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Backtest reference, May 2022 to May 2025.
1,015 trades · 2022-05-02 to 2025-04-30
These are the numbers from the rule-based backtest of Aurum's deployed strategy: 15-minute opening-range breakout on GC and SI, target 3R, trail at 1 ATR. Once live signals begin shipping, that ledger will replace this page. Until then, this is the honest reference.
Profit Factor
2.18
backtest
Avg R / trade
+0.50
across 1,015 trades
Max Drawdown
-8.8R
peak to trough
Win Rate
47.8%
at R:R 3.0
Cumulative R, trade by trade
Final cumulative: +507.8R. At 1% risk per trade, that translates to roughly 508% account growth over the 3-year period, before fees and slippage.
Year by year
Quarter by quarter
Every quarter in the 3-year backtest closed positive on average R.
Walk-forward, out-of-sample
Parameters were selected on each train window and then tested on the next unseen window. The strategy survives the out-of-sample test with an average profit factor of 1.75, which is consistent with the in-sample backtest.
By symbol
Last 20 trades in the backtest window
Strategy specification
Universe
GC, SI
Setup
15-min opening-range breakout
Risk:Reward target
3.0
Trailing stop
1 × ATR(14)
ATR period
14 bars
Bar size
5 minutes
Frequency limit
1 trade per symbol per day
Data source
Databento CME GLBX.MDP3
About these numbers. The backtest assumes perfect fills at the strategy's intended entry, stop, and target prices. Commission, slippage, and execution latency are not modeled. Real-world performance will be lower than backtest by some amount; the gap depends on broker, account size, and execution discipline. Read the full risk disclosure. Generated 5/31/2026, 5:42:58 AM.