Walk-Forward Optimized XAUUSD Strategy (Real Tick Data) - PF 1.81 – Live Performance & Diversification Question
I've recently started running this system live on gold (XAUUSD) and I'd like to get some opinions from other traders.
The system was developed using a walk-forward optimization over the period 2020–2024, with all data outside that range kept strictly as out-of-sample. Backtests were performed using real tick data.
So far it's behaving roughly in line with expectations. However, I'm fully aware that live trading can expose issues that don't appear in backtests.
One thing I've noticed is that from 2022 to 2024 the strategy produced no net profit, and in 2025 it suffered a fairly significant drawdown. I think it may lack sufficient diversification to better handle these kinds of periods.
Do you see anything that raises doubts for you, or that you would analyze more deeply?
Any feedback would be greatly appreciated