Trades
164
Profit Factor
1.04
Max DD%
0.41
Net Profit
2.4
Trades / Year
18
Test Range (UTC)
2010-01-01
→
2018-12-31
Duration: 9.00 years
Symbol / Timeframe
NZDJPY
/
PERIOD_M5
Modeling: EveryTick
· real ticks 0% of window
evidence out-of-sample tuned on 2019-01-01 → 2026-09-05
Run Metadata
Bars: 665,269
Ticks: 187,581,453
Tester Note
Tokyo fix fade on NZDJPY, same pv 0.1.0 values as the other yen crosses (holidays off, as filed for them). OUT-OF-SAMPLE 2010-2018. Same participant, fifth instrument. Headless run; generated ticks before 2026. | Out of sample 2010-2018: PF 1.04, +$2.4 over 164 trades = $0.015 per trade, years flipping sign (2012 -$8.9, 2013 +$9.9). Both windows sit at or above 1.0, but an edge this close to zero is not a claim we will make: tier stays candidate. Broker NZDJPY M5 history has holes (2015-2016).
Full Summary
Raw fields captured from MT5 report / ingestion.
| RowKey | 0.1.0|20260915T081151Z |
| EA Version | 0.1.0 |
| Symbol | NZDJPY |
| Timeframe | PERIOD_M5 |
| Test Start (UTC) | 2010-01-01 |
| Test End (UTC) | 2018-12-31 |
| Total Trades | 164 |
| Profit Factor | 1.04 |
| Net Profit | 2.4 |
| Max Balance DD% | 0.41 |
| Max Equity DD% | 0.41 |
| Bars | 665,269 |
| Ticks | 187,581,453 |
| Modeling Quality% | 0.00 |
| Tester Note | Tokyo fix fade on NZDJPY, same pv 0.1.0 values as the other yen crosses (holidays off, as filed for them). OUT-OF-SAMPLE 2010-2018. Same participant, fifth instrument. Headless run; generated ticks before 2026. | Out of sample 2010-2018: PF 1.04, +$2.4 over 164 trades = $0.015 per trade, years flipping sign (2012 -$8.9, 2013 +$9.9). Both windows sit at or above 1.0, but an edge this close to zero is not a claim we will make: tier stays candidate. Broker NZDJPY M5 history has holes (2015-2016). |
Tip: If this run has low trades, treat PF with caution and compare multiple runs.