FULL VERSION (high frequency and more optimize parameters)

This strategy was designed by a university student studying Financial Technology, transforming academic statistical arbitrage theory into a real and profitable trading bot.

The system applies pairs trading between gold (XAUUSD) and silver (XAGUSD), capitalizing on their strong correlation and mean-reversion patterns.

📊 Backtest Results (5,000 USD starting capital and backtest in recent three years)

• Overall Performance
• Net Profit: $439,768.00
• Profit Factor: 1.36
• Total Trades: 1,298
• Win Rate: 801 (61.7%)
• Max Consecutive Wins: 13
• Average Trade: $338.80

Long Trades (Buy)

• Net Profit: ~$432,725.42
• Profit Factor: 1.96
• Total Trades: 654
• Winning Trades: 410

Short Trades (Sell)

• Net Profit: $7,042.58
• Profit Factor: 1.06
• Total Trades: 644
• Winning Trades: 391

Key Details

• Largest Winning Trade: $5,798.52 (from a Long trade)
• Largest Losing Trade: -$4,003.92
• Total Swaps: -$723.13

⚙️ Key Features

• Statistical Arbitrage: Hedge trades between XAUUSD and XAGUSD
• Z-Score Divergence Signals: Detects spread deviation from equilibrium
• Dynamic Stop & Take-Profit: Volatility-adjusted exit strategy
• Correlation & ATR Filters: Trades only in strong, liquid conditions
• Market-Neutral Approach: Not trend-following, not martingale/grid

👨‍🎓 About the Author

Built by a Financial Technology university student, this bot is a practical implementation of advanced quantitative finance concepts.
It represents the bridge between academic research and live market execution.

ALL PARAMETERS ARE OPTIMIZED.