Phase A: screen, fixed 0.10 lot, MA200/H1 trend entry, 2020-01-01 to 2026-10-10
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| USDJPY |
102 |
99.0 |
-6,759.72 |
-7,560.67 |
71.1 |
71.1 |
-7,679.15 |
6,280 |
2,405.3 |
0 |
76,792 |
0.125 |
0.033 |
0.130 |
| EURJPY |
2096 |
100.0 |
4,614.79 |
-659.07 |
10.2 |
10.2 |
-1,480.72 |
2,101 |
440.8 |
0 |
14,807 |
0.550 |
0.169 |
0.665 |
| GBPJPY |
2543 |
100.0 |
6,277.21 |
-611.25 |
12.2 |
19.1 |
-1,969.98 |
2,801 |
496.8 |
0 |
19,700 |
0.422 |
0.127 |
0.501 |
| AUDJPY |
1318 |
99.9 |
2,594.12 |
-270.21 |
12.5 |
15.0 |
-1,559.82 |
2,334 |
559.9 |
0 |
15,598 |
0.565 |
0.160 |
0.635 |
| NZDJPY |
748 |
99.9 |
898.74 |
-608.91 |
11.4 |
12.7 |
-1,308.49 |
1,919 |
821.8 |
0 |
13,085 |
0.677 |
0.191 |
0.758 |
| CADJPY |
836 |
99.9 |
1,469.85 |
-451.04 |
11.0 |
11.0 |
-1,255.96 |
1,759 |
821.2 |
0 |
12,560 |
0.682 |
0.199 |
0.787 |
| CHFJPY |
1874 |
100.0 |
3,627.73 |
-992.53 |
8.3 |
9.6 |
-1,206.26 |
1,687 |
362.8 |
0 |
12,063 |
0.638 |
0.207 |
0.813 |
| XAUUSD |
5946 |
100.0 |
61,014.41 |
-15,906.18 |
20.3 |
66.0 |
-17,625.21 |
1,646 |
1,718.6 |
0 |
176,252 |
0.053 |
0.014 |
0.056 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| USDJPY |
117 |
99.2 |
-6,910.57 |
-7,371.45 |
71.6 |
71.6 |
-7,494.41 |
5,994 |
2,402.3 |
0 |
74,944 |
0.128 |
0.033 |
0.133 |
| EURJPY |
2491 |
100.0 |
5,721.74 |
-656.65 |
9.5 |
9.5 |
-1,480.72 |
2,101 |
440.8 |
0 |
14,807 |
0.550 |
0.169 |
0.665 |
| GBPJPY |
2928 |
100.0 |
7,634.43 |
-617.71 |
11.3 |
19.1 |
-1,969.98 |
2,801 |
496.8 |
0 |
19,700 |
0.422 |
0.127 |
0.501 |
| AUDJPY |
1666 |
99.9 |
3,290.92 |
-273.31 |
12.1 |
15.0 |
-1,559.82 |
2,334 |
559.9 |
0 |
15,598 |
0.565 |
0.160 |
0.635 |
| NZDJPY |
834 |
99.9 |
1,067.76 |
-610.59 |
11.2 |
12.7 |
-1,308.49 |
1,919 |
821.8 |
0 |
13,085 |
0.677 |
0.191 |
0.758 |
| CADJPY |
733 |
99.9 |
1,361.42 |
-445.41 |
10.5 |
10.9 |
-1,237.62 |
1,759 |
821.2 |
0 |
12,376 |
0.691 |
0.202 |
0.799 |
| CHFJPY |
1855 |
100.0 |
3,614.17 |
-996.89 |
8.3 |
9.2 |
-1,206.26 |
1,687 |
362.8 |
0 |
12,063 |
0.638 |
0.207 |
0.813 |
| XAUUSD |
5247 |
100.0 |
50,251.85 |
-12,433.30 |
19.5 |
65.7 |
-14,159.13 |
1,324 |
1,714.3 |
0 |
141,591 |
0.065 |
0.018 |
0.070 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| USDJPY |
0 |
30 |
0 |
0 |
0 |
| EURJPY |
0 |
436 |
0 |
0 |
0 |
| GBPJPY |
0 |
406 |
0 |
0 |
0 |
| AUDJPY |
0 |
514 |
0 |
0 |
0 |
| NZDJPY |
0 |
156 |
0 |
0 |
0 |
| CADJPY |
0 |
162 |
0 |
0 |
0 |
| CHFJPY |
0 |
248 |
0 |
0 |
0 |
| XAUUSD |
0 |
1293 |
1 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| USDJPY |
22 |
90.9 |
-6,956.45 |
-7,466.29 |
72.5 |
72.5 |
-7,586.27 |
6,131 |
2,404.9 |
0 |
75,863 |
0.127 |
0.033 |
0.131 |
| EURJPY |
322 |
99.7 |
4,722.20 |
-647.23 |
10.3 |
10.3 |
-1,469.43 |
2,085 |
451.8 |
0 |
14,694 |
0.554 |
0.170 |
0.670 |
| GBPJPY |
333 |
99.7 |
4,673.48 |
-2,778.89 |
19.2 |
19.2 |
-3,261.63 |
3,799 |
795.6 |
0 |
32,616 |
0.273 |
0.077 |
0.304 |
| AUDJPY |
193 |
99.5 |
3,010.30 |
-266.61 |
12.1 |
15.0 |
-1,551.10 |
2,321 |
572.0 |
0 |
15,511 |
0.568 |
0.161 |
0.639 |
| NZDJPY |
169 |
99.4 |
1,305.08 |
-587.72 |
10.9 |
12.7 |
-1,283.61 |
1,883 |
821.8 |
0 |
12,836 |
0.689 |
0.195 |
0.772 |
| CADJPY |
149 |
99.3 |
1,692.93 |
-438.71 |
10.9 |
10.9 |
-1,234.14 |
1,748 |
821.1 |
0 |
12,341 |
0.692 |
0.203 |
0.801 |
| CHFJPY |
328 |
98.2 |
3,557.00 |
-964.92 |
8.3 |
9.2 |
-1,173.97 |
1,672 |
362.8 |
0 |
11,740 |
0.651 |
0.213 |
0.835 |
| XAUUSD |
148 |
98.0 |
9,391.97 |
-15,240.58 |
50.0 |
83.3 |
-16,966.41 |
1,581 |
1,718.1 |
0 |
169,664 |
0.055 |
0.015 |
0.059 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| USDJPY |
0 |
0 |
0 |
0 |
0 |
| EURJPY |
0 |
0 |
0 |
0 |
0 |
| GBPJPY |
0 |
0 |
0 |
0 |
1 |
| AUDJPY |
0 |
0 |
0 |
0 |
0 |
| NZDJPY |
0 |
0 |
0 |
0 |
0 |
| CADJPY |
0 |
0 |
0 |
0 |
0 |
| CHFJPY |
0 |
0 |
0 |
0 |
0 |
| XAUUSD |
0 |
0 |
0 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| USDJPY |
19 |
89.5 |
-6,898.37 |
-7,466.29 |
72.1 |
72.1 |
-7,586.27 |
6,131 |
2,404.9 |
0 |
75,863 |
0.127 |
0.033 |
0.131 |
| EURJPY |
355 |
99.7 |
5,026.23 |
-647.23 |
10.1 |
10.1 |
-1,469.43 |
2,085 |
451.8 |
0 |
14,694 |
0.554 |
0.170 |
0.670 |
| GBPJPY |
326 |
99.7 |
6,324.95 |
-400.19 |
12.5 |
18.7 |
-1,959.74 |
2,786 |
515.8 |
0 |
19,597 |
0.424 |
0.128 |
0.503 |
| AUDJPY |
196 |
99.5 |
3,132.87 |
-266.61 |
12.0 |
15.0 |
-1,551.10 |
2,321 |
572.0 |
0 |
15,511 |
0.568 |
0.161 |
0.639 |
| NZDJPY |
168 |
99.4 |
1,359.57 |
-587.72 |
10.8 |
12.7 |
-1,283.61 |
1,883 |
821.8 |
0 |
12,836 |
0.689 |
0.195 |
0.772 |
| CADJPY |
160 |
99.4 |
1,711.53 |
-438.71 |
10.9 |
10.9 |
-1,234.14 |
1,748 |
821.1 |
0 |
12,341 |
0.692 |
0.203 |
0.801 |
| CHFJPY |
332 |
98.2 |
3,577.65 |
-964.92 |
8.2 |
9.3 |
-1,173.97 |
1,672 |
362.8 |
0 |
11,740 |
0.651 |
0.213 |
0.835 |
| XAUUSD |
146 |
98.0 |
10,971.27 |
-14,828.38 |
47.6 |
84.0 |
-16,554.21 |
1,539 |
1,718.1 |
0 |
165,542 |
0.056 |
0.015 |
0.060 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| USDJPY |
0 |
0 |
0 |
0 |
0 |
| EURJPY |
0 |
0 |
0 |
0 |
0 |
| GBPJPY |
0 |
0 |
0 |
0 |
1 |
| AUDJPY |
0 |
0 |
0 |
0 |
0 |
| NZDJPY |
0 |
0 |
0 |
0 |
0 |
| CADJPY |
0 |
0 |
0 |
0 |
0 |
| CHFJPY |
0 |
0 |
0 |
0 |
0 |
| XAUUSD |
0 |
0 |
0 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| USDJPY |
1 |
0.0 |
-2,549.67 |
-2,549.67 |
27.5 |
27.5 |
-2,752.55 |
2,318 |
1,012.0 |
0 |
27,526 |
0.328 |
0.091 |
0.361 |
| EURJPY |
2 |
50.0 |
-2,006.02 |
-2,008.98 |
25.8 |
25.8 |
-2,560.39 |
3,248 |
1,011.3 |
0 |
25,604 |
0.345 |
0.098 |
0.387 |
| GBPJPY |
2 |
50.0 |
-3,219.55 |
-3,220.54 |
37.2 |
37.2 |
-3,699.37 |
4,059 |
1,011.3 |
0 |
36,994 |
0.244 |
0.068 |
0.268 |
| AUDJPY |
5 |
80.0 |
-1,890.12 |
-1,940.81 |
22.0 |
22.0 |
-2,170.47 |
2,819 |
548.8 |
0 |
21,705 |
0.420 |
0.115 |
0.458 |
| NZDJPY |
17 |
94.1 |
-295.89 |
-735.23 |
11.1 |
11.1 |
-1,115.14 |
1,505 |
548.8 |
0 |
11,151 |
0.779 |
0.224 |
0.888 |
| CADJPY |
16 |
93.8 |
-719.21 |
-773.80 |
11.5 |
11.5 |
-1,116.69 |
1,594 |
535.3 |
0 |
11,167 |
0.754 |
0.224 |
0.884 |
| CHFJPY |
133 |
95.5 |
698.13 |
-964.92 |
10.3 |
10.4 |
-1,173.97 |
1,672 |
362.8 |
0 |
11,740 |
0.651 |
0.213 |
0.835 |
| XAUUSD |
231 |
97.8 |
17,891.21 |
-14,828.38 |
40.1 |
40.1 |
-16,554.21 |
1,539 |
253.3 |
0 |
165,542 |
0.056 |
0.015 |
0.060 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| USDJPY |
0 |
0 |
0 |
0 |
0 |
| EURJPY |
0 |
0 |
0 |
0 |
0 |
| GBPJPY |
0 |
0 |
0 |
0 |
0 |
| AUDJPY |
0 |
0 |
0 |
0 |
0 |
| NZDJPY |
0 |
0 |
0 |
0 |
0 |
| CADJPY |
0 |
0 |
0 |
0 |
0 |
| CHFJPY |
0 |
0 |
0 |
0 |
0 |
| XAUUSD |
0 |
0 |
0 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| USDJPY |
47 |
97.9 |
270.81 |
-318.13 |
13.0 |
13.0 |
-1,288.88 |
1,867 |
367.6 |
0 |
12,889 |
0.629 |
0.194 |
0.764 |
| EURJPY |
24 |
95.8 |
-1,330.04 |
-1,748.20 |
22.4 |
22.4 |
-2,298.09 |
3,253 |
588.7 |
0 |
22,981 |
0.380 |
0.109 |
0.431 |
| GBPJPY |
71 |
97.2 |
748.69 |
-599.22 |
9.2 |
9.2 |
-901.39 |
1,341 |
167.0 |
0 |
9,014 |
0.770 |
0.277 |
1.078 |
| AUDJPY |
33 |
90.9 |
-1,465.14 |
-1,941.57 |
21.1 |
21.1 |
-2,169.03 |
2,817 |
548.8 |
0 |
21,690 |
0.420 |
0.115 |
0.458 |
| NZDJPY |
28 |
89.3 |
-397.46 |
-736.45 |
11.2 |
11.2 |
-1,117.98 |
1,506 |
548.8 |
0 |
11,180 |
0.777 |
0.224 |
0.886 |
| CADJPY |
49 |
93.9 |
41.66 |
-390.90 |
6.5 |
6.5 |
-630.13 |
892 |
297.1 |
0 |
6,301 |
1.190 |
0.397 |
1.552 |
| CHFJPY |
26 |
96.2 |
-1,118.23 |
-1,494.23 |
23.3 |
23.3 |
-2,397.30 |
3,870 |
588.8 |
0 |
23,973 |
0.362 |
0.104 |
0.413 |
| XAUUSD |
161 |
91.3 |
11,394.25 |
-15,031.48 |
47.3 |
47.3 |
-16,757.31 |
1,560 |
253.6 |
0 |
167,573 |
0.056 |
0.015 |
0.059 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| USDJPY |
0 |
0 |
0 |
0 |
0 |
| EURJPY |
0 |
0 |
0 |
0 |
0 |
| GBPJPY |
0 |
0 |
0 |
0 |
0 |
| AUDJPY |
0 |
0 |
0 |
0 |
0 |
| NZDJPY |
0 |
0 |
0 |
0 |
0 |
| CADJPY |
0 |
0 |
0 |
0 |
0 |
| CHFJPY |
0 |
0 |
0 |
0 |
0 |
| XAUUSD |
0 |
0 |
0 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| USDJPY |
18 |
88.9 |
-6,922.04 |
-7,466.29 |
72.2 |
72.2 |
-7,586.27 |
6,131 |
2,404.9 |
0 |
75,863 |
0.127 |
0.033 |
0.131 |
| EURJPY |
355 |
99.7 |
4,970.97 |
-647.23 |
10.1 |
10.1 |
-1,469.43 |
2,085 |
451.8 |
0 |
14,694 |
0.554 |
0.170 |
0.670 |
| GBPJPY |
320 |
99.7 |
6,317.59 |
-400.19 |
12.5 |
18.7 |
-1,959.74 |
2,786 |
515.8 |
0 |
19,597 |
0.424 |
0.128 |
0.503 |
| AUDJPY |
199 |
99.5 |
3,110.33 |
-266.61 |
12.0 |
15.0 |
-1,551.10 |
2,321 |
572.0 |
0 |
15,511 |
0.568 |
0.161 |
0.639 |
| NZDJPY |
169 |
99.4 |
1,378.16 |
-587.72 |
10.8 |
12.7 |
-1,283.61 |
1,883 |
821.8 |
0 |
12,836 |
0.689 |
0.195 |
0.772 |
| CADJPY |
158 |
99.4 |
1,707.39 |
-438.71 |
10.9 |
10.9 |
-1,235.76 |
1,748 |
821.1 |
0 |
12,358 |
0.691 |
0.202 |
0.800 |
| CHFJPY |
333 |
97.9 |
3,659.08 |
-961.76 |
8.2 |
9.3 |
-1,170.70 |
1,667 |
362.8 |
0 |
11,707 |
0.653 |
0.214 |
0.837 |
| XAUUSD |
142 |
98.6 |
10,692.41 |
-14,828.38 |
48.0 |
84.2 |
-16,554.21 |
1,539 |
1,718.1 |
0 |
165,542 |
0.056 |
0.015 |
0.060 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| USDJPY |
0 |
0 |
0 |
0 |
0 |
| EURJPY |
0 |
0 |
0 |
0 |
0 |
| GBPJPY |
0 |
0 |
0 |
0 |
1 |
| AUDJPY |
0 |
0 |
0 |
0 |
0 |
| NZDJPY |
0 |
0 |
0 |
0 |
0 |
| CADJPY |
0 |
0 |
0 |
0 |
0 |
| CHFJPY |
0 |
0 |
0 |
0 |
0 |
| XAUUSD |
0 |
0 |
0 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| USDJPY |
1 |
0.0 |
-2,549.67 |
-2,549.67 |
27.5 |
27.5 |
-2,752.55 |
2,318 |
1,012.0 |
0 |
27,526 |
0.328 |
0.091 |
0.361 |
| EURJPY |
2 |
50.0 |
-1,991.23 |
-2,008.98 |
25.8 |
25.8 |
-2,560.39 |
3,248 |
1,011.3 |
0 |
25,604 |
0.345 |
0.098 |
0.387 |
| GBPJPY |
2 |
50.0 |
-3,201.21 |
-3,210.37 |
37.1 |
37.1 |
-3,689.45 |
4,043 |
1,011.2 |
0 |
36,895 |
0.245 |
0.068 |
0.269 |
| AUDJPY |
9 |
88.9 |
-1,835.96 |
-1,940.81 |
21.9 |
21.9 |
-2,170.47 |
2,819 |
548.8 |
0 |
21,705 |
0.420 |
0.115 |
0.458 |
| NZDJPY |
15 |
93.3 |
-299.85 |
-735.23 |
11.1 |
11.1 |
-1,115.14 |
1,505 |
548.8 |
0 |
11,151 |
0.779 |
0.224 |
0.888 |
| CADJPY |
15 |
93.3 |
-698.45 |
-775.89 |
11.3 |
11.3 |
-1,118.75 |
1,597 |
535.3 |
0 |
11,188 |
0.752 |
0.223 |
0.883 |
| CHFJPY |
131 |
94.7 |
655.97 |
-961.76 |
10.3 |
10.4 |
-1,170.70 |
1,667 |
362.8 |
0 |
11,707 |
0.653 |
0.214 |
0.837 |
| XAUUSD |
230 |
97.8 |
17,815.71 |
-14,828.38 |
40.1 |
40.1 |
-16,554.21 |
1,539 |
253.3 |
0 |
165,542 |
0.056 |
0.015 |
0.060 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| USDJPY |
0 |
0 |
0 |
0 |
0 |
| EURJPY |
0 |
0 |
0 |
0 |
0 |
| GBPJPY |
0 |
0 |
0 |
0 |
0 |
| AUDJPY |
0 |
0 |
0 |
0 |
0 |
| NZDJPY |
0 |
0 |
0 |
0 |
0 |
| CADJPY |
0 |
0 |
0 |
0 |
0 |
| CHFJPY |
0 |
0 |
0 |
0 |
0 |
| XAUUSD |
0 |
0 |
0 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| USDJPY |
687 |
97.4 |
2,429.97 |
-317.87 |
23.2 |
23.2 |
-1,636.32 |
2,224 |
81.8 |
0 |
16,363 |
0.516 |
0.153 |
0.604 |
| EURJPY |
542 |
97.2 |
-675.20 |
-626.61 |
25.0 |
25.0 |
-1,469.43 |
2,085 |
80.9 |
0 |
14,694 |
0.554 |
0.170 |
0.670 |
| GBPJPY |
527 |
97.0 |
-89.94 |
-154.26 |
34.0 |
34.0 |
-1,959.74 |
2,786 |
81.2 |
0 |
19,597 |
0.424 |
0.128 |
0.503 |
| AUDJPY |
331 |
93.7 |
-5,521.30 |
-266.61 |
59.2 |
59.2 |
-1,498.16 |
1,911 |
82.0 |
0 |
14,982 |
0.586 |
0.167 |
0.661 |
| NZDJPY |
396 |
96.5 |
-1,052.52 |
-38.91 |
20.4 |
20.4 |
-1,257.93 |
1,558 |
81.8 |
0 |
12,579 |
0.701 |
0.199 |
0.788 |
| CADJPY |
349 |
97.4 |
743.12 |
-44.69 |
15.5 |
15.5 |
-1,204.13 |
1,708 |
81.1 |
0 |
12,041 |
0.707 |
0.208 |
0.821 |
| CHFJPY |
434 |
95.9 |
1,319.43 |
-173.51 |
20.3 |
20.3 |
-1,089.89 |
1,463 |
81.6 |
0 |
10,899 |
0.689 |
0.229 |
0.898 |
| XAUUSD |
535 |
96.1 |
27,949.86 |
-990.82 |
38.7 |
74.1 |
-14,226.91 |
1,383 |
81.7 |
0 |
142,269 |
0.065 |
0.018 |
0.070 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| USDJPY |
0 |
0 |
0 |
0 |
11 |
| EURJPY |
0 |
0 |
0 |
0 |
8 |
| GBPJPY |
0 |
0 |
0 |
0 |
9 |
| AUDJPY |
0 |
0 |
0 |
0 |
14 |
| NZDJPY |
0 |
0 |
0 |
0 |
7 |
| CADJPY |
0 |
0 |
0 |
0 |
5 |
| CHFJPY |
0 |
0 |
0 |
0 |
5 |
| XAUUSD |
0 |
0 |
0 |
0 |
5 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| USDJPY |
281 |
98.2 |
718.04 |
-317.87 |
15.3 |
15.3 |
-1,559.04 |
2,224 |
81.4 |
0 |
15,590 |
0.538 |
0.160 |
0.633 |
| EURJPY |
210 |
97.1 |
-1,329.29 |
-626.61 |
22.5 |
22.5 |
-1,469.43 |
2,085 |
80.4 |
0 |
14,694 |
0.554 |
0.170 |
0.670 |
| GBPJPY |
129 |
95.4 |
-2,522.09 |
-154.26 |
39.1 |
39.1 |
-1,959.74 |
2,786 |
81.2 |
0 |
19,597 |
0.424 |
0.128 |
0.503 |
| AUDJPY |
164 |
95.7 |
-997.54 |
-266.61 |
16.6 |
16.6 |
-1,337.34 |
1,911 |
82.0 |
0 |
13,373 |
0.646 |
0.187 |
0.740 |
| NZDJPY |
131 |
94.7 |
-1,153.41 |
-38.91 |
17.8 |
17.8 |
-1,096.40 |
1,558 |
81.8 |
0 |
10,964 |
0.791 |
0.228 |
0.903 |
| CADJPY |
156 |
96.2 |
-602.37 |
-44.69 |
17.5 |
17.5 |
-1,204.13 |
1,708 |
81.1 |
0 |
12,041 |
0.707 |
0.208 |
0.821 |
| CHFJPY |
165 |
92.7 |
-855.56 |
-173.51 |
24.4 |
24.4 |
-1,089.89 |
1,463 |
81.6 |
0 |
10,899 |
0.689 |
0.229 |
0.898 |
| XAUUSD |
323 |
97.2 |
32,466.20 |
-990.82 |
34.7 |
34.7 |
-14,226.91 |
1,383 |
80.8 |
0 |
142,269 |
0.065 |
0.018 |
0.070 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| USDJPY |
0 |
0 |
0 |
0 |
3 |
| EURJPY |
0 |
0 |
0 |
0 |
3 |
| GBPJPY |
0 |
0 |
0 |
0 |
4 |
| AUDJPY |
0 |
0 |
0 |
0 |
3 |
| NZDJPY |
0 |
0 |
0 |
0 |
4 |
| CADJPY |
0 |
0 |
0 |
0 |
4 |
| CHFJPY |
0 |
0 |
0 |
0 |
3 |
| XAUUSD |
0 |
0 |
0 |
0 |
1 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| USDJPY |
118 |
96.6 |
217.98 |
-318.13 |
8.1 |
8.1 |
-794.02 |
1,202 |
80.0 |
0 |
7,940 |
0.914 |
0.315 |
1.228 |
| EURJPY |
131 |
93.9 |
-645.30 |
-629.61 |
13.4 |
13.4 |
-889.38 |
1,255 |
80.0 |
0 |
8,894 |
0.816 |
0.281 |
1.097 |
| GBPJPY |
84 |
95.2 |
625.16 |
-71.20 |
9.1 |
9.1 |
-783.65 |
1,242 |
80.6 |
0 |
7,837 |
0.847 |
0.319 |
1.234 |
| AUDJPY |
98 |
90.8 |
-734.48 |
-267.60 |
14.4 |
14.4 |
-628.16 |
885 |
82.0 |
0 |
6,282 |
1.194 |
0.398 |
1.557 |
| NZDJPY |
86 |
89.5 |
-265.54 |
-39.40 |
9.5 |
9.5 |
-548.68 |
756 |
81.8 |
0 |
5,487 |
1.394 |
0.456 |
1.786 |
| CADJPY |
84 |
92.9 |
-27.94 |
-334.06 |
6.2 |
6.2 |
-594.92 |
880 |
80.5 |
0 |
5,949 |
1.242 |
0.420 |
1.642 |
| CHFJPY |
94 |
87.2 |
-806.84 |
-174.49 |
18.6 |
18.6 |
-852.02 |
1,277 |
80.5 |
0 |
8,520 |
0.824 |
0.293 |
1.141 |
| XAUUSD |
220 |
89.1 |
20,853.61 |
-1,971.53 |
41.3 |
41.3 |
-14,430.01 |
1,404 |
81.6 |
0 |
144,300 |
0.064 |
0.017 |
0.069 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| USDJPY |
0 |
0 |
0 |
0 |
2 |
| EURJPY |
0 |
0 |
0 |
0 |
1 |
| GBPJPY |
0 |
0 |
0 |
0 |
1 |
| AUDJPY |
0 |
0 |
0 |
0 |
1 |
| NZDJPY |
0 |
0 |
0 |
0 |
2 |
| CADJPY |
0 |
0 |
0 |
0 |
0 |
| CHFJPY |
0 |
0 |
0 |
0 |
2 |
| XAUUSD |
0 |
0 |
0 |
0 |
2 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| USDJPY |
665 |
97.6 |
3,637.29 |
-317.87 |
14.4 |
14.4 |
-1,559.04 |
2,224 |
81.8 |
0 |
15,590 |
0.538 |
0.160 |
0.633 |
| EURJPY |
542 |
97.2 |
-683.00 |
-626.61 |
25.8 |
25.8 |
-1,469.43 |
2,085 |
80.9 |
0 |
14,694 |
0.554 |
0.170 |
0.670 |
| GBPJPY |
501 |
96.8 |
-1,385.79 |
-151.61 |
33.2 |
33.2 |
-1,959.74 |
2,786 |
81.4 |
0 |
19,597 |
0.424 |
0.128 |
0.503 |
| AUDJPY |
337 |
93.5 |
-5,652.21 |
-266.61 |
60.5 |
60.5 |
-1,498.16 |
1,911 |
82.0 |
0 |
14,982 |
0.586 |
0.167 |
0.661 |
| NZDJPY |
399 |
96.5 |
-892.27 |
-38.91 |
20.1 |
20.1 |
-1,257.93 |
1,558 |
81.8 |
0 |
12,579 |
0.701 |
0.199 |
0.788 |
| CADJPY |
346 |
97.4 |
586.81 |
-44.69 |
17.3 |
17.3 |
-1,204.13 |
1,708 |
81.1 |
0 |
12,041 |
0.707 |
0.208 |
0.821 |
| CHFJPY |
426 |
95.5 |
1,414.79 |
-175.54 |
19.8 |
19.8 |
-1,089.89 |
1,463 |
81.6 |
0 |
10,899 |
0.689 |
0.229 |
0.898 |
| XAUUSD |
523 |
96.2 |
28,602.66 |
-990.82 |
38.2 |
72.4 |
-14,226.91 |
1,383 |
81.7 |
0 |
142,269 |
0.065 |
0.018 |
0.070 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| USDJPY |
0 |
0 |
0 |
0 |
11 |
| EURJPY |
0 |
0 |
0 |
0 |
8 |
| GBPJPY |
0 |
0 |
0 |
0 |
9 |
| AUDJPY |
0 |
0 |
0 |
0 |
14 |
| NZDJPY |
0 |
0 |
0 |
0 |
7 |
| CADJPY |
0 |
0 |
0 |
0 |
5 |
| CHFJPY |
0 |
0 |
0 |
0 |
5 |
| XAUUSD |
0 |
0 |
0 |
0 |
5 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| USDJPY |
279 |
98.2 |
545.85 |
-317.87 |
15.5 |
15.5 |
-1,559.04 |
2,224 |
81.4 |
0 |
15,590 |
0.538 |
0.160 |
0.633 |
| EURJPY |
209 |
97.1 |
-1,264.13 |
-626.61 |
22.1 |
22.1 |
-1,469.43 |
2,085 |
80.4 |
0 |
14,694 |
0.554 |
0.170 |
0.670 |
| GBPJPY |
132 |
95.5 |
-2,407.21 |
-151.61 |
37.8 |
37.8 |
-1,959.74 |
2,786 |
81.2 |
0 |
19,597 |
0.424 |
0.128 |
0.503 |
| AUDJPY |
115 |
93.0 |
-2,245.81 |
-266.61 |
26.6 |
26.6 |
-1,337.34 |
1,911 |
82.0 |
0 |
13,373 |
0.646 |
0.187 |
0.740 |
| NZDJPY |
131 |
94.7 |
-1,023.53 |
-38.91 |
17.7 |
17.7 |
-1,096.40 |
1,558 |
81.8 |
0 |
10,964 |
0.791 |
0.228 |
0.903 |
| CADJPY |
167 |
96.4 |
-526.31 |
-44.69 |
17.4 |
17.4 |
-1,204.13 |
1,708 |
81.1 |
0 |
12,041 |
0.707 |
0.208 |
0.821 |
| CHFJPY |
156 |
91.7 |
-788.83 |
-175.54 |
23.9 |
23.9 |
-1,089.89 |
1,463 |
81.6 |
0 |
10,899 |
0.689 |
0.229 |
0.898 |
| XAUUSD |
320 |
97.2 |
32,432.30 |
-990.82 |
34.8 |
34.8 |
-14,226.91 |
1,383 |
80.8 |
0 |
142,269 |
0.065 |
0.018 |
0.070 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| USDJPY |
0 |
0 |
0 |
0 |
3 |
| EURJPY |
0 |
0 |
0 |
0 |
3 |
| GBPJPY |
0 |
0 |
0 |
0 |
4 |
| AUDJPY |
0 |
0 |
0 |
0 |
3 |
| NZDJPY |
0 |
0 |
0 |
0 |
4 |
| CADJPY |
0 |
0 |
0 |
0 |
4 |
| CHFJPY |
0 |
0 |
0 |
0 |
3 |
| XAUUSD |
0 |
0 |
0 |
0 |
1 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| EURJPY |
126 |
99.2 |
-1,272.84 |
-1,783.30 |
22.2 |
22.2 |
-2,334.42 |
3,310 |
588.8 |
0 |
23,344 |
0.374 |
0.107 |
0.424 |
| GBPJPY |
700 |
99.9 |
852.89 |
-617.71 |
9.3 |
9.3 |
-931.62 |
1,385 |
167.1 |
0 |
9,316 |
0.753 |
0.268 |
1.044 |
| AUDJPY |
173 |
99.4 |
-1,327.54 |
-1,976.06 |
20.7 |
20.7 |
-2,205.43 |
2,875 |
548.9 |
0 |
22,054 |
0.414 |
0.113 |
0.451 |
| NZDJPY |
155 |
99.4 |
-337.69 |
-766.94 |
11.0 |
11.0 |
-1,146.66 |
1,555 |
548.9 |
0 |
11,467 |
0.760 |
0.218 |
0.864 |
| CADJPY |
250 |
99.6 |
14.07 |
-401.70 |
6.5 |
6.5 |
-649.15 |
919 |
296.3 |
0 |
6,492 |
1.163 |
0.385 |
1.508 |
| CHFJPY |
165 |
99.4 |
-1,057.39 |
-1,513.66 |
23.1 |
23.1 |
-2,417.45 |
3,902 |
588.8 |
0 |
24,175 |
0.360 |
0.103 |
0.410 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| EURJPY |
0 |
0 |
0 |
0 |
0 |
| GBPJPY |
0 |
0 |
0 |
0 |
0 |
| AUDJPY |
0 |
0 |
0 |
0 |
0 |
| NZDJPY |
0 |
0 |
0 |
0 |
0 |
| CADJPY |
0 |
0 |
0 |
0 |
0 |
| CHFJPY |
0 |
0 |
0 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
143 |
98.6 |
10,660.50 |
-13,463.54 |
46.1 |
84.8 |
-15,189.37 |
1,426 |
1,718.1 |
0 |
151,894 |
0.061 |
0.016 |
0.065 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
0 |
0 |
0 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
151 |
93.4 |
8,096.44 |
-15,031.48 |
51.9 |
51.9 |
-16,757.31 |
1,560 |
253.6 |
0 |
167,573 |
0.056 |
0.015 |
0.059 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
0 |
0 |
0 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
148 |
98.0 |
9,391.97 |
-15,240.58 |
50.0 |
83.3 |
-16,966.41 |
1,581 |
1,718.1 |
0 |
169,664 |
0.055 |
0.015 |
0.059 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
0 |
0 |
0 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
138 |
99.3 |
19,820.88 |
-13,463.54 |
36.5 |
83.8 |
-15,189.37 |
1,426 |
1,718.3 |
0 |
151,894 |
0.061 |
0.016 |
0.065 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
0 |
0 |
0 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
159 |
91.2 |
20,358.87 |
-15,031.48 |
38.6 |
38.6 |
-16,757.31 |
1,560 |
253.6 |
0 |
167,573 |
0.056 |
0.015 |
0.059 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
0 |
0 |
0 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
152 |
98.7 |
27,581.34 |
-13,463.54 |
30.9 |
78.9 |
-15,189.37 |
1,426 |
1,718.3 |
0 |
151,894 |
0.061 |
0.016 |
0.065 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
0 |
0 |
0 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
164 |
86.6 |
27,730.65 |
-15,031.48 |
33.3 |
33.3 |
-16,757.31 |
1,560 |
253.6 |
0 |
167,573 |
0.056 |
0.015 |
0.059 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
0 |
0 |
0 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
33 |
97.0 |
-10,042.56 |
-15,794.14 |
100.5 |
100.5 |
-15,828.14 |
1,044 |
877.2 |
0 |
158,281 |
0.060 |
0.016 |
0.063 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
0 |
0 |
0 |
0 |
3 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
11 |
63.6 |
-9,900.07 |
-10,459.90 |
99.1 |
99.1 |
-10,471.30 |
558 |
92.5 |
0 |
104,713 |
0.087 |
0.024 |
0.095 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
0 |
0 |
0 |
0 |
5 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
147 |
98.6 |
15,060.66 |
-14,828.38 |
42.9 |
84.0 |
-16,554.21 |
1,539 |
1,718.1 |
0 |
165,542 |
0.056 |
0.015 |
0.060 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
0 |
0 |
0 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
167 |
90.4 |
15,443.04 |
-15,031.48 |
42.7 |
42.7 |
-16,757.31 |
1,560 |
253.6 |
0 |
167,573 |
0.056 |
0.015 |
0.059 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
0 |
0 |
0 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
145 |
97.9 |
19,978.96 |
-13,463.54 |
36.4 |
82.4 |
-15,189.37 |
1,426 |
1,718.1 |
0 |
151,894 |
0.061 |
0.016 |
0.065 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
0 |
0 |
0 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
157 |
91.7 |
14,362.39 |
-15,031.48 |
43.8 |
43.8 |
-16,757.31 |
1,560 |
253.6 |
0 |
167,573 |
0.056 |
0.015 |
0.059 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
0 |
0 |
0 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
159 |
91.2 |
15,948.93 |
-15,031.48 |
42.2 |
42.2 |
-16,757.31 |
1,560 |
253.6 |
0 |
167,573 |
0.056 |
0.015 |
0.059 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
0 |
0 |
0 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
146 |
98.0 |
10,971.27 |
-14,828.38 |
47.6 |
84.0 |
-16,554.21 |
1,539 |
1,718.1 |
0 |
165,542 |
0.056 |
0.015 |
0.060 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
0 |
0 |
0 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
161 |
91.3 |
11,394.25 |
-15,031.48 |
47.3 |
47.3 |
-16,757.31 |
1,560 |
253.6 |
0 |
167,573 |
0.056 |
0.015 |
0.059 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
0 |
0 |
0 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
117 |
98.3 |
-10,031.98 |
-29,640.34 |
100.2 |
100.2 |
-29,667.34 |
1,696 |
877.0 |
0 |
296,673 |
0.032 |
0.008 |
0.034 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
0 |
0 |
0 |
0 |
11 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
26 |
84.6 |
-9,885.84 |
-13,748.34 |
99.2 |
99.2 |
-13,756.14 |
757 |
189.0 |
0 |
137,561 |
0.067 |
0.018 |
0.072 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
0 |
0 |
0 |
0 |
1 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
8542 |
86.4 |
107,402.65 |
207.36 |
7.5 |
16.0 |
-1,385.10 |
411 |
5.6 |
0 |
13,851 |
0.378 |
0.180 |
0.681 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
570 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
5328 |
86.4 |
18,215.96 |
0.00 |
14.2 |
15.8 |
-317.62 |
54 |
5.0 |
0 |
3,176 |
1.068 |
0.787 |
2.786 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
348 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
3232 |
86.4 |
29,955.26 |
69.12 |
7.2 |
15.1 |
-479.46 |
411 |
5.6 |
0 |
4,795 |
0.575 |
0.521 |
1.775 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
222 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
1819 |
82.2 |
5,078.89 |
22.68 |
16.5 |
16.5 |
-419.59 |
420 |
5.6 |
0 |
4,196 |
0.596 |
0.596 |
1.986 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
919 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
7045 |
89.2 |
49,577.20 |
-453.30 |
7.8 |
12.5 |
-635.29 |
560 |
20.7 |
0 |
6,353 |
0.528 |
0.394 |
1.390 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
423 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
4446 |
89.2 |
11,510.62 |
-119.00 |
12.5 |
12.5 |
-334.00 |
74 |
7.9 |
0 |
3,340 |
1.049 |
0.749 |
2.665 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
260 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
1528 |
89.9 |
10,889.78 |
-135.99 |
5.0 |
5.9 |
-551.82 |
560 |
20.7 |
0 |
5,518 |
0.552 |
0.453 |
1.573 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
77 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
2607 |
89.3 |
16,034.62 |
-181.32 |
4.5 |
9.2 |
-551.82 |
560 |
20.7 |
0 |
5,518 |
0.552 |
0.453 |
1.573 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
153 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
1500 |
86.8 |
5,122.27 |
13.72 |
11.7 |
11.7 |
-552.64 |
560 |
20.8 |
0 |
5,526 |
0.552 |
0.452 |
1.571 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
599 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
4232 |
75.1 |
47,986.74 |
114.60 |
9.0 |
21.3 |
-1,250.59 |
405 |
5.4 |
0 |
12,506 |
0.399 |
0.200 |
0.749 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
552 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
2612 |
74.9 |
8,009.49 |
0.00 |
21.3 |
21.3 |
-182.14 |
55 |
4.9 |
0 |
1,821 |
1.248 |
1.373 |
4.476 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
342 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
1614 |
75.4 |
21,424.70 |
61.12 |
8.4 |
13.5 |
-571.68 |
405 |
5.4 |
0 |
5,717 |
0.546 |
0.437 |
1.525 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
208 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
930 |
71.4 |
6,261.28 |
29.76 |
13.2 |
13.2 |
-404.28 |
405 |
4.6 |
0 |
4,043 |
0.601 |
0.618 |
2.048 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
470 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
10641 |
80.6 |
516,688.83 |
1,796.76 |
21.7 |
26.8 |
-8,607.83 |
279 |
4.5 |
0 |
86,078 |
0.101 |
0.029 |
0.115 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
924 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
6617 |
81.0 |
60,007.11 |
0.00 |
26.8 |
26.8 |
-1,191.94 |
44 |
4.5 |
0 |
11,919 |
0.552 |
0.210 |
0.811 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
566 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
4057 |
80.0 |
56,423.20 |
225.68 |
21.0 |
28.2 |
-1,095.54 |
279 |
4.0 |
0 |
10,955 |
0.425 |
0.228 |
0.848 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
356 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
2392 |
71.7 |
3,535.01 |
42.20 |
39.1 |
39.1 |
-401.17 |
280 |
4.0 |
0 |
4,012 |
0.602 |
0.623 |
2.062 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
1890 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
5654 |
88.2 |
36,935.96 |
-317.31 |
6.1 |
16.2 |
-598.36 |
388 |
7.6 |
0 |
5,984 |
0.539 |
0.418 |
1.466 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
404 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
3534 |
88.2 |
10,971.34 |
-58.82 |
16.2 |
16.2 |
-210.56 |
74 |
5.3 |
0 |
2,106 |
1.205 |
1.187 |
3.971 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
240 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
2178 |
88.2 |
11,157.28 |
-135.99 |
5.6 |
8.9 |
-388.43 |
388 |
7.6 |
0 |
3,884 |
0.607 |
0.644 |
2.117 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
164 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
1246 |
83.6 |
2,316.04 |
13.72 |
14.0 |
14.4 |
-388.70 |
389 |
7.6 |
0 |
3,887 |
0.607 |
0.643 |
2.116 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
553 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| USDJPY |
178 |
99.4 |
-7,278.28 |
-7,563.75 |
74.7 |
74.7 |
-7,680.17 |
6,282 |
2,405.3 |
0 |
76,802 |
0.125 |
0.033 |
0.130 |
| EURJPY |
1971 |
100.0 |
1,778.24 |
-657.31 |
12.4 |
12.4 |
-1,480.41 |
2,101 |
440.8 |
0 |
14,804 |
0.551 |
0.169 |
0.665 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| USDJPY |
0 |
0 |
0 |
0 |
0 |
| EURJPY |
0 |
0 |
0 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| EURJPY |
151 |
99.3 |
-1,512.23 |
-1,788.56 |
22.8 |
22.8 |
-2,338.15 |
3,317 |
588.8 |
0 |
23,382 |
0.374 |
0.107 |
0.424 |
| GBPJPY |
655 |
99.9 |
137.84 |
-618.88 |
9.3 |
9.3 |
-933.43 |
1,387 |
167.1 |
0 |
9,334 |
0.752 |
0.268 |
1.042 |
| AUDJPY |
220 |
99.6 |
-1,696.20 |
-1,988.62 |
21.5 |
21.5 |
-2,215.71 |
2,891 |
548.9 |
0 |
22,157 |
0.412 |
0.113 |
0.448 |
| NZDJPY |
165 |
99.4 |
-576.11 |
-774.85 |
11.3 |
11.3 |
-1,156.15 |
1,567 |
548.9 |
0 |
11,562 |
0.755 |
0.216 |
0.857 |
| CADJPY |
236 |
99.6 |
-137.42 |
-400.50 |
6.5 |
6.5 |
-649.32 |
919 |
296.3 |
0 |
6,493 |
1.163 |
0.385 |
1.508 |
| CHFJPY |
168 |
99.4 |
-1,308.02 |
-1,516.46 |
23.7 |
23.7 |
-2,419.44 |
3,905 |
588.8 |
0 |
24,194 |
0.360 |
0.103 |
0.409 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| EURJPY |
0 |
0 |
0 |
0 |
0 |
| GBPJPY |
0 |
0 |
0 |
0 |
0 |
| AUDJPY |
0 |
0 |
0 |
0 |
0 |
| NZDJPY |
0 |
0 |
0 |
0 |
0 |
| CADJPY |
0 |
0 |
0 |
0 |
0 |
| CHFJPY |
0 |
0 |
0 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| USDJPY |
22 |
90.9 |
-6,956.45 |
-7,466.29 |
72.5 |
72.5 |
-7,586.27 |
6,131 |
2,404.9 |
0 |
75,863 |
0.127 |
0.033 |
0.131 |
| EURJPY |
322 |
99.7 |
4,722.20 |
-647.23 |
10.3 |
10.3 |
-1,469.43 |
2,085 |
451.8 |
0 |
14,694 |
0.554 |
0.170 |
0.670 |
| GBPJPY |
333 |
99.7 |
4,673.48 |
-2,778.89 |
19.2 |
19.2 |
-3,261.63 |
3,799 |
795.6 |
0 |
32,616 |
0.273 |
0.077 |
0.304 |
| AUDJPY |
193 |
99.5 |
3,010.30 |
-266.61 |
12.1 |
15.0 |
-1,551.10 |
2,321 |
572.0 |
0 |
15,511 |
0.568 |
0.161 |
0.639 |
| NZDJPY |
169 |
99.4 |
1,305.08 |
-587.72 |
10.9 |
12.7 |
-1,283.61 |
1,883 |
821.8 |
0 |
12,836 |
0.689 |
0.195 |
0.772 |
| CADJPY |
149 |
99.3 |
1,692.93 |
-438.71 |
10.9 |
10.9 |
-1,234.14 |
1,748 |
821.1 |
0 |
12,341 |
0.692 |
0.203 |
0.801 |
| CHFJPY |
319 |
98.4 |
3,431.20 |
-964.92 |
8.3 |
9.3 |
-1,173.97 |
1,672 |
362.8 |
0 |
11,740 |
0.651 |
0.213 |
0.835 |
| XAUUSD |
148 |
98.0 |
9,391.97 |
-15,240.58 |
50.0 |
83.3 |
-16,966.41 |
1,581 |
1,718.1 |
0 |
169,664 |
0.055 |
0.015 |
0.059 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| USDJPY |
0 |
0 |
0 |
0 |
0 |
| EURJPY |
0 |
0 |
0 |
0 |
0 |
| GBPJPY |
0 |
0 |
0 |
0 |
1 |
| AUDJPY |
0 |
0 |
0 |
0 |
0 |
| NZDJPY |
0 |
0 |
0 |
0 |
0 |
| CADJPY |
0 |
0 |
0 |
0 |
0 |
| CHFJPY |
0 |
0 |
0 |
0 |
0 |
| XAUUSD |
0 |
0 |
0 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| USDJPY |
74 |
98.7 |
518.97 |
-319.33 |
12.9 |
12.9 |
-1,285.02 |
1,862 |
367.6 |
0 |
12,850 |
0.631 |
0.195 |
0.766 |
| EURJPY |
23 |
95.7 |
-1,304.33 |
-1,747.17 |
22.3 |
22.3 |
-2,298.56 |
3,253 |
588.7 |
0 |
22,986 |
0.380 |
0.109 |
0.431 |
| GBPJPY |
85 |
98.8 |
1,174.10 |
-402.84 |
8.3 |
9.2 |
-924.65 |
1,342 |
234.3 |
0 |
9,247 |
0.757 |
0.270 |
1.051 |
| AUDJPY |
36 |
97.2 |
-1,426.35 |
-1,940.81 |
21.0 |
21.0 |
-2,170.47 |
2,819 |
548.8 |
0 |
21,705 |
0.420 |
0.115 |
0.458 |
| NZDJPY |
31 |
96.8 |
-366.79 |
-735.23 |
11.1 |
11.1 |
-1,115.14 |
1,505 |
548.8 |
0 |
11,151 |
0.779 |
0.224 |
0.888 |
| CADJPY |
45 |
97.8 |
481.10 |
-45.96 |
6.4 |
6.4 |
-629.89 |
892 |
297.1 |
0 |
6,299 |
1.190 |
0.397 |
1.553 |
| CHFJPY |
24 |
95.8 |
-1,169.34 |
-1,492.81 |
23.4 |
23.4 |
-2,396.69 |
3,869 |
588.8 |
0 |
23,967 |
0.363 |
0.104 |
0.413 |
| XAUUSD |
182 |
97.8 |
12,950.46 |
-15,240.58 |
45.4 |
45.4 |
-16,966.41 |
1,581 |
253.6 |
0 |
169,664 |
0.055 |
0.015 |
0.059 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| USDJPY |
0 |
0 |
0 |
0 |
0 |
| EURJPY |
0 |
0 |
0 |
0 |
0 |
| GBPJPY |
0 |
0 |
0 |
0 |
1 |
| AUDJPY |
0 |
0 |
0 |
0 |
0 |
| NZDJPY |
0 |
0 |
0 |
0 |
0 |
| CADJPY |
0 |
0 |
0 |
0 |
1 |
| CHFJPY |
0 |
0 |
0 |
0 |
0 |
| XAUUSD |
0 |
0 |
0 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| USDJPY |
46 |
97.8 |
256.41 |
-319.39 |
13.0 |
13.0 |
-1,288.88 |
1,867 |
367.6 |
0 |
12,889 |
0.629 |
0.194 |
0.764 |
| EURJPY |
24 |
95.8 |
-1,339.65 |
-1,748.20 |
22.4 |
22.4 |
-2,298.09 |
3,253 |
588.7 |
0 |
22,981 |
0.380 |
0.109 |
0.431 |
| GBPJPY |
75 |
97.3 |
742.65 |
-599.22 |
9.2 |
9.2 |
-901.39 |
1,341 |
167.0 |
0 |
9,014 |
0.770 |
0.277 |
1.078 |
| AUDJPY |
36 |
91.7 |
-1,401.77 |
-1,941.57 |
21.0 |
21.0 |
-2,169.03 |
2,817 |
548.8 |
0 |
21,690 |
0.420 |
0.115 |
0.458 |
| NZDJPY |
30 |
90.0 |
-379.87 |
-736.45 |
11.2 |
11.2 |
-1,117.98 |
1,506 |
548.8 |
0 |
11,180 |
0.777 |
0.224 |
0.886 |
| CADJPY |
49 |
95.9 |
30.48 |
-390.90 |
6.5 |
6.5 |
-630.13 |
892 |
297.1 |
0 |
6,301 |
1.190 |
0.397 |
1.552 |
| CHFJPY |
22 |
90.9 |
-1,179.72 |
-1,494.23 |
23.4 |
23.4 |
-2,397.30 |
3,870 |
588.8 |
0 |
23,973 |
0.362 |
0.104 |
0.413 |
| XAUUSD |
161 |
90.7 |
10,400.32 |
-15,399.38 |
48.6 |
48.6 |
-17,125.21 |
1,596 |
253.9 |
0 |
171,252 |
0.054 |
0.015 |
0.058 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| USDJPY |
0 |
0 |
0 |
0 |
0 |
| EURJPY |
0 |
0 |
0 |
0 |
0 |
| GBPJPY |
0 |
0 |
0 |
0 |
0 |
| AUDJPY |
0 |
0 |
0 |
0 |
0 |
| NZDJPY |
0 |
0 |
0 |
0 |
0 |
| CADJPY |
0 |
0 |
0 |
0 |
0 |
| CHFJPY |
0 |
0 |
0 |
0 |
0 |
| XAUUSD |
0 |
0 |
0 |
0 |
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
7045 |
89.2 |
49,577.20 |
-453.30 |
7.8 |
12.5 |
-635.29 |
560 |
20.7 |
0 |
6,353 |
0.528 |
0.394 |
1.390 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
423 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
|
|
|
|
|
|
|
|
0 |
0.0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
0 |
0.0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
0 |
0.0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
0 |
0.0 |
|
|
|
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|
|
|
|
0 |
0.0 |
|
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|
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|
|
|
|
0 |
0.0 |
|
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|
|
|
|
0 |
0.0 |
|
|
|
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|
|
|
0 |
0.0 |
|
|
|
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|
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|
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|
|
|
|
0 |
0.0 |
|
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|
|
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|
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|
|
|
|
0 |
0.0 |
|
|
|
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|
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|
|
|
|
|
|
0 |
0.0 |
|
|
|
|
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|
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|
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|
|
|
|
0 |
0.0 |
|
|
|
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|
|
0 |
0.0 |
|
|
|
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|
|
|
0 |
0.0 |
|
|
|
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|
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|
|
|
0 |
0.0 |
|
|
|
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|
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|
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|
|
|
|
0 |
0.0 |
|
|
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|
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|
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|
|
|
0 |
0.0 |
|
|
|
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|
|
|
|
0 |
0.0 |
|
|
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|
0 |
0.0 |
|
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|
0 |
0.0 |
|
|
|
|
|
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
146 |
98.0 |
10,971.27 |
-14,828.38 |
47.6 |
84.0 |
-16,554.21 |
1,539 |
1,718.1 |
0 |
165,542 |
0.056 |
0.015 |
0.060 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
152 |
98.7 |
27,581.34 |
-13,463.54 |
30.9 |
78.9 |
-15,189.37 |
1,426 |
1,718.3 |
0 |
151,894 |
0.061 |
0.016 |
0.065 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
0 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
1500 |
86.8 |
5,122.27 |
13.72 |
11.7 |
11.7 |
-552.64 |
560 |
20.8 |
0 |
5,526 |
0.552 |
0.452 |
1.571 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
599 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
1502 |
80.2 |
14,446.26 |
57.76 |
25.5 |
25.5 |
-552.64 |
560 |
20.8 |
0 |
5,526 |
0.552 |
0.452 |
1.571 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
635 |
| Symbol |
Trades |
Win % |
Net $ (incl. forced close) |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Worst move (pips, or $/oz for gold) |
Longest hold (days) |
Stop-outs |
Worst float per 1.0 lot $ |
Max lots: margin level 300% |
Max lots: 25% DD |
Max lots: stop-out |
| XAUUSD |
530 |
71.3 |
246.93 |
0.00 |
35.0 |
35.0 |
-436.74 |
94 |
4.3 |
0 |
4,367 |
0.590 |
0.572 |
1.921 |
| Symbol |
Range-gate episodes |
EMA-gate episodes |
Flip-gate episodes |
Carry-gate episodes |
Direction flips |
| XAUUSD |
|
|
|
|
361 |
Time underwater (Phase A trades)
| Symbol |
Trades |
Median hold (h) |
> 1 day |
> 1 week |
> 1 month |
> 3 months |
> 6 months |
Forced close at end |
Sum of floating losses > $100 (count) |
| AUDJPY |
1318 |
0.1 |
59 |
33 |
16 |
9 |
2 |
1 |
33 |
| CADJPY |
836 |
0.1 |
31 |
12 |
8 |
3 |
2 |
1 |
12 |
| CHFJPY |
1874 |
0.1 |
82 |
35 |
15 |
6 |
5 |
1 |
51 |
| EURJPY |
2096 |
0.1 |
79 |
39 |
17 |
7 |
3 |
1 |
53 |
| GBPJPY |
2543 |
0.1 |
91 |
36 |
16 |
6 |
3 |
1 |
58 |
| NZDJPY |
748 |
0.2 |
48 |
20 |
12 |
7 |
3 |
1 |
21 |
| USDJPY |
102 |
0.0 |
4 |
2 |
2 |
1 |
1 |
1 |
3 |
| XAUUSD |
5946 |
0.0 |
28 |
10 |
7 |
3 |
2 |
1 |
191 |
Phase B: entry-parameter optimisation (fixed 0.10 lot, complete search, survival-first criterion)
| Symbol |
Passes |
Survivors (Result > 0) |
Best entry |
TF |
EMA |
Min net $ |
Cooldown (min) |
Profit $ |
Equity DD % |
Trades |
Score |
| AUDJPY |
128 |
54 |
Long only |
H1 |
100 |
5 |
0 |
3,005.50 |
12.2 |
515 |
1.930 |
| CADJPY |
128 |
55 |
Long only |
H1 |
100 |
5 |
0 |
1,675.88 |
10.9 |
317 |
1.330 |
| CHFJPY |
128 |
49 |
Long only |
H4 |
100 |
5 |
0 |
3,916.74 |
8.1 |
736 |
3.250 |
| EURJPY |
128 |
47 |
Long only |
H1 |
100 |
5 |
240 |
5,328.26 |
8.8 |
965 |
4.020 |
| GBPJPY |
128 |
48 |
Long only |
H1 |
100 |
1 |
0 |
6,276.57 |
12.2 |
2543 |
3.190 |
| NZDJPY |
128 |
59 |
MA trend |
H4 |
100 |
5 |
0 |
1,240.26 |
11.0 |
294 |
0.950 |
| USDJPY |
128 |
36 |
Long only |
H1 |
100 |
1 |
0 |
6,069.31 |
12.7 |
2164 |
3.190 |
Survival by entry mode (all symbols, all Phase B passes)
| Entry mode |
Passes |
Survivors |
Median profit $ |
Best profit $ |
Worst equity DD % |
| MA trend |
256 |
116 |
512.70 |
61,032.71 |
101.1 |
| RSI reversion |
256 |
8 |
-3,997.02 |
18,862.62 |
102.4 |
| Long only |
256 |
224 |
3,709.42 |
61,032.71 |
55.1 |
| Alternate |
256 |
0 |
-4,301.11 |
-1,016.65 |
100.8 |
Phase C: best B parameters, in-sample (2020-2023) vs out-of-sample (2024-2026), fixed 0.10 lot
| Symbol |
Segment |
Trades |
Win % |
Net $ |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Longest hold (days) |
Stop-outs |
| AUDJPY |
IS |
337 |
99.7 |
1,994.15 |
-182.55 |
15.0 |
15.0 |
-1,498.16 |
278.4 |
0 |
| AUDJPY |
OOS |
206 |
99.5 |
978.03 |
-269.17 |
14.4 |
14.4 |
-1,557.42 |
559.9 |
0 |
| CADJPY |
IS |
247 |
99.6 |
1,302.83 |
-333.98 |
10.9 |
10.9 |
-1,255.96 |
371.0 |
0 |
| CADJPY |
OOS |
120 |
99.2 |
345.89 |
-448.10 |
11.5 |
11.5 |
-1,237.62 |
821.2 |
0 |
| CHFJPY |
IS |
506 |
99.8 |
3,167.89 |
-246.11 |
9.5 |
9.5 |
-1,171.94 |
251.4 |
0 |
| CHFJPY |
OOS |
268 |
99.6 |
745.20 |
-992.92 |
10.3 |
10.3 |
-1,206.26 |
362.8 |
0 |
| EURJPY |
IS |
638 |
99.8 |
3,469.25 |
-594.12 |
7.1 |
7.5 |
-811.48 |
296.1 |
0 |
| EURJPY |
OOS |
386 |
99.7 |
1,603.44 |
-656.19 |
11.8 |
11.8 |
-1,323.22 |
368.0 |
0 |
| GBPJPY |
IS |
1639 |
99.9 |
4,119.78 |
-638.44 |
19.1 |
19.1 |
-1,928.75 |
342.8 |
0 |
| GBPJPY |
OOS |
1206 |
99.9 |
2,272.14 |
-614.09 |
16.3 |
16.3 |
-1,969.98 |
496.8 |
0 |
| NZDJPY |
IS |
233 |
99.6 |
1,266.43 |
-170.64 |
12.7 |
12.7 |
-1,270.20 |
314.2 |
0 |
| NZDJPY |
OOS |
50 |
98.0 |
-277.59 |
-769.59 |
11.0 |
11.0 |
-1,150.49 |
548.8 |
0 |
| USDJPY |
IS |
1701 |
99.9 |
4,375.69 |
-748.69 |
12.7 |
12.7 |
-1,900.62 |
399.7 |
0 |
| USDJPY |
OOS |
762 |
99.9 |
1,814.11 |
-328.37 |
13.4 |
13.4 |
-1,567.57 |
555.1 |
0 |
Phase C: best G parameters, in-sample (2020-2023) vs out-of-sample (2024-2026), fixed 0.10 lot
| Symbol |
Segment |
Trades |
Win % |
Net $ |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Longest hold (days) |
Stop-outs |
| AUDJPY |
IS |
1164 |
99.9 |
2,403.25 |
-181.87 |
15.0 |
15.0 |
-1,498.16 |
162.2 |
0 |
| AUDJPY |
OOS |
708 |
99.9 |
1,082.31 |
-273.31 |
10.6 |
10.6 |
-1,099.09 |
370.5 |
0 |
| CADJPY |
IS |
704 |
99.9 |
1,190.48 |
-333.98 |
11.0 |
11.0 |
-1,255.96 |
371.0 |
0 |
| CADJPY |
OOS |
193 |
99.5 |
-305.81 |
-800.27 |
10.9 |
10.9 |
-1,142.99 |
577.1 |
0 |
| CHFJPY |
IS |
1331 |
99.9 |
2,986.66 |
-245.62 |
6.4 |
6.4 |
-691.60 |
251.4 |
0 |
| CHFJPY |
OOS |
698 |
99.9 |
1,674.33 |
-14.09 |
10.3 |
10.3 |
-1,100.85 |
362.8 |
0 |
| EURJPY |
IS |
1604 |
99.9 |
3,354.50 |
-608.30 |
6.8 |
7.8 |
-827.41 |
294.5 |
0 |
| EURJPY |
OOS |
11 |
90.9 |
-1,999.11 |
-2,031.85 |
25.8 |
25.8 |
-2,583.09 |
1,011.3 |
0 |
| GBPJPY |
IS |
2127 |
100.0 |
5,450.06 |
-638.44 |
19.1 |
19.1 |
-1,928.75 |
342.8 |
0 |
| GBPJPY |
OOS |
12 |
91.7 |
-3,210.19 |
-3,243.85 |
37.1 |
37.1 |
-3,722.13 |
1,011.3 |
0 |
| NZDJPY |
IS |
677 |
99.9 |
1,039.96 |
-284.44 |
12.7 |
12.7 |
-1,271.03 |
314.2 |
0 |
| NZDJPY |
OOS |
248 |
99.6 |
421.69 |
-48.89 |
8.3 |
8.3 |
-851.00 |
438.2 |
0 |
| USDJPY |
IS |
1861 |
100.0 |
4,057.21 |
-748.69 |
7.0 |
7.0 |
-951.26 |
240.3 |
0 |
| USDJPY |
OOS |
690 |
99.9 |
1,505.45 |
-326.53 |
13.7 |
13.7 |
-1,567.57 |
555.1 |
0 |
Phase C: best TO parameters, in-sample (2020-2023) vs out-of-sample (2024-2026), fixed 0.10 lot
| Symbol |
Segment |
Trades |
Win % |
Net $ |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Longest hold (days) |
Stop-outs |
| AUDJPY |
IS |
75 |
98.7 |
2,035.14 |
-173.09 |
15.0 |
15.0 |
-1,498.16 |
427.8 |
0 |
| AUDJPY |
OOS |
8 |
87.5 |
-1,793.29 |
-1,917.82 |
22.1 |
22.1 |
-2,147.66 |
548.6 |
0 |
| CADJPY |
IS |
134 |
99.3 |
1,258.27 |
-307.11 |
10.3 |
10.3 |
-1,159.30 |
238.2 |
0 |
| CADJPY |
OOS |
64 |
96.9 |
-511.38 |
-756.37 |
11.1 |
11.1 |
-1,099.51 |
535.2 |
0 |
| CHFJPY |
IS |
130 |
99.2 |
3,118.70 |
-251.09 |
9.1 |
9.1 |
-1,085.88 |
240.8 |
0 |
| CHFJPY |
OOS |
70 |
98.6 |
958.16 |
-953.30 |
10.0 |
10.3 |
-1,161.96 |
362.8 |
0 |
| EURJPY |
IS |
101 |
99.0 |
2,963.50 |
-584.76 |
6.9 |
7.8 |
-784.23 |
295.8 |
0 |
| EURJPY |
OOS |
1 |
0.0 |
-2,005.51 |
-2,005.51 |
25.8 |
25.8 |
-2,556.94 |
1,012.0 |
0 |
| GBPJPY |
IS |
129 |
99.2 |
3,459.82 |
-615.90 |
18.9 |
18.9 |
-1,862.31 |
347.8 |
0 |
| GBPJPY |
OOS |
1 |
0.0 |
-3,219.53 |
-3,219.53 |
37.2 |
37.2 |
-3,698.39 |
1,012.0 |
0 |
| NZDJPY |
IS |
40 |
97.5 |
1,434.82 |
-135.75 |
12.7 |
12.7 |
-1,256.33 |
335.6 |
0 |
| NZDJPY |
OOS |
6 |
83.3 |
-322.71 |
-695.37 |
11.1 |
11.1 |
-1,075.52 |
548.5 |
0 |
Phase C: best 1 parameters, in-sample (2020-2023) vs out-of-sample (2024-2026), fixed 0.10 lot
| Symbol |
Segment |
Trades |
Win % |
Net $ |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Longest hold (days) |
Stop-outs |
| XAUUSD |
|
5522 |
65.1 |
-6,043.09 |
7.64 |
91.6 |
91.6 |
-410.17 |
5.6 |
0 |
Phase C: best 1is parameters, in-sample (2020-2023) vs out-of-sample (2024-2026), fixed 0.10 lot
| Symbol |
Segment |
Trades |
Win % |
Net $ |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Longest hold (days) |
Stop-outs |
| XAUUSD |
|
3445 |
63.8 |
-8,571.93 |
0.00 |
91.6 |
91.6 |
-200.76 |
4.7 |
0 |
Phase C: best 1nonews parameters, in-sample (2020-2023) vs out-of-sample (2024-2026), fixed 0.10 lot
| Symbol |
Segment |
Trades |
Win % |
Net $ |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Longest hold (days) |
Stop-outs |
| XAUUSD |
|
4710 |
75.9 |
46,026.93 |
106.96 |
10.2 |
22.4 |
-645.57 |
5.6 |
0 |
Phase C: best 1oos parameters, in-sample (2020-2023) vs out-of-sample (2024-2026), fixed 0.10 lot
| Symbol |
Segment |
Trades |
Win % |
Net $ |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Longest hold (days) |
Stop-outs |
| XAUUSD |
|
2044 |
67.5 |
16,483.93 |
45.84 |
34.5 |
40.7 |
-1,112.00 |
5.6 |
0 |
Phase C: best 1r25 parameters, in-sample (2020-2023) vs out-of-sample (2024-2026), fixed 0.10 lot
| Symbol |
Segment |
Trades |
Win % |
Net $ |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Longest hold (days) |
Stop-outs |
| XAUUSD |
|
1201 |
63.0 |
6,993.37 |
29.76 |
38.2 |
38.2 |
-886.29 |
5.6 |
0 |
Phase C: best 3 parameters, in-sample (2020-2023) vs out-of-sample (2024-2026), fixed 0.10 lot
| Symbol |
Segment |
Trades |
Win % |
Net $ |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Longest hold (days) |
Stop-outs |
| XAUUSD |
|
2332 |
74.1 |
-4,288.19 |
-99.08 |
87.6 |
87.6 |
-802.42 |
78.4 |
0 |
Phase C: best 3is parameters, in-sample (2020-2023) vs out-of-sample (2024-2026), fixed 0.10 lot
| Symbol |
Segment |
Trades |
Win % |
Net $ |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Longest hold (days) |
Stop-outs |
| XAUUSD |
|
1466 |
72.0 |
-7,394.00 |
-19.64 |
83.4 |
83.4 |
-333.00 |
44.3 |
0 |
Phase C: best 3oos parameters, in-sample (2020-2023) vs out-of-sample (2024-2026), fixed 0.10 lot
| Symbol |
Segment |
Trades |
Win % |
Net $ |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Longest hold (days) |
Stop-outs |
| XAUUSD |
|
870 |
78.2 |
17,597.54 |
-297.25 |
48.8 |
48.8 |
-808.61 |
78.4 |
0 |
Phase C: best 3r25 parameters, in-sample (2020-2023) vs out-of-sample (2024-2026), fixed 0.10 lot
| Symbol |
Segment |
Trades |
Win % |
Net $ |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Longest hold (days) |
Stop-outs |
| XAUUSD |
|
475 |
75.2 |
8,583.21 |
-200.37 |
32.6 |
32.6 |
-795.82 |
78.3 |
0 |
Phase C: best 4 parameters, in-sample (2020-2023) vs out-of-sample (2024-2026), fixed 0.10 lot
| Symbol |
Segment |
Trades |
Win % |
Net $ |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Longest hold (days) |
Stop-outs |
| XAUUSD |
|
4762 |
71.5 |
3,853.39 |
53.48 |
81.3 |
81.3 |
-410.17 |
5.6 |
0 |
Phase C: best 4is parameters, in-sample (2020-2023) vs out-of-sample (2024-2026), fixed 0.10 lot
| Symbol |
Segment |
Trades |
Win % |
Net $ |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Longest hold (days) |
Stop-outs |
| XAUUSD |
|
2927 |
70.7 |
-5,953.53 |
0.00 |
81.3 |
81.3 |
-211.36 |
4.7 |
0 |
Phase C: best 4oos parameters, in-sample (2020-2023) vs out-of-sample (2024-2026), fixed 0.10 lot
| Symbol |
Segment |
Trades |
Win % |
Net $ |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Longest hold (days) |
Stop-outs |
| XAUUSD |
|
1835 |
72.9 |
27,810.06 |
145.16 |
25.8 |
29.5 |
-1,014.47 |
5.6 |
0 |
Phase C: best 4r25 parameters, in-sample (2020-2023) vs out-of-sample (2024-2026), fixed 0.10 lot
| Symbol |
Segment |
Trades |
Win % |
Net $ |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Longest hold (days) |
Stop-outs |
| XAUUSD |
|
1083 |
66.1 |
15,273.28 |
96.72 |
25.8 |
33.1 |
-748.04 |
5.6 |
0 |
Phase C: best 5 parameters, in-sample (2020-2023) vs out-of-sample (2024-2026), fixed 0.10 lot
| Symbol |
Segment |
Trades |
Win % |
Net $ |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Longest hold (days) |
Stop-outs |
| XAUUSD |
|
1756 |
75.5 |
19,392.65 |
-99.08 |
33.5 |
40.0 |
-914.88 |
95.5 |
0 |
Phase C: best 5is parameters, in-sample (2020-2023) vs out-of-sample (2024-2026), fixed 0.10 lot
| Symbol |
Segment |
Trades |
Win % |
Net $ |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Longest hold (days) |
Stop-outs |
| XAUUSD |
|
1182 |
74.1 |
2,234.91 |
-54.38 |
33.5 |
40.0 |
-339.37 |
50.5 |
0 |
Phase C: best 5oos parameters, in-sample (2020-2023) vs out-of-sample (2024-2026), fixed 0.10 lot
| Symbol |
Segment |
Trades |
Win % |
Net $ |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Longest hold (days) |
Stop-outs |
| XAUUSD |
|
639 |
77.9 |
17,552.95 |
-99.08 |
13.4 |
21.7 |
-914.88 |
78.4 |
0 |
Phase C: best 5r25 parameters, in-sample (2020-2023) vs out-of-sample (2024-2026), fixed 0.10 lot
| Symbol |
Segment |
Trades |
Win % |
Net $ |
End-of-test P/L $ |
Equity DD % (max $) |
Equity DD % (relative) |
Worst float $ @0.1 |
Longest hold (days) |
Stop-outs |
| XAUUSD |
|
376 |
78.2 |
3,669.80 |
-100.18 |
14.8 |
18.4 |
-795.82 |
78.3 |
0 |
Phase D run D_all8_fixed: portfolio sizing sweep ($10,000, 1:100, symbols traded together: USDJPY,EURJPY,GBPJPY,AUDJPY,NZDJPY,CADJPY,CHFJPY,XAUUSD)
| Fixed lots per symbol |
Profit $ |
Equity DD % |
Trades |
Score (-1 = stop-out or DD > 30%) |
| 0.01 |
4,125.21 |
12.1 |
3732 |
2.140 |
| 0.02 |
9,703.93 |
16.7 |
6212 |
2.500 |
| 0.03 |
15,686.38 |
18.8 |
8086 |
2.690 |
| 0.04 |
23,387.21 |
19.2 |
9817 |
3.000 |
| 0.05 |
31,735.32 |
19.2 |
11253 |
3.260 |
| 0.06 |
40,228.44 |
19.2 |
12299 |
-1.000 |
| 0.07 |
48,375.41 |
19.2 |
13223 |
-1.000 |
| 0.08 |
56,254.77 |
19.3 |
14057 |
-1.000 |
Phase D run D_all8: portfolio sizing sweep ($10,000, 1:100, symbols traded together: USDJPY,EURJPY,GBPJPY,AUDJPY,NZDJPY,CADJPY,CHFJPY,XAUUSD)
| Lots per $1000 equity |
Lots per symbol on $10k |
Min margin level % |
Profit $ |
Equity DD % |
Trades |
Score (-1 = stop-out or DD > 30%) |
| 0.005 |
0.05 |
200 |
109,593.68 |
90.6 |
15037 |
-1.000 |
| 0.005 |
0.05 |
600 |
115,827.41 |
89.6 |
15048 |
-1.000 |
| 0.005 |
0.05 |
1000 |
105,122.23 |
91.3 |
14945 |
-1.000 |
| 0.010 |
0.10 |
200 |
10,232,067.39 |
68.3 |
19451 |
-1.000 |
| 0.010 |
0.10 |
600 |
10,232,067.39 |
68.3 |
19451 |
-1.000 |
| 0.010 |
0.10 |
1000 |
-9,914.84 |
99.8 |
4448 |
-1.000 |
| 0.015 |
0.15 |
200 |
-9,874.37 |
99.8 |
6477 |
-1.000 |
| 0.015 |
0.15 |
600 |
-9,694.80 |
99.1 |
3157 |
-1.000 |
| 0.015 |
0.15 |
1000 |
-9,814.03 |
99.1 |
3575 |
-1.000 |
| 0.020 |
0.20 |
200 |
-9,375.46 |
98.7 |
2970 |
-1.000 |
| 0.020 |
0.20 |
600 |
-653.92 |
99.0 |
9097 |
-1.000 |
| 0.020 |
0.20 |
1000 |
-9,977.73 |
99.9 |
487 |
-1.000 |
| 0.025 |
0.25 |
200 |
-9,793.85 |
101.3 |
623 |
-1.000 |
| 0.025 |
0.25 |
600 |
-9,860.44 |
99.5 |
1705 |
-1.000 |
| 0.025 |
0.25 |
1000 |
-9,934.01 |
99.8 |
902 |
-1.000 |
| 0.030 |
0.30 |
200 |
-9,855.82 |
102.2 |
647 |
-1.000 |
| 0.030 |
0.30 |
600 |
-9,168.97 |
98.1 |
4500 |
-1.000 |
| 0.030 |
0.30 |
1000 |
-9,943.93 |
99.6 |
994 |
-1.000 |
| 0.035 |
0.35 |
200 |
-9,498.72 |
99.3 |
658 |
-1.000 |
| 0.035 |
0.35 |
600 |
-9,692.93 |
98.7 |
4064 |
-1.000 |
| 0.035 |
0.35 |
1000 |
-10,394.92 |
106.4 |
69 |
-1.000 |
| 0.040 |
0.40 |
200 |
-9,737.68 |
100.3 |
659 |
-1.000 |
| 0.040 |
0.40 |
600 |
-9,810.13 |
106.7 |
44 |
-1.000 |
| 0.040 |
0.40 |
1000 |
-9,929.42 |
99.9 |
734 |
-1.000 |
| 0.045 |
0.45 |
200 |
-10,896.34 |
106.8 |
665 |
-1.000 |
| 0.045 |
0.45 |
600 |
-9,797.64 |
110.4 |
34 |
-1.000 |
| 0.045 |
0.45 |
1000 |
-9,901.57 |
99.5 |
433 |
-1.000 |
| 0.050 |
0.50 |
200 |
-8,926.81 |
98.4 |
521 |
-1.000 |
| 0.050 |
0.50 |
600 |
-10,063.66 |
101.5 |
81 |
-1.000 |
| 0.050 |
0.50 |
1000 |
-9,927.02 |
99.6 |
552 |
-1.000 |
| 0.055 |
0.55 |
200 |
-10,022.84 |
103.3 |
516 |
-1.000 |
| 0.055 |
0.55 |
600 |
-10,284.42 |
115.0 |
50 |
-1.000 |
| 0.055 |
0.55 |
1000 |
-9,928.57 |
99.5 |
930 |
-1.000 |
| 0.060 |
0.60 |
200 |
-11,345.84 |
109.6 |
485 |
-1.000 |
| 0.060 |
0.60 |
600 |
-10,796.19 |
119.6 |
85 |
-1.000 |
| 0.060 |
0.60 |
1000 |
-9,463.08 |
101.0 |
2240 |
-1.000 |
Phase D run D_jpy7_fixed: portfolio sizing sweep ($10,000, 1:100, symbols traded together: USDJPY,EURJPY,GBPJPY,AUDJPY,NZDJPY,CADJPY,CHFJPY)
| Fixed lots per symbol |
Profit $ |
Equity DD % |
Trades |
Score (-1 = stop-out or DD > 30%) |
| 0.01 |
1,428.19 |
6.2 |
2071 |
2.010 |
| 0.02 |
2,828.21 |
10.8 |
3623 |
1.990 |
| 0.03 |
4,193.47 |
14.6 |
4876 |
1.970 |
| 0.04 |
5,567.20 |
17.6 |
5888 |
1.960 |
| 0.05 |
6,783.35 |
20.2 |
6673 |
1.910 |
| 0.06 |
8,106.56 |
22.4 |
7418 |
1.900 |
| 0.07 |
9,450.56 |
24.2 |
8051 |
-1.000 |
| 0.08 |
10,808.20 |
25.7 |
8657 |
-1.000 |
Phase D run D_jpy7: portfolio sizing sweep ($10,000, 1:100, symbols traded together: USDJPY,EURJPY,GBPJPY,AUDJPY,NZDJPY,CADJPY,CHFJPY)
| Lots per $1000 equity |
Lots per symbol on $10k |
Min margin level % |
Profit $ |
Equity DD % |
Trades |
Score (-1 = stop-out or DD > 30%) |
| 0.005 |
0.05 |
200 |
10,663.83 |
34.9 |
8201 |
-1.000 |
| 0.005 |
0.05 |
600 |
10,663.83 |
34.9 |
8201 |
-1.000 |
| 0.005 |
0.05 |
1000 |
10,663.83 |
34.9 |
8201 |
-1.000 |
| 0.010 |
0.10 |
200 |
39,239.41 |
77.6 |
12879 |
-1.000 |
| 0.010 |
0.10 |
600 |
39,239.41 |
77.6 |
12879 |
-1.000 |
| 0.010 |
0.10 |
1000 |
39,239.41 |
77.6 |
12879 |
-1.000 |
| 0.015 |
0.15 |
200 |
-16,366.81 |
109.8 |
12133 |
-1.000 |
| 0.015 |
0.15 |
600 |
-16,367.12 |
109.8 |
12133 |
-1.000 |
| 0.015 |
0.15 |
1000 |
-4,466.83 |
99.2 |
14807 |
-1.000 |
| 0.020 |
0.20 |
200 |
-6,272.69 |
100.6 |
12744 |
-1.000 |
| 0.020 |
0.20 |
600 |
-8,546.96 |
102.1 |
9598 |
-1.000 |
| 0.020 |
0.20 |
1000 |
16,773.45 |
81.0 |
8410 |
-1.000 |
| 0.025 |
0.25 |
200 |
-10,189.79 |
104.9 |
293 |
-1.000 |
| 0.025 |
0.25 |
600 |
-8,793.24 |
100.2 |
8383 |
-1.000 |
| 0.025 |
0.25 |
1000 |
-9,962.47 |
99.6 |
544 |
-1.000 |
| 0.030 |
0.30 |
200 |
-9,840.29 |
112.1 |
359 |
-1.000 |
| 0.030 |
0.30 |
600 |
-10,708.30 |
121.9 |
84 |
-1.000 |
| 0.030 |
0.30 |
1000 |
-9,943.93 |
99.6 |
994 |
-1.000 |
| 0.035 |
0.35 |
200 |
-11,422.82 |
131.5 |
180 |
-1.000 |
| 0.035 |
0.35 |
600 |
-9,883.15 |
100.0 |
1576 |
-1.000 |
| 0.035 |
0.35 |
1000 |
-10,394.92 |
106.4 |
69 |
-1.000 |
| 0.040 |
0.40 |
200 |
-9,910.42 |
100.6 |
184 |
-1.000 |
| 0.040 |
0.40 |
600 |
-9,810.13 |
106.7 |
44 |
-1.000 |
| 0.040 |
0.40 |
1000 |
-9,933.47 |
99.5 |
739 |
-1.000 |
| 0.045 |
0.45 |
200 |
-9,575.37 |
99.9 |
182 |
-1.000 |
| 0.045 |
0.45 |
600 |
-9,753.93 |
110.6 |
84 |
-1.000 |
| 0.045 |
0.45 |
1000 |
-9,901.57 |
99.5 |
433 |
-1.000 |
| 0.050 |
0.50 |
200 |
-10,602.78 |
110.6 |
183 |
-1.000 |
| 0.050 |
0.50 |
600 |
-10,063.66 |
101.5 |
81 |
-1.000 |
| 0.050 |
0.50 |
1000 |
-9,927.02 |
99.6 |
552 |
-1.000 |
| 0.055 |
0.55 |
200 |
-9,499.56 |
96.4 |
185 |
-1.000 |
| 0.055 |
0.55 |
600 |
-9,924.19 |
99.3 |
67 |
-1.000 |
| 0.055 |
0.55 |
1000 |
-9,928.57 |
99.5 |
930 |
-1.000 |
| 0.060 |
0.60 |
200 |
-9,415.17 |
95.3 |
186 |
-1.000 |
| 0.060 |
0.60 |
600 |
-10,796.19 |
119.6 |
85 |
-1.000 |
| 0.060 |
0.60 |
1000 |
-9,463.08 |
101.0 |
2240 |
-1.000 |
Phase D run DK1_jpy7: portfolio sizing sweep ($10,000, 1:100, symbols traded together: USDJPY,EURJPY,GBPJPY,AUDJPY,NZDJPY,CADJPY,CHFJPY)
| Fixed lots per symbol |
Profit $ |
Equity DD % |
Trades |
Score (-1 = stop-out or DD > 30%) |
| 0.01 |
1,545.17 |
6.1 |
1486 |
2.180 |
| 0.02 |
3,054.83 |
10.7 |
1565 |
2.150 |
| 0.03 |
4,474.34 |
14.4 |
1567 |
2.100 |
| 0.04 |
5,961.00 |
17.3 |
1578 |
2.100 |
| 0.05 |
7,439.54 |
19.8 |
1584 |
2.100 |
| 0.06 |
8,917.26 |
21.8 |
1577 |
2.100 |
| 0.07 |
10,450.95 |
23.6 |
1570 |
-1.000 |
| 0.08 |
11,971.91 |
25.0 |
1570 |
-1.000 |
Phase D run DK3_all8: portfolio sizing sweep ($10,000, 1:100, symbols traded together: USDJPY,EURJPY,GBPJPY,AUDJPY,NZDJPY,CADJPY,CHFJPY,XAUUSD)
| Fixed lots per symbol |
Profit $ |
Equity DD % |
Trades |
Score (-1 = stop-out or DD > 30%) |
| 0.01 |
1,975.28 |
11.8 |
3498 |
1.340 |
| 0.02 |
3,796.05 |
19.9 |
3764 |
1.280 |
| 0.03 |
6,608.11 |
26.1 |
3756 |
-1.000 |
| 0.04 |
8,892.82 |
30.3 |
3776 |
-1.000 |
| 0.05 |
11,642.17 |
33.0 |
3771 |
-1.000 |
| 0.06 |
14,650.48 |
34.7 |
3798 |
-1.000 |
| 0.07 |
-10,041.46 |
100.9 |
2213 |
-1.000 |
| 0.08 |
24,353.44 |
34.1 |
3920 |
-1.000 |
Phase D run DT_all8_fixed: portfolio sizing sweep ($10,000, 1:100, symbols traded together: USDJPY,EURJPY,GBPJPY,AUDJPY,NZDJPY,CADJPY,CHFJPY,XAUUSD)
| Fixed lots per symbol |
Profit $ |
Equity DD % |
Trades |
Score (-1 = stop-out or DD > 30%) |
| 0.01 |
2,401.25 |
13.6 |
1575 |
1.250 |
| 0.02 |
4,706.07 |
21.1 |
1655 |
1.220 |
| 0.03 |
7,049.80 |
25.9 |
1674 |
1.210 |
| 0.04 |
9,374.89 |
29.1 |
1657 |
1.210 |
| 0.05 |
11,675.01 |
31.6 |
1654 |
-1.000 |
| 0.06 |
13,998.13 |
33.4 |
1654 |
-1.000 |
| 0.07 |
16,353.34 |
34.8 |
1650 |
-1.000 |
| 0.08 |
18,674.70 |
36.0 |
1651 |
-1.000 |
Phase D run DT_jpy7_fixed: portfolio sizing sweep ($10,000, 1:100, symbols traded together: USDJPY,EURJPY,GBPJPY,AUDJPY,NZDJPY,CADJPY,CHFJPY)
| Fixed lots per symbol |
Profit $ |
Equity DD % |
Trades |
Score (-1 = stop-out or DD > 30%) |
| 0.01 |
1,477.75 |
6.1 |
1427 |
2.080 |
| 0.02 |
2,854.49 |
10.9 |
1504 |
2.010 |
| 0.03 |
4,251.35 |
14.7 |
1524 |
2.000 |
| 0.04 |
5,651.04 |
17.7 |
1508 |
1.990 |
| 0.05 |
7,014.29 |
20.3 |
1505 |
1.980 |
| 0.06 |
8,406.61 |
22.4 |
1504 |
-1.000 |
| 0.07 |
9,828.61 |
24.2 |
1500 |
-1.000 |
| 0.08 |
11,245.32 |
25.8 |
1501 |
-1.000 |