Trades
61
Profit Factor
0.96
Max DD%
0.27
Net Profit
-0.7
Trades / Year
91
Test Range (UTC)
2026-01-02
→
2026-09-05
Duration: 0.67 years
Symbol / Timeframe
EURUSD
/
PERIOD_M5
Modeling: RealTicks
· real ticks 100% of window
indicative in-sample tuned on 2025-01-01 → 2026-09-05
Run Metadata
Bars: 50,688
Ticks: 13,292,853
Tester Note
2026 REAL-TICK test (the only window with OANDA tick history, 100% real ticks, real spreads): the London long-only reversion values on M5. Scalping question: does the edge per trade survive the spread as the timeframe shrinks? Pooled 3 pairs: M1 336 trades -$4.9 (-$0.015/trade), M5 199 trades +$9.4 (+$0.05/trade), M15 72 trades +$26 (+$0.36/trade). In-sample values; the point is the tick quality.
Full Summary
Raw fields captured from MT5 report / ingestion.
| RowKey | 0.2.0|20260911T004441Z |
| EA Version | 0.2.0 |
| Symbol | EURUSD |
| Timeframe | PERIOD_M5 |
| Test Start (UTC) | 2026-01-02 |
| Test End (UTC) | 2026-09-05 |
| Total Trades | 61 |
| Profit Factor | 0.96 |
| Net Profit | -0.7 |
| Max Balance DD% | 0.27 |
| Max Equity DD% | 0.28 |
| Bars | 50,688 |
| Ticks | 13,292,853 |
| Modeling Quality% | 100.00 |
| Tester Note | 2026 REAL-TICK test (the only window with OANDA tick history, 100% real ticks, real spreads): the London long-only reversion values on M5. Scalping question: does the edge per trade survive the spread as the timeframe shrinks? Pooled 3 pairs: M1 336 trades -$4.9 (-$0.015/trade), M5 199 trades +$9.4 (+$0.05/trade), M15 72 trades +$26 (+$0.36/trade). In-sample values; the point is the tick quality. |
Tip: If this run has low trades, treat PF with caution and compare multiple runs.