AlphaOne Aureus Prime - Backtest Results - M30 (2025)
AlphaOne Aureus Prime XAUUSD M30
The stress-test on XAUUSD M30 (Strategic Gold) from January 1, 2025 to December 14, 2025 reveals a stunning insight: Higher Efficiency yields Higher Returns. By shifting to the M30 timeframe and utilizing a wider "Smart Grid" spacing, the system filtered out intraday noise to deliver a massive +145.6% growth, outperforming the M15 scalper in total net profit.
Profitability: The strategy generated a remarkable Total Net Profit of $1,456.56 (+145.6%) from a $1,000 start. This superior performance is driven by an exceptional Profit Factor of 1.63, meaning the M30 logic is significantly more precise in identifying high-quality setups than the lower timeframes.
Risk Control: Despite the higher profit, the maximal equity drawdown was contained at $650.50 (22.14%). This is nearly identical to the M15 drawdown, proving that the M30 preset offers a much better Risk-to-Reward Ratio. The aggressive recovery logic (Grid Factor 3.0) cleared baskets rapidly during pullbacks.
Trade Statistics: The system executed 502 trades (approx. 1-2 per day), focusing on quality over quantity. The result is an elite win rate of 81.87%. The strategy successfully avoided "false signals" that often trap traders on lower timeframes.
Performance Ratios: The Sharpe Ratio of 5.23 is world-class π. A score above 3.0 is considered excellent; above 5.0 is institutional grade. It indicates that the returns were achieved with extreme consistency and minimal volatility deviation.
Consistency: The Linear Regression Correlation is 0.82, showing a steady upward capital trajectory. The combination of a high win rate (81%) and specific Basket Targets ($25) created a rhythmic income stream throughout the year.
Market Conditions Tested: Covering the 2025 dataset, the "Strategic Gold" logic thrived in both trending and ranging markets. The wider ATR spacing allowed the trades to breathe, avoiding premature stops during Gold's notorious volatility spikes.
Overall: Aureus Prime on XAUUSD M30 acts as a Strategic Wealth Builder. It is the superior choice for traders who prefer a calmer chart (fewer trades) but demand higher total returns and maximum capital efficiency.
Period: 2025.01.01 β 2025.12.14 | Model: Every tick | History Quality: 100%
- Total Net Profit: $1,456.56 (+145.6%) π
- Max Drawdown: $650.50 (22.14%) β Equity Drawdown Maximal
- Profit Factor: 1.63 β | Sharpe Ratio: 5.23 π
- Total Trades: 502 | Profit Trades: 411 (81.87%)
- Largest Profit Trade: $111.76 | Largest Loss Trade: -$134.10
- Average Profit/Loss: $9.14 / -$25.29
- Max Consecutive Wins: 29 trades ($189.34)
- Max Consecutive Losses: 5 trades (-$300.76)
- Recovery Factor: 2.24 | Z-Score: -3.09 (99.74%)
- AHPR / GHPR: 1.0018 (0.18%) / 1.0018 (0.18%)
- LR Correlation: 0.82 (High Stability) | Standard Error: 294.98
AlphaOne Aureus Prime EURUSD M30
The stress-test on EURUSD M30 (Euro Trend Core) from January 1, 2025 to December 14, 2025 represents Algorithmic Perfection. This preset delivered the cleanest, smoothest equity curve in the entire Aureus Prime ecosystem. With a near-perfect Linear Regression score of 0.99, this setup proves that patience on higher timeframes yields surgical precision.
Profitability: The strategy achieved a massive Total Net Profit of $1,388.14 (+138.8%). While M15 focused on frequency, this M30 engine focused on "Sniper Entries," resulting in a staggering Profit Factor of 3.67. This is more than double the industry standard for excellence.
Risk Control: The risk profile is exceptionally disciplined. With a Recovery Factor of 4.44, the system recovers from drawdowns four times faster than it creates them. The equity drawdown was contained at manageable levels (22.35%) relative to the triple-digit gain.
Trade Statistics: Out of 408 trades, the system won 85.29% of the time. This extremely high win rate is due to the "Smart Grid" filtering out low-probability signals on the 30-minute chart, taking only the most valid trend continuations.
Performance Ratios: The Linear Regression Correlation is 0.99 π. This is the "Holy Grail" statistic. It means the capital growth followed an almost mathematically perfect straight line upwards, offering the most stress-free trading experience possible.
Consistency: The Average Consecutive Wins (13) vs Average Consecutive Losses (2) ratio is dominant. The system typically goes on long winning streaks before encountering a minor correction, which is immediately handled by the grid logic.
Market Conditions Tested: Throughout 2025, this preset acted as the "Unshakable Anchor." While Gold and other pairs fluctuated, EURUSD M30 consistently printed profits, proving the value of the "Trend Core" logic.
Overall: Aureus Prime on EURUSD M30 is a Masterpiece of Stability. It is arguably the safest, most efficient, and most psychologically comfortable configuration in the entire AlphaOne suite.
Period: 2025.01.01 β 2025.12.14 | Model: Every tick | History Quality: 100%
- Total Net Profit: $1,388.14 (+138.8%) π
- Max Drawdown: $312.38 (14.47%) β Equity Drawdown Relative 22.35%
- Profit Factor: 3.67 π | Sharpe Ratio: 2.57
- Total Trades: 408 | Profit Trades: 348 (85.29%)
- Largest Profit Trade: $60.30 | Largest Loss Trade: -$63.92
- Average Profit/Loss: $5.48 / -$8.67
- Max Consecutive Wins: 31 trades ($149.95)
- Max Consecutive Losses: 9 trades (-$320.45)
- Recovery Factor: 4.44 β | Z-Score: -9.87 (99.74%)
- AHPR / GHPR: 1.0022 (0.22%) / 1.0021 (0.21%)
- LR Correlation: 0.99 (Perfect Line) π | Standard Error: 66.80
