Backtest Details

EA: ea-tokyofix-eurjpy-m5 / 0.1.0 / 0.1.0|20260910T114130Z
Trades
542
Profit Factor
2.21
Max DD%
0.18
Net Profit
128.4
Trades / Year
71
Test Range (UTC)
2019-01-01 2026-09-05
Duration: 7.68 years
Symbol / Timeframe
EURJPY / PERIOD_M5
Modeling: Mixed · real ticks 8% of window
evidence in-sample tuned on 2019-01-01 → 2026-09-05
Run Metadata
Bars: 573,202 Ticks: 392,476,680
Tester Note
Tokyo fix fade, first build. Hypothesis stated before the data was cut (fix-time flows, item 1 of the techniques-map article): EURJPY falls after the 09:55 JST fix on gotobi (5/10/15/20/25, rolled back) and month-end days. Short at the fix, exit on the clock 25 min later, 20-pip stop, no TP, one trade per day. The whole 2019-2026 window is the sample - no held-out window remains - so this is filed in-sample by construction; the evidence is the year-by-year consistency. Headless run; generated ticks before 2026 (7-8% real). | Live at 0.01 lot from 2026-09-10 22:12 JST as a forward test (candidate status kept). First admitted day: 2026-09-15.
Full Summary
Raw fields captured from MT5 report / ingestion.
RowKey 0.1.0|20260910T114130Z
EA Version 0.1.0
Symbol EURJPY
Timeframe PERIOD_M5
Test Start (UTC) 2019-01-01
Test End (UTC) 2026-09-05
Total Trades 542
Profit Factor 2.21
Net Profit 128.4
Max Balance DD% 0.18
Max Equity DD% 0.23
Bars 573,202
Ticks 392,476,680
Modeling Quality% 8.00
Tester Note Tokyo fix fade, first build. Hypothesis stated before the data was cut (fix-time flows, item 1 of the techniques-map article): EURJPY falls after the 09:55 JST fix on gotobi (5/10/15/20/25, rolled back) and month-end days. Short at the fix, exit on the clock 25 min later, 20-pip stop, no TP, one trade per day. The whole 2019-2026 window is the sample - no held-out window remains - so this is filed in-sample by construction; the evidence is the year-by-year consistency. Headless run; generated ticks before 2026 (7-8% real). | Live at 0.01 lot from 2026-09-10 22:12 JST as a forward test (candidate status kept). First admitted day: 2026-09-15.
Tip: If this run has low trades, treat PF with caution and compare multiple runs.