Backtest Details

EA: ea-rangerevert-multi-m5 / 0.2.0 / 0.2.0|20260911T004554Z
Trades
57
Profit Factor
1.07
Max DD%
0.33
Net Profit
1.4
Trades / Year
101
Test Range (UTC)
2026-02-10 2026-09-05
Duration: 0.57 years
Symbol / Timeframe
USDJPY / PERIOD_M5
Modeling: RealTicks · real ticks 100% of window
indicative in-sample tuned on 2025-01-01 → 2026-09-05
Run Metadata
Bars: 42,909 Ticks: 21,893,382
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|20260911T004554Z
EA Version 0.2.0
Symbol USDJPY
Timeframe PERIOD_M5
Test Start (UTC) 2026-02-10
Test End (UTC) 2026-09-05
Total Trades 57
Profit Factor 1.07
Net Profit 1.4
Max Balance DD% 0.33
Max Equity DD% 0.33
Bars 42,909
Ticks 21,893,382
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.