fx.trend_following
Stage BACKTEST → next gate VALIDATION
| ✓ | trades | >= 30 | 99.000 |
| ✗ | expectancy r | > 0 | -0.017 |
| ✗ | profit factor | >= 1.1 | 1.014 |
| ✓ | max drawdown pct | <= 25 | 2.221 |
gate failed: expectancy_r > 0.0 (actual -0.0169)
gate failed: profit_factor >= 1.1 (actual 1.014)
Promote from the CLI: delta strategies promote fx.trend_following VALIDATION --actor NAME --note "…"
- registered
- true
- trades
- 99.000
- expectancy r
- -0.017
- profit factor
- 1.014
- max drawdown pct
- 2.221
- windows
- 9.000
- validation expectancy r
- 1.200
- parameter stability
- 0.500
- oos trades
- 13.000
- oos expectancy r
- -0.378
- oos profit factor
- 0.170
- paper trades
- 0.000
- paper expectancy r
- —
| 09-16 20:53Z | RESEARCH → BACKTEST | demo-bootstrap | MOCK-data demo bootstrap run by the operator; synthetic results are not evidence of real edge MOCK |
| 09-16 20:44Z | walk forward | USDJPY | {"wins":3,"mean_r":-0.3405,"trades":10,"pnl_usd":-1035.82,"win_rate":0.3,"expectancy_r":-0 |
| 09-16 20:44Z | walk forward | EURUSD | {"wins":1,"mean_r":-0.5007,"trades":3,"pnl_usd":-429.54,"win_rate":0.3333,"expectancy_r":- |
| 09-16 20:44Z | walk forward | AUDUSD | {"wins":0,"mean_r":null,"trades":0,"pnl_usd":0,"win_rate":null,"expectancy_r":null,"profit |
| 09-16 20:44Z | walk forward | GBPUSD | {"wins":0,"mean_r":null,"trades":0,"pnl_usd":0,"win_rate":null,"expectancy_r":null,"profit |
| 09-16 20:43Z | isolated | USDJPY | {"end":"2026-09-16T20:01:00Z","start":"2024-05-01T01:00:00Z","calmar":-0.33,"sharpe":-0.49 |
| 09-16 20:43Z | isolated | EURUSD | {"end":"2026-09-16T20:01:00Z","start":"2024-05-01T01:00:00Z","calmar":-0.063,"sharpe":-0.1 |
| 09-16 20:43Z | isolated | AUDUSD | {"end":"2026-09-16T20:01:00Z","start":"2024-05-01T01:00:00Z","calmar":0.811,"sharpe":0.678 |
| 09-16 20:43Z | isolated | GBPUSD | {"end":"2026-09-16T20:01:00Z","start":"2024-05-01T01:00:00Z","calmar":0.116,"sharpe":0.161 |