← backtests · 09-16 20:44Z · MOCK data
walk-forward fx.trend_following USDJPY
walk forward fx.trend_following USDJPY
Traded / total2 / 9
Trades · exp R10 · −0.341
Mean exp R+1.422
Modal share1.00embargo 240h
| # | Train | Validation | OOS | Chosen params | Train R | Val R | OOS trades | OOS R |
|---|---|---|---|---|---|---|---|---|
| 0 | 2024-05-01 → 2024-11-01 | 2024-11-11 → 2025-01-11 | 2025-01-21 → 2025-03-21 | none qualified | — | — | 0 | — |
| 1 | 2024-07-01 → 2025-01-01 | 2025-01-11 → 2025-03-11 | 2025-03-21 → 2025-05-21 | none qualified | — | — | 0 | — |
| 2 | 2024-09-01 → 2025-03-01 | 2025-03-11 → 2025-05-11 | 2025-05-21 → 2025-07-21 | none qualified | — | — | 0 | — |
| 3 | 2024-11-01 → 2025-05-01 | 2025-05-11 → 2025-07-11 | 2025-07-21 → 2025-09-21 | none qualified | — | — | 0 | — |
| 4 | 2025-01-01 → 2025-07-01 | 2025-07-11 → 2025-09-11 | 2025-09-21 → 2025-11-21 | {"stop_atr":6,"slope_min":0.3} | +0.65 | +0.56 | 3 | −0.34 |
| 5 | 2025-03-01 → 2025-09-01 | 2025-09-11 → 2025-11-11 | 2025-11-21 → 2026-01-21 | none qualified | — | — | 0 | — |
| 6 | 2025-05-01 → 2025-11-01 | 2025-11-11 → 2026-01-11 | 2026-01-21 → 2026-03-21 | none qualified | — | — | 0 | — |
| 7 | 2025-07-01 → 2026-01-01 | 2026-01-11 → 2026-03-11 | 2026-03-21 → 2026-05-21 | {"stop_atr":6,"slope_min":0.3} | +0.31 | +2.28 | 7 | −0.34 |
| 8 | 2025-09-01 → 2026-03-01 | 2026-03-11 → 2026-05-11 | 2026-05-21 → 2026-07-21 | none qualified | — | — | 0 | — |