Trades
210
Profit Factor
1.25
Max DD%
0.32
Net Profit
17.2
Trades / Year
23
Test Range (UTC)
2010-01-01
→
2018-12-31
Duration: 9.00 years
Symbol / Timeframe
AUDJPY
/
PERIOD_M5
Modeling: EveryTick
· real ticks 0% of window
evidence out-of-sample tuned on 2019-01-01 → 2026-09-05
Run Metadata
Bars: 666,826
Ticks: 238,486,872
Tester Note
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).
Full Summary
Raw fields captured from MT5 report / ingestion.
| RowKey | 0.1.0|20260915T075705Z |
| EA Version | 0.1.0 |
| Symbol | AUDJPY |
| Timeframe | PERIOD_M5 |
| Test Start (UTC) | 2010-01-01 |
| Test End (UTC) | 2018-12-31 |
| Total Trades | 210 |
| Profit Factor | 1.25 |
| Net Profit | 17.2 |
| Max Balance DD% | 0.32 |
| Max Equity DD% | 0.36 |
| Bars | 666,826 |
| Ticks | 238,486,872 |
| Modeling Quality% | 0.00 |
| Tester Note | 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). |
Tip: If this run has low trades, treat PF with caution and compare multiple runs.