← backtests · 09-16 20:53Z · MOCK data
walk-forward crypto.market_structure ETHUSD
walk forward crypto.market_structure ETHUSD
Traded / total3 / 10
Trades · exp R56 · −0.131
Mean exp R+0.158
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 | {"target_r":2.5,"min_stop_atr":4} | +0.17 | +0.17 | 20 | −0.05 |
| 1 | 2024-07-01 → 2025-01-01 | 2025-01-05 → 2025-03-05 | 2025-03-09 → 2025-05-09 | {"target_r":1.5,"min_stop_atr":2} | +0.28 | +0.10 | 19 | −0.20 |
| 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 | {"target_r":2.5,"min_stop_atr":4} | +0.04 | +0.21 | 17 | −0.14 |
| 4 | 2025-01-01 → 2025-07-01 | 2025-07-05 → 2025-09-05 | 2025-09-09 → 2025-11-09 | none qualified | — | — | 0 | — |
| 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 | 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 | 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 | — |