Backtests
Isolated and portfolio backtests, walk-forward studies (train → validate → out-of-sample → roll) and robustness analyses. All results on MOCK data demonstrate the machinery, not edge.
| Created | Kind | Strategy | Instrument | Trades | Exp R | PF | Return | Max DD | Verdict | Secs |
|---|---|---|---|---|---|---|---|---|---|---|
| 09-16 21:09Z | isolated | fx.macro_regime | EURUSD | 7 | −0.027 | 0.80 | −0.08% | 0.34% | 0.8 | |
| 09-16 21:09Z | isolated | fx.breakout | EURUSD | 6 | −0.154 | 0.52 | −0.31% | 0.76% | 0.8 | |
| 09-16 20:53Z | walk forward | crypto.market_structure | ETHUSD | 56 | −0.131 | 0.67 | — | — | — | |
| 09-16 20:53Z | walk forward | crypto.market_structure | BTCUSD | 18 | −0.178 | 0.58 | — | — | — | |
| 09-16 20:52Z | walk forward | crypto.regime | ETHUSD | 7 | −0.395 | 0.00 | — | — | — | |
| 09-16 20:52Z | isolated | crypto.market_structure | ETHUSD | 224 | −0.038 | 0.93 | −1.96% | 6.55% | 12.7 | |
| 09-16 20:52Z | isolated | crypto.market_structure | BTCUSD | 210 | −0.136 | 0.74 | −7.28% | 8.94% | 14.0 | |
| 09-16 20:51Z | walk forward | crypto.volatility | ETHUSD | 14 | −0.214 | 0.68 | — | — | — | |
| 09-16 20:51Z | walk forward | crypto.regime | BTCUSD | 0 | — | — | — | — | — | |
| 09-16 20:51Z | walk forward | crypto.volatility | BTCUSD | 17 | −0.151 | 0.57 | — | — | — | |
| 09-16 20:51Z | isolated | crypto.regime | ETHUSD | 78 | −0.065 | 0.66 | −1.84% | 2.24% | 8.1 | |
| 09-16 20:51Z | walk forward | crypto.momentum | ETHUSD | 13 | −0.113 | 0.83 | — | — | — | |
| 09-16 20:51Z | isolated | crypto.regime | BTCUSD | 80 | −0.118 | 0.54 | −3.09% | 4.07% | 5.9 | |
| 09-16 20:51Z | walk forward | crypto.momentum | BTCUSD | 23 | −0.081 | 0.87 | — | — | — | |
| 09-16 20:50Z | isolated | crypto.volatility | ETHUSD | 141 | +0.035 | 1.12 | +1.89% | 3.95% | 6.9 | |
| 09-16 20:50Z | isolated | crypto.volatility | BTCUSD | 131 | −0.211 | 0.60 | −7.69% | 8.88% | 7.4 | |
| 09-16 20:50Z | isolated | crypto.momentum | ETHUSD | 80 | −0.195 | 0.68 | −4.28% | 4.56% | 6.2 | |
| 09-16 20:50Z | walk forward | cmd.macro_event | WTI | 7 | −0.235 | 0.35 | — | — | — | |
| 09-16 20:50Z | robustness | cmd.macro_event | XAUUSD | 0 | — | — | — | — | INCONCLUSIVE | — |
| 09-16 20:50Z | walk forward | crypto.trend | ETHUSD | 0 | — | — | — | — | — | |
| 09-16 20:50Z | isolated | crypto.momentum | BTCUSD | 77 | −0.052 | 0.93 | −0.67% | 2.29% | 5.0 | |
| 09-16 20:50Z | walk forward | crypto.trend | BTCUSD | 2 | −0.787 | 0.00 | — | — | — | |
| 09-16 20:50Z | isolated | crypto.trend | ETHUSD | 41 | +0.052 | 1.10 | +0.49% | 2.90% | 4.2 | |
| 09-16 20:49Z | robustness | cmd.breakout | XAUUSD | 0 | — | — | — | — | ROBUST | — |
| 09-16 20:49Z | walk forward | cmd.macro_event | XAUUSD | 10 | +0.446 | 2.80 | — | — | — | |
| 09-16 20:49Z | isolated | cmd.macro_event | WTI | 77 | −0.035 | 0.97 | −0.27% | 2.81% | 7.2 | |
| 09-16 20:49Z | isolated | crypto.trend | BTCUSD | 46 | −0.097 | 0.78 | −1.22% | 2.70% | 5.1 | |
| 09-16 20:49Z | walk forward | cmd.breakout | WTI | 43 | −0.029 | 0.88 | — | — | — | |
| 09-16 20:49Z | robustness | cmd.momentum | WTI | 0 | — | — | — | — | INCONCLUSIVE | — |
| 09-16 20:49Z | walk forward | cmd.breakout | XAUUSD | 39 | +0.170 | 1.57 | — | — | — | |
| 09-16 20:49Z | isolated | cmd.macro_event | XAUUSD | 69 | −0.327 | 0.49 | −6.76% | 7.60% | 6.8 | |
| 09-16 20:49Z | walk forward | cmd.momentum | WTI | 2 | +0.700 | 2.71 | — | — | — | |
| 09-16 20:48Z | walk forward | cmd.momentum | XAUUSD | 14 | −0.169 | 0.82 | — | — | — | |
| 09-16 20:48Z | isolated | cmd.breakout | WTI | 92 | −0.037 | 0.89 | −1.22% | 3.25% | 5.7 | |
| 09-16 20:48Z | isolated | cmd.breakout | XAUUSD | 97 | +0.084 | 1.23 | +2.56% | 2.50% | 5.3 | |
| 09-16 20:48Z | isolated | cmd.momentum | WTI | 41 | +0.009 | 1.01 | +0.04% | 2.47% | 3.1 | |
| 09-16 20:48Z | walk forward | fx.macro_regime | AUDUSD | 0 | — | — | — | — | — | |
| 09-16 20:48Z | walk forward | cmd.trend | WTI | 0 | — | — | — | — | — | |
| 09-16 20:48Z | walk forward | cmd.trend | XAUUSD | 0 | — | — | — | — | — | |
| 09-16 20:48Z | isolated | cmd.momentum | XAUUSD | 62 | −0.021 | 1.02 | +0.24% | 5.50% | 8.7 | |
| 09-16 20:47Z | walk forward | fx.macro_regime | USDJPY | 0 | — | — | — | — | — | |
| 09-16 20:47Z | isolated | cmd.trend | WTI | 27 | −0.009 | 0.97 | −0.09% | 1.30% | 4.1 | |
| 09-16 20:47Z | isolated | cmd.trend | XAUUSD | 27 | +0.160 | 1.49 | +1.59% | 1.46% | 4.0 | |
| 09-16 20:47Z | isolated | fx.macro_regime | AUDUSD | 39 | −0.076 | 0.77 | −0.78% | 1.56% | 4.3 | |
| 09-16 20:47Z | walk forward | fx.macro_regime | EURUSD | 0 | — | — | — | — | — | |
| 09-16 20:47Z | walk forward | fx.macro_regime | GBPUSD | 0 | — | — | — | — | — | |
| 09-16 20:47Z | walk forward | fx.mean_reversion | AUDUSD | 0 | — | — | — | — | — | |
| 09-16 20:47Z | isolated | fx.macro_regime | USDJPY | 7 | +0.264 | 2.63 | +0.61% | 0.61% | 3.1 | |
| 09-16 20:47Z | walk forward | fx.mean_reversion | USDJPY | 0 | — | — | — | — | — | |
| 09-16 20:47Z | isolated | fx.macro_regime | GBPUSD | 23 | −0.196 | 0.36 | −1.46% | 2.35% | 3.7 | |
| 09-16 20:47Z | isolated | fx.macro_regime | EURUSD | 27 | +0.144 | 1.70 | +1.23% | 1.25% | 3.6 | |
| 09-16 20:47Z | isolated | fx.mean_reversion | AUDUSD | 3 | −2.398 | 0.00 | −2.42% | 2.53% | 2.6 | |
| 09-16 20:47Z | robustness | fx.breakout | GBPUSD | 0 | — | — | — | — | INCONCLUSIVE | — |
| 09-16 20:47Z | walk forward | fx.mean_reversion | GBPUSD | 0 | — | — | — | — | — | |
| 09-16 20:47Z | walk forward | fx.mean_reversion | EURUSD | 0 | — | — | — | — | — | |
| 09-16 20:47Z | isolated | fx.mean_reversion | USDJPY | 4 | −1.427 | 0.00 | −1.71% | 1.92% | 3.3 | |
| 09-16 20:46Z | robustness | fx.breakout | EURUSD | 0 | — | — | — | — | INCONCLUSIVE | — |
| 09-16 20:46Z | isolated | fx.mean_reversion | GBPUSD | 4 | +0.236 | 1.67 | +0.38% | 0.84% | 3.7 | |
| 09-16 20:46Z | isolated | fx.mean_reversion | EURUSD | 6 | −0.829 | 0.14 | −1.46% | 1.72% | 2.9 | |
| 09-16 20:46Z | walk forward | fx.breakout | AUDUSD | 0 | — | — | — | — | — | |
| 09-16 20:46Z | walk forward | fx.breakout | GBPUSD | 18 | +0.120 | 1.29 | — | — | — | |
| 09-16 20:46Z | walk forward | fx.breakout | USDJPY | 4 | −0.667 | 0.00 | — | — | — | |
| 09-16 20:46Z | walk forward | fx.breakout | EURUSD | 5 | +0.102 | 1.31 | — | — | — | |
| 09-16 20:45Z | isolated | fx.breakout | AUDUSD | 36 | −0.013 | 0.99 | −0.04% | 1.72% | 3.7 | |
| 09-16 20:45Z | isolated | fx.breakout | USDJPY | 32 | +0.098 | 1.34 | +1.14% | 2.43% | 3.7 | |
| 09-16 20:45Z | isolated | fx.breakout | GBPUSD | 49 | −0.167 | 0.66 | −2.54% | 5.43% | 4.5 | |
| 09-16 20:45Z | robustness | fx.momentum | AUDUSD | 0 | — | — | — | — | INCONCLUSIVE | — |
| 09-16 20:45Z | robustness | fx.momentum | GBPUSD | 0 | — | — | — | — | INCONCLUSIVE | — |
| 09-16 20:45Z | isolated | fx.breakout | EURUSD | 36 | −0.094 | 0.67 | −1.26% | 2.10% | 3.7 | |
| 09-16 20:45Z | robustness | fx.momentum | EURUSD | 0 | — | — | — | — | INCONCLUSIVE | — |
| 09-16 20:45Z | robustness | fx.momentum | USDJPY | 0 | — | — | — | — | INCONCLUSIVE | — |
| 09-16 20:44Z | walk forward | fx.momentum | AUDUSD | 8 | +0.047 | 1.17 | — | — | — | |
| 09-16 20:44Z | walk forward | fx.momentum | GBPUSD | 20 | +0.121 | 1.30 | — | — | — | |
| 09-16 20:44Z | walk forward | fx.momentum | EURUSD | 13 | +0.188 | 1.53 | — | — | — | |
| 09-16 20:44Z | walk forward | fx.momentum | USDJPY | 13 | +0.141 | 1.36 | — | — | — | |
| 09-16 20:44Z | isolated | fx.momentum | AUDUSD | 48 | +0.210 | 1.35 | +2.69% | 3.21% | 4.3 | |
| 09-16 20:44Z | isolated | fx.momentum | GBPUSD | 54 | +0.019 | 1.06 | +0.46% | 3.44% | 4.4 | |
| 09-16 20:44Z | isolated | fx.momentum | USDJPY | 39 | −0.077 | 0.90 | −0.94% | 3.91% | 3.3 | |
| 09-16 20:44Z | isolated | fx.momentum | EURUSD | 59 | −0.124 | 0.80 | −2.19% | 4.96% | 4.8 | |
| 09-16 20:44Z | walk forward | fx.trend_following | USDJPY | 10 | −0.341 | 0.19 | — | — | — | |
| 09-16 20:44Z | walk forward | fx.trend_following | EURUSD | 3 | −0.501 | 0.13 | — | — | — | |
| 09-16 20:44Z | walk forward | fx.trend_following | AUDUSD | 0 | — | — | — | — | — | |
| 09-16 20:44Z | walk forward | fx.trend_following | GBPUSD | 0 | — | — | — | — | — | |
| 09-16 20:43Z | isolated | fx.trend_following | USDJPY | 32 | −0.178 | 0.66 | −1.72% | 2.20% | 2.9 | |
| 09-16 20:43Z | isolated | fx.trend_following | EURUSD | 24 | −0.047 | 0.92 | −0.33% | 2.22% | 2.7 | |
| 09-16 20:43Z | isolated | fx.trend_following | AUDUSD | 20 | +0.235 | 2.05 | +1.79% | 0.93% | 2.6 | |
| 09-16 20:43Z | isolated | fx.trend_following | GBPUSD | 23 | +0.019 | 1.13 | +0.45% | 1.65% | 2.6 |