Your idea: I want you to backtest the following strategy on 1-minute XAUUSD OHLC…

I want you to backtest the following strategy on 1-minute XAUUSD OHLC data. IMPORTANT: This is NOT a discretionary strategy. Every concept below has a precise mathematical definition. Do NOT reject it as “custom,” “subjective,” or “not backtestable.” Implement the definitions literally in code and report the backtest results. Do NOT substitute your own interpretation for any rule. Do NOT add indicators or filters that are not specified. Do NOT optimize parameters unless I explicitly ask you to. # MARKET / DATA Instrument: XAUUSD Timeframe: 1-minute Use the supplied OHLC dataset exactly as provided. Columns required: timestamp, open, high, low, close Use all available data unless I specify a date range. # 1. CANDLE SIZE DEFINITION For every candle calculate: body = abs(close - open) upper_wick = high - max(open, close) lower_wick = min(open, close) - low combined_wick = upper_wick + lower_wick Define "candle_size" as: IF combined_wick > body: candle_size = body ELSE: candle_size = high - low This is a mandatory mathematical definition. # 2. AVERAGE CANDLE SIZE For candle i: average_candle_size[i] = mean(candle_size[i-15], ..., candle_size[i-1]) IMPORTANT: Use ONLY the previous 15 completed candles. Do not include the current candle in its own average. # 3. STRUCTURAL CANDLE (SC) A candle is a Structural Candle when: candle_size >= 2.0 * average_candle_size SC direction: Bullish SC: close > open Bearish SC: close < open Ignore doji SCs where close == open. There is NO subjective interpretation of “large candle.” The exact threshold is 2.0x. # 4. 15-MINUTE UNIT CONCEPT Divide the 1-minute data into fixed wall-clock 15-minute units: 00–14 15–29 30–44 45–59 For every unit, use the FIRST valid Structural Candle in that unit. Do NOT use the latest SC. Once the first SC occurs in a unit, later SCs in that same unit must NOT replace it. # 5. CONSECUTIVE SC RULE If the candle immediately after the selected SC is ALSO an SC, this is considered a consecutive-SC case. In that case: Use the FIRST SC as the structural reference. Check ONLY the next 2 candles after the first SC for the 50% Structural Break. Do NOT restart the calculation from the second SC. Example: SC1 → SC2 → C3 The SB test candles are: C2 = SC2 C3 = normal candle SC1 remains the reference. # 6. NON-CONSECUTIVE SC RULE If the candle immediately after the selected SC is NOT an SC: Check the next 3 candles after the SC for Structural Break. Example: SC1 → C2 → C3 → C4 The SB test candles are C2, C3 and C4. # 7. STRUCTURAL BREAK (SB) Calculate the SC midpoint: SC_mid = (SC_high + SC_low) / 2 For a BULLISH SC: A Structural Break occurs if ANY confirmation candle has: low <= SC_mid For a BEARISH SC: A Structural Break occurs if ANY confirmation candle has: high >= SC_mid If an SB occurs during the confirmation window: INVALID SIGNAL. If no SB occurs during the confirmation window: VALID CONFIRMED SIGNAL. Confirmed signal direction = SC direction. # 8. SIGNAL HISTORY Maintain the previous TWO CONFIRMED UNIT SIGNALS. Each completed 15-minute unit has one signal: BUY = +1 SELL = -1 NO VALID SIGNAL = 0 IMPORTANT: The previous-two comparison is based on PREVIOUS UNITS, not previous non-zero signals. For the current confirmed signal: A bullish current signal qualifies if: previous_unit_1 == BUY OR previous_unit_2 == BUY A bearish current signal qualifies if: previous_unit_1 == SELL OR previous_unit_2 == SELL Otherwise there is NO trade. Example: Unit 1 = BUY Unit 2 = NO SIGNAL Unit 3 = SELL Unit 4 = BUY Unit 4 BUY qualifies because Unit 1 or Unit 3? NO. Why? Because only the immediately previous TWO FIXED UNITS are considered: Unit 2 = NO SIGNAL Unit 3 = SELL Therefore Unit 4 BUY does NOT qualify. Another example: