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Tokyo Drift

v2.2.5 · MGC (Micro Gold) · XAUUSD (Gold CFD) ·version history

Open on TradingView →
live
TV parity
95.4%
net pnl
$20,558
trades
523

Three configurations, and which one to run

All three are the same script; only input values differ. The Default is what the script loads with. Prop Safe and XAUUSD are Load Parameters files, copied from their tabs below and pasted into TradingView’s settings dialog through Load parameters.

The first two are Micro Gold futures. XAUUSD is a different instrument — spot gold on a CFD feed — and is not comparable to the other two row for row: it runs at quantity 10 against a $1-per-ounce point value, so its dollar figures are a different size of position, not a better strategy.

configuration shape last 365 days (TradingView) run it when
Default everything described under What changed below 523 trades, 62.9% win, +$20,558, PF 1.64 a normal account: the most trades and the most profit
Prop Safe the Default with three filters tightened: anti-liquidation 2.0 × ATR (from 3.5), maximum VWAP extension 2.2 standard deviations (from 2.7), short RSI reset 56 (from 39) 270 trades, 68.2% win, +$12,658, PF 1.96 a funded evaluation, a prop account or a small account: higher win rate and less drawdown, for about half the profit
XAUUSD a different instrument, not a third tuning — see Spot gold below 447 trades, 67.6% win, +$24,105, PF 1.62 you trade spot gold on a CFD broker rather than Micro Gold futures

What Prop Safe gives up, and what it buys. It skips entries straight after an oversized candle, entries when price is already stretched far from VWAP, and shorts that have not had a real bounce first. That removes about half the trades. The ones that remain win more often and lose less: on the tuning window below it is 81% winners against 75%, and over the full history since January 2024 its maximum drawdown is $1,140 against the Default’s $1,714, with ten of eleven quarters positive against eight.

It is not the Default with shorts switched off. It still takes about one short for every three longs, and a shorts-off version measured worse on every window.

What changed since v2.2.4

Two new settings and nine moved defaults. No input was renamed or removed, so every saved v2.2.x configuration still loads.

The directional time gate

A new panel stops one side taking new entries for the late part of a session while the other side trades normally. A position already open is never touched — it still runs to its own target, stop or end-of-day close.

Stop taking LONG entries later in the session ships on, from 12:45 PM ET. Stop taking SHORT entries later in the session ships off. Each has its own time, and the window runs to the end of that session’s own trading window, so on an overnight session it cannot spill into the next evening’s open.

Gold tends to slump or sell off into the New York close, and late longs are the trades that suffer for it. Blocking late shorts looks appealing per trade — they are the weaker side after lunch — but it was worse for the account: it removed profit and increased drawdown, because those trades were offsetting losses elsewhere. Both switches ship so either can be tested; only the long one is on.

The 12:45 setting is not a fitted number. Every cut-off from 10:30 AM to 2:45 PM produces a profit factor of 1.41–1.42 over the full test period.

The nine moved defaults

setting v2.2.4 v2.2.5
Min VWAP Distance filter off on, 0.35 points
RSI Reset short threshold 34.5 39
Long take-profit 0.52% 0.375%
Breakeven on off, both sides
Long trail distance 0.25% 0.285%
Short trail distance 0.35% 0.385%
Short trail trigger 0.35% 0.365%

Breakeven comes off and the trail, set slightly wider, does the protecting on its own. The long target comes in so winners are banked sooner. And the short entry’s RSI reset threshold finally does something — at 34.5 that condition was satisfied on 95.7% of session bars, which meant the short side was entering on little more than RSI below 50.

One visible consequence: the Flatten Breakeven exit label no longer appears in the trade list.

Spot gold

The XAUUSD tab is a different instrument, not a third tuning of the Micro Gold config. Spot gold and Micro Gold futures share an underlying but not a tick, a volume profile or a session structure — and because VWAP is volume-weighted, the same price series with a different volume series is a different indicator. The Micro Gold values do not transfer, and this configuration was built from scratch against a real spot-gold chart.

It starts from a v2.2.5 gold configuration that was already running on an OANDA chart, and changes eleven things. Three of them are switches coming off:

  • the MAE exit, which was closing trades that went on to recover
  • the long trail, which was cutting long winners before their target
  • the long time gate, which was blocking longs after 11:00 AM ET

The rest give the remaining trades more room: the long bracket widens to 0.75% / 0.775%, the short target tightens to 0.445% while its stop widens to 0.60%, the short trail triggers much later and follows much looser (0.49% / 0.485%), and the MFE exit moves out to 0.45%.

The largest single change is the last one. The minimum VWAP slope rises from 1.45 to 2.25, which stops the strategy taking trades while VWAP is essentially flat — the condition it has no edge in. That one setting is worth more than every exit change combined, and it holds across a wide band: every value from 2.00 to 2.50 beats 1.45 on both holdout windows, so it is a plateau rather than a lucky number.

Against the configuration it was derived from, on the same chart and the same 365 days:

parent config XAUUSD
net +$19,203 +$24,105 +25.5%
maximum drawdown $2,729 $1,688 −38%
profit factor 1.492 1.622
win rate 62.04% 67.56%
trades 598 447 −25%
net ÷ drawdown 7.0× 14.3×

More money on a quarter fewer trades, with substantially less drawdown.

What was tried and rejected, because a list of wins without the losses is not evidence: the MACD settings and both RSI blocks were swept exhaustively and left exactly as they were. A faster MACD improved both holdout windows while every other setting sat at its original value — and made things worse once the exits were unconstrained, which is why it is not in here. A looser overbought level produced eleven positive quarters out of eleven and a deep-history profit factor of 1.78, on 363 trades against 788; a perfect record on a halved sample is the least durable result in a study, not the most.

Results

Micro Gold, 5-minute, 1 contract, a $50,000 account, $1.20 per side and 1 tick of slippage. Every row is a TradingView trade-list export: the Default’s taken on 21 September 2026, Prop Safe’s on 22 September. The selection window is 7 June 2026 onward — the range this configuration was tuned on, so read it as the best case, not as what to expect.

The XAUUSD rows are a different instrument and a different cost basis, and they are not comparable to the two above: spot gold on the OANDA CFD feed, 5-minute, quantity 10 against a $1-per-ounce point value, the same $50,000 account, $0.025 per contract per side — the real Skilling/TradeLocker fee — and 1 tick of slippage. Spread is not modelled, which at this size would cost roughly $3.60 a round turn; set your own broker’s in Properties before reading anything off it. Exported 24 September 2026, selection window 14 June 2026 onward — its own chart range, a week later than the Micro Gold runs.

configuration · window trades net win profit factor drawdown
Default · last 365 days 523 +$20,558 62.9% 1.64 $1,665
Default · selection window 159 +$12,898 75.5% 3.21 $517
Prop Safe · last 365 days 270 +$12,658 68.2% 1.96 $1,057
Prop Safe · selection window 80 +$6,850 81.3% 4.58 $213
XAUUSD · last 365 days 447 +$24,105 67.6% 1.62 $1,471
XAUUSD · selection window 129 +$10,306 74.4% 2.30 $987

Drawdown here is measured trade to trade. TradingView’s own figure also counts the swing inside an open trade, so it reads a little higher — $1,174 and $360 for the two Prop Safe rows, $1,688 and $1,059 for the two XAUUSD ones.

If you open the script on TradingView today these will not match to the dollar, and they are not meant to. The export is a snapshot; your chart keeps trading past it, and your date range, broker costs and data feed are your own. Treat every number here as the shape of the thing, not a quote.

Read the holdouts

The table above is the window the configuration was chosen on. These two are not:

window Default PF Default net Prop Safe PF Prop Safe net note
Jun 2025 – May 2026 1.28 +$7,969 1.63 +$7,130 the year before the export
Jan 2024 – May 2025 1.02 +$329 1.21 +$1,288 v2.2.4 was 0.97 here, and lost money

XAUUSD, measured on a different feed and stated separately for that reason. TradingView depth-caps the OANDA 5-minute series at about 101 days, so there is no way to run a holdout on the chart’s own data; these come from Dukascopy spot gold through the engine twin, which orders configurations reliably but does not quote what the chart would have made — it puts only 68% of its entries on the same bar. On that feed, against the configuration it was derived from:

window parent PF parent net XAUUSD PF XAUUSD net
Jun 2025 – Jun 2026 1.32 +$10,535 1.61 +$18,782
Jan 2024 – Jun 2025 1.22 +$2,463 1.65 +$4,789

Over the full January 2024 to September 2026 span it is 616 trades, +$29,277, profit factor 1.63, maximum drawdown $1,490, and eleven of eleven quarters positive with a worst quarter of +$22 — against the parent’s nine of eleven and −$1,573.

Across the full 1 January 2024 to 21 September 2026 span: 904 trades, +$20,765, 58.7% win, profit factor 1.42, maximum drawdown $1,714, eight of eleven quarters positive, worst quarter −$850. The same span on v2.2.4 was 1,004 trades, +$18,786, 61.7% win, profit factor 1.34, drawdown $2,226, six of eleven quarters, worst quarter −$1,084. Prop Safe over the same span: 463 trades, +$14,998, 63.7% win, profit factor 1.75, drawdown $1,140, ten of eleven quarters positive, worst quarter −$310.

The trade-off, stated plainly: win rate falls from 61.7% to 58.7%, and it trades about a hundred fewer times a year. Breakeven is what used to turn a reversing trade into a scratch; without it those become small losses instead. Profit factor, net, drawdown and quarterly consistency all improve — win rate is the price, and it is a real one. Size by the holdout figures, not by the selection window.

Verification

This release is a paired export: the TradingView trade list and the Save Parameters file it was generated under, so the settings under test are the settings that were live. The Python engine twin reproduces the fills at 95.4% entry-by-entry recall over the Default’s 523 trades and 95.2% over Prop Safe’s 270 (98% of matched trades exit on the same bar). The XAUUSD configuration reproduces at 100% — 122 of 122 entries, with matching precision and a $25 difference in net profit across $9,397; a CFD feed has no continuous-contract roll to disagree about. The residual is the continuous-contract data difference described on the v1.5.0 page, not an engine gap.

Known limits

  • The tuned window is the last hundred days. The Default was selected on the 7 June 2026 onward range, and the holdout table is the honest statement of what to expect beyond it.
  • Two instruments, tuned separately. Micro Gold and spot gold. Percent brackets travel; the anti-liquidation and candle-range filters are in ATR and travel too; the session hours, the time-gate cut-off and anything volume-weighted do not — which is why XAUUSD is its own configuration rather than the Micro Gold one pointed at a different symbol.
  • XAUUSD’s holdouts are on a substitute feed. TradingView will not serve more than about 101 days of the OANDA 5-minute series, so the out-of-sample figures come from Dukascopy and share only 68% of their entry bars with the chart. The 365-day and selection-window rows are the real chart; the holdout table is a proxy.
  • Spread is not modelled on XAUUSD. At quantity 10 it would cost roughly $3.60 a round turn against the $0.50 of commission that is modelled.
  • The holdouts are engine figures. The twin is verified at 95.4% entry-by-entry, but only the year and selection tables are TradingView runs.
  • Prop Safe was chosen with the older windows in view. Its three settings were picked because they beat the Default on the selection window and on both holdout windows at once, so those holdouts are no longer untouched for it; the forward test starts now.
  • Split Sessions is not on this page. It remains on the v2.2.4 page at its v2.2.4 settings, and its Load Parameters file predates the time gate — read the note there before loading it onto this version.

Every setting, every configuration

Three configurations ship on the same code. The Default is the script's own input defaults; Prop Safe and XAUUSD are Load Parameters files you copy from their tabs. XAUUSD is a different instrument rather than a third tuning — spot gold on a CFD feed, not Micro Gold futures. Every result below is a TradingView trade-list export from the chart, reproduced by the Python engine entry-by-entry. Pick a tab for the full list, grouped the way the TradingView settings dialog groups them. Copy a section or the whole configuration as JSON for your settings manager, filter by name, or narrow a configuration to just what makes it different.

The shipped defaults. Micro Gold, one all-day session from the Globex open to the New York close with the VWAP anchored to the Globex open; RSI Reset entry with the efficiency-ratio, RSI and minimum-VWAP-distance filters, no MACD filter; % of price brackets with the trail and the MAE / MFE exits on and breakeven off; and the directional time gate stopping new LONG entries from 12:45 PM ET to the session close.

tokyo_drift_v2_2_5_mgc.json

Last 365 days

2025-09-22 to 2026-09-22 · TradingView broker emulator, one contract
net P&L
$20,558
profit factor
1.64
win rate
62.9%
trades
329 / 523
max drawdown
-$1,665
avg trade
$39
largest loss
-$339
months +
11 / 13

Default · Last 365 days

MGC · 523 trades · 2025-09-22 to 2026-09-22

net pnl
$20,558
max drawdown
-$1,665
Equity curve
$20,558$10,202-$153
Drawdown
$0-$833-$1,665
2025-09-222026-09-22
View monthly data table
MonthEquityDrawdown
2025-09$103-$176
2025-10$1,993$0
2025-11$2,115-$915
2025-12$2,057-$973
2026-01$2,695-$335
2026-02$3,995-$516
2026-03$4,166-$457
2026-04$3,908-$865
2026-05$7,892-$175
2026-06$10,596-$148
2026-07$13,753-$78
2026-08$18,150$0
2026-09$20,558$0

Selection window

2026-06-07 to 2026-09-22 · TradingView broker emulator, one contract
net P&L
$12,898
profit factor
3.21
win rate
75.5%
trades
120 / 159
max drawdown
-$517
avg trade
$81
largest loss
-$217
months +
4 / 4

Default · Selection window

MGC · 159 trades · 2026-06-07 to 2026-09-22

net pnl
$12,898
max drawdown
-$517
Equity curve
$12,898$6,350-$199
Drawdown
$0-$259-$517
2026-06-072026-09-22
View monthly data table
MonthEquityDrawdown
2026-06$2,937-$148
2026-07$6,093-$78
2026-08$10,491$0
2026-09$12,898$0

Both windows come from one TradingView trade-list export per configuration. The selection window is the range the configuration was tuned on: read it as the best case. The 365-day window contains it.

⚙️ Global10
Time Zone
America/New_York
$ Value per Point (for $ Profit BE trigger only)
10
ATR Period (Wilder)
14
Display Time Zone (session times shown in this TZ; does not affect trading logic)
America/New_York
Session Table Size
Small
Show BE / Trailing-Stop levels on chart
on
Colour bars during a reversal trade
off
Session display
Session background
Enable Longs (global master)
on
Enable Shorts (global master)
on
📊 VWAP Std-Dev Bands (display only)2
Show Standard Deviation Bands
on
Std Dev Multiplier (inner band; outer = 2x)
1
🛡️ Ghost Webhook Identity4
Contracts (qty field)
1
Strategy Name override (blank = auto)
Sync breakeven to the broker stop
off
Dry Run (adds test:true to every payload)
off
🟢 ASIA SESSION11
Enable Asia Session
on
Trading Window (ET)
1845-1500
Asia EOD Close (HH:MM ET)
15
:
20
Enable Longs
on
Enable Shorts
on
Max Trades Per Session
9
Max Losses Per Session
3
Max Reversals Per Session
1
VWAP Anchor (only used if 'Use Global VWAP Anchor' below is OFF)
Current
Asia box colour
#20e37c
🟡 LONDON SESSION11
Enable London Session
off
Trading Window (ET)
0300-1000
London EOD Close (HH:MM ET)
10
:
35
Enable Longs
on
Enable Shorts
on
Max Trades Per Session
3
Max Losses Per Session
1
Max Reversals Per Session
1
VWAP Anchor (only used if 'Use Global VWAP Anchor' below is OFF)
Current
London box colour
#fed639
🔵 NY SESSION11
Enable NY Session
off
Trading Window (ET)
1030-1530
NY EOD Close (HH:MM ET)
15
:
55
Enable Longs
on
Enable Shorts
on
Max Trades Per Session
3
Max Losses Per Session
1
Max Reversals Per Session
1
VWAP Anchor (only used if 'Use Global VWAP Anchor' below is OFF)
Current
NY box colour
#00f0ff
📈 VWAP (global)6
Use Global VWAP Anchor
on
VWAP Anchor Mode (used when Use Global VWAP Anchor is ON)
Globex
VWAP Slope Lookback Bars
16
Min VWAP Slope Delta
1.15
Slope Unit
Points
Direction Gate
Slope only
🚀 1-Hour Momentum Filter (global)3
Enable 1-Hour Momentum Filter
off
1-Hour Momentum Threshold (%)
0.11
1-Hour Lookback Bars (5m chart: 12 bars = 1 hr)
12
📐 Efficiency Ratio Filter (global)6
Enable Efficiency Ratio Filter (Chop Killer)
on
Efficiency Ratio Lookback (bars)
17
Min Efficiency Ratio (0-1)
0.03
Use Fade Veto (Block trades if trend efficiency dropping)
on
Fade Lookback (bars)
12
Fade Drop (0-1)
0.55
〰️ MACD Histogram Velocity Filter (global)6
Enable MACD Histogram Velocity Filter (Momentum)
off
MACD Fast
17
Slow
22
Smooth
7
Velocity Smoothing (bars)
12
Building Only (No late entries on fading momentum)
off
🎯 RSI Overbought/Oversold Filter (global)7
Enable RSI Overbought/Oversold Filter
on
RSI Length
14
Overbought Level
59
Oversold Level
40
Extreme Lookback (bars)
18
Long Reset Level
49
Short Reset Level
51
📏 Min VWAP Distance Filter (global)4
Enable Min VWAP Distance Filter
on
Distance Mode
Points
Distance (x ATR)
1
Distance (Points)
0.35
🚫 Max Extension Filter (global)2
Enable Max Extension Filter
on
Max Extension (Std Devs)
2.7
🎬 Entry Trigger Mode (global)11
Entry Trigger Mode
RSI Reset
Held Cross: bars on the new side
6
Held Cross: also require the VWAP slope gate
off
RSI Reset: RSI Length
14
RSI Reset: Long Reset Below
54
RSI Reset: Short Reset Above
39
RSI Reset: Lookback Bars
3
Also require RSI Reset (confluence, not a mode swap)
off
VWAP Expansion: Slope Lookback (bars)
10
VWAP Expansion: Min Slope
0.35
Expansion Unit
x ATR
⏰ Directional Time Gate (global)6
Stop taking LONG entries later in the session
on
No new longs after (HH:MM)
12
:
45
Stop taking SHORT entries later in the session
off
No new shorts after (HH:MM)
11
:
45
💰 TP / SL (global)13
TP/SL Mode
% Price Change
R:R Mode: SL Unit
Points
Long TP
0.375
Long SL
0.45
Short TP
0.57
Short SL
0.45
R Multiple (Long)
1.5
R Multiple (Short)
1.5
Enable Anti-Liquidation Filter
on
Max Candle Range
3.5
Range Unit
x ATR
ATR Multiple Mode: Min Points Floor
5
ATR Multiple Mode: Max Points Cap
100000
🎯 Breakeven / Trail (global)40
Long: BE Offset
0.2
Offset Unit
% Price Change
Long Trigger: Points
off
pts
0
Long Trigger: x ATR
off
x ATR
0
Long Trigger: $ Profit
off
$
0
Long Trigger: Bars in Trade
off
bars
0
Long Trigger: Minutes in Trade
off
min
0
Long Trigger: % of Price
off
%
0.35
Long: Enable Trail Engine
on
needs BE first
off
Long: Trail Trigger
0.25
Trigger Unit
% Price Change
Long: Trail Distance
0.285
Distance Unit
% Price Change
Short: BE Offset
0.05
Offset Unit
% Price Change
Short Trigger: Points
off
pts
0
Short Trigger: x ATR
off
x ATR
0
Short Trigger: $ Profit
off
$
0
Short Trigger: Bars in Trade
off
bars
0
Short Trigger: Minutes in Trade
off
min
0
Short Trigger: % of Price
off
%
0.35
Short: Enable Trail Engine
on
needs BE first
off
Short: Trail Trigger
0.365
Trigger Unit
% Price Change
Short: Trail Distance
0.385
Distance Unit
% Price Change
⏱️ Time Stop (global)3
Enable P&L Time Stop
off
Exit after N bars if IN PROFIT
0
Exit after N bars if IN LOSS
0
🔁 VWAP Re-cross Exit (global)2
Enable VWAP Re-cross Exit
off
Closes back through VWAP before exit
20
🩹 MAE / MFE Stop (global)11
Exit if IN PROFIT
on
profit at least
0.35
MFE Unit
% Price Change
after
22
MFE Time Unit
Bars
Exit if IN LOSS
on
loss at least
0.35
MAE Unit
% Price Change
after
16
MAE Time Unit
Bars
MAE/MFE ATR Period (this engine only)
14
🔄 Reversal Engine (global)25
Enable Reversal Engine
off
Reverse On
Full SL only
Wait Bars After Exit
3
Hold pullback entries during the wait
on
Require a confirming candle
on
Close a reversal when its session's window ends
off
Reversal: Enable Longs
on
Reversal: Enable Shorts
on
Reversal TP/SL Mode
% Price Change
Reversal Long: TP
0.45
SL
0.35
Reversal Short: TP
0.45
SL
0.35
Reversal Long: Enable BE
off
trigger
20
offset
5
Reversal Short: Enable BE
off
trigger
20
offset
5
Reversal Long: Enable Trail
on
trigger
20
distance
10
Reversal Short: Enable Trail
on
trigger
25
distance
45