Trades
538
Profit Factor
2.10
Max DD%
0.18
Net Profit
123.4
Trades / Year
70
Test Range (UTC)
2019-01-01
→
2026-09-05
Duration: 7.68 years
Symbol / Timeframe
USDJPY
/
PERIOD_M5
Modeling: Mixed
· real ticks 7% of window
evidence in-sample tuned on 2019-01-01 → 2026-09-05
Run Metadata
Bars: 573,252
Ticks: 270,400,569
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 / 2.23 / +$132 (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|20260911T070816Z |
| EA Version | 0.3.0 |
| Symbol | USDJPY |
| Timeframe | PERIOD_M5 |
| Test Start (UTC) | 2019-01-01 |
| Test End (UTC) | 2026-09-05 |
| Total Trades | 538 |
| Profit Factor | 2.10 |
| Net Profit | 123.4 |
| Max Balance DD% | 0.18 |
| Max Equity DD% | 0.20 |
| Bars | 573,252 |
| Ticks | 270,400,569 |
| Modeling Quality% | 7.00 |
| 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 / 2.23 / +$132 (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.