Methodology

How Performance Is Calculated

This page explains the definitions and rules behind the GAT Trading History — how setups are counted, how outcomes are classified, how pips are calculated, and what is not published.

// SCOPE OF THIS PAGE
TOPIC → PERFORMANCE METHODOLOGY
COVERS → Setups, outcomes, pip calc
NOT_COVERED → Trading analysis, strategy selection
// SEE ALSO
HISTORY → performance
Setup Definition

What counts as one trackable entry

A strategy setup is one unique XAUUSD trade opportunity defined by three required components:

// Required components of a countable setup
ENTRY
An entry price or entry zone. This is either a single price level or a price range (low–high) within which the EA will place orders. If no entry is defined, the setup is rejected.
STOP-LOSS
A defined stop-loss level. Every qualifying setup must include a stop-loss. Setups received without a stop-loss are automatically rejected and will never reach the EA or appear in any results dataset.
TAKE-PROFIT
At least one take-profit level (TP1). Setups without a take-profit level are automatically rejected. Most setups include TP1, TP2, and TP3; some include fewer targets.
// Canonical deduplication

Performance is counted once per canonical strategy setup. Reports from multiple connected accounts do not multiply the same strategy setup in the public dataset.

When multiple account reports exist for the same setup, one representative outcome is selected using a deterministic precedence: automatically-closed outcomes are preferred over manually-closed; within those, the deepest take-profit level reached takes precedence; then the highest realised pips; then the earliest recorded entry. The same precedence is used by the internal admin view — there is one consistent definition, not separate counting methods for public and internal data.

Setups that are cancelled before execution are logged but not counted in win/loss calculations.

// What gets excluded

Only setups for which both the entry and the outcome can be confirmed are counted. Setups where the EA failed to execute due to a connectivity issue are logged separately as execution failures and excluded from win/loss figures.

Setups that are cancelled before execution are logged but not counted in win/loss calculations. Open baskets are excluded from all published statistics until they close.

Target Reach

How target reach rates are counted

For each setup, whether price reached each take-profit target while the basket was open is tracked independently of the final outcome.

// Cumulative reach counting

Target reach rates are cumulative: a setup with a TP3 outcome is also counted as having reached TP1 and TP2. This means the TP1 reached count equals all Win outcomes; TP2 reached equals TP2+ outcomes; TP3 reached equals TP3 outcomes only.

A setup is eligible for the TPN reach rate only if it was tracked with at least N defined targets. TP3 reach rate counts only setups that had three defined targets — this prevents setups with fewer targets from artificially reducing the TP3 rate.

// Reach vs final outcome

A setup that hits TP1 and then reverses to the stop-loss is classified as a Loss. TP1 reach is still recorded. Outcome and reach are separate figures.

This distinction matters for honest reporting: a system with a high milestone-reach rate but poor final outcomes would overstate performance if milestone reach were labelled as wins. Both are shown separately so the data is transparent.

Outcome Classification

How a closed basket is classified

When a basket closes, its final outcome is assigned using the following definitions. These definitions apply consistently across all strategies.

WIN
The basket closed with net positive profit after spread and commissions. The closing price was better than the entry price in the intended direction by enough to cover costs.
LOSS
The basket closed at a net loss. This includes baskets stopped out at the original stop-loss level, and baskets manually closed at a loss. A basket that hit TP1 and then returned to the stop-loss is a Loss.
BREAK-EVEN
The basket closed at or near the entry price. Break-even closures are recorded separately and are not counted in win-rate calculations as either wins or losses.

Note on BE protection: BE protection triggered means that at least one applicable position had its stop-loss successfully moved to the configured break-even level. It does not mean that the strategy later closed exactly at entry, and it does not determine the final Win, Loss or Break-Even outcome. Spread, commission, slippage and execution differences may affect the final realised result. BE protection triggered is reported as a separate count, not as a final outcome.
IN PROGRESS
The basket is still open. Open baskets are excluded from all published statistics, win/loss counts, and aggregate pip totals. They are included in the dataset only once closed.
CANCELLED
The setup was cancelled before execution, or pending orders expired before price reached the entry zone. Cancelled setups are not counted as wins or losses — they are logged separately for completeness.
Win rate definition: Win rate is calculated as the number of Win outcomes divided by the total number of closed baskets with a Win or Loss outcome. Break-even, cancelled, and in-progress entries are excluded from this calculation. The published dataset will state the denominator (total counted setups) for every win-rate figure.
Reporting Convention

How pips are calculated

// Pip methodology — applied consistently across all records
PIP DEFINITION
For XAUUSD, GAT defines 1 pip as a 0.10 price movement. A move from 3300.00 to 3301.00 equals 10 pips. This convention is used consistently for all published figures. It may differ from the pip definition used by your broker or MT5 terminal — all GAT-published figures use this convention.
TARGET-DISTANCE PIPS
All records in the trading history use target-distance pips — the distance from entry price to the target level that was actually reached (TP1, TP2, or TP3), or from entry price to the stop-loss for a Loss outcome. Computed as (target price − entry price) / 0.10 for BUY; (entry price − target price) / 0.10 for SELL. Loss pips are negative.

This is a consistent definition applied to every record in the dataset, regardless of when the setup was traded. It measures the distance from entry to the outcome level as recorded — not intra-trade equity movements, partial close prices, or trailing stop levels.
INCLUDED SETUPS
Net pips and average pips include only setups with a verified final outcome (Win, Loss, or Break-Even). Open and unconfirmed setups are excluded from pip totals until they close.
OUTCOME PERIOD
The outcome period shown in summary cards reflects the earliest and latest closed-outcome dates in the filtered dataset. Filters (Symbol, Year, Month) change which records are included, and the period adjusts accordingly.
FILTERS AND TOTALS
All summary figures — setup count, net pips, win rate, and target reach rates — are recalculated for each filter combination. Applying a year or month filter shows only records within that period; the totals update to reflect the filtered set only.
PIPS UNAVAILABLE
Pip metrics (net pips, average pips) are only published when every setup in the selected view has a calculable pip value. Break-Even setups and any records where target price data is incomplete do not contribute to pip totals. When these are present in the filtered view, net and average pips are not shown.
BREAK-EVEN PIPS
Break-Even setups are not assigned a pip value. They are counted separately and excluded from net pips and average pips calculations.
Exclusions

What is not published

Some data exists internally that does not appear in the public trading history.

  • Individual account identifiers — no client names, MT5 account numbers, or broker account details appear in any published results.
  • Monetary profit or loss — pip figures are published, not account balance changes, dollar P&L, or percentage returns.
  • Internal strategy codes — internal strategy identifiers are not published. Results are shown by symbol and direction only.
  • Unverifiable setups — any setup for which the entry or outcome cannot be confirmed is excluded. Only what can be verified is counted.
  • Execution failures — setups where the EA failed to execute due to connectivity or technical issues are logged as failures and excluded from win/loss figures.
  • Selectively filtered results — the published dataset includes all tracked closed setups. Losing periods, losing strategies, and underperforming months are not removed.
Past performance disclaimer: When results are published, they will cover a defined period of live tracking. Historical results do not predict future performance. XAUUSD trading involves significant risk of loss. Automated systems can and do produce losing runs. Results shown will reflect a specific configuration — your actual results will depend on your account size, risk settings, broker spread, and market conditions. Read the full risk disclosure →
VIEW TRADING HISTORY → RISK DISCLOSURE →