London_Fix_GBPUSD_M5

ea-londonfix-gbpusd-m5 GBPUSD M5 London rejected
Note London 16:00 month-end fade: 2019-2026 90 trades PF 1.50 +$19 (the study's +5.2 pips became +2.2 after spread, stop and bid-side entry), but OUT OF SAMPLE 2010-2018 90 trades PF 0.88 -$5.7 with 2016 -$15.7 (the Brexit month-end). Fails rule 8 (a window below 1.0). A regime edge on ~12 trades a year is not worth running. Rejected 2026-09-11; engine kept in the repo as the documented negative.
Backtests
Every backtest filed for this preset: profit factor, drawdown, trade count and modelling quality, all at 0.01 lot on one broker's data.
Runs
2
Best PF
1.50
Best DD%
0.29
Total Trades
180
Version Symbol / TF PF DD% Trades Test Range (UTC)
0.1.0 GBPUSD M5 0.88 0.72 90 2010-01-01 → 2018-12-31 Details
0.1.0 GBPUSD M5 1.50 0.29 90 2019-01-01 → 2026-09-05 Details

Every number here is a backtest at 0.01 lot on one broker's data, published so that it can be checked. Nothing on this site is investment advice.