Description
FULL VERSION (high frequency and more optimize parameters) developed in Sep 2025
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: 1.3+
- 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: 2
- Total Trades: 654
- Winning Trades: 410
Short Trades (Sell)
- Net Profit: $7,042.58
- Profit Factor: 1.0+
- Total Trades: 644
- Winning Trades: 391
⚙️ 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.
Summary
Key features include a market-neutral approach that avoids trend-following, martingale, or grid strategies; dynamic stop-loss and take-profit levels adjusted for volatility; and correlation and Average True Range (ATR) filters to ensure trading only under strong, liquid market conditions. Backtesting over three years with a starting capital of $5,000 demonstrated a net profit of approximately $439,768, a profit factor above 1.3, and a win rate of 61.7% across 1,298 trades. Long trades contributed the majority of profits with a profit factor of 2.0, while short trades showed a profit factor slightly above 1.0.
This bot is optimized for high-frequency trading and is suitable for traders interested in commodity pairs arbitrage strategies focusing on gold and silver markets.
Customer reviews
5 | 33 % | |
4 | 33 % | |
3 | 33 % | |
2 | 0 % | |
1 | 0 % |
