own RTDD portfolio (matrix 20260905)

· Created Sep 17, 2026 · v1Published

Community-supplied combination of published parameter sets with per-set deal-size factors, as configured in the matrix file of 2026-09-05. The member ubs-xauusd-h2-h2v108-validated is excluded because its stored reports do not match the set's parameter tuple, so it cannot contribute calculated evidence. Historical drawdown and returns are calculated from the stored reports of the components; nothing here is a recommendation.

Portfolio analytics are a hypothetical combination of separate historical reports, computed from their reconstructed deal lists with the factors you chose. They do not simulate shared margin, execution conflicts, correlated slippage, broker limits, simultaneous order handling, liquidity, or live account behaviour. They are not a recommendation.

Components24

Set	Factor	Trades	Evidence	IS period
Tf4 h4 h4 lifecycle exit p99 r1XAUUSD · H4	× 3.00	117	Real-tick reportRT — real_ticksHistory quality: 100.00%	Jan 01, 2022 – Dec 31, 2024
Tf4 h4 xauusde horizonXAUUSD · H4	× 1.00	122	Real-tick reportRT — real_ticksHistory quality: 100.00%	Jan 01, 2022 – Dec 31, 2024
Tf4 h6 h6 lifecycle exit p50 r1XAUUSD · H6	× 2.00	121	Real-tick reportRT — real_ticksHistory quality: 100.00%	Jan 01, 2021 – Dec 31, 2023
V10 m15 goldtrade edge p24 r2XAUUSD · M15	× 2.00	3,477	Real-tick reportRT — real_ticksHistory quality: 100.00%	Jan 01, 2023 – Dec 31, 2025
V10 m15 reaper p21 r1XAUUSD · M15	× 2.00	3,967	Real-tick reportRT — real_ticksHistory quality: 100.00%	Jan 01, 2023 – Dec 31, 2025
V11 h6 confirm hl p73 r1XAUUSD · H6	× 2.00	81	Real-tick reportRT — real_ticksHistory quality: 100.00%	Jan 01, 2021 – Dec 31, 2023
V12 h4 asym trailsl edge p36 r2XAUUSD · H4	× 3.00	123	Real-tick reportRT — real_ticksHistory quality: 100.00%	Jan 01, 2022 – Dec 31, 2024
V13 h6 coarse trail edge p4 r3XAUUSD · H6	× 3.00	51	Real-tick reportRT — real_ticksHistory quality: 100.00%	Jan 01, 2022 – Dec 31, 2024
V139r1 v114 xauusd h1 ec1 close open monday 0110XAUUSD · H1	× 3.00	753	Real-tick reportRT — real_ticksHistory quality: 100.00%	Unknown
V139r1 v114 xauusd h1 ec3 close open monday 0110XAUUSD · H1	× 1.00	753	Real-tick reportRT — real_ticksHistory quality: 100.00%	Unknown
V139r1 v114 xauusd h1 ed3 close open monday 0110XAUUSD · H1	× 1.00	753	Real-tick reportRT — real_ticksHistory quality: 100.00%	Unknown
V14 h3 trailtp latebe baseXAUUSD · H3	× 1.00	113	Real-tick reportRT — real_ticksHistory quality: 100.00%	Jan 01, 2021 – Dec 31, 2022
V15 d1 volstack confirm p60 r2XAUUSD · D1	× 3.00	82	Real-tick reportRT — real_ticksHistory quality: 100.00%	Jan 01, 2023 – Dec 31, 2024
V157 btcusd h1 f001 close open monday 0110BTCUSD · H1	× 2.00	862	Real-tick reportRT — real_ticksHistory quality: 100.00%	Jan 02, 2022 – Dec 31, 2024
V159 xauusd h6 f001 close open monday 0110XAUUSD · H6	× 1.00	111	Real-tick reportRT — real_ticksHistory quality: 100.00%	Jan 02, 2022 – Dec 31, 2024
V166 xauusd h1 f001 close open monday 0110XAUUSD · H1	× 1.00	838	Real-tick reportRT — real_ticksHistory quality: 100.00%	Jan 02, 2023 – Dec 31, 2024
V625 btcusd h4 scale r1 c01BTCUSD · H4	× 2.00	556	Real-tick reportRT — real_ticksHistory quality: 100.00%	Unknown
V646 xauusd h6 scale r1 c02XAUUSD · H6	× 2.00	290	Real-tick reportRT — real_ticksHistory quality: 100.00%	Jan 02, 2022 – Dec 31, 2024
V678 xauusd h4 dmx r1 n02XAUUSD · H4	× 1.00	623	Real-tick reportRT — real_ticksHistory quality: 100.00%	Jan 02, 2022 – Dec 31, 2024
V680 xauusd h6 dmx r1 n02XAUUSD · H6	× 3.00	221	Real-tick reportRT — real_ticksHistory quality: 100.00%	Jan 02, 2022 – Dec 31, 2024
V85 xau h2v1 h2v114XAUUSD · H2	× 2.00	1,453	Real-tick reportRT — real_ticksHistory quality: 100.00%	Unknown
V9 d1 residual phase p119 r2XAUUSD · D1	× 3.00	81	Real-tick reportRT — real_ticksHistory quality: 100.00%	Jan 01, 2022 – Dec 31, 2024
V9 h2 residual phase p116 r1XAUUSD · H2	× 3.00	368	Real-tick reportRT — real_ticksHistory quality: 100.00%	Jan 01, 2021 – Dec 31, 2023
V91 xtiusd h1 p80XTIUSD · H1	× 1.00	358	Real-tick reportRT — real_ticksHistory quality: 100.00%	Unknown

Starting balance

100,000.00

Final balance

102,505.46

Total return

2.51%

Annualised return

0.38%

Total net profit

2,505.46

Balance drawdown maximal

25.41

Balance drawdown maximal, relative

0.03%

Balance drawdown absolute

4.77

Recovery factor

98.61

Profit factor

2.11

Expected payoff

0.15

Sharpe ratio

4.90

LR correlation

0.99

Gross profit

4,756.69

Gross loss

2,251.23

Total trades

16,274

Long trades

9,554

Short trades

6,720

Profit trades

9,788

Loss trades

6,471

Profit trades

60.15%

Maximal consecutive wins

Maximal consecutive losses

Trading days

1,650

Covered months

Equity drawdown is not available for a portfolio. Drawdown and recovery are based on the balance only.

Portfolio curves

The lines show accumulated gains starting at zero: the merged account (starting capital is the plain average of the sets' start capitals, every deal counted at its set's factor) plus every component at its share. Click a label to hide or show a line.

2021-01-01 → 2022-12-312021-01-01 → 2023-12-31 (×3)2022-01-01 → 2024-12-31 (×5)2022-01-02 → 2024-12-31 (×5)2023-01-01 → 2024-12-312023-01-01 → 2025-12-31 (×2)2023-01-02 → 2024-12-31Out of sample (outside every set's IS)Out of sample (outside every set's IS)Hover over the chart to read values; drag or scroll the timeline to zoom and pan. Click a series label to hide or show its line.

Daily PnL correlation

Daily-PnL correlation (Pearson) over the days both sets cover; days without deals count as 0. Cells are tinted red for positive and blue for negative correlation, darker meaning stronger.

Daily PnL correlation
	S1	S2	S3	S4	S5	S6	S7	S8	S9	S10	S11	S12	S13	S14	S15	S16	S17	S18	S19	S20	S21	S22	S23	S24
S1	—	0.67	0.30	0.00	0.03	0.07	0.35	0.01	0.04	0.02	0.03	0.15	0.00	0.01	0.33	0.13	-0.01	0.05	0.19	0.26	0.09	0.36	0.26	0.04
S2	0.67	—	0.29	0.02	0.05	0.06	0.31	0.00	0.07	0.05	0.09	0.07	0.00	0.02	0.21	0.19	0.00	0.06	0.24	0.16	0.16	0.48	0.40	0.08
S3	0.30	0.29	—	0.09	0.04	-0.02	0.24	0.19	0.02	0.03	0.01	0.30	0.16	0.01	0.57	0.12	0.03	0.01	0.17	0.39	0.10	0.28	0.16	0.01
S4	0.00	0.02	0.09	—	0.33	0.01	0.01	0.01	0.28	0.24	0.13	0.03	0.04	0.00	0.07	0.23	0.00	0.09	0.14	0.09	0.13	0.08	0.09	-0.01
S5	0.03	0.05	0.04	0.33	—	0.04	0.06	0.02	0.10	0.12	0.14	0.05	0.07	0.01	0.01	0.22	0.01	0.08	0.13	0.03	0.13	0.07	0.06	-0.02
S6	0.07	0.06	-0.02	0.01	0.04	—	0.02	0.06	-0.01	0.01	0.01	0.06	-0.01	-0.02	-0.03	0.02	0.01	0.07	0.03	-0.02	0.00	0.06	-0.01	-0.01
S7	0.35	0.31	0.24	0.01	0.06	0.02	—	0.16	0.04	0.05	0.07	0.44	0.21	0.02	0.33	0.12	-0.02	-0.04	0.11	0.27	0.12	0.43	0.16	0.05
S8	0.01	0.00	0.19	0.01	0.02	0.06	0.16	—	-0.01	0.03	0.01	0.32	0.42	-0.03	0.16	0.03	-0.02	-0.05	0.01	0.16	0.02	0.05	0.00	0.13
S9	0.04	0.07	0.02	0.28	0.10	-0.01	0.04	-0.01	—	0.69	0.46	0.00	0.02	0.01	0.02	0.48	0.01	0.14	0.21	0.06	0.27	0.05	0.19	0.06
S10	0.02	0.05	0.03	0.24	0.12	0.01	0.05	0.03	0.69	—	0.41	0.02	0.04	0.00	0.03	0.48	0.02	0.09	0.17	0.09	0.30	0.07	0.21	0.10
S11	0.03	0.09	0.01	0.13	0.14	0.01	0.07	0.01	0.46	0.41	—	0.01	0.01	-0.02	0.02	0.31	0.00	0.07	0.19	0.07	0.24	0.07	0.21	0.04
S12	0.15	0.07	0.30	0.03	0.05	0.06	0.44	0.32	0.00	0.02	0.01	—	0.32	-0.02	0.27	0.05	-0.04	-0.03	0.03	0.26	0.03	0.16	0.01	0.00
S13	0.00	0.00	0.16	0.04	0.07	-0.01	0.21	0.42	0.02	0.04	0.01	0.32	—	-0.01	0.25	0.04	0.00	-0.06	0.06	0.20	0.06	0.06	0.03	0.10
S14	0.01	0.02	0.01	0.00	0.01	-0.02	0.02	-0.03	0.01	0.00	-0.02	-0.02	-0.01	—	-0.01	0.02	0.10	-0.02	0.01	-0.02	0.02	0.02	-0.01	-0.01
S15	0.33	0.21	0.57	0.07	0.01	-0.03	0.33	0.16	0.02	0.03	0.02	0.27	0.25	-0.01	—	0.09	0.02	-0.05	0.15	0.76	0.09	0.31	0.14	-0.02
S16	0.13	0.19	0.12	0.23	0.22	0.02	0.12	0.03	0.48	0.48	0.31	0.05	0.04	0.02	0.09	—	-0.01	0.10	0.23	0.15	0.43	0.20	0.27	0.03
S17	-0.01	0.00	0.03	0.00	0.01	0.01	-0.02	-0.02	0.01	0.02	0.00	-0.04	0.00	0.10	0.02	-0.01	—	-0.02	0.03	0.01	0.00	0.01	0.00	-0.05
S18	0.05	0.06	0.01	0.09	0.08	0.07	-0.04	-0.05	0.14	0.09	0.07	-0.03	-0.06	-0.02	-0.05	0.10	-0.02	—	0.24	-0.01	0.04	0.00	0.13	0.06
S19	0.19	0.24	0.17	0.14	0.13	0.03	0.11	0.01	0.21	0.17	0.19	0.03	0.06	0.01	0.15	0.23	0.03	0.24	—	0.12	0.12	0.21	0.26	-0.03
S20	0.26	0.16	0.39	0.09	0.03	-0.02	0.27	0.16	0.06	0.09	0.07	0.26	0.20	-0.02	0.76	0.15	0.01	-0.01	0.12	—	0.14	0.20	0.13	-0.02
S21	0.09	0.16	0.10	0.13	0.13	0.00	0.12	0.02	0.27	0.30	0.24	0.03	0.06	0.02	0.09	0.43	0.00	0.04	0.12	0.14	—	0.17	0.38	0.05
S22	0.36	0.48	0.28	0.08	0.07	0.06	0.43	0.05	0.05	0.07	0.07	0.16	0.06	0.02	0.31	0.20	0.01	0.00	0.21	0.20	0.17	—	0.25	0.08
S23	0.26	0.40	0.16	0.09	0.06	-0.01	0.16	0.00	0.19	0.21	0.21	0.01	0.03	-0.01	0.14	0.27	0.00	0.13	0.26	0.13	0.38	0.25	—	0.09
S24	0.04	0.08	0.01	-0.01	-0.02	-0.01	0.05	0.13	0.06	0.10	0.04	0.00	0.10	-0.01	-0.02	0.03	-0.05	0.06	-0.03	-0.02	0.05	0.08	0.09	—

S1Tf4 h4 h4 lifecycle exit p99 r1
S2Tf4 h4 xauusde horizon
S3Tf4 h6 h6 lifecycle exit p50 r1
S4V10 m15 goldtrade edge p24 r2
S5V10 m15 reaper p21 r1
S6V11 h6 confirm hl p73 r1
S7V12 h4 asym trailsl edge p36 r2
S8V13 h6 coarse trail edge p4 r3
S9V139r1 v114 xauusd h1 ec1 close open monday 0110
S10V139r1 v114 xauusd h1 ec3 close open monday 0110
S11V139r1 v114 xauusd h1 ed3 close open monday 0110
S12V14 h3 trailtp latebe base
S13V15 d1 volstack confirm p60 r2
S14V157 btcusd h1 f001 close open monday 0110
S15V159 xauusd h6 f001 close open monday 0110
S16V166 xauusd h1 f001 close open monday 0110
S17V625 btcusd h4 scale r1 c01
S18V646 xauusd h6 scale r1 c02
S19V678 xauusd h4 dmx r1 n02
S20V680 xauusd h6 dmx r1 n02
S21V85 xau h2v1 h2v114
S22V9 d1 residual phase p119 r2
S23V9 h2 residual phase p116 r1
S24V91 xtiusd h1 p80

Components24

Portfolio metrics

Portfolio curves

Daily PnL correlation