← backtests · 09-16 20:49Z · MOCK data
walk-forward cmd.breakout WTI
walk forward cmd.breakout WTI
Traded / total6 / 10
Trades · exp R43 · −0.029
Mean exp R+0.368
Modal share0.67embargo 96h
| # | Train | Validation | OOS | Chosen params | Train R | Val R | OOS trades | OOS R |
|---|---|---|---|---|---|---|---|---|
| 0 | 2024-05-01 → 2024-11-01 | 2024-11-05 → 2025-01-05 | 2025-01-09 → 2025-03-09 | {"channel":55,"min_volume_z":1.5} | +0.07 | +0.08 | 4 | −0.48 |
| 1 | 2024-07-01 → 2025-01-01 | 2025-01-05 → 2025-03-05 | 2025-03-09 → 2025-05-09 | none qualified | — | — | 0 | — |
| 2 | 2024-09-01 → 2025-03-01 | 2025-03-05 → 2025-05-05 | 2025-05-09 → 2025-07-09 | {"channel":55,"min_volume_z":0.5} | +0.20 | +0.21 | 7 | +0.53 |
| 3 | 2024-11-01 → 2025-05-01 | 2025-05-05 → 2025-07-05 | 2025-07-09 → 2025-09-09 | {"channel":55,"min_volume_z":0.5} | +0.19 | +0.69 | 8 | −0.60 |
| 4 | 2025-01-01 → 2025-07-01 | 2025-07-05 → 2025-09-05 | 2025-09-09 → 2025-11-09 | {"channel":20,"min_volume_z":0.5} | +0.35 | +0.07 | 9 | +0.68 |
| 5 | 2025-03-01 → 2025-09-01 | 2025-09-05 → 2025-11-05 | 2025-11-09 → 2026-01-09 | {"channel":55,"min_volume_z":0.5} | +0.12 | +0.70 | 8 | −0.34 |
| 6 | 2025-05-01 → 2025-11-01 | 2025-11-05 → 2026-01-05 | 2026-01-09 → 2026-03-09 | none qualified | — | — | 0 | — |
| 7 | 2025-07-01 → 2026-01-01 | 2026-01-05 → 2026-03-05 | 2026-03-09 → 2026-05-09 | none qualified | — | — | 0 | — |
| 8 | 2025-09-01 → 2026-03-01 | 2026-03-05 → 2026-05-05 | 2026-05-09 → 2026-07-09 | {"channel":55,"min_volume_z":0.5} | +0.13 | +0.45 | 7 | −0.22 |
| 9 | 2025-11-01 → 2026-05-01 | 2026-05-05 → 2026-07-05 | 2026-07-09 → 2026-09-09 | none qualified | — | — | 0 | — |