Backtest Details

EA: ea-rangerevert-multi-m5 / 0.2.0 / 0.2.0|20260911T004522Z
Trades
81
Profit Factor
1.29
Max DD%
0.26
Net Profit
8.7
Trades / Year
120
Test Range (UTC)
2026-01-02 2026-09-05
Duration: 0.67 years
Symbol / Timeframe
EURJPY / PERIOD_M5
Modeling: RealTicks · real ticks 100% of window
indicative in-sample tuned on 2025-01-01 → 2026-09-05
Run Metadata
Bars: 50,673 Ticks: 39,767,025
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|20260911T004522Z
EA Version 0.2.0
Symbol EURJPY
Timeframe PERIOD_M5
Test Start (UTC) 2026-01-02
Test End (UTC) 2026-09-05
Total Trades 81
Profit Factor 1.29
Net Profit 8.7
Max Balance DD% 0.26
Max Equity DD% 0.27
Bars 50,673
Ticks 39,767,025
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.