← backtests · 09-16 20:44Z · MOCK data
walk-forward fx.momentum GBPUSD
walk forward fx.momentum GBPUSD
Traded / total5 / 10
Trades · exp R20 · +0.121
Mean exp R+0.832
Modal share0.40embargo 72h
| # | Train | Validation | OOS | Chosen params | Train R | Val R | OOS trades | OOS R |
|---|---|---|---|---|---|---|---|---|
| 0 | 2024-05-01 → 2024-11-01 | 2024-11-04 → 2025-01-04 | 2025-01-07 → 2025-03-07 | none qualified | — | — | 0 | — |
| 1 | 2024-07-01 → 2025-01-01 | 2025-01-04 → 2025-03-04 | 2025-03-07 → 2025-05-07 | none qualified | — | — | 0 | — |
| 2 | 2024-09-01 → 2025-03-01 | 2025-03-04 → 2025-05-04 | 2025-05-07 → 2025-07-07 | none qualified | — | — | 0 | — |
| 3 | 2024-11-01 → 2025-05-01 | 2025-05-04 → 2025-07-04 | 2025-07-07 → 2025-09-07 | {"target_r":2.5,"mom_threshold":1.75} | +0.42 | +0.78 | 3 | −0.03 |
| 4 | 2025-01-01 → 2025-07-01 | 2025-07-04 → 2025-09-04 | 2025-09-07 → 2025-11-07 | {"target_r":2.5,"mom_threshold":1.25} | +0.06 | +1.28 | 4 | −0.23 |
| 5 | 2025-03-01 → 2025-09-01 | 2025-09-04 → 2025-11-04 | 2025-11-07 → 2026-01-07 | none qualified | — | — | 0 | — |
| 6 | 2025-05-01 → 2025-11-01 | 2025-11-04 → 2026-01-04 | 2026-01-07 → 2026-03-07 | {"target_r":1.5,"mom_threshold":1.25} | +0.54 | +1.13 | 4 | +0.68 |
| 7 | 2025-07-01 → 2026-01-01 | 2026-01-04 → 2026-03-04 | 2026-03-07 → 2026-05-07 | {"target_r":1.5,"mom_threshold":1.25} | +0.81 | +0.46 | 7 | +0.06 |
| 8 | 2025-09-01 → 2026-03-01 | 2026-03-04 → 2026-05-04 | 2026-05-07 → 2026-07-07 | {"target_r":2.5,"mom_threshold":1.25} | +0.64 | +0.51 | 2 | +0.12 |
| 9 | 2025-11-01 → 2026-05-01 | 2026-05-04 → 2026-07-04 | 2026-07-07 → 2026-09-07 | none qualified | — | — | 0 | — |