STRATEGY_BACKTESTER_3 submission · PROVISIONAL · separate board, the boards above are unchanged
#1 · dbe8e413 · EU_3bc7|COMBO2|windows NY+M6+LC + no Tue
version v2.0.1PROVISIONALknown gaps excludedTOP5>50% (53% of net in top 5)
| period | net after fee | PF | trades |
|---|
| IS | +$3,271 | 3.6 | 30 |
| OOS | +$1,386 | 1.63 | 33 |
| HO | +$9 | 1.01 | 14 |
EURUSD · TF 15m · WR 48.1% · ex-top-5 +$2,213 · max DD −$1,181
Fee (net of fee): Global Prime Raw USD 7.00 RT per lot
#2 · f3e1074f · 6E_d8f3|B_breakeven|BE at 2R
version v2.0.1PROVISIONALknown gaps excludedTOP5>50% (65% of net in top 5)
| period | net after fee | PF | trades |
|---|
| IS | +$3,191 | 3.15 | 30 |
| OOS | +$522 | 1.08 | 65 |
| HO | +$1,284 | 1.86 | 33 |
6E · TF 15m · WR 35.9% · ex-top-5 +$1,739 · max DD −$2,016
Fee (net of fee): NinjaTrader Lifetime USD 4.66 RT per contract
#3 · ecf6c8b4 · EU_3bc7|COMBO2|no Tue + contrast: until win, max 2 (UntilWin2 = up to 2 losses/day)
version v2.0.1PROVISIONALknown gaps excludedTOP5>50% (60% of net in top 5)
| period | net after fee | PF | trades |
|---|
| IS | +$3,088 | 2.08 | 45 |
| OOS | +$1,282 | 1.4 | 46 |
| HO | +$194 | 1.15 | 23 |
EURUSD · TF 15m · WR 40.4% · ex-top-5 +$1,823 · max DD −$1,215
Fee (net of fee): Global Prime Raw USD 7.00 RT per lot
#4 · 665888e6 · EU_3bc7|L_losscap|contrast: until win, max 2 (UntilWin2 = up to 2 losses/day)
version v2.0.1PROVISIONALknown gaps excludedTOP5>50% (68% of net in top 5)
| period | net after fee | PF | trades |
|---|
| IS | +$3,085 | 1.7 | 63 |
| OOS | +$1,000 | 1.23 | 60 |
| HO | +$4 | 1 | 29 |
EURUSD · TF 15m · WR 37.5% · ex-top-5 +$1,321 · max DD −$1,504
Fee (net of fee): Global Prime Raw USD 7.00 RT per lot
#5 · 94e5f486 · 6E_d8f3|B_breakeven|BE at 1.5R
version v2.0.1PROVISIONALknown gaps excludedTOP5>50% (68% of net in top 5)
| period | net after fee | PF | trades |
|---|
| IS | +$3,029 | 3.44 | 30 |
| OOS | +$622 | 1.1 | 65 |
| HO | +$1,146 | 1.88 | 33 |
6E · TF 15m · WR 33.6% · ex-top-5 +$1,539 · max DD −$1,916
Fee (net of fee): NinjaTrader Lifetime USD 4.66 RT per contract
#6 · 546886a4 · 6E_d8f3|E_expiry|order expiry +30 min after window
version v2.0.1PROVISIONALknown gaps excludedTOP5>50% (70% of net in top 5)
| period | net after fee | PF | trades |
|---|
| IS | +$3,006 | 2.72 | 31 |
| OOS | +$260 | 1.04 | 65 |
| HO | +$1,421 | 1.91 | 33 |
6E · TF 15m · WR 38.8% · ex-top-5 +$1,428 · max DD −$2,222
Fee (net of fee): NinjaTrader Lifetime USD 4.66 RT per contract
#7 · 66685103 · 6E_d8f3|E_expiry|order expiry +60 min after window
version v2.0.1PROVISIONALknown gaps excludedTOP5>50% (70% of net in top 5)
| period | net after fee | PF | trades |
|---|
| IS | +$2,976 | 2.67 | 32 |
| OOS | +$260 | 1.04 | 65 |
| HO | +$1,421 | 1.91 | 33 |
6E · TF 15m · WR 38.5% · ex-top-5 +$1,399 · max DD −$2,222
Fee (net of fee): NinjaTrader Lifetime USD 4.66 RT per contract
#8 · dd1deb09 · 6E_d8f3|BASE|base (official gaps)
version v2.0.1PROVISIONALknown gaps excludedTOP5>50% (71% of net in top 5)
| period | net after fee | PF | trades |
|---|
| IS | +$2,923 | 2.67 | 30 |
| OOS | +$260 | 1.04 | 65 |
| HO | +$1,421 | 1.91 | 33 |
6E · TF 15m · WR 38.3% · ex-top-5 +$1,346 · max DD −$2,222
Fee (net of fee): NinjaTrader Lifetime USD 4.66 RT per contract
#9 · bf35982e · 6E_d8f3|L_losscap|max 1 loss/day, up to 2 trades (UntilLoss2)
version v2.0.1PROVISIONALknown gaps excludedTOP5>50% (72% of net in top 5)
| period | net after fee | PF | trades |
|---|
| IS | +$2,923 | 2.67 | 30 |
| OOS | +$260 | 1.04 | 65 |
| HO | +$1,373 | 1.85 | 34 |
6E · TF 15m · WR 38% · ex-top-5 +$1,297 · max DD −$2,222
Fee (net of fee): NinjaTrader Lifetime USD 4.66 RT per contract
#10 · 273ba300 · 6E_d8f3|M_windows(slices of 00-12)|windows S0-2+S2-5+S5-7+S7-10
version v2.0.1PROVISIONALknown gaps excludedTOP5>50% (71% of net in top 5)
| period | net after fee | PF | trades |
|---|
| IS | +$2,923 | 2.67 | 30 |
| OOS | +$884 | 1.17 | 57 |
| HO | +$759 | 1.48 | 29 |
6E · TF 15m · WR 37.1% · ex-top-5 +$1,308 · max DD −$1,600
Fee (net of fee): NinjaTrader Lifetime USD 4.66 RT per contract
#11 · 32f7342b · EU_3bc7|W_weekday|no Tue
version v2.0.1PROVISIONALknown gaps excludedTOP5>50% (68% of net in top 5)
| period | net after fee | PF | trades |
|---|
| IS | +$2,559 | 1.92 | 41 |
| OOS | +$1,127 | 1.36 | 44 |
| HO | +$350 | 1.31 | 21 |
EURUSD · TF 15m · WR 40.6% · ex-top-5 +$1,295 · max DD −$1,119
Fee (net of fee): Global Prime Raw USD 7.00 RT per lot
#12 · f6272110 · 6E_d8f3|T_target|target 2.5R
version v2.0.1PROVISIONALknown gaps excludedTOP5>50% (72% of net in top 5)
| period | net after fee | PF | trades |
|---|
| IS | +$2,329 | 2.33 | 30 |
| OOS | +$478 | 1.08 | 65 |
| HO | +$1,049 | 1.67 | 33 |
6E · TF 15m · WR 40.6% · ex-top-5 +$1,074 · max DD −$1,635
Fee (net of fee): NinjaTrader Lifetime USD 4.66 RT per contract
#13 · 9b45c8d7 · 6E_d8f3|B_breakeven|BE at 1R
version v2.0.1PROVISIONALknown gaps excludedTOP5>50% (82% of net in top 5)
| period | net after fee | PF | trades |
|---|
| IS | +$2,148 | 2.91 | 30 |
| OOS | +$1,235 | 1.24 | 65 |
| HO | +$615 | 1.49 | 33 |
6E · TF 15m · WR 28.1% · ex-top-5 +$739 · max DD −$1,347
Fee (net of fee): NinjaTrader Lifetime USD 4.66 RT per contract
#14 · c7172754 · EU_3bc7|E_expiry|order expiry +30 min after window
version v2.0.1PROVISIONALknown gaps excludedTOP5>50% (89% of net in top 5)
| period | net after fee | PF | trades |
|---|
| IS | +$2,112 | 1.45 | 65 |
| OOS | +$665 | 1.13 | 63 |
| HO | +$400 | 1.28 | 29 |
EURUSD · TF 15m · WR 38.9% · ex-top-5 +$336 · max DD −$1,513
Fee (net of fee): Global Prime Raw USD 7.00 RT per lot
#15 · 10ec9fac · EU_3bc7|E_expiry|order expiry +60 min after window
version v2.0.1PROVISIONALknown gaps excludedTOP5>50% (90% of net in top 5)
| period | net after fee | PF | trades |
|---|
| IS | +$2,088 | 1.44 | 66 |
| OOS | +$665 | 1.13 | 63 |
| HO | +$400 | 1.28 | 29 |
EURUSD · TF 15m · WR 38.6% · ex-top-5 +$312 · max DD −$1,513
Fee (net of fee): Global Prime Raw USD 7.00 RT per lot
#16 · 29ba4406 · EU_3bc7|E_expiry|order expiry +120 min after window
version v2.0.1PROVISIONALknown gaps excludedTOP5>50% (89% of net in top 5)
| period | net after fee | PF | trades |
|---|
| IS | +$2,005 | 1.42 | 67 |
| OOS | +$723 | 1.14 | 62 |
| HO | +$449 | 1.33 | 28 |
EURUSD · TF 15m · WR 39.5% · ex-top-5 +$336 · max DD −$1,455
Fee (net of fee): Global Prime Raw USD 7.00 RT per lot
#17 · 0a805914 · EU_3bc7|E_expiry|order expiry +240 min after window
version v2.0.1PROVISIONALknown gaps excludedTOP5>50% (99% of net in top 5)
| period | net after fee | PF | trades |
|---|
| IS | +$1,903 | 1.39 | 67 |
| OOS | +$626 | 1.12 | 63 |
| HO | +$345 | 1.25 | 27 |
EURUSD · TF 15m · WR 38.2% · ex-top-5 +$33 · max DD −$1,455
Fee (net of fee): Global Prime Raw USD 7.00 RT per lot
#18 · 9c4eb49c · EU_3bc7|BASE|base (official gaps)
version v2.0.1PROVISIONALknown gaps excludedTOP5>50% (98% of net in top 5)
| period | net after fee | PF | trades |
|---|
| IS | +$1,718 | 1.4 | 57 |
| OOS | +$924 | 1.22 | 57 |
| HO | +$160 | 1.11 | 27 |
EURUSD · TF 15m · WR 36.9% · ex-top-5 +$61 · max DD −$1,522
Fee (net of fee): Global Prime Raw USD 7.00 RT per lot
#19 · 166bf399 · EU_3bc7|L_losscap|weekly cap: stop for the week after 3 losses
version v2.0.1PROVISIONALknown gaps excludedTOP5>50% (97% of net in top 5)
| period | net after fee | PF | trades |
|---|
| IS | +$1,718 | 1.4 | 57 |
| OOS | +$958 | 1.23 | 56 |
| HO | +$160 | 1.11 | 27 |
EURUSD · TF 15m · WR 37.1% · ex-top-5 +$95 · max DD −$1,488
Fee (net of fee): Global Prime Raw USD 7.00 RT per lot
#20 · ce9fe61a · EU_3bc7|W_weekday|no Fri
version v2.0.1PROVISIONALknown gaps excludedTOP5>50% (78% of net in top 5)
| period | net after fee | PF | trades |
|---|
| IS | +$1,684 | 1.46 | 49 |
| OOS | +$1,189 | 1.39 | 46 |
| HO | +$427 | 1.42 | 21 |
EURUSD · TF 15m · WR 39.7% · ex-top-5 +$735 · max DD −$858
Fee (net of fee): Global Prime Raw USD 7.00 RT per lot