Backtests

V:0.3.2
EA ID: ea-tokyofix-chfjpy-m5
Runs
2
Best PF
1.76
Avg PF
1.47
Total Trades
630
Best DD%
0.21
Filters by RowKey, version, symbol, timeframe, tester note.
Tip: low trades can make PF look better than it is Use Min trades to reduce noise
RowKey Version Symbol / TF Trades PF DD%
0.3.2|20261016T024228Z
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).
0.3.2
evidence out-of-sample EveryTick 0%
CHFJPY / PERIOD_M5 161 1.17 0.21 Details
0.3.2|20261016T023809Z
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. 2019-2026.
0.3.2
evidence in-sample Mixed 16%
CHFJPY / PERIOD_M5 469 1.76 0.29 Details
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