I’ve been developing and testing a systematic XAUUSD liquidity-sweep strategy.

Backtest summary:

\- Trades: 257

\- Win rate: 64.6%

\- Profit factor: 2.66 after stress costs

\- Average trade: +0.94R

\- Net result: +242.10R

\- Maximum drawdown: −3.97% in the displayed model

\- Test period: 2021–2026

The equity curve shown assumes a $100,000 starting balance and 1% risk per trade, producing a theoretical +984.52% return through compounding.

I’m treating these results as research only, not proof of a live edge. The next steps are forward testing, broker-specific execution validation, and walk-forward testing across other FX pairs.


What weaknesses or overfitting risks would you look for in this type of strategy?