Nota
DailyTrend-gated shorts (>=70) did not survive out of sample. 2025-26 in-sample: 119 gated shorts, +$11.3, 63% win, PF 1.36. 2023-24 out of sample: 198 gated shorts, -$10.1, 53% win, PF 0.84 (EURJPY 0.48, EURUSD 0.94, USDJPY 1.01, GBPUSD 1.15). Longs unchanged from the proven presets on every pair (the control held). The persistent DailyTrend state admits too many ordinary days; the gate needs the rarer Breakout reading (pv 0.1.0 / 0.2.0), which is still to be tested out of sample.
Backtests
Todos los backtests registrados de este preset: factor de beneficio, drawdown, número de operaciones y calidad del modelado, a 0,01 lotes con datos de un solo bróker.
Ejecuciones
24
Mejor PF
1.69
Menor DD%
0.27
Operaciones totales
2,433
| Versión | Símbolo / Temporalidad | PF | DD% | Operaciones | Periodo analizado (UTC) | |
|---|---|---|---|---|---|---|
0.3.0 |
GBPUSD
M15
|
1.35 | 0.40 | 185 | 2023-01-01 → 2024-12-31 | Detalle |
0.3.0 |
EURJPY
M15
|
1.08 | 0.94 | 147 | 2023-01-01 → 2024-12-31 | Detalle |
0.3.0 |
USDJPY
M15
|
1.38 | 0.56 | 128 | 2023-01-01 → 2024-12-31 | Detalle |
0.3.0 |
EURUSD
M15
|
1.23 | 0.47 | 135 | 2023-01-01 → 2024-12-31 | Detalle |
0.3.0 |
EURUSD
M15
|
1.44 | 0.27 | 93 | 2025-01-01 → 2026-09-05 | Detalle |
0.3.0 |
USDJPY
M15
|
1.65 | 0.48 | 88 | 2025-01-01 → 2026-09-05 | Detalle |
0.3.0 |
EURJPY
M15
|
1.47 | 0.41 | 86 | 2025-01-01 → 2026-09-05 | Detalle |
0.3.0 |
GBPUSD
M15
|
0.83 | 0.62 | 124 | 2025-01-01 → 2026-09-05 | Detalle |
0.2.0 |
EURUSD
M15
|
1.27 | 0.50 | 112 | 2023-01-01 → 2024-12-31 | Detalle |
0.2.0 |
USDJPY
M15
|
1.45 | 0.59 | 76 | 2023-01-01 → 2024-12-31 | Detalle |
0.2.0 |
EURJPY
M15
|
1.18 | 0.92 | 100 | 2023-01-01 → 2024-12-31 | Detalle |
0.2.0 |
GBPUSD
M15
|
1.37 | 0.33 | 147 | 2023-01-01 → 2024-12-31 | Detalle |
0.2.0 |
GBPUSD
M15
|
0.80 | 0.68 | 97 | 2025-01-01 → 2026-09-05 | Detalle |
0.2.0 |
EURJPY
M15
|
1.49 | 0.38 | 69 | 2025-01-01 → 2026-09-05 | Detalle |
0.2.0 |
USDJPY
M15
|
1.69 | 0.48 | 72 | 2025-01-01 → 2026-09-05 | Detalle |
0.2.0 |
EURUSD
M15
|
1.44 | 0.27 | 69 | 2025-01-01 → 2026-09-05 | Detalle |
0.1.0 |
GBPUSD
M15
|
1.37 | 0.33 | 144 | 2023-01-01 → 2024-12-31 | Detalle |
0.1.0 |
EURJPY
M15
|
1.20 | 0.90 | 96 | 2023-01-01 → 2024-12-31 | Detalle |
0.1.0 |
USDJPY
M15
|
1.45 | 0.55 | 70 | 2023-01-01 → 2024-12-31 | Detalle |
0.1.0 |
EURUSD
M15
|
1.25 | 0.53 | 108 | 2023-01-01 → 2024-12-31 | Detalle |
0.1.0 |
GBPUSD
M15
|
0.82 | 0.66 | 90 | 2025-01-01 → 2026-09-05 | Detalle |
0.1.0 |
EURJPY
M15
|
1.50 | 0.39 | 64 | 2025-01-01 → 2026-09-05 | Detalle |
0.1.0 |
USDJPY
M15
|
1.67 | 0.48 | 69 | 2025-01-01 → 2026-09-05 | Detalle |
0.1.0 |
EURUSD
M15
|
1.50 | 0.27 | 64 | 2025-01-01 → 2026-09-05 | Detalle |
Versiones (3)
| Versión | Estado | Nivel de evidencia | |
|---|---|---|---|
0.3.0 |
Descartado | Todos los parámetros Backtests | |
0.2.0 |
Descartado | Todos los parámetros Backtests | |
0.1.0 |
Descartado | Todos los parámetros Backtests |
Todas las cifras de esta página son backtests a 0,01 lotes con datos de un solo bróker, publicadas para que puedan comprobarse. Nada en este sitio es asesoramiento de inversión.