walkforward: 2019→2026 OOS exam, 4 TFs @ $0.65 — books + manifest
26 rolling folds per TF (train 12mo / test 3mo / step 3mo) over
2019-01-01→2026-08-07 on fresh Oanda history (5 parquets, sha256s in
manifest). Aggregated OOS: M5 +126.5R PF 1.35 (11/26 folds flagged),
M15 +139.2R PF 1.18 (9/26), H1 +33.3R PF 1.15 (13/26), H4 +33.3R
PF 1.52 (9/26). Flagged folds cluster 2020H2–2023; 2023-10+ nearly
uniformly positive — corroborates the "earns mainly 2024+" re-pin
finding. Robustness read only: NOT a new baseline, nothing tuned.
Runs captured at 1c264d5 + the walk-forward diff (recorded as
dirty + diff sha256 in manifest.json); compare_baseline passed 32/32
immediately before the runs.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_017FBjfomAipxvPWwRJEDDyJ
This commit is contained in:
Harwinder Sekhon
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══════════════════════════════════════════════════════════════════════════════
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BACKTEST REPORT — XAU/USD (2019-01-01 → 2026-08-07)
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Primary: 4h Confirms: 1h,1d
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══════════════════════════════════════════════════════════════════════════════
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── Summary ──
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┌──────────────────────────┬───────────────┐
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│ Metric │ Value │
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├──────────────────────────┼───────────────┤
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│ Trades │ 217 │
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│ Wins / Losses / Timeouts │ 125 / 92 / 8 │
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│ Win rate │ 57.6% │
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│ Total R │ +35.82 │
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│ Avg R / trade │ +0.165 │
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│ Median R │ +0.113 │
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│ Profit factor │ 1.49 │
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│ Sharpe (R) │ 0.15 │
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│ Max DD (R) │ 5.66 │
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│ Avg bars held │ 37.7 │
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│ Avg MFE / MAE │ 1.09R / 0.65R │
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└──────────────────────────┴───────────────┘
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── Breakdown by Quality ──
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┌─────────┬─────┬────────┬────────┬────────┐
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│ Quality │ n │ WR │ avgR │ totalR │
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├─────────┼─────┼────────┼────────┼────────┤
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│ A │ 113 │ 56.6% │ +0.192 │ +21.64 │
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│ A+ │ 8 │ 50.0% │ +0.042 │ +0.34 │
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│ B │ 87 │ 60.9% │ +0.189 │ +16.46 │
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│ C │ 9 │ 44.4% │ -0.291 │ -2.62 │
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└─────────┴─────┴────────┴────────┴────────┘
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── Breakdown by Strategy ──
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┌──────────┬─────┬────────┬────────┬────────┐
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│ Strategy │ n │ WR │ avgR │ totalR │
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├──────────┼─────┼────────┼────────┼────────┤
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│ GENERIC │ 217 │ 57.6% │ +0.165 │ +35.82 │
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└──────────┴─────┴────────┴────────┴────────┘
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── Breakdown by Regime ──
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┌───────────────┬─────┬────────┬────────┬────────┐
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│ Regime │ n │ WR │ avgR │ totalR │
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├───────────────┼─────┼────────┼────────┼────────┤
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│ ranging │ 5 │ 80.0% │ +0.175 │ +0.88 │
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│ transitioning │ 33 │ 54.5% │ +0.058 │ +1.91 │
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│ trending │ 5 │ 40.0% │ +0.491 │ +2.46 │
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│ trending_down │ 36 │ 50.0% │ +0.011 │ +0.40 │
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│ trending_up │ 138 │ 60.1% │ +0.219 │ +30.18 │
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└───────────────┴─────┴────────┴────────┴────────┘
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── Trade Log ──
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┌─────┬─────────────────┬──────┬─────────┬────┬───────┬───────┬──────┬──────────┬─────────┬──────┬───────┐
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│ # │ Entry (UTC) │ Dir │ Strat │ Q │ Agree │ Score │ Conf │ Regime │ Exit │ Bars │ R │
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├─────┼─────────────────┼──────┼─────────┼────┼───────┼───────┼──────┼──────────┼─────────┼──────┼───────┤
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│ 1 │ 01-31 Thu 12:00 │ BUY │ GENERIC │ A │ 5/7 │ +41.7 │ 57 │ trending │ SL │ 29 │ -1.04 │
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│ 2 │ 02-18 Mon 12:00 │ BUY │ GENERIC │ A │ 6/9 │ +32.4 │ 66 │ transiti │ TRAIL │ 19 │ +0.26 │
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│ 3 │ 02-19 Tue 08:00 │ BUY │ GENERIC │ C │ 5/8 │ +25.3 │ 55 │ trending │ TRAIL │ 14 │ +0.19 │
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│ 4 │ 03-01 Fri 08:00 │ SELL │ GENERIC │ A │ 5/7 │ -33.6 │ 60 │ trending │ TRAIL │ 33 │ +0.46 │
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│ 5 │ 03-04 Mon 12:00 │ SELL │ GENERIC │ A │ 5/7 │ -39.6 │ 55 │ trending │ TIMEOUT │ 300 │ -0.01 │
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│ 6 │ 03-21 Thu 08:00 │ BUY │ GENERIC │ A │ 5/8 │ +36.8 │ 60 │ trending │ SL │ 33 │ -1.03 │
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│ 7 │ 05-31 Fri 12:00 │ BUY │ GENERIC │ B │ 5/7 │ +31.6 │ 59 │ trending │ TRAIL │ 21 │ +1.50 │
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│ 8 │ 06-03 Mon 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +44.8 │ 60 │ trending │ TRAIL │ 86 │ +1.75 │
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│ 9 │ 06-05 Wed 08:00 │ BUY │ GENERIC │ B │ 5/7 │ +38.7 │ 54 │ trending │ TRAIL │ 17 │ +0.01 │
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│ 10 │ 06-14 Fri 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +44.0 │ 62 │ trending │ TRAIL │ 31 │ +1.13 │
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│ 11 │ 06-20 Thu 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +46.9 │ 64 │ trending │ TRAIL │ 26 │ +0.42 │
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│ 12 │ 06-21 Fri 12:00 │ BUY │ GENERIC │ B │ 4/7 │ +32.4 │ 52 │ trending │ TRAIL │ 35 │ -0.07 │
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│ 13 │ 06-28 Fri 12:00 │ BUY │ GENERIC │ C │ 5/8 │ +25.1 │ 64 │ trending │ SL │ 4 │ -1.03 │
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│ 14 │ 07-03 Wed 08:00 │ BUY │ GENERIC │ A+ │ 7/9 │ +44.6 │ 66 │ trending │ SL │ 14 │ -1.03 │
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│ 15 │ 07-11 Thu 08:00 │ BUY │ GENERIC │ A │ 5/8 │ +35.2 │ 58 │ trending │ SL │ 3 │ -1.04 │
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│ 16 │ 08-02 Fri 08:00 │ BUY │ GENERIC │ A │ 6/8 │ +35.3 │ 57 │ trending │ TRAIL │ 12 │ +1.12 │
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│ 17 │ 08-05 Mon 12:00 │ BUY │ GENERIC │ B │ 5/8 │ +31.0 │ 59 │ trending │ TRAIL │ 38 │ +0.63 │
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│ 18 │ 08-07 Wed 12:00 │ BUY │ GENERIC │ A │ 6/8 │ +46.9 │ 58 │ trending │ TRAIL │ 2 │ +0.00 │
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│ 19 │ 08-13 Tue 08:00 │ BUY │ GENERIC │ B │ 5/8 │ +29.4 │ 61 │ trending │ SL │ 2 │ -1.01 │
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│ 20 │ 08-26 Mon 12:00 │ BUY │ GENERIC │ B │ 4/7 │ +28.5 │ 53 │ trending │ TRAIL │ 50 │ +0.00 │
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│ 21 │ 08-28 Wed 12:00 │ BUY │ GENERIC │ A │ 5/7 │ +36.2 │ 59 │ trending │ SL │ 14 │ -1.02 │
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│ 22 │ 09-06 Fri 08:00 │ SELL │ GENERIC │ A │ 4/8 │ -33.8 │ 59 │ transiti │ TRAIL │ 15 │ +0.43 │
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│ 23 │ 09-30 Mon 12:00 │ SELL │ GENERIC │ B │ 6/8 │ -31.0 │ 56 │ trending │ TRAIL │ 7 │ +0.16 │
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│ 24 │ 10-01 Tue 08:00 │ SELL │ GENERIC │ A │ 6/8 │ -40.0 │ 59 │ trending │ TIMEOUT │ 300 │ +0.01 │
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│ 25 │ 10-25 Fri 08:00 │ BUY │ GENERIC │ B │ 5/8 │ +27.8 │ 67 │ transiti │ SL │ 15 │ -1.03 │
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│ 26 │ 11-08 Fri 12:00 │ SELL │ GENERIC │ B │ 6/9 │ -29.4 │ 57 │ trending │ SL │ 202 │ -1.02 │
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│ 27 │ 12-04 Wed 08:00 │ BUY │ GENERIC │ A │ 6/8 │ +33.2 │ 60 │ trending │ TRAIL │ 131 │ +2.95 │
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│ 28 │ 01-03 Fri 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +46.6 │ 62 │ trending │ TRAIL │ 9 │ +0.46 │
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│ 29 │ 01-06 Mon 08:00 │ BUY │ GENERIC │ B │ 4/7 │ +39.5 │ 54 │ trending │ TRAIL │ 222 │ +0.85 │
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│ 30 │ 01-27 Mon 12:00 │ BUY │ GENERIC │ A │ 6/8 │ +39.8 │ 60 │ trending │ SL │ 39 │ -1.02 │
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│ 31 │ 02-19 Wed 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +37.8 │ 62 │ trending │ TRAIL │ 22 │ +2.00 │
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│ 32 │ 02-20 Thu 12:00 │ BUY │ GENERIC │ B │ 6/8 │ +37.6 │ 55 │ trending │ TRAIL │ 15 │ +0.86 │
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│ 33 │ 02-21 Fri 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +44.5 │ 59 │ trending │ TRAIL │ 12 │ +0.16 │
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│ 34 │ 02-24 Mon 08:00 │ BUY │ GENERIC │ A │ 6/8 │ +50.7 │ 62 │ trending │ TRAIL │ 2 │ +0.11 │
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│ 35 │ 03-04 Wed 12:00 │ BUY │ GENERIC │ A │ 6/8 │ +39.5 │ 61 │ trending │ TRAIL │ 13 │ +0.61 │
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│ 36 │ 03-06 Fri 12:00 │ BUY │ GENERIC │ A │ 5/7 │ +45.5 │ 61 │ trending │ SL │ 1 │ -1.02 │
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│ 37 │ 03-17 Tue 12:00 │ SELL │ GENERIC │ A │ 5/7 │ -44.0 │ 58 │ trending │ SL │ 1 │ -1.01 │
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│ 38 │ 03-24 Tue 12:00 │ BUY │ GENERIC │ B │ 4/7 │ +28.8 │ 61 │ trending │ TIMEOUT │ 300 │ +1.12 │
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│ 39 │ 04-07 Tue 12:00 │ BUY │ GENERIC │ C │ 4/7 │ +25.3 │ 52 │ trending │ TRAIL │ 39 │ +1.03 │
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│ 40 │ 04-13 Mon 08:00 │ BUY │ GENERIC │ A │ 6/8 │ +41.2 │ 61 │ trending │ TRAIL │ 9 │ +1.41 │
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│ 41 │ 04-14 Tue 08:00 │ BUY │ GENERIC │ B │ 4/7 │ +34.0 │ 53 │ trending │ TIMEOUT │ 300 │ +0.21 │
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│ 42 │ 04-23 Thu 12:00 │ BUY │ GENERIC │ C │ 5/8 │ +27.0 │ 65 │ ranging │ SL │ 18 │ -1.02 │
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│ 43 │ 05-15 Fri 08:00 │ BUY │ GENERIC │ A │ 6/8 │ +34.1 │ 61 │ trending │ TRAIL │ 9 │ -0.16 │
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│ 44 │ 05-18 Mon 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +38.0 │ 61 │ trending │ SL │ 2 │ -1.03 │
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│ 45 │ 06-24 Wed 12:00 │ BUY │ GENERIC │ A │ 6/8 │ +37.1 │ 57 │ trending │ TRAIL │ 146 │ +4.14 │
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│ 46 │ 07-21 Tue 08:00 │ BUY │ GENERIC │ A │ 4/7 │ +34.5 │ 61 │ transiti │ TRAIL │ 7 │ +1.21 │
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│ 47 │ 07-22 Wed 08:00 │ BUY │ GENERIC │ B │ 4/7 │ +34.9 │ 55 │ trending │ TRAIL │ 25 │ +1.50 │
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│ 48 │ 07-27 Mon 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +46.0 │ 59 │ trending │ TRAIL │ 5 │ +0.66 │
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│ 49 │ 08-05 Wed 08:00 │ BUY │ GENERIC │ A+ │ 5/7 │ +49.2 │ 65 │ trending │ TRAIL │ 3 │ -0.08 │
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│ 50 │ 08-06 Thu 12:00 │ BUY │ GENERIC │ B │ 4/7 │ +34.2 │ 52 │ trending │ SL │ 20 │ -1.01 │
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│ 51 │ 08-07 Fri 08:00 │ BUY │ GENERIC │ B │ 4/7 │ +28.3 │ 52 │ trending │ SL │ 15 │ -1.01 │
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│ 52 │ 08-11 Tue 12:00 │ SELL │ GENERIC │ B │ 4/7 │ -30.3 │ 53 │ trending │ TRAIL │ 5 │ +2.47 │
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│ 53 │ 08-18 Tue 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +38.2 │ 61 │ trending │ SL │ 8 │ -1.02 │
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│ 54 │ 08-20 Thu 08:00 │ SELL │ GENERIC │ B │ 3/7 │ -27.2 │ 56 │ transiti │ TRAIL │ 28 │ -0.16 │
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│ 55 │ 08-28 Fri 12:00 │ BUY │ GENERIC │ A │ 6/7 │ +36.4 │ 69 │ trending │ TRAIL │ 14 │ +0.11 │
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│ 56 │ 09-01 Tue 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +37.8 │ 61 │ trending │ SL │ 3 │ -1.02 │
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│ 57 │ 09-22 Tue 08:00 │ SELL │ GENERIC │ A │ 5/7 │ -36.3 │ 60 │ trending │ TRAIL │ 7 │ +0.20 │
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│ 58 │ 09-23 Wed 08:00 │ SELL │ GENERIC │ B │ 4/7 │ -33.5 │ 51 │ trending │ TIMEOUT │ 300 │ +1.01 │
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│ 59 │ 09-24 Thu 12:00 │ SELL │ GENERIC │ B │ 5/8 │ -29.2 │ 51 │ trending │ TIMEOUT │ 300 │ +0.40 │
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│ 60 │ 11-06 Fri 12:00 │ BUY │ GENERIC │ A │ 5/7 │ +43.0 │ 60 │ trending │ SL │ 8 │ -1.03 │
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│ 61 │ 11-24 Tue 12:00 │ SELL │ GENERIC │ A │ 6/8 │ -45.7 │ 65 │ trending │ TRAIL │ 23 │ +1.24 │
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│ 62 │ 12-31 Thu 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +33.0 │ 69 │ trending │ TRAIL │ 19 │ +2.59 │
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│ 63 │ 01-04 Mon 08:00 │ BUY │ GENERIC │ B │ 5/8 │ +31.8 │ 56 │ trending │ SL │ 26 │ -1.01 │
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│ 64 │ 02-26 Fri 08:00 │ SELL │ GENERIC │ A │ 6/8 │ -42.0 │ 60 │ trending │ TRAIL │ 4 │ +1.01 │
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│ 65 │ 04-16 Fri 12:00 │ BUY │ GENERIC │ A │ 6/8 │ +43.5 │ 61 │ trending │ TRAIL │ 212 │ +1.79 │
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│ 66 │ 05-26 Wed 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +43.9 │ 63 │ trending │ SL │ 39 │ -1.02 │
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│ 67 │ 06-14 Mon 12:00 │ SELL │ GENERIC │ A │ 4/7 │ -33.1 │ 69 │ transiti │ SL │ 1 │ -1.04 │
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│ 68 │ 06-17 Thu 08:00 │ SELL │ GENERIC │ A │ 5/7 │ -41.8 │ 58 │ trending │ TRAIL │ 5 │ +1.14 │
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│ 69 │ 07-06 Tue 08:00 │ BUY │ GENERIC │ B │ 6/8 │ +31.4 │ 56 │ trending │ TRAIL │ 56 │ -0.11 │
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│ 70 │ 07-07 Wed 08:00 │ BUY │ GENERIC │ B │ 6/7 │ +29.1 │ 56 │ trending │ TRAIL │ 44 │ +0.47 │
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│ 71 │ 07-15 Thu 08:00 │ BUY │ GENERIC │ B │ 5/8 │ +26.2 │ 67 │ transiti │ SL │ 38 │ -1.02 │
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│ 72 │ 08-09 Mon 12:00 │ SELL │ GENERIC │ B │ 4/7 │ -30.6 │ 51 │ trending │ SL │ 118 │ -1.01 │
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│ 73 │ 08-10 Tue 12:00 │ SELL │ GENERIC │ B │ 4/7 │ -28.0 │ 53 │ trending │ SL │ 112 │ -1.01 │
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│ 74 │ 10-13 Wed 12:00 │ BUY │ GENERIC │ A │ 7/9 │ +36.1 │ 64 │ trending │ TRAIL │ 12 │ +0.18 │
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│ 75 │ 10-22 Fri 12:00 │ BUY │ GENERIC │ B │ 4/7 │ +30.9 │ 54 │ trending │ TRAIL │ 2 │ -0.31 │
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│ 76 │ 11-11 Thu 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +36.0 │ 58 │ trending │ TRAIL │ 21 │ +0.11 │
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│ 77 │ 11-23 Tue 12:00 │ SELL │ GENERIC │ A │ 6/8 │ -35.4 │ 56 │ trending │ TRAIL │ 10 │ -0.04 │
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│ 78 │ 02-17 Thu 12:00 │ BUY │ GENERIC │ A │ 4/7 │ +33.5 │ 58 │ transiti │ TRAIL │ 6 │ +0.25 │
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│ 79 │ 02-24 Thu 12:00 │ BUY │ GENERIC │ B │ 4/8 │ +28.6 │ 66 │ transiti │ SL │ 2 │ -1.01 │
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│ 80 │ 03-02 Wed 08:00 │ BUY │ GENERIC │ A │ 5/8 │ +37.1 │ 63 │ transiti │ TRAIL │ 19 │ +1.03 │
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│ 81 │ 03-07 Mon 08:00 │ BUY │ GENERIC │ A │ 5/8 │ +38.8 │ 56 │ trending │ SL │ 2 │ -1.02 │
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│ 82 │ 03-08 Tue 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +43.8 │ 61 │ trending │ TRAIL │ 3 │ +0.80 │
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│ 83 │ 04-11 Mon 12:00 │ BUY │ GENERIC │ A │ 6/8 │ +39.9 │ 63 │ trending │ TRAIL │ 32 │ +0.14 │
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│ 84 │ 04-13 Wed 12:00 │ BUY │ GENERIC │ B │ 5/8 │ +29.1 │ 60 │ trending │ SL │ 24 │ -1.02 │
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│ 85 │ 04-18 Mon 08:00 │ BUY │ GENERIC │ B │ 5/8 │ +28.7 │ 58 │ trending │ SL │ 8 │ -1.02 │
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│ 86 │ 04-25 Mon 12:00 │ SELL │ GENERIC │ B │ 5/8 │ -28.2 │ 57 │ trending │ TRAIL │ 23 │ -0.15 │
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│ 87 │ 06-14 Tue 12:00 │ SELL │ GENERIC │ B │ 4/8 │ -28.4 │ 64 │ transiti │ TRAIL │ 168 │ +1.99 │
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│ 88 │ 07-06 Wed 08:00 │ SELL │ GENERIC │ B │ 3/7 │ -25.6 │ 57 │ transiti │ TRAIL │ 75 │ +0.87 │
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│ 89 │ 07-15 Fri 08:00 │ SELL │ GENERIC │ A │ 5/7 │ -42.4 │ 61 │ trending │ SL │ 8 │ -1.03 │
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│ 90 │ 07-29 Fri 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +38.0 │ 60 │ trending │ TRAIL │ 83 │ -0.08 │
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│ 91 │ 08-29 Mon 08:00 │ SELL │ GENERIC │ A │ 5/7 │ -43.2 │ 63 │ trending │ TRAIL │ 36 │ +0.06 │
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│ 92 │ 08-31 Wed 12:00 │ SELL │ GENERIC │ A │ 5/7 │ -35.2 │ 61 │ trending │ TRAIL │ 23 │ -0.12 │
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│ 93 │ 09-01 Thu 12:00 │ SELL │ GENERIC │ A │ 5/7 │ -40.1 │ 60 │ trending │ TRAIL │ 119 │ +0.93 │
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│ 94 │ 09-16 Fri 08:00 │ SELL │ GENERIC │ A │ 6/8 │ -42.4 │ 58 │ trending │ SL │ 2 │ -1.04 │
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│ 95 │ 10-04 Tue 08:00 │ BUY │ GENERIC │ B │ 6/9 │ +32.5 │ 60 │ trending │ SL │ 45 │ -1.01 │
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│ 96 │ 11-11 Fri 08:00 │ BUY │ GENERIC │ A │ 6/9 │ +38.4 │ 59 │ trending │ TRAIL │ 16 │ +0.34 │
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│ 97 │ 11-30 Wed 12:00 │ BUY │ GENERIC │ B │ 5/8 │ +29.2 │ 65 │ ranging │ TRAIL │ 13 │ +1.03 │
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│ 98 │ 12-02 Fri 08:00 │ BUY │ GENERIC │ B │ 4/7 │ +29.0 │ 51 │ trending │ TRAIL │ 251 │ +1.53 │
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│ 99 │ 12-09 Fri 12:00 │ BUY │ GENERIC │ B │ 3/7 │ +25.1 │ 54 │ transiti │ TRAIL │ 21 │ +0.02 │
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│ 100 │ 01-03 Tue 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +40.0 │ 64 │ trending │ TRAIL │ 68 │ +1.13 │
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│ 101 │ 01-04 Wed 08:00 │ BUY │ GENERIC │ A │ 6/8 │ +44.2 │ 59 │ trending │ SL │ 8 │ -1.03 │
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│ 102 │ 01-09 Mon 08:00 │ BUY │ GENERIC │ B │ 4/8 │ +29.0 │ 55 │ trending │ TRAIL │ 100 │ +0.48 │
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│ 103 │ 01-13 Fri 08:00 │ BUY │ GENERIC │ B │ 6/9 │ +31.4 │ 61 │ trending │ TRAIL │ 18 │ +0.00 │
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│ 104 │ 01-20 Fri 08:00 │ BUY │ GENERIC │ A │ 4/7 │ +35.2 │ 62 │ transiti │ SL │ 9 │ -1.03 │
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│ 105 │ 03-03 Fri 12:00 │ BUY │ GENERIC │ B │ 5/8 │ +28.3 │ 57 │ transiti │ SL │ 14 │ -1.03 │
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│ 106 │ 03-13 Mon 12:00 │ BUY │ GENERIC │ A │ 6/8 │ +36.6 │ 56 │ trending │ TRAIL │ 7 │ +0.29 │
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│ 107 │ 03-20 Mon 08:00 │ BUY │ GENERIC │ A │ 5/8 │ +45.4 │ 64 │ trending │ SL │ 2 │ -1.02 │
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│ 108 │ 04-13 Thu 12:00 │ BUY │ GENERIC │ A │ 5/8 │ +33.5 │ 62 │ transiti │ TRAIL │ 6 │ +0.29 │
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│ 109 │ 04-19 Wed 12:00 │ SELL │ GENERIC │ B │ 6/8 │ -28.9 │ 53 │ trending │ SL │ 58 │ -1.01 │
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│ 110 │ 10-02 Mon 08:00 │ SELL │ GENERIC │ A │ 5/7 │ -38.7 │ 56 │ trending │ TRAIL │ 29 │ -0.23 │
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│ 111 │ 10-18 Wed 12:00 │ BUY │ GENERIC │ A │ 5/7 │ +34.2 │ 56 │ trending │ TRAIL │ 17 │ +0.44 │
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│ 112 │ 10-20 Fri 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +42.6 │ 61 │ trending │ TRAIL │ 3 │ +0.06 │
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│ 113 │ 11-15 Wed 08:00 │ BUY │ GENERIC │ B │ 6/8 │ +31.4 │ 60 │ trending │ TRAIL │ 17 │ +0.31 │
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│ 114 │ 11-27 Mon 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +34.7 │ 60 │ trending │ TRAIL │ 30 │ +3.84 │
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│ 115 │ 12-04 Mon 12:00 │ BUY │ GENERIC │ C │ 4/7 │ +27.7 │ 49 │ trending │ SL │ 7 │ -1.01 │
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│ 116 │ 12-14 Thu 08:00 │ BUY │ GENERIC │ A │ 6/8 │ +35.4 │ 63 │ trending │ TRAIL │ 3 │ -0.09 │
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│ 117 │ 12-20 Wed 08:00 │ BUY │ GENERIC │ A │ 6/7 │ +36.5 │ 64 │ trending │ TRAIL │ 15 │ +0.46 │
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│ 118 │ 12-22 Fri 08:00 │ BUY │ GENERIC │ B │ 6/8 │ +32.5 │ 65 │ trending │ TRAIL │ 23 │ +0.50 │
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│ 119 │ 12-26 Tue 08:00 │ BUY │ GENERIC │ B │ 4/7 │ +37.2 │ 54 │ trending │ SL │ 51 │ -1.01 │
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│ 120 │ 12-27 Wed 12:00 │ BUY │ GENERIC │ B │ 5/8 │ +29.2 │ 60 │ trending │ SL │ 44 │ -1.01 │
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│ 121 │ 12-28 Thu 08:00 │ BUY │ GENERIC │ A │ 5/8 │ +35.1 │ 61 │ trending │ SL │ 20 │ -1.02 │
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│ 122 │ 03-01 Fri 12:00 │ BUY │ GENERIC │ B │ 4/8 │ +25.8 │ 63 │ transiti │ TRAIL │ 45 │ +3.33 │
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│ 123 │ 03-05 Tue 12:00 │ BUY │ GENERIC │ B │ 4/7 │ +34.4 │ 50 │ trending │ TRAIL │ 169 │ +2.49 │
|
||||
│ 124 │ 03-07 Thu 08:00 │ BUY │ GENERIC │ B │ 5/7 │ +38.2 │ 55 │ trending │ TRAIL │ 158 │ +1.42 │
|
||||
│ 125 │ 03-08 Fri 12:00 │ BUY │ GENERIC │ B │ 4/7 │ +30.7 │ 52 │ trending │ TRAIL │ 157 │ +1.14 │
|
||||
│ 126 │ 03-21 Thu 08:00 │ BUY │ GENERIC │ A │ 6/8 │ +44.9 │ 63 │ trending │ SL │ 2 │ -1.03 │
|
||||
│ 127 │ 03-28 Thu 12:00 │ BUY │ GENERIC │ A │ 6/8 │ +38.1 │ 62 │ trending │ TRAIL │ 7 │ +1.72 │
|
||||
│ 128 │ 04-01 Mon 08:00 │ BUY │ GENERIC │ A │ 4/7 │ +37.9 │ 56 │ trending │ SL │ 2 │ -1.03 │
|
||||
│ 129 │ 04-09 Tue 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +40.4 │ 58 │ trending │ SL │ 8 │ -1.02 │
|
||||
│ 130 │ 04-12 Fri 12:00 │ BUY │ GENERIC │ A │ 4/7 │ +39.3 │ 69 │ transiti │ TRAIL │ 2 │ -0.02 │
|
||||
│ 131 │ 05-10 Fri 08:00 │ BUY │ GENERIC │ A │ 4/7 │ +35.7 │ 70 │ transiti │ SL │ 8 │ -1.03 │
|
||||
│ 132 │ 05-20 Mon 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +44.8 │ 62 │ trending │ SL │ 2 │ -1.02 │
|
||||
│ 133 │ 05-23 Thu 08:00 │ SELL │ GENERIC │ B │ 5/8 │ -28.5 │ 56 │ trending │ TRAIL │ 58 │ -0.02 │
|
||||
│ 134 │ 07-05 Fri 08:00 │ BUY │ GENERIC │ B │ 4/7 │ +37.5 │ 55 │ trending │ TRAIL │ 8 │ +0.43 │
|
||||
│ 135 │ 07-12 Fri 12:00 │ BUY │ GENERIC │ C │ 4/7 │ +26.7 │ 53 │ trending │ TRAIL │ 29 │ +0.65 │
|
||||
│ 136 │ 07-16 Tue 08:00 │ BUY │ GENERIC │ A │ 5/8 │ +34.2 │ 56 │ trending │ TRAIL │ 6 │ +1.18 │
|
||||
│ 137 │ 08-05 Mon 12:00 │ SELL │ GENERIC │ A │ 6/9 │ -35.0 │ 57 │ trending │ SL │ 24 │ -1.02 │
|
||||
│ 138 │ 08-14 Wed 12:00 │ BUY │ GENERIC │ B │ 4/7 │ +29.3 │ 53 │ trending │ SL │ 1 │ -1.02 │
|
||||
│ 139 │ 09-05 Thu 12:00 │ BUY │ GENERIC │ C │ 7/8 │ +45.7 │ 50 │ trending │ TRAIL │ 8 │ -0.48 │
|
||||
│ 140 │ 09-13 Fri 08:00 │ BUY │ GENERIC │ B │ 4/8 │ +26.9 │ 70 │ transiti │ TRAIL │ 72 │ +0.70 │
|
||||
│ 141 │ 09-20 Fri 08:00 │ BUY │ GENERIC │ A │ 6/8 │ +41.4 │ 56 │ trending │ TRAIL │ 22 │ +1.57 │
|
||||
│ 142 │ 10-09 Wed 08:00 │ SELL │ GENERIC │ B │ 4/7 │ -29.1 │ 52 │ trending │ SL │ 28 │ -1.01 │
|
||||
│ 143 │ 10-11 Fri 08:00 │ BUY │ GENERIC │ C │ 6/9 │ +25.1 │ 61 │ trending │ TRAIL │ 9 │ +0.06 │
|
||||
│ 144 │ 10-18 Fri 12:00 │ BUY │ GENERIC │ B │ 5/8 │ +28.4 │ 61 │ trending │ TRAIL │ 20 │ +0.24 │
|
||||
│ 145 │ 10-23 Wed 08:00 │ BUY │ GENERIC │ A │ 6/8 │ +39.5 │ 56 │ trending │ SL │ 2 │ -1.03 │
|
||||
│ 146 │ 10-30 Wed 08:00 │ BUY │ GENERIC │ A │ 4/8 │ +31.3 │ 59 │ transiti │ SL │ 8 │ -1.03 │
|
||||
│ 147 │ 11-12 Tue 08:00 │ SELL │ GENERIC │ A │ 6/9 │ -34.7 │ 60 │ trending │ TRAIL │ 14 │ +1.13 │
|
||||
│ 148 │ 11-14 Thu 12:00 │ SELL │ GENERIC │ B │ 5/8 │ -32.4 │ 60 │ trending │ SL │ 19 │ -1.01 │
|
||||
│ 149 │ 11-21 Thu 08:00 │ BUY │ GENERIC │ B │ 5/7 │ +30.9 │ 54 │ trending │ TRAIL │ 12 │ +0.26 │
|
||||
│ 150 │ 01-09 Thu 12:00 │ BUY │ GENERIC │ A │ 5/7 │ +35.2 │ 60 │ trending │ TRAIL │ 11 │ +0.44 │
|
||||
│ 151 │ 01-10 Fri 12:00 │ BUY │ GENERIC │ B │ 5/8 │ +31.2 │ 61 │ trending │ TRAIL │ 36 │ +0.18 │
|
||||
│ 152 │ 01-21 Tue 08:00 │ BUY │ GENERIC │ B │ 5/7 │ +29.7 │ 59 │ trending │ TRAIL │ 27 │ +0.33 │
|
||||
│ 153 │ 01-22 Wed 12:00 │ BUY │ GENERIC │ A │ 5/7 │ +40.1 │ 59 │ trending │ TRAIL │ 16 │ +0.35 │
|
||||
│ 154 │ 01-24 Fri 12:00 │ BUY │ GENERIC │ B │ 5/8 │ +30.7 │ 58 │ trending │ TRAIL │ 36 │ +0.02 │
|
||||
│ 155 │ 02-05 Wed 08:00 │ BUY │ GENERIC │ B │ 5/8 │ +38.8 │ 53 │ trending │ TRAIL │ 27 │ +0.35 │
|
||||
│ 156 │ 02-06 Thu 12:00 │ BUY │ GENERIC │ B │ 5/7 │ +29.7 │ 51 │ trending │ TRAIL │ 20 │ +0.29 │
|
||||
│ 157 │ 02-14 Fri 08:00 │ BUY │ GENERIC │ B │ 5/8 │ +29.6 │ 51 │ trending │ SL │ 61 │ -1.01 │
|
||||
│ 158 │ 02-19 Wed 08:00 │ BUY │ GENERIC │ A │ 5/8 │ +33.5 │ 60 │ transiti │ TRAIL │ 8 │ +0.02 │
|
||||
│ 159 │ 02-27 Thu 12:00 │ SELL │ GENERIC │ B │ 5/7 │ -31.3 │ 58 │ trending │ TRAIL │ 10 │ +0.20 │
|
||||
│ 160 │ 02-28 Fri 08:00 │ SELL │ GENERIC │ B │ 5/7 │ -30.8 │ 57 │ trending │ SL │ 53 │ -1.01 │
|
||||
│ 161 │ 03-04 Tue 12:00 │ BUY │ GENERIC │ A │ 6/7 │ +37.2 │ 62 │ trending │ SL │ 27 │ -1.02 │
|
||||
│ 162 │ 03-14 Fri 12:00 │ BUY │ GENERIC │ B │ 5/8 │ +29.8 │ 52 │ trending │ TRAIL │ 87 │ +0.95 │
|
||||
│ 163 │ 03-17 Mon 12:00 │ BUY │ GENERIC │ A │ 5/7 │ +38.5 │ 56 │ trending │ TRAIL │ 12 │ +1.04 │
|
||||
│ 164 │ 03-18 Tue 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +38.7 │ 57 │ trending │ TRAIL │ 7 │ +0.37 │
|
||||
│ 165 │ 03-27 Thu 08:00 │ BUY │ GENERIC │ B │ 4/7 │ +31.6 │ 66 │ ranging │ TRAIL │ 2 │ +0.05 │
|
||||
│ 166 │ 03-28 Fri 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +47.6 │ 62 │ trending │ TRAIL │ 6 │ -0.08 │
|
||||
│ 167 │ 03-31 Mon 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +48.5 │ 61 │ trending │ TRAIL │ 6 │ -0.02 │
|
||||
│ 168 │ 04-10 Thu 12:00 │ BUY │ GENERIC │ A │ 5/7 │ +34.1 │ 58 │ trending │ TRAIL │ 14 │ +1.01 │
|
||||
│ 169 │ 04-16 Wed 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +42.5 │ 61 │ trending │ TRAIL │ 6 │ +0.39 │
|
||||
│ 170 │ 04-21 Mon 08:00 │ BUY │ GENERIC │ B │ 4/7 │ +34.5 │ 51 │ trending │ TRAIL │ 9 │ +0.14 │
|
||||
│ 171 │ 05-06 Tue 08:00 │ BUY │ GENERIC │ A+ │ 5/7 │ +45.4 │ 67 │ trending │ TRAIL │ 4 │ +0.18 │
|
||||
│ 172 │ 05-07 Wed 08:00 │ BUY │ GENERIC │ B │ 5/7 │ +31.7 │ 59 │ trending │ SL │ 17 │ -1.01 │
|
||||
│ 173 │ 05-12 Mon 12:00 │ SELL │ GENERIC │ B │ 4/8 │ -29.5 │ 61 │ transiti │ TRAIL │ 18 │ +0.58 │
|
||||
│ 174 │ 07-01 Tue 08:00 │ BUY │ GENERIC │ A │ 7/8 │ +38.6 │ 63 │ trending │ TRAIL │ 14 │ -0.04 │
|
||||
│ 175 │ 07-14 Mon 08:00 │ BUY │ GENERIC │ A │ 6/9 │ +33.5 │ 66 │ transiti │ SL │ 2 │ -1.02 │
|
||||
│ 176 │ 09-01 Mon 08:00 │ BUY │ GENERIC │ B │ 4/8 │ +32.9 │ 56 │ trending │ TRAIL │ 80 │ +1.80 │
|
||||
│ 177 │ 09-03 Wed 12:00 │ BUY │ GENERIC │ A │ 5/8 │ +38.5 │ 58 │ trending │ TRAIL │ 4 │ +0.09 │
|
||||
│ 178 │ 09-08 Mon 12:00 │ BUY │ GENERIC │ B │ 5/8 │ +32.4 │ 61 │ trending │ TRAIL │ 144 │ +2.71 │
|
||||
│ 179 │ 09-16 Tue 08:00 │ BUY │ GENERIC │ B │ 5/8 │ +30.4 │ 59 │ trending │ TRAIL │ 40 │ +0.63 │
|
||||
│ 180 │ 09-22 Mon 08:00 │ BUY │ GENERIC │ A │ 4/7 │ +34.1 │ 65 │ transiti │ TRAIL │ 9 │ +1.33 │
|
||||
│ 181 │ 09-23 Tue 12:00 │ BUY │ GENERIC │ A │ 5/7 │ +45.7 │ 61 │ trending │ SL │ 7 │ -1.02 │
|
||||
│ 182 │ 09-29 Mon 12:00 │ BUY │ GENERIC │ A │ 5/8 │ +37.6 │ 62 │ transiti │ TRAIL │ 6 │ +0.22 │
|
||||
│ 183 │ 10-01 Wed 08:00 │ BUY │ GENERIC │ A │ 6/8 │ +40.0 │ 55 │ trending │ SL │ 8 │ -1.01 │
|
||||
│ 184 │ 10-08 Wed 08:00 │ BUY │ GENERIC │ B │ 4/7 │ +35.4 │ 53 │ trending │ TRAIL │ 42 │ +2.17 │
|
||||
│ 185 │ 10-13 Mon 08:00 │ BUY │ GENERIC │ B │ 5/8 │ +28.7 │ 57 │ trending │ TRAIL │ 8 │ +0.29 │
|
||||
│ 186 │ 10-16 Thu 12:00 │ BUY │ GENERIC │ B │ 4/7 │ +28.8 │ 53 │ trending │ TRAIL │ 7 │ +0.00 │
|
||||
│ 187 │ 10-22 Wed 12:00 │ SELL │ GENERIC │ B │ 6/9 │ -31.2 │ 56 │ trending │ TRAIL │ 79 │ -0.10 │
|
||||
│ 188 │ 11-10 Mon 12:00 │ BUY │ GENERIC │ A │ 4/7 │ +37.4 │ 68 │ transiti │ TRAIL │ 7 │ +0.44 │
|
||||
│ 189 │ 11-13 Thu 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +49.2 │ 60 │ trending │ SL │ 3 │ -1.01 │
|
||||
│ 190 │ 11-26 Wed 12:00 │ BUY │ GENERIC │ B │ 4/8 │ +25.8 │ 56 │ transiti │ TRAIL │ 22 │ +0.25 │
|
||||
│ 191 │ 12-01 Mon 08:00 │ BUY │ GENERIC │ A │ 5/8 │ +35.8 │ 67 │ transiti │ SL │ 7 │ -1.01 │
|
||||
│ 192 │ 12-12 Fri 08:00 │ BUY │ GENERIC │ A │ 5/8 │ +35.2 │ 69 │ transiti │ TRAIL │ 2 │ +0.31 │
|
||||
│ 193 │ 12-22 Mon 08:00 │ BUY │ GENERIC │ A+ │ 5/7 │ +52.3 │ 67 │ trending │ TRAIL │ 8 │ +0.99 │
|
||||
│ 194 │ 12-23 Tue 08:00 │ BUY │ GENERIC │ A │ 5/8 │ +45.8 │ 63 │ trending │ SL │ 2 │ -1.01 │
|
||||
│ 195 │ 01-12 Mon 08:00 │ BUY │ GENERIC │ A+ │ 4/7 │ +43.2 │ 71 │ transiti │ TRAIL │ 4 │ -0.09 │
|
||||
│ 196 │ 01-14 Wed 08:00 │ BUY │ GENERIC │ B │ 4/7 │ +31.5 │ 53 │ trending │ SL │ 14 │ -1.01 │
|
||||
│ 197 │ 01-15 Thu 12:00 │ BUY │ GENERIC │ C │ 4/7 │ +27.4 │ 55 │ trending │ SL │ 7 │ -1.01 │
|
||||
│ 198 │ 01-19 Mon 08:00 │ BUY │ GENERIC │ A │ 7/8 │ +46.5 │ 60 │ trending │ TRAIL │ 14 │ +2.45 │
|
||||
│ 199 │ 01-20 Tue 08:00 │ BUY │ GENERIC │ A │ 5/8 │ +40.0 │ 63 │ trending │ TRAIL │ 8 │ +2.14 │
|
||||
│ 200 │ 01-21 Wed 08:00 │ BUY │ GENERIC │ B │ 4/7 │ +40.4 │ 55 │ trending │ TRAIL │ 39 │ +2.47 │
|
||||
│ 201 │ 01-22 Thu 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +41.0 │ 55 │ trending │ TRAIL │ 7 │ +0.80 │
|
||||
│ 202 │ 01-26 Mon 08:00 │ BUY │ GENERIC │ B │ 4/8 │ +32.7 │ 52 │ trending │ TRAIL │ 20 │ +1.45 │
|
||||
│ 203 │ 01-28 Wed 08:00 │ BUY │ GENERIC │ A │ 6/8 │ +49.9 │ 61 │ trending │ TRAIL │ 5 │ +2.09 │
|
||||
│ 204 │ 01-29 Thu 08:00 │ BUY │ GENERIC │ B │ 4/8 │ +37.7 │ 54 │ trending │ SL │ 9 │ -1.00 │
|
||||
│ 205 │ 03-02 Mon 08:00 │ BUY │ GENERIC │ A+ │ 4/7 │ +42.9 │ 67 │ transiti │ SL │ 2 │ -1.01 │
|
||||
│ 206 │ 03-19 Thu 08:00 │ SELL │ GENERIC │ A+ │ 6/8 │ -49.5 │ 65 │ trending │ TRAIL │ 3 │ +1.24 │
|
||||
│ 207 │ 03-20 Fri 12:00 │ SELL │ GENERIC │ B │ 4/7 │ -35.6 │ 52 │ trending │ TRAIL │ 7 │ +0.64 │
|
||||
│ 208 │ 03-23 Mon 08:00 │ SELL │ GENERIC │ A │ 5/7 │ -51.0 │ 63 │ trending │ SL │ 1 │ -1.00 │
|
||||
│ 209 │ 04-01 Wed 08:00 │ BUY │ GENERIC │ A │ 3/7 │ +31.3 │ 63 │ transiti │ TRAIL │ 5 │ -0.11 │
|
||||
│ 210 │ 05-07 Thu 08:00 │ BUY │ GENERIC │ A │ 5/7 │ +36.2 │ 62 │ trending │ SL │ 13 │ -1.01 │
|
||||
│ 211 │ 05-15 Fri 12:00 │ SELL │ GENERIC │ A+ │ 5/7 │ -41.4 │ 66 │ trending │ TRAIL │ 6 │ +0.14 │
|
||||
│ 212 │ 06-08 Mon 08:00 │ SELL │ GENERIC │ A │ 5/7 │ -48.0 │ 63 │ trending │ TRAIL │ 17 │ +2.57 │
|
||||
│ 213 │ 06-10 Wed 08:00 │ SELL │ GENERIC │ A │ 5/8 │ -44.5 │ 59 │ trending │ TRAIL │ 5 │ +1.12 │
|
||||
│ 214 │ 06-11 Thu 12:00 │ SELL │ GENERIC │ B │ 4/7 │ -33.0 │ 52 │ trending │ TIMEOUT │ 249 │ -0.54 │
|
||||
│ 215 │ 06-25 Thu 08:00 │ SELL │ GENERIC │ B │ 4/7 │ -33.7 │ 55 │ trending │ SL │ 182 │ -1.00 │
|
||||
│ 216 │ 07-21 Tue 08:00 │ BUY │ GENERIC │ B │ 4/8 │ +30.5 │ 53 │ ranging │ TRAIL │ 12 │ +0.37 │
|
||||
│ 217 │ 08-05 Wed 08:00 │ BUY │ GENERIC │ B │ 5/8 │ +29.7 │ 75 │ ranging │ TIMEOUT │ 10 │ +0.44 │
|
||||
└─────┴─────────────────┴──────┴─────────┴────┴───────┴───────┴──────┴──────────┴─────────┴──────┴───────┘
|
||||
══════════════════════════════════════════════════════════════════════════════
|
||||
|
||||
|
||||
══════════════════════════════════════════════════════════════════════════════
|
||||
WALK-FORWARD ANALYSIS (2019-01-01 → 2026-08-07)
|
||||
Train 12mo / Test 3mo / Step 3mo → 26 folds (fixed config — no per-fold re-optimization)
|
||||
══════════════════════════════════════════════════════════════════════════════
|
||||
|
||||
── Rolling folds (expR = expectancy per trade, DD = max drawdown in R) ──
|
||||
┌──────┬───────────────────────┬────┬──────┬────────┬──────┬───────────────────────┬────┬──────┬────────┬──────┬────────┐
|
||||
│ Fold │ Train window │ n │ PF │ expR │ DD │ Test window │ n │ PF │ expR │ DD │ Flag │
|
||||
├──────┼───────────────────────┼────┼──────┼────────┼──────┼───────────────────────┼────┼──────┼────────┼──────┼────────┤
|
||||
│ 1 │ 2019-01-01→2020-01-01 │ 27 │ 1.18 │ +0.063 │ 4.90 │ 2020-01-01→2020-04-01 │ 11 │ 2.02 │ +0.283 │ 2.03 │ │
|
||||
│ 2 │ 2019-04-01→2020-04-01 │ 32 │ 1.58 │ +0.187 │ 4.90 │ 2020-04-01→2020-07-01 │ 7 │ 3.07 │ +0.656 │ 2.21 │ │
|
||||
│ 3 │ 2019-07-01→2020-07-01 │ 32 │ 1.60 │ +0.214 │ 3.80 │ 2020-07-01→2020-10-01 │ 14 │ 1.77 │ +0.235 │ 2.09 │ │
|
||||
│ 4 │ 2019-10-01→2020-10-01 │ 36 │ 2.03 │ +0.330 │ 2.21 │ 2020-10-01→2021-01-01 │ 3 │ 3.73 │ +0.935 │ 1.03 │ │
|
||||
│ 5 │ 2020-01-01→2021-01-01 │ 35 │ 2.30 │ +0.394 │ 2.21 │ 2021-01-01→2021-04-01 │ 2 │ 1.00 │ -0.001 │ 1.01 │ ⚠ PF<1 │
|
||||
│ 6 │ 2020-04-01→2021-04-01 │ 26 │ 2.25 │ +0.411 │ 2.21 │ 2021-04-01→2021-07-01 │ 4 │ 1.43 │ +0.219 │ 2.06 │ │
|
||||
│ 7 │ 2020-07-01→2021-07-01 │ 23 │ 1.83 │ +0.303 │ 2.09 │ 2021-07-01→2021-10-01 │ 5 │ 0.15 │ -0.535 │ 3.03 │ ⚠ PF<1 │
|
||||
│ 8 │ 2020-10-01→2021-10-01 │ 14 │ 1.14 │ +0.072 │ 3.59 │ 2021-10-01→2022-01-01 │ 4 │ 0.81 │ -0.017 │ 0.31 │ ⚠ PF<1 │
|
||||
│ 9 │ 2021-01-01→2022-01-01 │ 15 │ 0.71 │ -0.125 │ 3.72 │ 2022-01-01→2022-04-01 │ 5 │ 1.02 │ +0.009 │ 1.02 │ │
|
||||
│ 10 │ 2021-04-01→2022-04-01 │ 18 │ 0.76 │ -0.101 │ 4.42 │ 2022-04-01→2022-07-01 │ 5 │ 0.97 │ -0.012 │ 2.19 │ ⚠ PF<1 │
|
||||
│ 11 │ 2021-07-01→2022-07-01 │ 19 │ 0.64 │ -0.145 │ 5.10 │ 2022-07-01→2022-10-01 │ 7 │ 0.82 │ -0.058 │ 1.28 │ ⚠ PF<1 │
|
||||
│ 12 │ 2021-10-01→2022-10-01 │ 21 │ 0.93 │ -0.023 │ 2.28 │ 2022-10-01→2023-01-01 │ 5 │ 2.89 │ +0.382 │ 1.01 │ │
|
||||
│ 13 │ 2022-01-01→2023-01-01 │ 22 │ 1.20 │ +0.068 │ 2.29 │ 2023-01-01→2023-04-01 │ 8 │ 0.46 │ -0.276 │ 3.34 │ ⚠ PF<1 │
|
||||
│ 14 │ 2022-04-01→2023-04-01 │ 25 │ 0.92 │ -0.031 │ 3.34 │ 2023-04-01→2023-07-01 │ 2 │ 0.29 │ -0.362 │ 1.01 │ ⚠ PF<1 │
|
||||
│ 15 │ 2022-07-01→2023-07-01 │ 22 │ 0.83 │ -0.065 │ 4.07 │ 2023-07-01→2023-10-01 │ 0 │ — │ — │ — │ │
|
||||
│ 16 │ 2022-10-01→2023-10-01 │ 15 │ 0.83 │ -0.068 │ 4.07 │ 2023-10-01→2024-01-01 │ 12 │ 1.28 │ +0.102 │ 3.19 │ │
|
||||
│ 17 │ 2023-01-01→2024-01-01 │ 22 │ 0.82 │ -0.078 │ 4.29 │ 2024-01-01→2024-04-01 │ 6 │ 9.83 │ +1.512 │ 1.03 │ │
|
||||
│ 18 │ 2023-04-01→2024-04-01 │ 20 │ 2.49 │ +0.479 │ 3.19 │ 2024-04-01→2024-07-01 │ 6 │ 0.00 │ -0.690 │ 4.14 │ ⚠ PF<1 │
|
||||
│ 19 │ 2023-07-01→2024-07-01 │ 24 │ 1.65 │ +0.257 │ 4.14 │ 2024-07-01→2024-10-01 │ 8 │ 1.80 │ +0.251 │ 2.52 │ │
|
||||
│ 20 │ 2023-10-01→2024-10-01 │ 32 │ 1.68 │ +0.255 │ 4.40 │ 2024-10-01→2025-01-01 │ 8 │ 0.42 │ -0.298 │ 2.77 │ ⚠ PF<1 │
|
||||
│ 21 │ 2024-01-01→2025-01-01 │ 28 │ 1.39 │ +0.163 │ 4.90 │ 2025-01-01→2025-04-01 │ 18 │ 1.46 │ +0.080 │ 2.82 │ │
|
||||
│ 22 │ 2024-04-01→2025-04-01 │ 40 │ 0.78 │ -0.077 │ 5.39 │ 2025-04-01→2025-07-01 │ 6 │ 2.29 │ +0.215 │ 1.01 │ │
|
||||
│ 23 │ 2024-07-01→2025-07-01 │ 40 │ 1.22 │ +0.059 │ 3.50 │ 2025-07-01→2025-10-01 │ 9 │ 3.26 │ +0.522 │ 1.06 │ │
|
||||
│ 24 │ 2024-10-01→2025-10-01 │ 41 │ 1.49 │ +0.123 │ 3.25 │ 2025-10-01→2026-01-01 │ 12 │ 1.07 │ +0.025 │ 1.78 │ │
|
||||
│ 25 │ 2025-01-01→2026-01-01 │ 45 │ 1.74 │ +0.172 │ 2.82 │ 2026-01-01→2026-04-01 │ 14 │ 2.59 │ +0.583 │ 2.11 │ │
|
||||
│ 26 │ 2025-04-01→2026-04-01 │ 41 │ 2.17 │ +0.352 │ 3.60 │ 2026-04-01→2026-07-01 │ 7 │ 1.44 │ +0.168 │ 1.54 │ │
|
||||
└──────┴───────────────────────┴────┴──────┴────────┴──────┴───────────────────────┴────┴──────┴────────┴──────┴────────┘
|
||||
|
||||
── Aggregated out-of-sample (union of test folds, each trade once) ──
|
||||
┌────────────────────┬────────┐
|
||||
│ Metric │ Value │
|
||||
├────────────────────┼────────┤
|
||||
│ OOS trades │ 188 │
|
||||
│ Win rate │ 56.9% │
|
||||
│ Total R │ +33.31 │
|
||||
│ Expectancy / trade │ +0.177 │
|
||||
│ Profit factor │ 1.52 │
|
||||
│ Max DD (R) │ 5.66 │
|
||||
│ Folds flagged PF<1 │ 9 / 26 │
|
||||
└────────────────────┴────────┘
|
||||
|
||||
⚠ 9 fold(s) with out-of-sample PF < 1.0: fold 5, 7, 8, 10, 11, 13, 14, 18, 20
|
||||
══════════════════════════════════════════════════════════════════════════════
|
||||
|
||||
|
||||
══════════════════════════════════════════════════════════════════════════════
|
||||
TRADE REASONING (first 3 + last 3 of 217)
|
||||
══════════════════════════════════════════════════════════════════════════════
|
||||
|
||||
──────────────────────────────────────────────────────────────────────────────
|
||||
BUY XAU/USD @ 1323.40300 (Thu 2019-01-31 12:00 UTC)
|
||||
Strategy=GENERIC Quality=A Score=+41.7 Confidence=57 Regime=trending_up/high
|
||||
SL=1304.91068 TP1=1332.64916 RR=0.50 (185pip risk → 92pip target)
|
||||
Indicator agreement: 5/7 agree, 1 oppose, 1 neutral
|
||||
┌───────────┬────────────┬────────┬──────┬─────┬────────┬──────────────────────────────────────────┐
|
||||
│ Indicator │ Signal │ Value │ Conf │ Wt │ vs Dir │ Description │
|
||||
├───────────┼────────────┼────────┼──────┼─────┼────────┼──────────────────────────────────────────┤
|
||||
│ ema_trend │ STRONG_BUY │ 1.000 │ 90 │ 1.0 │ ✓ │ EMA alignment: 4/4 │
|
||||
│ rsi │ NEUTRAL │ 80.686 │ 30 │ 1.5 │ · │ RSI 80.7 — Extended in uptrend, wait for │
|
||||
│ bollinger │ SELL │ 0.948 │ 45 │ 1.5 │ ✗ │ Price near upper BB (0.95) │
|
||||
│ adx │ BUY │ 47.976 │ 70 │ 0.5 │ ✓ │ ADX 48.0 (Strong bullish) | +DI=34.6 -DI │
|
||||
│ macd │ STRONG_BUY │ 0.532 │ 60 │ 1.5 │ ✓ │ MACD histogram accelerating ↑ │
|
||||
│ roc │ BUY │ 0.942 │ 59 │ 1.5 │ ✓ │ ROC +0.94% — Rising momentum │
|
||||
│ keltner │ BUY │ 12.122 │ 65 │ 1.5 │ ✓ │ Price above Keltner upper — strong uptre │
|
||||
└───────────┴────────────┴────────┴──────┴─────┴────────┴──────────────────────────────────────────┘
|
||||
Entry reasons:
|
||||
• STRONG: EMA Trend: EMA alignment: 4/4
|
||||
• ADX: ADX 48.0 (Strong bullish) | +DI=34.6 -DI=8.1 | Trend strengthening (slope +4.9)
|
||||
• STRONG: MACD: MACD histogram accelerating ↑
|
||||
• ROC: ROC +0.94% — Rising momentum
|
||||
• Keltner: Price above Keltner upper — strong uptrend continuation
|
||||
Warnings at entry:
|
||||
⚠ FAR FROM EMA200 (3.31%) — over-extended
|
||||
⚠ TREND EXHAUSTION — price extended >3.5 ATR past swing low
|
||||
⚠ NO PULLBACK — price 3.0 ATR from EMA21
|
||||
⚠ Extended — RSI 81 in uptrend
|
||||
⚠ SPREAD GATE: target $4.21 < $9.00 minimum — costs would eat the edge
|
||||
→ EXIT: SL @ 1304.91068 after 29 bars (Thu 2019-02-07 00:00 UTC) → R=-1.04
|
||||
MFE / MAE: 0.16R / 1.07R
|
||||
|
||||
──────────────────────────────────────────────────────────────────────────────
|
||||
BUY XAU/USD @ 1324.94000 (Mon 2019-02-18 12:00 UTC)
|
||||
Strategy=GENERIC Quality=A Score=+32.4 Confidence=66 Regime=transitioning/high
|
||||
SL=1303.96301 TP1=1335.42849 RR=0.50 (210pip risk → 105pip target)
|
||||
Indicator agreement: 6/9 agree, 1 oppose, 2 neutral
|
||||
┌─────────────┬────────────┬────────┬──────┬─────┬────────┬──────────────────────────────────────────┐
|
||||
│ Indicator │ Signal │ Value │ Conf │ Wt │ vs Dir │ Description │
|
||||
├─────────────┼────────────┼────────┼──────┼─────┼────────┼──────────────────────────────────────────┤
|
||||
│ ema_trend │ STRONG_BUY │ 1.000 │ 90 │ 1.0 │ ✓ │ EMA alignment: 4/4 │
|
||||
│ rsi │ NEUTRAL │ 64.757 │ 30 │ 1.5 │ · │ RSI 64.8 — No RSI edge while trend forms │
|
||||
│ bollinger │ SELL │ 0.932 │ 45 │ 1.5 │ ✗ │ Price near upper BB (0.93) │
|
||||
│ adx │ NEUTRAL │ 20.388 │ 55 │ 0.5 │ · │ ADX 20.4 (Weak/Ranging bullish) | +DI=26 │
|
||||
│ macd │ STRONG_BUY │ 1.258 │ 76 │ 1.5 │ ✓ │ MACD histogram accelerating ↑ │
|
||||
│ roc │ BUY │ 0.988 │ 60 │ 1.5 │ ✓ │ ROC +0.99% — Rising momentum │
|
||||
│ keltner │ BUY │ 8.172 │ 65 │ 1.5 │ ✓ │ Price above Keltner upper — strong uptre │
|
||||
│ divergence │ BUY │ 1.000 │ 70 │ 1.5 │ ✓ │ Bullish RSI divergence (reversal warning │
|
||||
│ candlestick │ BUY │ 1.000 │ 50 │ 1.0 │ ✓ │ Bullish Engulfing │
|
||||
└─────────────┴────────────┴────────┴──────┴─────┴────────┴──────────────────────────────────────────┘
|
||||
Entry reasons:
|
||||
• STRONG: EMA Trend: EMA alignment: 4/4
|
||||
• STRONG: MACD: MACD histogram accelerating ↑
|
||||
• ROC: ROC +0.99% — Rising momentum
|
||||
• Keltner: Price above Keltner upper — strong uptrend continuation
|
||||
• Divergence: Bullish RSI divergence (reversal warning)
|
||||
Warnings at entry:
|
||||
⚠ TREND EXHAUSTION — price extended >3.5 ATR past swing low
|
||||
⚠ SPREAD GATE: target $5.85 < $9.00 minimum — costs would eat the edge
|
||||
→ EXIT: TRAIL @ 1331.00026 after 19 bars (Thu 2019-02-21 12:00 UTC) → R=+0.26
|
||||
MFE / MAE: 1.04R / 0.09R
|
||||
|
||||
──────────────────────────────────────────────────────────────────────────────
|
||||
BUY XAU/USD @ 1325.94200 (Tue 2019-02-19 08:00 UTC)
|
||||
Strategy=GENERIC Quality=C Score=+25.3 Confidence=55 Regime=trending_up/low
|
||||
SL=1304.54587 TP1=1336.64007 RR=0.50 (214pip risk → 107pip target)
|
||||
Indicator agreement: 5/8 agree, 0 oppose, 3 neutral
|
||||
┌────────────┬────────────┬────────┬──────┬─────┬────────┬──────────────────────────────────────────┐
|
||||
│ Indicator │ Signal │ Value │ Conf │ Wt │ vs Dir │ Description │
|
||||
├────────────┼────────────┼────────┼──────┼─────┼────────┼──────────────────────────────────────────┤
|
||||
│ ema_trend │ STRONG_BUY │ 1.000 │ 90 │ 1.0 │ ✓ │ EMA alignment: 4/4 │
|
||||
│ rsi │ BUY │ 64.108 │ 50 │ 1.5 │ ✓ │ RSI 64.1 — Momentum ok in uptrend │
|
||||
│ bollinger │ NEUTRAL │ 0.777 │ 30 │ 1.5 │ · │ Price mid-band (0.78) │
|
||||
│ adx │ BUY │ 26.319 │ 70 │ 0.5 │ ✓ │ ADX 26.3 (Strong bullish) | +DI=24.7 -DI │
|
||||
│ macd │ NEUTRAL │ 0.619 │ 35 │ 1.5 │ · │ MACD histogram positive but fading │
|
||||
│ roc │ NEUTRAL │ 0.342 │ 30 │ 1.5 │ · │ ROC +0.34% — No clear momentum │
|
||||
│ keltner │ BUY │ 5.580 │ 65 │ 1.5 │ ✓ │ Price above Keltner upper — strong uptre │
|
||||
│ divergence │ BUY │ 1.000 │ 70 │ 1.5 │ ✓ │ Bullish RSI divergence (reversal warning │
|
||||
└────────────┴────────────┴────────┴──────┴─────┴────────┴──────────────────────────────────────────┘
|
||||
Entry reasons:
|
||||
• STRONG: EMA Trend: EMA alignment: 4/4
|
||||
• RSI: RSI 64.1 — Momentum ok in uptrend
|
||||
• ADX: ADX 26.3 (Strong bullish) | +DI=24.7 -DI=15.2 | Trend strengthening (slope +5.9)
|
||||
• Keltner: Price above Keltner upper — strong uptrend continuation
|
||||
• Divergence: Bullish RSI divergence (reversal warning)
|
||||
Warnings at entry:
|
||||
⚠ Low volatility — potential for breakout
|
||||
⚠ TREND EXHAUSTION — price extended >3.5 ATR past swing low
|
||||
→ EXIT: TRAIL @ 1330.68590 after 14 bars (Thu 2019-02-21 12:00 UTC) → R=+0.19
|
||||
MFE / MAE: 0.97R / 0.01R
|
||||
|
||||
──────────────────────────────────────────────────────────────────────────────
|
||||
SELL XAU/USD @ 3987.88500 (Thu 2026-06-25 08:00 UTC)
|
||||
Strategy=GENERIC Quality=B Score=-33.7 Confidence=55 Regime=trending_down/high
|
||||
SL=4266.18591 TP1=3848.73454 RR=0.50 (2783pip risk → 1392pip target)
|
||||
Indicator agreement: 4/7 agree, 1 oppose, 2 neutral
|
||||
┌───────────┬─────────────┬─────────┬──────┬─────┬────────┬──────────────────────────────────────────┐
|
||||
│ Indicator │ Signal │ Value │ Conf │ Wt │ vs Dir │ Description │
|
||||
├───────────┼─────────────┼─────────┼──────┼─────┼────────┼──────────────────────────────────────────┤
|
||||
│ ema_trend │ STRONG_SELL │ -1.000 │ 90 │ 1.0 │ ✓ │ EMA alignment: -4/4 │
|
||||
│ rsi │ NEUTRAL │ 28.940 │ 30 │ 1.5 │ · │ RSI 28.9 — Extended in downtrend, wait f │
|
||||
│ bollinger │ BUY │ 0.119 │ 45 │ 1.5 │ ✗ │ Price near lower BB (0.12) │
|
||||
│ adx │ SELL │ 40.826 │ 70 │ 0.5 │ ✓ │ ADX 40.8 (Strong bearish) | +DI=6.8 -DI= │
|
||||
│ macd │ NEUTRAL │ -8.951 │ 35 │ 1.5 │ · │ MACD histogram negative but fading │
|
||||
│ roc │ STRONG_SELL │ -3.645 │ 78 │ 1.5 │ ✓ │ ROC -3.65% — Strong bearish momentum │
|
||||
│ keltner │ SELL │ -94.850 │ 65 │ 1.5 │ ✓ │ Price below Keltner lower — strong downt │
|
||||
└───────────┴─────────────┴─────────┴──────┴─────┴────────┴──────────────────────────────────────────┘
|
||||
Entry reasons:
|
||||
• STRONG: EMA Trend: EMA alignment: -4/4
|
||||
• ADX: ADX 40.8 (Strong bearish) | +DI=6.8 -DI=33.5 | Trend strengthening (slope +10.7)
|
||||
• STRONG: ROC: ROC -3.65% — Strong bearish momentum
|
||||
• Keltner: Price below Keltner lower — strong downtrend continuation
|
||||
Warnings at entry:
|
||||
⚠ FAR FROM EMA200 (8.60%) — over-extended
|
||||
⚠ TREND EXHAUSTION — price extended >3.5 ATR past swing high
|
||||
⚠ Weak pullback — price 2.2 ATR from EMA21
|
||||
⚠ Extended — RSI 29 in downtrend
|
||||
→ EXIT: SL @ 4266.18591 after 182 bars (Wed 2026-08-05 16:00 UTC) → R=-1.00
|
||||
MFE / MAE: 0.16R / 1.01R
|
||||
|
||||
──────────────────────────────────────────────────────────────────────────────
|
||||
BUY XAU/USD @ 4071.19500 (Tue 2026-07-21 08:00 UTC)
|
||||
Strategy=GENERIC Quality=B Score=+30.5 Confidence=53 Regime=ranging/low
|
||||
SL=3987.03252 TP1=4116.76872 RR=0.54 (842pip risk → 456pip target)
|
||||
Indicator agreement: 4/8 agree, 2 oppose, 2 neutral
|
||||
┌────────────┬────────────┬────────┬──────┬─────┬────────┬──────────────────────────────────────────┐
|
||||
│ Indicator │ Signal │ Value │ Conf │ Wt │ vs Dir │ Description │
|
||||
├────────────┼────────────┼────────┼──────┼─────┼────────┼──────────────────────────────────────────┤
|
||||
│ ema_trend │ NEUTRAL │ 0.000 │ 50 │ 1.0 │ · │ EMA alignment: 0/4 | Golden cross (fast/ │
|
||||
│ rsi │ SELL │ 61.985 │ 45 │ 1.5 │ ✗ │ RSI 62.0 — Upper range zone │
|
||||
│ bollinger │ SELL │ 1.164 │ 65 │ 1.5 │ ✗ │ Price above upper BB (1.16) │
|
||||
│ adx │ NEUTRAL │ 18.223 │ 40 │ 0.5 │ · │ ADX 18.2 (Weak/Ranging bullish) | +DI=30 │
|
||||
│ macd │ STRONG_BUY │ 7.598 │ 80 │ 1.5 │ ✓ │ MACD histogram accelerating ↑ │
|
||||
│ roc │ BUY │ 1.389 │ 64 │ 1.5 │ ✓ │ ROC +1.39% — Rising momentum │
|
||||
│ keltner │ STRONG_BUY │ 46.392 │ 80 │ 1.5 │ ✓ │ Keltner SQUEEZE RELEASED — bullish break │
|
||||
│ divergence │ BUY │ 1.000 │ 70 │ 1.5 │ ✓ │ Bullish MACD divergence (reversal warnin │
|
||||
└────────────┴────────────┴────────┴──────┴─────┴────────┴──────────────────────────────────────────┘
|
||||
Entry reasons:
|
||||
• STRONG: MACD: MACD histogram accelerating ↑
|
||||
• ROC: ROC +1.39% — Rising momentum
|
||||
• STRONG: Keltner: Keltner SQUEEZE RELEASED — bullish breakout
|
||||
• Divergence: Bullish MACD divergence (reversal warning)
|
||||
Warnings at entry:
|
||||
⚠ Low volatility — potential for breakout
|
||||
→ EXIT: TRAIL @ 4103.00814 after 12 bars (Thu 2026-07-23 04:00 UTC) → R=+0.37
|
||||
MFE / MAE: 1.13R / 0.31R
|
||||
|
||||
──────────────────────────────────────────────────────────────────────────────
|
||||
BUY XAU/USD @ 4170.80000 (Wed 2026-08-05 08:00 UTC)
|
||||
Strategy=GENERIC Quality=B Score=+29.7 Confidence=75 Regime=ranging/high
|
||||
SL=3988.67665 TP1=4261.86167 RR=0.50 (1821pip risk → 911pip target)
|
||||
Indicator agreement: 5/8 agree, 2 oppose, 1 neutral
|
||||
┌────────────┬────────────┬────────┬──────┬─────┬────────┬──────────────────────────────────────────┐
|
||||
│ Indicator │ Signal │ Value │ Conf │ Wt │ vs Dir │ Description │
|
||||
├────────────┼────────────┼────────┼──────┼─────┼────────┼──────────────────────────────────────────┤
|
||||
│ ema_trend │ BUY │ 0.500 │ 65 │ 1.0 │ ✓ │ EMA alignment: 2/4 | Ribbon COMPRESSED ( │
|
||||
│ rsi │ SELL │ 71.086 │ 70 │ 1.5 │ ✗ │ RSI 71.1 — Overbought in range │
|
||||
│ bollinger │ SELL │ 1.339 │ 65 │ 1.5 │ ✗ │ Price above upper BB (1.34) │
|
||||
│ adx │ NEUTRAL │ 15.866 │ 40 │ 0.5 │ · │ ADX 15.9 (Weak/Ranging bullish) | +DI=36 │
|
||||
│ macd │ STRONG_BUY │ 9.927 │ 80 │ 1.5 │ ✓ │ MACD histogram accelerating ↑ │
|
||||
│ roc │ STRONG_BUY │ 3.337 │ 77 │ 1.5 │ ✓ │ ROC +3.34% — Strong momentum acceleratio │
|
||||
│ keltner │ STRONG_BUY │ 89.942 │ 80 │ 1.5 │ ✓ │ Keltner SQUEEZE RELEASED — bullish break │
|
||||
│ divergence │ BUY │ 1.000 │ 70 │ 1.5 │ ✓ │ Bullish MACD divergence (reversal warnin │
|
||||
└────────────┴────────────┴────────┴──────┴─────┴────────┴──────────────────────────────────────────┘
|
||||
Entry reasons:
|
||||
• EMA Trend: EMA alignment: 2/4 | Ribbon COMPRESSED (trend change imminent)
|
||||
• STRONG: MACD: MACD histogram accelerating ↑
|
||||
• STRONG: ROC: ROC +3.34% — Strong momentum acceleration
|
||||
• STRONG: Keltner: Keltner SQUEEZE RELEASED — bullish breakout
|
||||
• Divergence: Bullish MACD divergence (reversal warning)
|
||||
Warnings at entry:
|
||||
⚠ TREND EXHAUSTION — price extended >3.5 ATR past swing low
|
||||
→ EXIT: TIMEOUT @ 4252.42500 after 10 bars (Thu 2026-08-06 20:00 UTC) → R=+0.44
|
||||
MFE / MAE: 0.73R / 0.11R
|
||||
Reference in New Issue
Block a user