Backtest Details

EA: ea-tokyofix-gbpjpy-m5 / 0.3.0 / 0.3.0|20260911T071334Z
Trades
480
Profit Factor
1.99
Max DD%
0.26
Net Profit
124.7
Trades / Year
62
Test Range (UTC)
2019-01-01 2026-09-05
Duration: 7.68 years
Symbol / Timeframe
GBPJPY / PERIOD_M5
Modeling: Mixed · real ticks 8% of window
evidence in-sample tuned on 2019-01-01 → 2026-09-05
Run Metadata
Bars: 573,192 Ticks: 412,790,043
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: 483 / 1.96 / +$119 (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|20260911T071334Z
EA Version 0.3.0
Symbol GBPJPY
Timeframe PERIOD_M5
Test Start (UTC) 2019-01-01
Test End (UTC) 2026-09-05
Total Trades 480
Profit Factor 1.99
Net Profit 124.7
Max Balance DD% 0.26
Max Equity DD% 0.29
Bars 573,192
Ticks 412,790,043
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: 483 / 1.96 / +$119 (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.