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BREAKTHRUFX / Methods & sources

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Methodology

How the figures on this site are measured and published. It does not contain the strategy's entry logic, which is the product. It contains everything needed to check the figures yourself.

What is measured

The unit is the LEG, not the trade. A single setup can open more than one position, and each closes on its own and is logged separately.

Main entrythe initial break/sweep entry
Recovery addsaveraging under predefined rules
BE1 runneradditional position riding to full TP
Second-chance re-entrybanks like a full close

That is why the leg count (967) is higher than the number of setups. Every leg appears individually in the trade log.

Definitions

Winleg better than +0.5 pips
Lossleg worse than -0.5 pips
Break-evenleg within ±0.5 pips
Win ratewins ÷ (wins + losses)
Profit factorgross pips won ÷ gross pips lost
Drawdownpeak-to-trough on the closed-leg pip curve
Days underwaterfrom the peak until a NEW high

Break-evens are excluded from the win-rate denominator. Including them would raise the published number; they are excluded because a break-even is neither a correct nor an incorrect call.

Drawdown is measured on CLOSED pips, not intrabar excursion. An intrabar figure would be larger. It is also why everything is published in pips rather than dollars: percent-of-equity sizing compounds, which makes later periods look larger than earlier ones for reasons unrelated to the strategy.

EXCURSION MEASUREMENT NOTE. MFE and MAE are calculated from the strategy's bar-level tracking. In 399 recorded legs, realised favourable movement exceeded recorded MFE, typically by 0.3-0.4 pips, because the exit-bar update occurs after the excursion snapshot. No recorded losing leg had a realised loss greater than its recorded MAE. One 2.5-pip MFE discrepancy remains under review.

The two records

Historical research
PeriodAugust 22, 2012 – August 21, 2026
Legs920
SourceTradingView strategy tester
Naturehypothetical
Public forward test
StartedAugust 21, 2026
Legs closed47
Sourcelive alerts
Naturepublished before outcome

The two do not overlap by a single leg. The historical side is cut strictly before the cutover; everything after it is live logging.

Backtest settings

Exactly as the TradingView strategy tester reports them, including the ones that do not flatter the result.

SymbolPEPPERSTONE:XAUUSD
Timeframe5 minutes
Chart typeVolume candles
Tick size0.01
Pip convention1 pip = 0.10 (10 ticks)
Initial capital$200,000
Default order size100% of equity
Pyramiding6 orders
Commission0.035
Slippage0 ticks
Order execution delayOne tick
Limit order executionRequested price
Bar detalizationDefault (4 ticks per bar)
Script executionOn bar close, on realtime bar tick

Known limitations

The following make the historical record optimistic relative to what a real account would have experienced. They are listed here rather than left for you to discover.

  • •Slippage is set to 0 ticks. A real account experiences slippage, especially around data releases and weekend gaps.
  • •The reference feed's spread is not your broker's. A wider spread reduces every result.
  • •Percent-of-equity sizing means dollar figures compound and exaggerate later years. Judge the record in pips.
  • •Overnight financing (swap) is not modelled.
  • •A backtest cannot reproduce latency, order rejections or liquidity constraints.
  • •Independent broker verification: none yet. These results are published by this site.

When results are published

A leg enters the record when it CLOSES, automatically, through the same webhook that sends the alert. Open positions do not count toward realised performance - floating P&L is shown live but never banked until the close.

A leg's entry and exit prices are withheld while the cycle it belongs to is still open, and publish when it closes. A live level is what members pay for; a closed one is checkable history.

A closed leg stays published whatever its outcome: losers remain in the record. A leg is only withdrawn when it is shown to be a data error — the same position recorded twice with incompatible exits, for example — and every correction is documented with its reason, its date and the exact row affected.

Where the forward numbers come from

The public forward record is generated from QP's live strategy alerts using prices from the reference TradingView feed. These are STRATEGY-RECORD PRICES, not executed fills from a broker account. Actual broker results can differ because of feed differences, spread, slippage, swap and execution conditions.

Strategy versions

A forward test only means something if you know whether the rules changed during it. Every alert the strategy sends carries its compiled build, and this site records it the first time it is seen. Nobody maintains this list by hand - compiling a new version publishes it.

Build running nowv77b signal (news size)
v73b signal (news-lite)since September 23, 2026
v77b signal (news size)since October 7, 2026

This log begins the day it shipped, so builds that ran before it are not listed. The strategy has been revised more than once since the forward test began; back-filling those dates from memory would be inventing them, which is the one thing this site does not do. From here forward the log is complete.

The data

Every closed leg (967) is available as a CSV, generated at download time from the same record that feeds this site. Winners, losers, break-evens, recovery adds and runner legs all included. Check the figures yourself.

Download the dataset (CSV)

Educational content, not financial advice. Trading gold carries a substantial risk of loss. Past performance does not guarantee future results.