← backtests · 09-16 20:50Z · MOCK data

robustness cmd.macro_event XAUUSD

Scenariosscore 0.04 · INCONCLUSIVE

Scenario	Trades	Exp R	PF
baseline	21	−0.202	0.59
costs: spread x2.0	21	−0.216	0.57
costs: spread x3.0	21	−0.230	0.55
costs: slippage x2.0	21	−0.222	0.57
costs: slippage x4.0	21	−0.265	0.51
costs: commission x2.0	21	−0.223	0.56
execution delay +1 bar(s)	21	−0.191	0.69
execution delay +2 bar(s)	21	−0.133	0.68
missing data 2%	22	−0.326	0.43
missing data 5%	20	−0.215	0.62
param gold_combo_min x0.8	25	−0.127	0.64
param gold_combo_min x1.2	17	+0.097	1.24
param oil_infl_min x0.8	21	−0.202	0.59
param oil_infl_min x1.2	21	−0.202	0.59
param oil_growth_min x0.8	21	−0.202	0.59
param oil_growth_min x1.2	21	−0.202	0.59
param event_move_mult x0.8	24	−0.503	0.36
param event_move_mult x1.2	19	−0.121	0.70
param stop_atr x0.8	22	−0.153	0.72
param stop_atr x1.2	21	−0.172	0.61
param target_r x0.8	21	−0.164	0.70
param target_r x1.2	22	−0.268	0.47
volatility x1.5 (MOCK world regenerated)	23	−0.173	0.66

Monte Carlotrade bootstrap and order permutation