← backtests · 09-16 21:09Z · MOCK data
lab fx.breakout EURUSD
isolated fx.breakout EURUSD
Return−0.31%CAGR -0.58%
Max drawdown0.76%146 days
Sharpe / Sortino-1.02 / -0.55Calmar -0.75
Trades6win 17% · PF 0.52
Expectancy−0.154R$-52 per trade
Costs$56financing $4 · turnover 13.0
| regime usd | Trades | Exp R | P&L |
|---|---|---|---|
| neutral | 2 | −0.57 | −326 |
| usd weakening | 2 | −0.41 | −278 |
| usd strengthening | 2 | +0.51 | +291 |
| session | Trades | Exp R | P&L |
|---|---|---|---|
| london | 1 | −0.32 | −102 |
| sydney | 1 | −0.14 | −48 |
| london,new york | 4 | −0.12 | −163 |
| review class | Trades | Exp R | P&L |
|---|---|---|---|
| wrong regime | 1 | −1.01 | −292 |
| false breakout | 4 | −0.27 | −360 |
| favourable variance | 1 | +1.16 | +338 |
- spread sane
- 6
- event policy
- 5
- confidence minimum
- 8
- market liquidity allows entry
- 2
MOCK data: results demonstrate the machinery, not edge in real markets
- risk
- risk-1.0.0+e561f3f2
- execution
- exec-1.0.0+821dd562
- confidence
- conf-1.0.0+18bcb659
- data_source
- mock
- feature_set
- fs-1.0.0+bbfe6af5
- regime_model
- regime-rules-1.0.0+ba09c5ab
- strategy:fx.breakout
- fx.breakout@1.0.0