Backtests
Isolated and portfolio backtests, walk-forward studies (train → validate → out-of-sample → roll) and robustness analyses. All results on MOCK data demonstrate the machinery, not edge.
| Created | Kind | Strategy | Instrument | Trades | Exp R | PF | Return | Max DD | Verdict | Secs |
|---|---|---|---|---|---|---|---|---|---|---|
| 09-16 20:53Z | walk forward | crypto.market_structure | ETHUSD | 56 | −0.131 | 0.67 | — | — | — | |
| 09-16 20:53Z | walk forward | crypto.market_structure | BTCUSD | 18 | −0.178 | 0.58 | — | — | — | |
| 09-16 20:52Z | walk forward | crypto.regime | ETHUSD | 7 | −0.395 | 0.00 | — | — | — | |
| 09-16 20:51Z | walk forward | crypto.volatility | ETHUSD | 14 | −0.214 | 0.68 | — | — | — | |
| 09-16 20:51Z | walk forward | crypto.regime | BTCUSD | 0 | — | — | — | — | — | |
| 09-16 20:51Z | walk forward | crypto.volatility | BTCUSD | 17 | −0.151 | 0.57 | — | — | — | |
| 09-16 20:51Z | walk forward | crypto.momentum | ETHUSD | 13 | −0.113 | 0.83 | — | — | — | |
| 09-16 20:51Z | walk forward | crypto.momentum | BTCUSD | 23 | −0.081 | 0.87 | — | — | — | |
| 09-16 20:50Z | walk forward | cmd.macro_event | WTI | 7 | −0.235 | 0.35 | — | — | — | |
| 09-16 20:50Z | walk forward | crypto.trend | ETHUSD | 0 | — | — | — | — | — | |
| 09-16 20:50Z | walk forward | crypto.trend | BTCUSD | 2 | −0.787 | 0.00 | — | — | — | |
| 09-16 20:49Z | walk forward | cmd.macro_event | XAUUSD | 10 | +0.446 | 2.80 | — | — | — | |
| 09-16 20:49Z | walk forward | cmd.breakout | WTI | 43 | −0.029 | 0.88 | — | — | — | |
| 09-16 20:49Z | walk forward | cmd.breakout | XAUUSD | 39 | +0.170 | 1.57 | — | — | — | |
| 09-16 20:49Z | walk forward | cmd.momentum | WTI | 2 | +0.700 | 2.71 | — | — | — | |
| 09-16 20:48Z | walk forward | cmd.momentum | XAUUSD | 14 | −0.169 | 0.82 | — | — | — | |
| 09-16 20:48Z | walk forward | fx.macro_regime | AUDUSD | 0 | — | — | — | — | — | |
| 09-16 20:48Z | walk forward | cmd.trend | WTI | 0 | — | — | — | — | — | |
| 09-16 20:48Z | walk forward | cmd.trend | XAUUSD | 0 | — | — | — | — | — | |
| 09-16 20:47Z | walk forward | fx.macro_regime | USDJPY | 0 | — | — | — | — | — | |
| 09-16 20:47Z | walk forward | fx.macro_regime | EURUSD | 0 | — | — | — | — | — | |
| 09-16 20:47Z | walk forward | fx.macro_regime | GBPUSD | 0 | — | — | — | — | — | |
| 09-16 20:47Z | walk forward | fx.mean_reversion | AUDUSD | 0 | — | — | — | — | — | |
| 09-16 20:47Z | walk forward | fx.mean_reversion | USDJPY | 0 | — | — | — | — | — | |
| 09-16 20:47Z | walk forward | fx.mean_reversion | GBPUSD | 0 | — | — | — | — | — | |
| 09-16 20:47Z | walk forward | fx.mean_reversion | EURUSD | 0 | — | — | — | — | — | |
| 09-16 20:46Z | walk forward | fx.breakout | AUDUSD | 0 | — | — | — | — | — | |
| 09-16 20:46Z | walk forward | fx.breakout | GBPUSD | 18 | +0.120 | 1.29 | — | — | — | |
| 09-16 20:46Z | walk forward | fx.breakout | USDJPY | 4 | −0.667 | 0.00 | — | — | — | |
| 09-16 20:46Z | walk forward | fx.breakout | EURUSD | 5 | +0.102 | 1.31 | — | — | — | |
| 09-16 20:44Z | walk forward | fx.momentum | AUDUSD | 8 | +0.047 | 1.17 | — | — | — | |
| 09-16 20:44Z | walk forward | fx.momentum | GBPUSD | 20 | +0.121 | 1.30 | — | — | — | |
| 09-16 20:44Z | walk forward | fx.momentum | EURUSD | 13 | +0.188 | 1.53 | — | — | — | |
| 09-16 20:44Z | walk forward | fx.momentum | USDJPY | 13 | +0.141 | 1.36 | — | — | — | |
| 09-16 20:44Z | walk forward | fx.trend_following | USDJPY | 10 | −0.341 | 0.19 | — | — | — | |
| 09-16 20:44Z | walk forward | fx.trend_following | EURUSD | 3 | −0.501 | 0.13 | — | — | — | |
| 09-16 20:44Z | walk forward | fx.trend_following | AUDUSD | 0 | — | — | — | — | — | |
| 09-16 20:44Z | walk forward | fx.trend_following | GBPUSD | 0 | — | — | — | — | — |