← backtests · 09-16 20:46Z · MOCK data
walk-forward fx.breakout EURUSD
walk forward fx.breakout EURUSD
Traded / total3 / 10
Trades · exp R5 · +0.102
Mean exp R+0.773
Modal share1.00embargo 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 | none qualified | — | — | 0 | — |
| 3 | 2024-11-01 → 2025-05-01 | 2025-05-05 → 2025-07-05 | 2025-07-09 → 2025-09-09 | {"channel":20,"max_bb_width_pct":0.35} | 0.00 | +1.07 | 2 | +1.05 |
| 4 | 2025-01-01 → 2025-07-01 | 2025-07-05 → 2025-09-05 | 2025-09-09 → 2025-11-09 | {"channel":20,"max_bb_width_pct":0.35} | +0.12 | +1.05 | 2 | −0.55 |
| 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,"max_bb_width_pct":0.35} | +0.54 | +0.20 | 1 | −0.50 |
| 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 | none qualified | — | — | 0 | — |
| 9 | 2025-11-01 → 2026-05-01 | 2026-05-05 → 2026-07-05 | 2026-07-09 → 2026-09-09 | none qualified | — | — | 0 | — |