Understand the results
Compare each strategy and exit model. Keep research, shadow and broker results separate.
Historical backtest results
Modelled price scenarios · hypothetical costs · not broker fills.
Loading research publication…
Compare preserved historical configurations
Separate configurations from the same frozen replay. Overlapping variants must not be added as portfolio returns.
| Strategy | Variant | Candidates / resolved | Gross pips | Scenario net pips | Net R | Drawdown R | Profit factor |
|---|---|---|---|---|---|---|---|
| RMR | Five-pair basket · cap 2/day | 118 / 118 | 660.00 | 424.00 | 28.27 | 8.47 | 1.39 |
| ALBR | 20-40 | 92 / 84 | 719.90 | 593.90 | 29.70 | 5.63 | 1.78 |
| ADB | aligned-20-40 | 129 / 126 | 529.52 | 277.52 | 13.88 | 11.18 | 1.17 |
Assumed flat costs: ALBR 1.5 pips; RMR/ADB 2 pips per resolved case. Closed-candidate drawdown is not leveraged account-equity drawdown. Run 92e1a714737c5910a3783c0e.
Earlier preserved risk review and gross research curves
Execution and robustness review
Diagnostic review of inspected history, not independent human validation or trading approval. Source run a9ebb5bc23af. Resampling bands do not establish untouched out-of-sample performance.
| Strategy / configuration | Resolved / unresolved | Break-even flat cost (pips) | Resampled mean net pips band |
|---|---|---|---|
| ALBR · 20-40 albr-preserved-v1 | 84 / 8 | 8.57 | 2.26 to 11.74 |
| ALSTB · 30-60 alstr-implemented-v1 | 66 / 3 | 5.82 | -4.61 to 12.01 |
| ALSTB · 15-30 alstr-implemented-v1 | 66 / 3 | 4.01 | -2.72 to 6.43 |
| ALSTB · 10-20 alstr-implemented-v1 | 63 / 6 | 2.22 | -2.78 to 2.97 |
| ADB · aligned-20-40 adb-close-inclusive-study | 131 / 3 | 4.40 | -3.06 to 7.48 |
| ADB · opposed-control-20-40 adb-close-inclusive-study | 56 / 1 | 4.45 | -4.44 to 8.95 |
| ADB · aligned-20-40 adb-close-exclusive-study | 124 / 3 | 5.29 | -2.43 to 8.59 |
| ADB · opposed-control-20-40 adb-close-exclusive-study | 55 / 1 | 3.81 | -4.71 to 8.15 |
Break-even and resampling use resolved historical candidates only. Missing cases, broker execution, changing regimes and unmeasured costs can invalidate these diagnostics.
ALBR synthetic quote-side stress
Assumes archive prices are mid-prices, which is unverified. Spread is embedded in synthetic bid/ask; an additional hypothetical 0.5 pip slippage is deducted once. These are neither actual fills nor EA parity.
| Spread pips | Delay minutes | Proxy fills / resolved | Scenario net pips |
|---|---|---|---|
| 0 | 0 | 92 / 84 | 677.90 |
| 0 | 1 | 92 / 84 | 681.50 |
| 1 | 0 | 83 / 75 | 449.30 |
| 1 | 1 | 82 / 74 | 455.70 |
| 2 | 0 | 81 / 73 | 427.30 |
| 2 | 1 | 80 / 72 | 450.50 |
| 3 | 0 | 69 / 62 | 321.00 |
| 3 | 1 | 69 / 62 | 323.30 |
Restart logging needs an engineering correction: the preserved observer reloads trade state without rebuilding its signal ID. Its broker offset also remains manually configured. No running EA was changed.
Owner-confirmed decisions
Owner confirmed continuing breakout trades and explicitly selected the identifier ALSTB. Existing three exit configurations remain separate; no exit winner selected.
Owner explicitly selected option A: completed breakout candles closing exactly at 06:00 UTC qualify; the normal 25-minute retest continues after that close.
Performance & Attribution
Versioned research summaries generated by GitHub Actions from the published historical candidate ledgers. This workspace does not execute or optimise backtests.
Loading published performance…