Weekly and monthly screenshots from a live US Cent account. Winning weeks, losing weeks — everything posted, nothing skipped. If a week was red, you will see it here.
All records from a live US Cent account running XAUUSD.c. Past performance does not guarantee future results. Review drawdown alongside returns.
Weekly
Oct 19 — Oct 25
Trades
17
Net Result
+665.68 USC
Win Rate
64.7%
Monthly
September 2026
Trades
152
Net Result
-1,238.13 USC
Win Rate
34.9%
Live US Cent Account · Updated weekly
Most traders judge a system by a single number — a growth rate, a myfxbook link, a backtest curve. But one figure conceals everything that actually determines your experience: the frequency of drawdowns, the duration of recoveries, and whether winning streaks are skill or coincidence. Weekly and monthly records expose the full rhythm — the cadence of losses, the shape of risk, and the real story behind the final tally.
A single screenshot proves nothing. Anyone can cherry-pick a winning day or quietly skip a brutal week. What matters is the unbroken sequence — every Monday, every Friday, posted regardless of outcome. Over months, this frequency builds a statistical footprint you can actually read: win-rate stability, drawdown recurrence, and the real ratio of green weeks to red. Without frequency, you are gambling on a highlight reel. With it, you are evaluating a system.
A 66% maximum drawdown is just a number on a spec sheet — abstract, easy to dismiss with 'I can handle that.' But when you watch it unfold week by week across a live record, it stops being a statistic and starts being an experience. You see the account climb, stall, reverse, and slowly claw back over days and weeks. You feel the duration: not just how deep it went, but how long it stayed underwater before recovery began. That gap between knowing a risk exists and understanding what it costs to live through it — the records close that gap.
Every performance number has a story behind it that the number itself erases. A +$312 monthly peak sounds impressive — until you learn it was followed by a -$245 reversal within the same 30 days. A 54% win rate means nothing without knowing the average win-to-loss ratio. The records provide the narrative that raw statistics strip away: which market conditions produced gains, which triggered losses, and whether the system behaved consistently with its design intent. Without context, you are not informed — you are just impressed, or worried, for the wrong reasons.
Oct 19 — Oct 25, 2026
The EA finished the week with a net gain of +665.68 USC across 17 closed XAUUSD trades, recovering from an unconvincing start to the week. With 11 winners and 6 losses, the win rate reached 64.7%. However, the result was heavily concentrated in Thursday's trading, when a sustained downward price movement created a series of profitable short positions. The contrast between the early losses and Thursday's recovery provides a clearer picture of how the EA performed under different price conditions.
The early short entries struggled to find continuation. An overnight sell position opened on Monday returned +94.85 USC, but the following four trades on Tuesday and Wednesday all closed negatively. Wednesday's two positions were particularly short-lived, each closing within five minutes of entry. By that point, the week's realized result had fallen to -113.64 USC, including swap.
Thursday revealed a sharp change in trading effectiveness. After an initial profitable short, two subsequent sell positions lost a combined 99.75 USC. The next eight sell trades, however, all finished profitably, generating +683.80 USC in trading profit. During this sequence, XAUUSD moved lower from around 4081 toward 4011, allowing repeated short entries to capture portions of the decline.
The concentration of profits is important. Positions opened on Thursday contributed +681.72 USC including swap, exceeding the entire week's net gain. Without those positions, the remaining trades would have produced a small net loss of 16.04 USC. Several profitable positions also overlapped in time, meaning their outcomes were exposed to related market movements rather than completely independent opportunities.
The final sessions extended the downward move. Two positions opened late Thursday closed profitably early Friday, followed by another successful short that returned +97.60 USC as gold moved from 4015.68 to 3996.16. Two additional positions opened Friday evening remained open through the weekend and are excluded from this week's realized results.
Trades This Week
17
Win Rate
64.70%
Net Result
+665.68 USC
Largest Win
+97.60 USC
Largest Loss
-66.00 USC
Avg Hold Time
2.3 hrs
The strongest feature of this week was the EA's ability to capitalize on a sustained directional move after several unsuccessful earlier entries. However, the concentration of gains within one trading session also highlights the system's dependence on favorable price conditions. Trading profit totaled +660.85 USC, with +4.83 USC in positive swap bringing the final result to +665.68 USC. All figures are shown in USC account currency.
A single week is a snapshot. Stack enough weeks together, and patterns emerge — the real rhythm of the account. Below is the full monthly record, compiling every weekly session so you can see whether the system held up across the entire October 2026 period.
The weekly record tells you what happened. The monthly record tells you whether it mattered — tracking the full arc from drawdown to recovery, not just a handful of trading sessions.
October 2026
September 2026 closed with a net result of -1,238.13 USC across 152 closed XAUUSD trades. Trading profit totaled -1,188.55 USC, while -49.58 USC in overnight swap increased the final monthly loss. No commission was charged. The headline result was materially affected by one position carried over from August. A buy trade opened on August 21 was finally closed on September 1 at -875.80 USC, together with -36.40 USC in accumulated swap. Under the site's closed-trade reporting method, the position belongs to September because its result was realized during the month.
September began with an unusual but strong recovery. After the carried position closed at a substantial loss, 11 new sell trades on September 1 all finished profitably. The remainder of the first week remained mixed, but the period still ended at +446.64 USC net, meaning the EA recovered the inherited loss and moved the weekly result back into positive territory.
The September 7–11 period weakened again. Trading profit was approximately -296.35 USC, partly offset by +4.80 USC in positive swap, leaving a net result of around -291.55 USC. Losing sequences on September 9 and 10 outweighed several profitable short positions.
The September 14–18 period was the most difficult part of the month. Only 6 of 38 closed trades were profitable, producing a net result of -1,134.29 USC. The loss was not caused by a single extreme trade; rather, repeated losing entries accumulated across several sessions.
The following week remained negative but less severe. From September 21 to September 25, the EA recorded -516.02 USC net. Wednesday produced a meaningful recovery, but losses on Thursday and Friday outweighed those gains.
The final September sessions showed improvement. Trading on September 28 and September 30 generated approximately +253.65 USC in trading profit, with +3.44 USC in swap, producing a net contribution of about +257.09 USC before the month closed.
Total Trades
152
Win Rate
34.90%
Net Result
-1,238.13 USC
Largest Win
+114.25 USC
Largest Loss
-875.80 USC
Profit Factor
0.8
Across the full month, 53 trades closed profitably and 99 closed at a loss, resulting in a 34.9% win rate. The average profitable trade was approximately +90.57 USC, compared with an average losing trade of around -60.49 USC. Larger winning trades helped offset part of the high loss frequency, but they were not sufficient to bring the overall profit factor above breakeven.
Looking across multiple weeks and months, several consistent patterns emerge. These are not guarantees — they are observations from the recorded history, and they help set realistic expectations.
Wins and losses tend to cluster. A strong week is often followed by another strong week; a rough week often has company. This pattern reflects market regime persistence — when gold trends, the EA does well; when it chops, drawdown accumulates.
After drawdown periods, the account has historically recovered — but not quickly. Recovery often takes 2 to 3 times the duration of the drawdown itself. This is important for anyone considering going live.
High trade-count weeks are not necessarily profitable weeks. Some of the busiest weeks were flat or negative. The EA trades when conditions meet its criteria, not when it guarantees a win.
Over the recorded history, roughly 6 out of 11 months were positive, 5 were negative. That is a normal distribution for this type of strategy. Expecting 12 out of 12 winning months is unrealistic.
Every strategy has a risk signature. This one is recovery-based — drawdowns are part of the design, not a surprise. Understanding the full profile means looking beyond a single percentage: depth, duration, recovery patterns, and monthly consistency all tell the real story.
66.47%
Historical Maximum Drawdown
Reached once in recorded history and fully recovered. On a US Cent account, where the working balance is measured in cents not dollars, an equivalent nominal drawdown might be under $100 — far less alarming than the percentage alone implies. The account structure cushions the blow.
A 66% drawdown sounds catastrophic in isolation — but the time dimension changes the picture. The deepest historical drawdown lasted roughly 3 weeks before recovery began, and the account returned to its prior peak within 2 months. Duration matters as much as depth, because what wears traders down is not how far underwater they go, but how long they stay there.
After each significant drawdown in the recorded history, the account recovered — consistently. Recovery typically takes 2 to 3 times the drawdown duration, driven by the EA's position-scaling logic that converts reversals into recovery trades. This is mathematical design, not luck. The trade-off is patience, not permanent capital loss.
Over the recorded period, roughly 6 out of 11 months closed positive. Nearly half the months were red — and that is normal for this strategy. What matters is that profitable months tend to be substantially larger than losing months, producing a net-positive outcome over time despite the uneven distribution.
0.5 - 2%
Risk per Trade
8
Max Consecutive Losses
18 days
Avg Recovery Time
55%
Monthly Win Rate
These numbers describe the system's core behavior — not its flaws. The traders who get consistent results with this EA are those who fund it properly, let it run through drawdown cycles, and measure performance in months, not days.
The records show you the data. The risk context tells you what is at stake. Now choose your next move.
Step-by-step instructions for installing the EA, configuring chart settings, and preparing your MT5 environment for live trading.
Get startedConfigure your lot sizes, drawdown limits, and exposure settings based on risk-aware trading principles and the 66% historical context.
Get startedUnderstand the strategy logic, signal filtering, and trade management rules so you know exactly what is happening behind every position.
Get startedAccess to live records does not constitute financial advice. Always test in demo before going live, and never trade with capital you cannot afford to lose.