{"generatedAtUtc":"2026-11-12T06:58:04.9200391+00:00","source":"https://1kpips.com/en/preset/ea-tokyofix-audjpy-m5/backtests","disclaimer":"Backtest figures are runs at 0.01 lot on one broker's historical data, published so they can be checked. A tuning decays; past results do not predict future ones. Nothing here is investment advice.","count":10,"items":[{"partitionKey":"ea-tokyofix-audjpy-m5","rowKey":"0.3.4|20261110T094542Z","timestamp":"2026-11-11T00:16:27.7665638+00:00","eTag":"W/\"datetime'2026-11-11T00%3A16%3A27.7665638Z'\"","inpEaId":"ea-tokyofix-audjpy-m5","inpEaVersion":"0.1.0","inpMagic":2026091007,"symbol":"AUDJPY","timeframe":"PERIOD_M5","testStartUtc":"2010-01-01T00:00:00+00:00","testEndUtc":"2018-12-31T00:00:00+00:00","modelingQualityPercent":0,"bars":666826,"ticks":238486872,"initialDeposit":3000,"totalNetProfit":71.08,"grossProfit":261.97,"grossLoss":-190.89,"profitFactor":1.37,"expectedPayoff":0.34,"sharpeRatio":27.75,"recoveryFactor":2.54,"maxBalanceDrawdownPercent":0.83,"maxEquityDrawdownPercent":0.93,"maxBalanceDrawdownMoney":24.89,"maxEquityDrawdownMoney":28.02,"totalTrades":210,"longTrades":0,"longWinRatePercent":0,"shortTrades":210,"shortWinRatePercent":52.38,"onTesterResult":null,"testerNote":"pv 0.3.4 (2026-11-10): InpEntryDelaySec 0 -> 6 (engine build 0.2.2); nothing else changed. The four fix charts share the 1.0% open-risk cap and sent in the same second, so which one was refused when the account is short was a race. AUDJPY is the only one at tier candidate, so it now sends six seconds after the other three and is the one refused. Headless run. OUT-OF-SAMPLE 2010-2018, generated ticks. pv 0.3.3 on this window: 210 trades, PF 1.30, +58.31.","inpPresetVersion":"0.3.4","presetVersionOrBuild":"0.3.4","averageProfitTrade":2.38,"averageLossTrade":-1.91,"largestProfitTrade":14.86,"largestLossTrade":-6.32,"winRatePercent":52.38,"maxConsecutiveLosses":5,"maxConsecutiveLossMoney":-7.4,"averageHoldingMinutes":24.57,"modelingMode":"EveryTick","assumedSpreadPoints":null,"isOutOfSample":true,"tuneStartUtc":"2019-01-01T00:00:00+00:00","tuneEndUtc":"2026-09-05T00:00:00+00:00","publishTier":"evidence","publishNote":"210 out-of-sample trades.","supersededByRunUtc":null},{"partitionKey":"ea-tokyofix-audjpy-m5","rowKey":"0.3.4|20261110T094320Z","timestamp":"2026-11-11T00:16:31.8370113+00:00","eTag":"W/\"datetime'2026-11-11T00%3A16%3A31.8370113Z'\"","inpEaId":"ea-tokyofix-audjpy-m5","inpEaVersion":"0.1.0","inpMagic":2026091007,"symbol":"AUDJPY","timeframe":"PERIOD_M5","testStartUtc":"2019-01-01T00:00:00+00:00","testEndUtc":"2026-09-05T00:00:00+00:00","modelingQualityPercent":8,"bars":573233,"ticks":325595979,"initialDeposit":3000,"totalNetProfit":177.59,"grossProfit":536.62,"grossLoss":-359.03,"profitFactor":1.49,"expectedPayoff":0.35,"sharpeRatio":30.57,"recoveryFactor":4.88,"maxBalanceDrawdownPercent":1.02,"maxEquityDrawdownPercent":1.2,"maxBalanceDrawdownMoney":30.76,"maxEquityDrawdownMoney":36.4,"totalTrades":503,"longTrades":0,"longWinRatePercent":0,"shortTrades":503,"shortWinRatePercent":55.86,"onTesterResult":null,"testerNote":"pv 0.3.4 (2026-11-10): InpEntryDelaySec 0 -> 6 (engine build 0.2.2); nothing else changed. The four fix charts share the 1.0% open-risk cap and sent in the same second, so which one was refused when the account is short was a race. AUDJPY is the only one at tier candidate, so it now sends six seconds after the other three and is the one refused. Headless run. 2019-2026. pv 0.3.3 on this window: 503 trades, PF 1.56, +190.97.","inpPresetVersion":"0.3.4","presetVersionOrBuild":"0.3.4","averageProfitTrade":1.91,"averageLossTrade":-1.62,"largestProfitTrade":16.86,"largestLossTrade":-5.91,"winRatePercent":55.86,"maxConsecutiveLosses":12,"maxConsecutiveLossMoney":-25.14,"averageHoldingMinutes":24.37,"modelingMode":"Mixed","assumedSpreadPoints":null,"isOutOfSample":false,"tuneStartUtc":"2019-01-01T00:00:00+00:00","tuneEndUtc":"2026-09-05T00:00:00+00:00","publishTier":"evidence","publishNote":"503 trades, but not confirmed out-of-sample.","supersededByRunUtc":null},{"partitionKey":"ea-tokyofix-audjpy-m5","rowKey":"0.3.3|20261102T080944Z","timestamp":"2026-11-02T08:33:11.4068338+00:00","eTag":"W/\"datetime'2026-11-02T08%3A33%3A11.4068338Z'\"","inpEaId":"ea-tokyofix-audjpy-m5","inpEaVersion":"0.1.0","inpMagic":2026091007,"symbol":"AUDJPY","timeframe":"PERIOD_M5","testStartUtc":"2019-01-01T00:00:00+00:00","testEndUtc":"2026-09-05T00:00:00+00:00","modelingQualityPercent":8,"bars":573233,"ticks":325595979,"initialDeposit":3000,"totalNetProfit":190.97,"grossProfit":532.38,"grossLoss":-341.41,"profitFactor":1.56,"expectedPayoff":0.38,"sharpeRatio":35.22,"recoveryFactor":6.48,"maxBalanceDrawdownPercent":0.84,"maxEquityDrawdownPercent":0.97,"maxBalanceDrawdownMoney":25.49,"maxEquityDrawdownMoney":29.45,"totalTrades":503,"longTrades":0,"longWinRatePercent":0,"shortTrades":503,"shortWinRatePercent":56.06,"onTesterResult":null,"testerNote":"pv 0.3.3 (2026-11-02): fixed lot 0.01 -> 0.03 after the owner funded the account to JPY 260,000; nothing else changed. Same trades as pv 0.3.2 on this window, profit exactly 3x. Sizing: 3 x worst 2010-26 drawdown of the four fix charts (~JPY 12,300 at 0.03) < 20% of balance; 4 x JPY 600 risk at the fix fits the 1.0% open-risk cap. Headless run. 2019-2026.","inpPresetVersion":"0.3.3","presetVersionOrBuild":"0.3.3","averageProfitTrade":1.89,"averageLossTrade":-1.54,"largestProfitTrade":16.01,"largestLossTrade":-5.8,"winRatePercent":56.06,"maxConsecutiveLosses":12,"maxConsecutiveLossMoney":-23.42,"averageHoldingMinutes":24.45,"modelingMode":"Mixed","assumedSpreadPoints":null,"isOutOfSample":false,"tuneStartUtc":"2019-01-01T00:00:00+00:00","tuneEndUtc":"2026-09-05T00:00:00+00:00","publishTier":"evidence","publishNote":"503 trades, but not confirmed out-of-sample.","supersededByRunUtc":null},{"partitionKey":"ea-tokyofix-audjpy-m5","rowKey":"0.3.3|20261102T080607Z","timestamp":"2026-11-02T08:33:12.7996729+00:00","eTag":"W/\"datetime'2026-11-02T08%3A33%3A12.7996729Z'\"","inpEaId":"ea-tokyofix-audjpy-m5","inpEaVersion":"0.1.0","inpMagic":2026091007,"symbol":"AUDJPY","timeframe":"PERIOD_M5","testStartUtc":"2010-01-01T00:00:00+00:00","testEndUtc":"2018-12-31T00:00:00+00:00","modelingQualityPercent":0,"bars":666826,"ticks":238486872,"initialDeposit":3000,"totalNetProfit":58.31,"grossProfit":254.17,"grossLoss":-195.86,"profitFactor":1.3,"expectedPayoff":0.28,"sharpeRatio":24.96,"recoveryFactor":2.09,"maxBalanceDrawdownPercent":0.83,"maxEquityDrawdownPercent":0.93,"maxBalanceDrawdownMoney":24.81,"maxEquityDrawdownMoney":27.94,"totalTrades":210,"longTrades":0,"longWinRatePercent":0,"shortTrades":210,"shortWinRatePercent":51.9,"onTesterResult":null,"testerNote":"pv 0.3.3 (2026-11-02): fixed lot 0.01 -> 0.03 after the owner funded the account to JPY 260,000; nothing else changed. Same trades as pv 0.3.2 on this window, profit exactly 3x. Sizing: 3 x worst 2010-26 drawdown of the four fix charts (~JPY 12,300 at 0.03) < 20% of balance; 4 x JPY 600 risk at the fix fits the 1.0% open-risk cap. Headless run. OUT-OF-SAMPLE 2010-2018, generated ticks.","inpPresetVersion":"0.3.3","presetVersionOrBuild":"0.3.3","averageProfitTrade":2.33,"averageLossTrade":-1.94,"largestProfitTrade":14.86,"largestLossTrade":-6.32,"winRatePercent":51.9,"maxConsecutiveLosses":7,"maxConsecutiveLossMoney":-15.27,"averageHoldingMinutes":24.52,"modelingMode":"EveryTick","assumedSpreadPoints":null,"isOutOfSample":true,"tuneStartUtc":"2019-01-01T00:00:00+00:00","tuneEndUtc":"2026-09-05T00:00:00+00:00","publishTier":"evidence","publishNote":"210 out-of-sample trades.","supersededByRunUtc":null},{"partitionKey":"ea-tokyofix-audjpy-m5","rowKey":"0.3.2|20261013T055128Z","timestamp":"2026-10-13T05:51:32.8314644+00:00","eTag":"W/\"datetime'2026-10-13T05%3A51%3A32.8314644Z'\"","inpEaId":"ea-tokyofix-audjpy-m5","inpEaVersion":"0.1.0","inpMagic":2026091007,"symbol":"AUDJPY","timeframe":"PERIOD_M5","testStartUtc":"2010-01-01T00:00:00+00:00","testEndUtc":"2018-12-31T00:00:00+00:00","modelingQualityPercent":0,"bars":666826,"ticks":238486872,"initialDeposit":3000,"totalNetProfit":19.41,"grossProfit":84.68,"grossLoss":-65.27,"profitFactor":1.3,"expectedPayoff":0.09,"sharpeRatio":25.01,"recoveryFactor":2.08,"maxBalanceDrawdownPercent":0.28,"maxEquityDrawdownPercent":0.31,"maxBalanceDrawdownMoney":8.27,"maxEquityDrawdownMoney":9.31,"totalTrades":210,"longTrades":0,"longWinRatePercent":0,"shortTrades":210,"shortWinRatePercent":51.9,"onTesterResult":null,"testerNote":"pv 0.3.2: per-currency portfolio cap 3 -> 4 (four yen fix charts fire together at 09:55 JST). Single instance in the tester, so trades are identical to 0.3.1.","inpPresetVersion":"0.3.2","presetVersionOrBuild":"0.3.2","averageProfitTrade":0.78,"averageLossTrade":-0.65,"largestProfitTrade":4.95,"largestLossTrade":-2.11,"winRatePercent":51.9,"maxConsecutiveLosses":7,"maxConsecutiveLossMoney":-5.09,"averageHoldingMinutes":24.52,"modelingMode":"EveryTick","assumedSpreadPoints":null,"isOutOfSample":true,"tuneStartUtc":"2019-01-01T00:00:00+00:00","tuneEndUtc":"2026-09-05T00:00:00+00:00","publishTier":"evidence","publishNote":"210 out-of-sample trades.","supersededByRunUtc":null},{"partitionKey":"ea-tokyofix-audjpy-m5","rowKey":"0.3.2|20261013T055002Z","timestamp":"2026-10-13T05:50:08.4399678+00:00","eTag":"W/\"datetime'2026-10-13T05%3A50%3A08.4399678Z'\"","inpEaId":"ea-tokyofix-audjpy-m5","inpEaVersion":"0.1.0","inpMagic":2026091007,"symbol":"AUDJPY","timeframe":"PERIOD_M5","testStartUtc":"2019-01-01T00:00:00+00:00","testEndUtc":"2026-09-05T00:00:00+00:00","modelingQualityPercent":8,"bars":573233,"ticks":325595979,"initialDeposit":3000,"totalNetProfit":63.74,"grossProfit":177.53,"grossLoss":-113.79,"profitFactor":1.56,"expectedPayoff":0.13,"sharpeRatio":35.55,"recoveryFactor":6.5,"maxBalanceDrawdownPercent":0.28,"maxEquityDrawdownPercent":0.33,"maxBalanceDrawdownMoney":8.5,"maxEquityDrawdownMoney":9.81,"totalTrades":503,"longTrades":0,"longWinRatePercent":0,"shortTrades":503,"shortWinRatePercent":56.06,"onTesterResult":null,"testerNote":"pv 0.3.2: per-currency portfolio cap 3 -> 4 (four yen fix charts fire together at 09:55 JST). Single instance in the tester, so trades are identical to 0.3.1.","inpPresetVersion":"0.3.2","presetVersionOrBuild":"0.3.2","averageProfitTrade":0.63,"averageLossTrade":-0.51,"largestProfitTrade":5.34,"largestLossTrade":-1.93,"winRatePercent":56.06,"maxConsecutiveLosses":12,"maxConsecutiveLossMoney":-7.81,"averageHoldingMinutes":24.45,"modelingMode":"Mixed","assumedSpreadPoints":null,"isOutOfSample":false,"tuneStartUtc":"2019-01-01T00:00:00+00:00","tuneEndUtc":"2026-09-05T00:00:00+00:00","publishTier":"evidence","publishNote":"503 trades, but not confirmed out-of-sample.","supersededByRunUtc":null},{"partitionKey":"ea-tokyofix-audjpy-m5","rowKey":"0.3.1|20260915T140443Z","timestamp":"2026-09-15T14:04:46.2374863+00:00","eTag":"W/\"datetime'2026-09-15T14%3A04%3A46.2374863Z'\"","inpEaId":"ea-tokyofix-audjpy-m5","inpEaVersion":"0.1.0","inpMagic":2026091007,"symbol":"AUDJPY","timeframe":"PERIOD_M5","testStartUtc":"2010-01-01T00:00:00+00:00","testEndUtc":"2018-12-31T00:00:00+00:00","modelingQualityPercent":0,"bars":666826,"ticks":238486872,"initialDeposit":3000,"totalNetProfit":19.41,"grossProfit":84.68,"grossLoss":-65.27,"profitFactor":1.3,"expectedPayoff":0.09,"sharpeRatio":25.01,"recoveryFactor":2.08,"maxBalanceDrawdownPercent":0.28,"maxEquityDrawdownPercent":0.31,"maxBalanceDrawdownMoney":8.27,"maxEquityDrawdownMoney":9.31,"totalTrades":210,"longTrades":0,"longWinRatePercent":0,"shortTrades":210,"shortWinRatePercent":51.9,"onTesterResult":null,"testerNote":"pv 0.3.1 for AUDJPY = pv 0.1.0 values + Japanese holiday calendar + portfolio cap (4/1.0/2.0/3), the same configuration as the three live fix charts. OUT-OF-SAMPLE 2010-2018. Headless run; generated ticks before 2026.","inpPresetVersion":"0.3.1","presetVersionOrBuild":"0.3.1","averageProfitTrade":0.78,"averageLossTrade":-0.65,"largestProfitTrade":4.95,"largestLossTrade":-2.11,"winRatePercent":51.9,"maxConsecutiveLosses":7,"maxConsecutiveLossMoney":-5.09,"averageHoldingMinutes":24.52,"modelingMode":"EveryTick","assumedSpreadPoints":null,"isOutOfSample":true,"tuneStartUtc":"2019-01-01T00:00:00+00:00","tuneEndUtc":"2026-09-05T00:00:00+00:00","publishTier":"evidence","publishNote":"210 out-of-sample trades.","supersededByRunUtc":null},{"partitionKey":"ea-tokyofix-audjpy-m5","rowKey":"0.3.1|20260915T140324Z","timestamp":"2026-09-15T14:03:26.8348147+00:00","eTag":"W/\"datetime'2026-09-15T14%3A03%3A26.8348147Z'\"","inpEaId":"ea-tokyofix-audjpy-m5","inpEaVersion":"0.1.0","inpMagic":2026091007,"symbol":"AUDJPY","timeframe":"PERIOD_M5","testStartUtc":"2019-01-01T00:00:00+00:00","testEndUtc":"2026-09-05T00:00:00+00:00","modelingQualityPercent":8,"bars":573233,"ticks":325595979,"initialDeposit":3000,"totalNetProfit":63.74,"grossProfit":177.53,"grossLoss":-113.79,"profitFactor":1.56,"expectedPayoff":0.13,"sharpeRatio":35.55,"recoveryFactor":6.5,"maxBalanceDrawdownPercent":0.28,"maxEquityDrawdownPercent":0.33,"maxBalanceDrawdownMoney":8.5,"maxEquityDrawdownMoney":9.81,"totalTrades":503,"longTrades":0,"longWinRatePercent":0,"shortTrades":503,"shortWinRatePercent":56.06,"onTesterResult":null,"testerNote":"pv 0.3.1 for AUDJPY = pv 0.1.0 values + Japanese holiday calendar + portfolio cap (4/1.0/2.0/3), the same configuration as the three live fix charts. 2019-2026. Headless run; generated ticks before 2026.","inpPresetVersion":"0.3.1","presetVersionOrBuild":"0.3.1","averageProfitTrade":0.63,"averageLossTrade":-0.51,"largestProfitTrade":5.34,"largestLossTrade":-1.93,"winRatePercent":56.06,"maxConsecutiveLosses":12,"maxConsecutiveLossMoney":-7.81,"averageHoldingMinutes":24.45,"modelingMode":"Mixed","assumedSpreadPoints":null,"isOutOfSample":false,"tuneStartUtc":"2019-01-01T00:00:00+00:00","tuneEndUtc":"2026-09-05T00:00:00+00:00","publishTier":"evidence","publishNote":"503 trades, but not confirmed out-of-sample.","supersededByRunUtc":null},{"partitionKey":"ea-tokyofix-audjpy-m5","rowKey":"0.1.0|20260915T075705Z","timestamp":"2026-09-15T07:57:45.231207+00:00","eTag":"W/\"datetime'2026-09-15T07%3A57%3A45.231207Z'\"","inpEaId":"ea-tokyofix-audjpy-m5","inpEaVersion":"0.1.0","inpMagic":2026091007,"symbol":"AUDJPY","timeframe":"PERIOD_M5","testStartUtc":"2010-01-01T00:00:00+00:00","testEndUtc":"2018-12-31T00:00:00+00:00","modelingQualityPercent":0,"bars":666826,"ticks":238486872,"initialDeposit":3000,"totalNetProfit":17.2,"grossProfit":84.9,"grossLoss":-67.7,"profitFactor":1.25,"expectedPayoff":0.08,"sharpeRatio":21.97,"recoveryFactor":1.6,"maxBalanceDrawdownPercent":0.32,"maxEquityDrawdownPercent":0.36,"maxBalanceDrawdownMoney":9.72,"maxEquityDrawdownMoney":10.76,"totalTrades":210,"longTrades":0,"longWinRatePercent":0,"shortTrades":210,"shortWinRatePercent":50.95,"onTesterResult":null,"testerNote":"OUT-OF-SAMPLE 2010-2018 for the AUDJPY candidate, same pv 0.1.0 set (holidays off, as filed). The 2019-2026 window gave 506 trades PF 1.45 +$53, half the per-trade edge of USDJPY/EURJPY/GBPJPY. Headless run; generated ticks. | Out of sample the effect is present at $0.08/trade (in-sample $0.10): every year with trades positive (2013 +$2.9, 2014 +$9.0, 2015 +$0.9, 2017 +$4.0, 2018 +$1.3). Broker AUDJPY M5 history has holes: nothing in 2012 and 2016, thin 2010-2011 and 2015. PF >= 1.0 on both windows -> tier proven (the weakest of the four fix pairs; not live).","inpPresetVersion":"0.1.0","presetVersionOrBuild":"0.1.0","averageProfitTrade":0.79,"averageLossTrade":-0.66,"largestProfitTrade":4.95,"largestLossTrade":-2.11,"winRatePercent":50.95,"maxConsecutiveLosses":7,"maxConsecutiveLossMoney":-8.81,"averageHoldingMinutes":24.42,"modelingMode":"EveryTick","assumedSpreadPoints":null,"isOutOfSample":true,"tuneStartUtc":"2019-01-01T00:00:00+00:00","tuneEndUtc":"2026-09-05T00:00:00+00:00","publishTier":"evidence","publishNote":"210 out-of-sample trades.","supersededByRunUtc":null},{"partitionKey":"ea-tokyofix-audjpy-m5","rowKey":"0.1.0|20260911T010913Z","timestamp":"2026-09-11T05:49:23.124323+00:00","eTag":"W/\"datetime'2026-09-11T05%3A49%3A23.124323Z'\"","inpEaId":"ea-tokyofix-audjpy-m5","inpEaVersion":"0.1.0","inpMagic":2026091007,"symbol":"AUDJPY","timeframe":"PERIOD_M5","testStartUtc":"2019-01-01T00:00:00+00:00","testEndUtc":"2026-09-05T00:00:00+00:00","modelingQualityPercent":8,"bars":573233,"ticks":325595979,"initialDeposit":3000,"totalNetProfit":52.92,"grossProfit":170.05,"grossLoss":-117.13,"profitFactor":1.45,"expectedPayoff":0.1,"sharpeRatio":30.29,"recoveryFactor":4.89,"maxBalanceDrawdownPercent":0.33,"maxEquityDrawdownPercent":0.36,"maxBalanceDrawdownMoney":9.9,"maxEquityDrawdownMoney":10.83,"totalTrades":506,"longTrades":0,"longWinRatePercent":0,"shortTrades":506,"shortWinRatePercent":54.55,"onTesterResult":null,"testerNote":"Tier set: candidate (one window only, half the per-trade edge of the other yen crosses).","inpPresetVersion":"0.1.0","presetVersionOrBuild":"0.1.0","averageProfitTrade":0.62,"averageLossTrade":-0.51,"largestProfitTrade":4.09,"largestLossTrade":-1.93,"winRatePercent":54.55,"maxConsecutiveLosses":12,"maxConsecutiveLossMoney":-7.81,"averageHoldingMinutes":24.45,"modelingMode":"Mixed","assumedSpreadPoints":null,"isOutOfSample":false,"tuneStartUtc":"2019-01-01T00:00:00+00:00","tuneEndUtc":"2026-09-05T00:00:00+00:00","publishTier":"evidence","publishNote":"506 trades, but not confirmed out-of-sample.","supersededByRunUtc":null}]}