ERGODICLABS · STRATEGY INSIGHTS REPORT ID: IX-SPEC-20220615

Spectrum Trend Pro EA

XAUUSD · H4 · STATISTICAL INSIGHTS REPORT

PERIOD

2022-06-15 → 2025-11-13

DURATION

41.0 months

TRADES

320

NET P/L

+$15,466

WIN RATE

65.9%

PART I

Overview

Headline statistics, risk-adjusted performance, and the strongest and weakest trading segments.

CALMAR RATIO
2.25
Professional

CAGR

51.1%

annualised

MAX DRAWDOWN

22.8%

peak-to-trough

EXPECTANCY

$48.33

per trade

BEST DAY

TUE

+$5,458 · n=58

WORST DAY

THU

+$1,962 · n=80

BEST SESSION

NEW YORK

+$15,466 · n=320

WORST SESSION

NEW YORK

+$15,466 · n=320

BEST MONTH

SEP

+$4,533 · n=46

OPTIMIZATION

—

no uplift

▲ TOP PERFORMER

+$5,458

Tuesday + New York

Trades executed on Tuesdays during the New York session exhibited the highest profitability, with a win rate of 72%.

WIN RATE

72%

TRADES

AVG P/T

+$94.10

▼ UNDERPERFORMER

+$1,962

Thursday + New York

Trades executed on Thursdays during the New York session exhibited the lowest profitability, with a win rate of 56%.

WIN RATE

56%

TRADES

AVG P/T

+$24.53

PART II

Breakdown

Profit and win-rate attribution across calendar dimensions and trading-session combinations.

■ BY DAY OF WEEK

DAY	P/L	TRADES	WIN%
Tuesday	+$5,458	58	72%
Friday	+$3,654	58	71%
Wednesday	+$2,201	63	68%
Monday	+$2,191	61	66%
Thursday	+$1,962	80	56%

■ BY SESSION

SESSION	P/L	TRADES	WIN%
New York	+$15,466	320	66%

■ BY MONTH

MONTH	P/L	TRADES	WIN%
Sep	+$4,533	46	70%
Apr	+$2,532	30	73%
Oct	+$2,114	40	68%
Nov	+$1,913	18	72%
Jul	+$1,591	27	63%
Aug	+$1,094	25	64%
Mar	+$986	29	59%
May	+$440	20	60%
Jan	+$208	18	61%
Jun	+$188	28	68%
Feb	−$23	20	70%
Dec	−$110	19	58%

▲ BEST COMBINATIONS

COMBO	P/L	TRADES	WIN%
Tuesday + New York	+$5,458	58	72%
Friday + New York	+$3,654	58	71%
Wednesday + New York	+$2,201	63	68%
Monday + New York	+$2,191	61	66%
Thursday + New York	+$1,962	80	56%

▼ WORST COMBINATIONS

COMBO	P/L	TRADES	WIN%
Thursday + New York	+$1,962	80	56%
Monday + New York	+$2,191	61	66%
Wednesday + New York	+$2,201	63	68%
Friday + New York	+$3,654	58	71%
Tuesday + New York	+$5,458	58	72%

PART III

Calendar

Year × Month heatmap showing monthly profit distribution across the full backtest period.

PROFITABLE MONTHS

30/42

71% positive

AVG MONTHLY P/L

+$368

mean across all months

WORST MONTH

−$840

single-month drawdown

YEAR	JAN	FEB	MAR	APR	MAY	JUN	JUL	AUG	SEP	OCT	NOV	DEC	YEAR TOTAL
2022	—	—	—	—	—	+$531 n=8 · 88%	+$475 n=6 · 50%	+$576 n=2 · 100%	+$343 n=9 · 56%	−$206 n=7 · 71%	+$528 n=6 · 67%	+$294 n=6 · 67%	+$2,540
2023	+$59 n=8 · 75%	+$41 n=1 · 100%	−$299 n=8 · 50%	+$73 n=5 · 60%	−$550 n=6 · 50%	+$72 n=8 · 62%	−$840 n=5 · 20%	+$127 n=3 · 33%	+$874 n=4 · 75%	−$117 n=7 · 57%	+$704 n=4 · 75%	−$446 n=4 · 25%	−$303
2024	−$192 n=2 · 50%	+$326 n=4 · 75%	+$610 n=9 · 56%	+$958 n=12 · 75%	+$549 n=5 · 60%	−$152 n=3 · 67%	+$1,504 n=7 · 100%	−$96 n=8 · 50%	+$682 n=11 · 64%	−$136 n=8 · 38%	+$72 n=2 · 100%	+$42 n=9 · 67%	+$4,168
2025	+$341 n=8 · 50%	−$390 n=15 · 67%	+$676 n=12 · 67%	+$1,501 n=13 · 77%	+$441 n=9 · 67%	−$263 n=9 · 56%	+$452 n=9 · 67%	+$486 n=12 · 75%	+$2,634 n=22 · 77%	+$2,573 n=18 · 83%	+$609 n=6 · 67%	—	+$9,060

COLOR SCALE: losing winning

Important: This report presents historical statistical analysis only. Past performance does not guarantee future results. The insights, patterns, and attributions shown are derived from backtest data and do not constitute financial advice. Market conditions change, and apparent edges may decay over time. Always conduct your own due diligence before risking capital.