← backtests · 09-16 20:49Z · MOCK data
walk-forward cmd.breakout XAUUSD
walk forward cmd.breakout XAUUSD
Traded / total6 / 10
Trades · exp R39 · +0.170
Mean exp R+0.283
Modal share0.83embargo 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 | none qualified | — | — | 0 | — |
| 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":20,"min_volume_z":1.5} | +0.17 | +0.10 | 5 | −0.38 |
| 3 | 2024-11-01 → 2025-05-01 | 2025-05-05 → 2025-07-05 | 2025-07-09 → 2025-09-09 | none qualified | — | — | 0 | — |
| 4 | 2025-01-01 → 2025-07-01 | 2025-07-05 → 2025-09-05 | 2025-09-09 → 2025-11-09 | {"channel":20,"min_volume_z":1.5} | +0.04 | +0.09 | 8 | +0.65 |
| 5 | 2025-03-01 → 2025-09-01 | 2025-09-05 → 2025-11-05 | 2025-11-09 → 2026-01-09 | none qualified | — | — | 0 | — |
| 6 | 2025-05-01 → 2025-11-01 | 2025-11-05 → 2026-01-05 | 2026-01-09 → 2026-03-09 | {"channel":20,"min_volume_z":1.5} | +0.26 | +0.41 | 9 | +0.18 |
| 7 | 2025-07-01 → 2026-01-01 | 2026-01-05 → 2026-03-05 | 2026-03-09 → 2026-05-09 | {"channel":20,"min_volume_z":1.5} | +0.32 | +0.15 | 7 | +0.34 |
| 8 | 2025-09-01 → 2026-03-01 | 2026-03-05 → 2026-05-05 | 2026-05-09 → 2026-07-09 | {"channel":20,"min_volume_z":1.5} | +0.25 | +0.16 | 6 | +0.03 |
| 9 | 2025-11-01 → 2026-05-01 | 2026-05-05 → 2026-07-05 | 2026-07-09 → 2026-09-09 | {"channel":55,"min_volume_z":1.5} | +0.31 | +0.79 | 4 | −0.21 |