Trades
161
Profit Factor
1.17
Max DD%
0.21
Net Profit
6.0
Trades / Year
18
Test Range (UTC)
2010-01-01
→
2018-12-31
Duration: 9.00 years
Symbol / Timeframe
CHFJPY
/
PERIOD_M5
Modeling: EveryTick
· real ticks 0% of window
evidence out-of-sample tuned on 2019-01-01 → 2026-09-05
Run Metadata
Bars: 666,957
Ticks: 223,349,718
Tester Note
pv 0.3.2 = the live USDJPY fix values unchanged (sell 09:55 JST on gotobi + month-end, 25-min hold, 20-pip stop, JP holidays skipped, portfolio cap 4/1.0/2.0/4); only pair, eaId and magic changed. Tracking was off for the screening run. Headless run, 2026-10-16. OUT-OF-SAMPLE 2010-2018, generated ticks: 161 trades PF 1.17 +$6.0, $0.037/trade, t 0.73 (2019-2026: 469 trades PF 1.76, $0.157/trade). PF >= 1 on both windows (rule 8 passes) but the out-of-sample edge is below one spread and t < 2 (rule 9 fails) -> tier candidate, the NZDJPY pattern. No trades in 2010, 2012, 2016 (15-point spread cap).
Full Summary
Raw fields captured from MT5 report / ingestion.
| RowKey | 0.3.2|20261016T024228Z |
| EA Version | 0.3.2 |
| Symbol | CHFJPY |
| Timeframe | PERIOD_M5 |
| Test Start (UTC) | 2010-01-01 |
| Test End (UTC) | 2018-12-31 |
| Total Trades | 161 |
| Profit Factor | 1.17 |
| Net Profit | 6.0 |
| Max Balance DD% | 0.21 |
| Max Equity DD% | 0.25 |
| Bars | 666,957 |
| Ticks | 223,349,718 |
| Modeling Quality% | 0.00 |
| Tester Note | pv 0.3.2 = the live USDJPY fix values unchanged (sell 09:55 JST on gotobi + month-end, 25-min hold, 20-pip stop, JP holidays skipped, portfolio cap 4/1.0/2.0/4); only pair, eaId and magic changed. Tracking was off for the screening run. Headless run, 2026-10-16. OUT-OF-SAMPLE 2010-2018, generated ticks: 161 trades PF 1.17 +$6.0, $0.037/trade, t 0.73 (2019-2026: 469 trades PF 1.76, $0.157/trade). PF >= 1 on both windows (rule 8 passes) but the out-of-sample edge is below one spread and t < 2 (rule 9 fails) -> tier candidate, the NZDJPY pattern. No trades in 2010, 2012, 2016 (15-point spread cap). |
Tip: If this run has low trades, treat PF with caution and compare multiple runs.