← backtests · 09-16 20:44Z · MOCK data
walk-forward fx.momentum USDJPY
walk forward fx.momentum USDJPY
Traded / total4 / 10
Trades · exp R13 · +0.141
Mean exp R+1.413
Modal share0.75embargo 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 | {"target_r":2.5,"mom_threshold":1.25} | +0.79 | +2.36 | 5 | +0.31 |
| 1 | 2024-07-01 → 2025-01-01 | 2025-01-04 → 2025-03-04 | 2025-03-07 → 2025-05-07 | {"target_r":2.5,"mom_threshold":1.25} | +0.55 | +0.31 | 4 | −0.02 |
| 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":1.5,"mom_threshold":1.25} | +0.35 | +1.52 | 2 | +0.46 |
| 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} | +0.27 | +1.47 | 2 | −0.28 |
| 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 | none qualified | — | — | 0 | — |
| 7 | 2025-07-01 → 2026-01-01 | 2026-01-04 → 2026-03-04 | 2026-03-07 → 2026-05-07 | none qualified | — | — | 0 | — |
| 8 | 2025-09-01 → 2026-03-01 | 2026-03-04 → 2026-05-04 | 2026-05-07 → 2026-07-07 | none qualified | — | — | 0 | — |
| 9 | 2025-11-01 → 2026-05-01 | 2026-05-04 → 2026-07-04 | 2026-07-07 → 2026-09-07 | none qualified | — | — | 0 | — |