Backtest Details

EA: ea-tokyofix-eurjpy-m5 / 0.3.0 / 0.3.0|20260911T071028Z
Trades
538
Profit Factor
2.16
Max DD%
0.17
Net Profit
126.1
Trades / Year
70
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
pv 0.3.0 = pv 0.1.0 + Japanese holiday calendar (engine build 0.2.0, InpSkipJpHolidays=true): no banks, no fix, so JP holidays are skipped and a gotobi flow that lands on one rolls back to the previous business day, the same way weekends already did. 2019-2026; pv 0.1.0 on the same window: 542 / 2.21 / +$128 (trades / PF / net). About 30 holiday-day trades are replaced by ~30 rolled-back ones; the money is a wash (the holiday days had been carrying a few lucky outliers), the rule is now correct by construction. Headless run; generated ticks before 2026.
Full Summary
Raw fields captured from MT5 report / ingestion.
RowKey 0.3.0|20260911T071028Z
EA Version 0.3.0
Symbol EURJPY
Timeframe PERIOD_M5
Test Start (UTC) 2019-01-01
Test End (UTC) 2026-09-05
Total Trades 538
Profit Factor 2.16
Net Profit 126.1
Max Balance DD% 0.17
Max Equity DD% 0.22
Bars 573,202
Ticks 392,476,680
Modeling Quality% 8.00
Tester Note pv 0.3.0 = pv 0.1.0 + Japanese holiday calendar (engine build 0.2.0, InpSkipJpHolidays=true): no banks, no fix, so JP holidays are skipped and a gotobi flow that lands on one rolls back to the previous business day, the same way weekends already did. 2019-2026; pv 0.1.0 on the same window: 542 / 2.21 / +$128 (trades / PF / net). About 30 holiday-day trades are replaced by ~30 rolled-back ones; the money is a wash (the holiday days had been carrying a few lucky outliers), the rule is now correct by construction. Headless run; generated ticks before 2026.
Tip: If this run has low trades, treat PF with caution and compare multiple runs.