Trades
157
Profit Factor
1.34
Max DD%
0.24
Net Profit
19.1
Trades / Year
17
Test Range (UTC)
2010-01-01
→
2018-12-31
Duration: 9.00 years
Symbol / Timeframe
GBPJPY
/
PERIOD_M5
Modeling: EveryTick
· real ticks 0% of window
evidence out-of-sample tuned on 2019-01-01 → 2026-09-05
Run Metadata
Bars: 666,794
Ticks: 269,360,843
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. OUT-OF-SAMPLE 2010-2018; pv 0.1.0 on the same window: 156 / 1.31 / +$18 (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|20260911T071440Z |
| EA Version | 0.3.0 |
| Symbol | GBPJPY |
| Timeframe | PERIOD_M5 |
| Test Start (UTC) | 2010-01-01 |
| Test End (UTC) | 2018-12-31 |
| Total Trades | 157 |
| Profit Factor | 1.34 |
| Net Profit | 19.1 |
| Max Balance DD% | 0.24 |
| Max Equity DD% | 0.27 |
| Bars | 666,794 |
| Ticks | 269,360,843 |
| Modeling Quality% | 0.00 |
| 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. OUT-OF-SAMPLE 2010-2018; pv 0.1.0 on the same window: 156 / 1.31 / +$18 (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.