Independent historical replay

Sample report - Nasdaq 100 H4 momentum

Nasdaq 100 Buy · H4 verification report
Nasdaq 100 · BuyRun replay_53147290d1b9318f2012-08-05 21:00 UTC → 2026-08-14 13:00 UTC

Positive historical result

The simulated account grew across the full tested history under the stated assumptions.

Entry: next candle openIf both are reached together: count the loss limit first
Total history tested14.0 years
Completed candles17159 H4
Closed trades142
Full test period2012-08-05 21:00 UTC
to 2026-08-14 13:00 UTC

Chronological split: 70% in-sample (IS) and 30% out-of-sample (OOS).

Primary view · complete tested history

Overall results

One uninterrupted replay across the full history, before reviewing the two periods separately.

14.0 years2012-08-05 21:00 UTC
to 2026-08-14 13:00 UTC
Total return206.24%USD +20,624.44
Annualized return8.31%/yr
Max drawdown-8.80%USD -1,920.49
Profit factor2.15
Win rate31.0%
Trades142

Account balance curve

Closed-trade balance in USD across the complete tested history.

31,1899,906Closed trades
In-sample allocation · 70%

In-Sample Results (IS)

The initial chronological segment used to establish baseline performance.

10.7 years2012-08-05 21:00 UTC
to 2023-04-14 09:00 UTC
Total return102.65%USD +10,265.44
Annualized return6.83%/yr
Max drawdown-8.80%USD -1,920.49
Profit factor2.01
Win rate29.9%
Trades97

Account balance curve

Closed-trade balance in USD during the in-sample (IS) segment.

21,8339,906Closed trades
Out-of-sample allocation · 30%

Out-of-Sample Results (OOS)

The subsequent chronological segment used for independent validation.

3.3 years2023-04-14 13:00 UTC
to 2026-08-14 13:00 UTC
Total return51.12%USD +10,359.00
Annualized return13.18%/yr
Max drawdown-5.55%USD -1,683.01
Profit factor2.34
Win rate33.3%
Trades45

Account balance curve

The same USD account continuing through the out-of-sample (OOS) segment.

31,18920,068Closed trades
Robustness checksStress replay: +51.12% · 4/4 active periods positive

These checks ask whether the OOS result survives more expensive execution and whether performance depends on one unusually favourable part of the history.

Execution-cost stress test

OOS metricModeled costsStress replay
Total return51.12%USD +10,359.0051.12%USD +10,359.00
Annualized return13.18%/yr13.18%/yr
Maximum drawdown-5.55%USD -1,683.01-5.55%USD -1,683.01
Profit factor2.342.34
Trades4545

Recorded spread was doubled. Commission remained USD 0.00. Strategy and OHLC prices were unchanged; swap was held constant.

Consistency across time

SliceDatesTradesNet resultPF
Period 12012-08-05 to 2016-02-078USD 341.56 (3.42%)1.56
Period 22016-02-07 to 2019-08-1044USD 5,597.92 (54.13%)2.58
Period 32019-08-10 to 2023-02-1143USD 4,718.55 (29.60%)1.83
Period 42023-02-11 to 2026-08-1447USD 9,966.41 (48.24%)2.23

Four equal chronological slices of the full test. Closed trades are assigned by entry date.

What held up

  • The out-of-sample (OOS) period returned +51.12% across 45 closed trades.
  • Recorded spread was doubled. Commission remained USD 0.00. No OOS trade outcomes changed, so the return was unchanged at +51.12%.
  • 4 of 4 active chronological periods were profitable.

Watch-outs

  • The OOS sample is still moderate at 45 closed trades.

Strategy Blueprint

The rules below are the normalized strategy the engine replayed.

Plain-language view
1
MarketBuy Nasdaq 100 on H4

Use the selected historical test period.

2
Look for(H4 RSI 14 is greater than 70) AND (H4 ADX 14 is greater than 20)

Checked only after a completed H4 candle closes.

3
Open tradeBuy at the next H4 candle opening after the rules match.

The signal candle and entry candle are kept separate.

4
Protect tradeLoss limit: 2 x H4 ATR 14

Profit target: 5 times the amount initially risked

5
Manage and closeClose at the loss limit or profit target.

The engine applies these rules in its fixed execution order.

Test conditions

ProfileManaged market data (version 2026-08-14.3)
Profile useThis test uses standardized benchmark conditions. Prices, costs, and execution may differ from live trading conditions.
Requested test periodFull available history — 14 years
DataManaged historical candles · H4 source candles
Tested history17159 H4 bars; pre-period history is calculation-only context
In-sample period (IS)10.7 years: 2012-08-05 21:00 UTC → 2023-04-14 09:00 UTC
Out-of-sample period (OOS)3.3 years: 2023-04-14 13:00 UTC → 2026-08-14 13:00 UTC
Report timestampsUTC (YYYY-MM-DD HH:MM)
SpreadHistorical spread_price column (2-decimal prices; 1 point = 0.01)
SlippageNone
SwapNot included
CommissionNo separate commission (spread-only)
Bar alignmentUTC timestamps; New York-close-aligned H4 candles

Execution audit

Entry handlingOverallIn-Sample (IS)Out-of-Sample (OOS)
Candidate entries evaluated1439746
Positions opened1439746
Add-on entries opened000
Skipped: stop unavailable000
Skipped: stop on wrong side000
Skipped: target unavailable000
Skipped: target on wrong side000
Position still open at period end101

Account simulation assumptions

Starting accountUSD 10,000.00
Ending accountUSD 30,624.44
Risk setting1.00% of the current balance (compounding)
Simulation flowOne continuous account; OOS begins at the IS ending balance
Executable / skipped trades142 / 0 across the full test
Position-sizing profileTick size 0.010000; tick value USD 0.01 per lot; volume 0.100 min / 0.100 step / 250.000 max
Technical strategy detailsExact normalized indicators, conditions, entry, stop, and target

Strategy specification

Indicators and parameters

  • rsi14 - RSI on H4 (Period: 14; Source: close)
  • adx14 - ADX on H4 (Period: 14)
  • atr14 - ATR on H4 (Period: 14)

Entry eligibility: All entry times

Entry: market next open

Stop: 2.00 x atr14   Target: 5.00 times the initial risk

Risk–reward: 1:5.00

Entry conditions

  • (rsi14 > 70) AND (adx14 > 20)

Trade Replay

Select a trade to see what happened from signal to close.

Result after configured costs

    Prices show the tested instrument. Risk, costs, and results remain accounted for in USD. The complete trade log is below.

    Full-History Trade Log142 full-history trades retained in full; expand to inspect
    #Entry (UTC)Exit (UTC)Entry priceExit priceExit reasonEntriesPartialsPosition lotsP&L (USD)Balance
    12013-05-12 21:00 UTC2013-06-12 21:00 UTC2971.902909.33stop101.500USD -93.86USD 9,906.14
    22013-07-14 21:00 UTC2013-11-25 22:00 UTC3067.203452.34target101.200USD 462.15USD 10,368.29
    32013-11-28 22:00 UTC2014-02-04 22:00 UTC3480.703419.64stop101.600USD -97.69USD 10,270.60
    42014-06-05 21:00 UTC2014-09-02 21:00 UTC3776.304100.87target101.500USD 486.85USD 10,757.45
    52014-09-07 21:00 UTC2014-09-14 21:00 UTC4086.304038.20stop102.200USD -105.82USD 10,651.63
    62014-11-24 22:00 UTC2014-12-11 22:00 UTC4281.704206.79stop101.400USD -104.88USD 10,546.75
    72015-07-20 21:00 UTC2015-07-26 21:00 UTC4678.504546.89stop100.800USD -105.29USD 10,441.46
    82015-10-26 21:00 UTC2015-11-12 22:00 UTC4626.304501.43stop100.800USD -99.90USD 10,341.56
    92016-02-17 18:00 UTC2016-02-19 10:00 UTC4189.604130.17stop101.700USD -101.03USD 10,240.53
    102016-03-30 13:00 UTC2016-04-01 09:00 UTC4497.904455.41stop102.400USD -101.97USD 10,138.56
    112016-05-24 17:00 UTC2016-06-14 13:00 UTC4439.504391.83stop102.100USD -100.11USD 10,038.45
    122016-06-23 21:00 UTC2016-06-23 21:00 UTC4485.304441.10stop102.200USD -97.24USD 9,941.21
    132016-07-08 17:00 UTC2016-08-05 13:00 UTC4515.804770.94target101.900USD 484.75USD 10,425.96
    142016-08-05 17:00 UTC2016-08-26 13:00 UTC4795.504763.77stop103.200USD -101.53USD 10,324.43
    152016-09-06 21:00 UTC2016-09-08 13:00 UTC4829.504803.79stop104.000USD -102.86USD 10,221.57
    162016-09-22 13:00 UTC2016-09-26 05:00 UTC4877.404839.30stop102.600USD -99.06USD 10,122.51
    172016-10-24 13:00 UTC2016-10-26 13:00 UTC4881.004848.00stop103.000USD -99.00USD 10,023.51
    182016-11-22 06:00 UTC2016-11-23 14:00 UTC4877.204844.43stop103.000USD -98.31USD 9,925.20
    192016-12-09 18:00 UTC2017-01-20 14:00 UTC4884.705078.34target102.500USD 484.10USD 10,409.30
    202017-01-24 22:00 UTC2017-02-13 18:00 UTC5105.205262.06target103.300USD 517.65USD 10,926.95
    212017-02-13 22:00 UTC2017-03-01 14:00 UTC5256.505365.64target105.000USD 545.70USD 11,472.65
    222017-03-15 21:00 UTC2017-03-21 13:00 UTC5412.305387.14stop104.500USD -113.21USD 11,359.44
    232017-03-30 01:00 UTC2017-04-03 13:00 UTC5443.405412.96stop103.700USD -112.64USD 11,246.80
    242017-04-24 01:00 UTC2017-05-07 21:00 UTC5488.905657.54target103.300USD 556.50USD 11,803.30
    252017-05-09 17:00 UTC2017-05-11 13:00 UTC5678.405650.91stop104.200USD -115.44USD 11,687.86
    262017-05-16 17:00 UTC2017-05-16 21:00 UTC5719.205695.19stop104.800USD -115.27USD 11,572.59
    272017-05-25 05:00 UTC2017-06-05 13:00 UTC5749.105884.81target104.200USD 570.00USD 12,142.59
    282017-06-05 17:00 UTC2017-06-07 13:00 UTC5876.805844.96stop103.800USD -121.00USD 12,021.59
    292017-07-12 13:00 UTC2017-07-26 21:00 UTC5760.305967.30target102.900USD 600.30USD 12,621.89
    302017-07-27 01:00 UTC2017-07-27 13:00 UTC5979.305947.44stop103.900USD -124.24USD 12,497.65
    312017-08-31 01:00 UTC2017-09-25 13:00 UTC5943.505883.01stop102.000USD -120.97USD 12,376.68
    322017-09-29 17:00 UTC2017-10-27 13:00 UTC5980.006173.50target103.100USD 599.85USD 12,976.53
    332017-10-27 17:00 UTC2017-12-18 06:00 UTC6206.106509.17target102.100USD 636.45USD 13,612.98
    342017-12-18 10:00 UTC2017-12-19 14:00 UTC6517.106479.19stop103.500USD -132.70USD 13,480.28
    352018-01-03 18:00 UTC2018-01-22 14:00 UTC6575.006873.86target102.200USD 657.50USD 14,137.78
    362018-01-22 18:00 UTC2018-02-02 14:00 UTC6887.306832.41stop102.500USD -137.21USD 14,000.57
    372018-02-15 22:00 UTC2018-02-21 22:00 UTC6811.106692.81stop101.100USD -130.11USD 13,870.46
    382018-02-26 14:00 UTC2018-02-28 18:00 UTC6931.106854.40stop101.800USD -138.06USD 13,732.40
    392018-03-09 14:00 UTC2018-03-19 05:00 UTC7021.006947.56stop101.800USD -132.20USD 13,600.20
    402018-04-17 17:00 UTC2018-04-20 13:00 UTC6808.106714.36stop101.400USD -131.24USD 13,468.96
    412018-05-07 05:00 UTC2018-06-20 13:00 UTC6829.907297.97target101.400USD 655.30USD 14,124.26
    422018-07-08 21:00 UTC2018-08-29 13:00 UTC7212.107619.10target101.700USD 691.90USD 14,816.16
    432018-08-29 17:00 UTC2018-09-04 13:00 UTC7649.507603.69stop103.200USD -146.61USD 14,669.55
    442018-11-28 18:00 UTC2018-12-05 22:00 UTC6830.506717.46stop101.200USD -135.65USD 14,533.90
    452019-01-09 18:00 UTC2019-01-10 14:00 UTC6618.606516.76stop101.400USD -142.58USD 14,391.32
    462019-01-18 18:00 UTC2019-01-22 02:00 UTC6811.606729.26stop101.700USD -139.98USD 14,251.34
    472019-01-31 18:00 UTC2019-03-20 17:00 UTC6911.607413.67target101.400USD 702.90USD 14,954.24
    482019-03-21 01:00 UTC2019-03-21 09:00 UTC7405.707340.87stop102.300USD -149.11USD 14,805.13
    492019-03-21 21:00 UTC2019-03-22 13:00 UTC7496.107403.83stop101.600USD -147.63USD 14,657.50
    502019-04-01 09:00 UTC2019-04-23 17:00 UTC7458.407809.47target102.000USD 702.15USD 15,359.65
    512019-04-23 21:00 UTC2019-04-26 13:00 UTC7813.407750.83stop102.400USD -150.17USD 15,209.48
    522019-06-07 17:00 UTC2019-07-15 05:00 UTC7433.307954.73target101.400USD 730.00USD 15,939.48
    532019-09-05 17:00 UTC2019-09-10 13:00 UTC7848.907743.90stop101.500USD -157.50USD 15,781.98
    542019-09-12 01:00 UTC2019-09-15 21:00 UTC7947.607853.54stop101.600USD -150.49USD 15,631.49
    552019-10-15 17:00 UTC2019-10-18 13:00 UTC7940.807856.94stop101.800USD -150.94USD 15,480.55
    562019-10-28 01:00 UTC2019-11-25 22:00 UTC8050.308406.87target102.100USD 748.80USD 16,229.35
    572019-11-26 02:00 UTC2019-12-02 14:00 UTC8396.408338.46stop102.800USD -162.24USD 16,067.11
    582019-12-13 02:00 UTC2020-01-02 18:00 UTC8505.808880.37target102.100USD 786.60USD 16,853.71
    592020-01-02 22:00 UTC2020-01-03 02:00 UTC8882.608805.76stop102.100USD -161.37USD 16,692.34
    602020-01-10 06:00 UTC2020-02-10 22:00 UTC9023.809561.51target101.500USD 806.55USD 17,498.89
    612020-02-11 06:00 UTC2020-02-21 18:00 UTC9567.209455.76stop101.500USD -167.16USD 17,331.73
    622020-04-07 09:00 UTC2020-05-26 01:00 UTC8213.109584.03target100.600USD 822.55USD 18,154.28
    632020-06-10 05:00 UTC2020-06-11 13:00 UTC10009.709889.89stop101.500USD -179.72USD 17,974.56
    642020-06-23 17:00 UTC2020-06-24 13:00 UTC10275.2010093.00stop100.900USD -163.98USD 17,810.58
    652020-07-02 05:00 UTC2020-07-13 13:00 UTC10300.8010992.59target101.200USD 830.15USD 18,640.73
    662020-07-13 17:00 UTC2020-07-13 17:00 UTC10979.6010813.40stop101.100USD -182.82USD 18,457.91
    672020-07-20 21:00 UTC2020-07-22 13:00 UTC10969.2010788.57stop101.000USD -180.63USD 18,277.28
    682020-08-06 21:00 UTC2020-08-07 17:00 UTC11264.5011137.59stop101.400USD -177.68USD 18,099.60
    692020-08-18 17:00 UTC2020-08-20 01:00 UTC11376.1011276.24stop101.800USD -179.74USD 17,919.86
    702020-08-24 01:00 UTC2020-09-01 17:00 UTC11592.4012319.40target101.200USD 872.40USD 18,792.26
    712020-09-01 21:00 UTC2020-09-03 13:00 UTC12318.5012167.53stop101.200USD -181.17USD 18,611.09
    722020-10-09 17:00 UTC2020-10-22 13:00 UTC11699.7011576.93stop101.500USD -184.16USD 18,426.93
    732020-11-04 18:00 UTC2021-02-07 22:00 UTC11811.6013687.39target100.400USD 750.30USD 19,177.23
    742021-02-16 02:00 UTC2021-02-16 14:00 UTC13897.9013789.21stop101.700USD -184.77USD 18,992.46
    752021-04-01 13:00 UTC2021-04-16 09:00 UTC13251.0014056.36target101.100USD 885.90USD 19,878.36
    762021-05-25 09:00 UTC2021-06-03 09:00 UTC13712.9013572.64stop101.400USD -196.36USD 19,682.00
    772021-06-14 01:00 UTC2021-06-16 17:00 UTC14022.2013917.09stop101.800USD -189.21USD 19,492.79
    782021-06-24 09:00 UTC2021-07-13 05:00 UTC14358.1014899.17target101.800USD 973.95USD 20,466.74
    792021-07-23 17:00 UTC2021-07-27 13:00 UTC15094.5014968.23stop101.600USD -202.03USD 20,264.71
    802021-08-05 21:00 UTC2021-08-06 13:00 UTC15173.7015074.44stop102.000USD -198.51USD 20,066.20
    812021-08-23 17:00 UTC2021-09-20 09:00 UTC15327.7015148.54stop101.100USD -197.07USD 19,869.13
    822021-10-17 21:00 UTC2021-11-02 13:00 UTC15171.2015925.49target101.300USD 980.55USD 20,849.68
    832021-11-02 17:00 UTC2021-11-22 14:00 UTC15968.2016670.91target101.400USD 983.80USD 21,833.48
    842021-12-23 18:00 UTC2022-01-05 14:00 UTC16326.3016127.43stop101.000USD -198.87USD 21,634.61
    852022-02-02 06:00 UTC2022-02-02 18:00 UTC15185.5014900.47stop100.700USD -199.52USD 21,435.09
    862022-03-18 17:00 UTC2022-04-11 17:00 UTC14302.7013986.59stop100.600USD -189.67USD 21,245.42
    872022-05-27 17:00 UTC2022-06-09 17:00 UTC12583.3012260.63stop100.600USD -193.60USD 21,051.82
    882022-06-24 17:00 UTC2022-06-28 17:00 UTC11993.7011692.76stop100.600USD -180.57USD 20,871.25
    892022-07-20 17:00 UTC2022-07-26 13:00 UTC12431.8012208.77stop100.900USD -200.73USD 20,670.52
    902022-07-28 21:00 UTC2022-08-26 17:00 UTC12877.8012601.39stop100.700USD -193.49USD 20,477.03
    912022-09-12 01:00 UTC2022-09-13 09:00 UTC12610.6012401.49stop100.900USD -188.20USD 20,288.83
    922022-11-10 22:00 UTC2022-12-15 18:00 UTC11631.2011308.57stop100.600USD -193.58USD 20,095.25
    932023-01-09 18:00 UTC2023-01-10 02:00 UTC11275.9011048.07stop100.800USD -182.26USD 19,912.99
    942023-01-11 22:00 UTC2023-02-01 18:00 UTC11399.8012340.16target101.000USD 940.35USD 20,853.34
    952023-02-01 22:00 UTC2023-02-10 10:00 UTC12476.9012259.89stop100.900USD -195.31USD 20,658.03
    962023-03-21 21:00 UTC2023-03-28 17:00 UTC12738.6012528.91stop100.900USD -188.72USD 20,469.31
    972023-03-30 21:00 UTC2023-04-12 21:00 UTC12955.7012819.79stop101.500USD -203.87USD 20,265.44
    982023-04-27 21:00 UTC2023-05-04 13:00 UTC13140.9012961.14stop101.100USD -197.73USD 20,067.71
    992023-05-17 21:00 UTC2023-05-26 13:00 UTC13582.6014166.81target101.700USD 993.15USD 21,060.86
    1002023-05-26 17:00 UTC2023-07-12 13:00 UTC14281.2015347.77target100.900USD 959.90USD 22,020.76
    1012023-07-12 17:00 UTC2023-08-09 13:00 UTC15272.6015112.46stop101.300USD -208.19USD 21,812.57
    1022023-08-24 05:00 UTC2023-08-24 13:00 UTC15343.6015159.74stop101.100USD -202.24USD 21,610.33
    1032023-08-29 21:00 UTC2023-09-07 13:00 UTC15388.6015159.70stop100.900USD -206.01USD 21,404.32
    1042023-11-01 21:00 UTC2023-11-14 10:00 UTC14681.5015700.57target101.000USD 1,019.05USD 22,423.37
    1052023-11-14 14:00 UTC2023-12-13 22:00 UTC15755.1016634.03target101.200USD 1,054.70USD 23,478.07
    1062023-12-14 02:00 UTC2023-12-14 14:00 UTC16657.2016516.40stop101.600USD -225.28USD 23,252.79
    1072023-12-18 06:00 UTC2024-01-02 18:00 UTC16641.9016499.33stop101.600USD -228.11USD 23,024.68
    1082024-01-18 22:00 UTC2024-02-12 14:00 UTC16986.0018019.86target101.100USD 1,137.25USD 24,161.93
    1092024-02-12 18:00 UTC2024-02-12 18:00 UTC18024.1517904.84stop102.000USD -238.63USD 23,923.30
    1102024-02-23 06:00 UTC2024-02-28 18:00 UTC18001.2017818.99stop101.300USD -236.88USD 23,686.42
    1112024-03-01 18:00 UTC2024-03-05 14:00 UTC18249.7518057.94stop101.200USD -230.18USD 23,456.24
    1122024-03-21 05:00 UTC2024-03-27 13:00 UTC18368.2518174.08stop101.200USD -233.00USD 23,223.24
    1132024-05-05 21:00 UTC2024-06-11 17:00 UTC17945.4819218.20target100.900USD 1,145.45USD 24,368.69
    1142024-06-12 13:00 UTC2024-07-05 05:00 UTC19403.2720202.08target101.500USD 1,198.20USD 25,566.89
    1152024-07-05 09:00 UTC2024-07-10 17:00 UTC20199.3820647.62target102.800USD 1,255.05USD 26,821.94
    1162024-07-10 21:00 UTC2024-07-11 13:00 UTC20685.4320558.48stop102.100USD -266.60USD 26,555.34
    1172024-08-13 21:00 UTC2024-09-06 01:00 UTC19018.3018752.26stop100.900USD -239.44USD 26,315.90
    1182024-09-13 01:00 UTC2024-11-07 14:00 UTC19435.8620920.84target100.800USD 1,188.00USD 27,503.90
    1192024-11-07 18:00 UTC2024-11-14 22:00 UTC21093.6520830.30stop101.000USD -263.35USD 27,240.55
    1202024-12-02 22:00 UTC2024-12-16 14:00 UTC21171.3321924.32target101.800USD 1,355.40USD 28,595.95
    1212024-12-16 18:00 UTC2024-12-18 18:00 UTC22077.0921866.29stop101.300USD -274.04USD 28,321.91
    1222025-01-22 02:00 UTC2025-01-26 22:00 UTC21651.1521389.84stop101.000USD -261.31USD 28,060.60
    1232025-02-17 02:00 UTC2025-02-20 14:00 UTC22165.6021963.49stop101.300USD -262.75USD 27,797.85
    1242025-03-25 21:00 UTC2025-03-26 13:00 UTC20312.0720069.46stop101.100USD -266.87USD 27,530.98
    1252025-04-25 01:00 UTC2025-05-28 21:00 UTC19339.8021676.48target100.500USD 1,168.35USD 28,699.33
    1262025-06-25 13:00 UTC2025-07-30 21:00 UTC22286.8523572.35target101.100USD 1,414.05USD 30,113.38
    1272025-07-31 01:00 UTC2025-07-31 13:00 UTC23619.1023440.67stop101.600USD -285.49USD 29,827.89
    1282025-08-12 21:00 UTC2025-08-19 13:00 UTC23836.3023608.21stop101.300USD -296.51USD 29,531.38
    1292025-09-05 13:00 UTC2025-09-05 13:00 UTC23836.9523640.85stop101.500USD -294.15USD 29,237.23
    1302025-09-10 13:00 UTC2025-09-10 17:00 UTC23973.9523829.05stop102.000USD -289.80USD 28,947.43
    1312025-09-12 17:00 UTC2025-10-02 09:00 UTC24091.9524944.45target101.600USD 1,364.00USD 30,311.43
    1322025-10-02 13:00 UTC2025-10-03 17:00 UTC24946.9524744.15stop101.400USD -283.92USD 30,027.51
    1332025-10-27 01:00 UTC2025-11-04 22:00 UTC25577.4025315.06stop101.100USD -288.58USD 29,738.93
    1342025-11-28 18:00 UTC2025-11-30 22:00 UTC25431.8525292.92stop102.100USD -291.75USD 29,447.18
    1352025-12-03 06:00 UTC2025-12-12 14:00 UTC25612.1025337.87stop101.000USD -274.23USD 29,172.95
    1362026-01-28 02:00 UTC2026-01-29 14:00 UTC26076.5025829.10stop101.100USD -272.14USD 28,900.81
    1372026-02-25 22:00 UTC2026-02-26 14:00 UTC25351.6025048.94stop100.900USD -272.39USD 28,628.42
    1382026-04-08 09:00 UTC2026-04-27 01:00 UTC25045.6027381.31target100.600USD 1,401.45USD 30,029.87
    1392026-04-27 05:00 UTC2026-04-28 09:00 UTC27383.6027001.30stop100.700USD -267.61USD 29,762.26
    1402026-05-05 21:00 UTC2026-05-24 21:00 UTC28130.9029715.61target100.900USD 1,426.25USD 31,188.51
    1412026-05-27 09:00 UTC2026-05-27 13:00 UTC30124.7029841.23stop101.100USD -311.82USD 30,876.69
    1422026-06-15 17:00 UTC2026-06-17 17:00 UTC30545.3529914.72stop100.400USD -252.25USD 30,624.44

    This is the canonical uninterrupted replay used by the Overall result. The IS and OOS logs below are separate diagnostic replays; a position crossing their boundary appears here rather than in either diagnostic log.

    In-Sample Trade Log (IS)97 IS trades retained in full; expand to inspect
    #Entry (UTC)Exit (UTC)Entry priceExit priceExit reasonEntriesPartialsPosition lotsP&L (USD)Balance
    12013-05-12 21:00 UTC2013-06-12 21:00 UTC2971.902909.33stop101.500USD -93.86USD 9,906.14
    22013-07-14 21:00 UTC2013-11-25 22:00 UTC3067.203452.34target101.200USD 462.15USD 10,368.29
    32013-11-28 22:00 UTC2014-02-04 22:00 UTC3480.703419.64stop101.600USD -97.69USD 10,270.60
    42014-06-05 21:00 UTC2014-09-02 21:00 UTC3776.304100.87target101.500USD 486.85USD 10,757.45
    52014-09-07 21:00 UTC2014-09-14 21:00 UTC4086.304038.20stop102.200USD -105.82USD 10,651.63
    62014-11-24 22:00 UTC2014-12-11 22:00 UTC4281.704206.79stop101.400USD -104.88USD 10,546.75
    72015-07-20 21:00 UTC2015-07-26 21:00 UTC4678.504546.89stop100.800USD -105.29USD 10,441.46
    82015-10-26 21:00 UTC2015-11-12 22:00 UTC4626.304501.43stop100.800USD -99.90USD 10,341.56
    92016-02-17 18:00 UTC2016-02-19 10:00 UTC4189.604130.17stop101.700USD -101.03USD 10,240.53
    102016-03-30 13:00 UTC2016-04-01 09:00 UTC4497.904455.41stop102.400USD -101.97USD 10,138.56
    112016-05-24 17:00 UTC2016-06-14 13:00 UTC4439.504391.83stop102.100USD -100.11USD 10,038.45
    122016-06-23 21:00 UTC2016-06-23 21:00 UTC4485.304441.10stop102.200USD -97.24USD 9,941.21
    132016-07-08 17:00 UTC2016-08-05 13:00 UTC4515.804770.94target101.900USD 484.75USD 10,425.96
    142016-08-05 17:00 UTC2016-08-26 13:00 UTC4795.504763.77stop103.200USD -101.53USD 10,324.43
    152016-09-06 21:00 UTC2016-09-08 13:00 UTC4829.504803.79stop104.000USD -102.86USD 10,221.57
    162016-09-22 13:00 UTC2016-09-26 05:00 UTC4877.404839.30stop102.600USD -99.06USD 10,122.51
    172016-10-24 13:00 UTC2016-10-26 13:00 UTC4881.004848.00stop103.000USD -99.00USD 10,023.51
    182016-11-22 06:00 UTC2016-11-23 14:00 UTC4877.204844.43stop103.000USD -98.31USD 9,925.20
    192016-12-09 18:00 UTC2017-01-20 14:00 UTC4884.705078.34target102.500USD 484.10USD 10,409.30
    202017-01-24 22:00 UTC2017-02-13 18:00 UTC5105.205262.06target103.300USD 517.65USD 10,926.95
    212017-02-13 22:00 UTC2017-03-01 14:00 UTC5256.505365.64target105.000USD 545.70USD 11,472.65
    222017-03-15 21:00 UTC2017-03-21 13:00 UTC5412.305387.14stop104.500USD -113.21USD 11,359.44
    232017-03-30 01:00 UTC2017-04-03 13:00 UTC5443.405412.96stop103.700USD -112.64USD 11,246.80
    242017-04-24 01:00 UTC2017-05-07 21:00 UTC5488.905657.54target103.300USD 556.50USD 11,803.30
    252017-05-09 17:00 UTC2017-05-11 13:00 UTC5678.405650.91stop104.200USD -115.44USD 11,687.86
    262017-05-16 17:00 UTC2017-05-16 21:00 UTC5719.205695.19stop104.800USD -115.27USD 11,572.59
    272017-05-25 05:00 UTC2017-06-05 13:00 UTC5749.105884.81target104.200USD 570.00USD 12,142.59
    282017-06-05 17:00 UTC2017-06-07 13:00 UTC5876.805844.96stop103.800USD -121.00USD 12,021.59
    292017-07-12 13:00 UTC2017-07-26 21:00 UTC5760.305967.30target102.900USD 600.30USD 12,621.89
    302017-07-27 01:00 UTC2017-07-27 13:00 UTC5979.305947.44stop103.900USD -124.24USD 12,497.65
    312017-08-31 01:00 UTC2017-09-25 13:00 UTC5943.505883.01stop102.000USD -120.97USD 12,376.68
    322017-09-29 17:00 UTC2017-10-27 13:00 UTC5980.006173.50target103.100USD 599.85USD 12,976.53
    332017-10-27 17:00 UTC2017-12-18 06:00 UTC6206.106509.17target102.100USD 636.45USD 13,612.98
    342017-12-18 10:00 UTC2017-12-19 14:00 UTC6517.106479.19stop103.500USD -132.70USD 13,480.28
    352018-01-03 18:00 UTC2018-01-22 14:00 UTC6575.006873.86target102.200USD 657.50USD 14,137.78
    362018-01-22 18:00 UTC2018-02-02 14:00 UTC6887.306832.41stop102.500USD -137.21USD 14,000.57
    372018-02-15 22:00 UTC2018-02-21 22:00 UTC6811.106692.81stop101.100USD -130.11USD 13,870.46
    382018-02-26 14:00 UTC2018-02-28 18:00 UTC6931.106854.40stop101.800USD -138.06USD 13,732.40
    392018-03-09 14:00 UTC2018-03-19 05:00 UTC7021.006947.56stop101.800USD -132.20USD 13,600.20
    402018-04-17 17:00 UTC2018-04-20 13:00 UTC6808.106714.36stop101.400USD -131.24USD 13,468.96
    412018-05-07 05:00 UTC2018-06-20 13:00 UTC6829.907297.97target101.400USD 655.30USD 14,124.26
    422018-07-08 21:00 UTC2018-08-29 13:00 UTC7212.107619.10target101.700USD 691.90USD 14,816.16
    432018-08-29 17:00 UTC2018-09-04 13:00 UTC7649.507603.69stop103.200USD -146.61USD 14,669.55
    442018-11-28 18:00 UTC2018-12-05 22:00 UTC6830.506717.46stop101.200USD -135.65USD 14,533.90
    452019-01-09 18:00 UTC2019-01-10 14:00 UTC6618.606516.76stop101.400USD -142.58USD 14,391.32
    462019-01-18 18:00 UTC2019-01-22 02:00 UTC6811.606729.26stop101.700USD -139.98USD 14,251.34
    472019-01-31 18:00 UTC2019-03-20 17:00 UTC6911.607413.67target101.400USD 702.90USD 14,954.24
    482019-03-21 01:00 UTC2019-03-21 09:00 UTC7405.707340.87stop102.300USD -149.11USD 14,805.13
    492019-03-21 21:00 UTC2019-03-22 13:00 UTC7496.107403.83stop101.600USD -147.63USD 14,657.50
    502019-04-01 09:00 UTC2019-04-23 17:00 UTC7458.407809.47target102.000USD 702.15USD 15,359.65
    512019-04-23 21:00 UTC2019-04-26 13:00 UTC7813.407750.83stop102.400USD -150.17USD 15,209.48
    522019-06-07 17:00 UTC2019-07-15 05:00 UTC7433.307954.73target101.400USD 730.00USD 15,939.48
    532019-09-05 17:00 UTC2019-09-10 13:00 UTC7848.907743.90stop101.500USD -157.50USD 15,781.98
    542019-09-12 01:00 UTC2019-09-15 21:00 UTC7947.607853.54stop101.600USD -150.49USD 15,631.49
    552019-10-15 17:00 UTC2019-10-18 13:00 UTC7940.807856.94stop101.800USD -150.94USD 15,480.55
    562019-10-28 01:00 UTC2019-11-25 22:00 UTC8050.308406.87target102.100USD 748.80USD 16,229.35
    572019-11-26 02:00 UTC2019-12-02 14:00 UTC8396.408338.46stop102.800USD -162.24USD 16,067.11
    582019-12-13 02:00 UTC2020-01-02 18:00 UTC8505.808880.37target102.100USD 786.60USD 16,853.71
    592020-01-02 22:00 UTC2020-01-03 02:00 UTC8882.608805.76stop102.100USD -161.37USD 16,692.34
    602020-01-10 06:00 UTC2020-02-10 22:00 UTC9023.809561.51target101.500USD 806.55USD 17,498.89
    612020-02-11 06:00 UTC2020-02-21 18:00 UTC9567.209455.76stop101.500USD -167.16USD 17,331.73
    622020-04-07 09:00 UTC2020-05-26 01:00 UTC8213.109584.03target100.600USD 822.55USD 18,154.28
    632020-06-10 05:00 UTC2020-06-11 13:00 UTC10009.709889.89stop101.500USD -179.72USD 17,974.56
    642020-06-23 17:00 UTC2020-06-24 13:00 UTC10275.2010093.00stop100.900USD -163.98USD 17,810.58
    652020-07-02 05:00 UTC2020-07-13 13:00 UTC10300.8010992.59target101.200USD 830.15USD 18,640.73
    662020-07-13 17:00 UTC2020-07-13 17:00 UTC10979.6010813.40stop101.100USD -182.82USD 18,457.91
    672020-07-20 21:00 UTC2020-07-22 13:00 UTC10969.2010788.57stop101.000USD -180.63USD 18,277.28
    682020-08-06 21:00 UTC2020-08-07 17:00 UTC11264.5011137.59stop101.400USD -177.68USD 18,099.60
    692020-08-18 17:00 UTC2020-08-20 01:00 UTC11376.1011276.24stop101.800USD -179.74USD 17,919.86
    702020-08-24 01:00 UTC2020-09-01 17:00 UTC11592.4012319.40target101.200USD 872.40USD 18,792.26
    712020-09-01 21:00 UTC2020-09-03 13:00 UTC12318.5012167.53stop101.200USD -181.17USD 18,611.09
    722020-10-09 17:00 UTC2020-10-22 13:00 UTC11699.7011576.93stop101.500USD -184.16USD 18,426.93
    732020-11-04 18:00 UTC2021-02-07 22:00 UTC11811.6013687.39target100.400USD 750.30USD 19,177.23
    742021-02-16 02:00 UTC2021-02-16 14:00 UTC13897.9013789.21stop101.700USD -184.77USD 18,992.46
    752021-04-01 13:00 UTC2021-04-16 09:00 UTC13251.0014056.36target101.100USD 885.90USD 19,878.36
    762021-05-25 09:00 UTC2021-06-03 09:00 UTC13712.9013572.64stop101.400USD -196.36USD 19,682.00
    772021-06-14 01:00 UTC2021-06-16 17:00 UTC14022.2013917.09stop101.800USD -189.21USD 19,492.79
    782021-06-24 09:00 UTC2021-07-13 05:00 UTC14358.1014899.17target101.800USD 973.95USD 20,466.74
    792021-07-23 17:00 UTC2021-07-27 13:00 UTC15094.5014968.23stop101.600USD -202.03USD 20,264.71
    802021-08-05 21:00 UTC2021-08-06 13:00 UTC15173.7015074.44stop102.000USD -198.51USD 20,066.20
    812021-08-23 17:00 UTC2021-09-20 09:00 UTC15327.7015148.54stop101.100USD -197.07USD 19,869.13
    822021-10-17 21:00 UTC2021-11-02 13:00 UTC15171.2015925.49target101.300USD 980.55USD 20,849.68
    832021-11-02 17:00 UTC2021-11-22 14:00 UTC15968.2016670.91target101.400USD 983.80USD 21,833.48
    842021-12-23 18:00 UTC2022-01-05 14:00 UTC16326.3016127.43stop101.000USD -198.87USD 21,634.61
    852022-02-02 06:00 UTC2022-02-02 18:00 UTC15185.5014900.47stop100.700USD -199.52USD 21,435.09
    862022-03-18 17:00 UTC2022-04-11 17:00 UTC14302.7013986.59stop100.600USD -189.67USD 21,245.42
    872022-05-27 17:00 UTC2022-06-09 17:00 UTC12583.3012260.63stop100.600USD -193.60USD 21,051.82
    882022-06-24 17:00 UTC2022-06-28 17:00 UTC11993.7011692.76stop100.600USD -180.57USD 20,871.25
    892022-07-20 17:00 UTC2022-07-26 13:00 UTC12431.8012208.77stop100.900USD -200.73USD 20,670.52
    902022-07-28 21:00 UTC2022-08-26 17:00 UTC12877.8012601.39stop100.700USD -193.49USD 20,477.03
    912022-09-12 01:00 UTC2022-09-13 09:00 UTC12610.6012401.49stop100.900USD -188.20USD 20,288.83
    922022-11-10 22:00 UTC2022-12-15 18:00 UTC11631.2011308.57stop100.600USD -193.58USD 20,095.25
    932023-01-09 18:00 UTC2023-01-10 02:00 UTC11275.9011048.07stop100.800USD -182.26USD 19,912.99
    942023-01-11 22:00 UTC2023-02-01 18:00 UTC11399.8012340.16target101.000USD 940.35USD 20,853.34
    952023-02-01 22:00 UTC2023-02-10 10:00 UTC12476.9012259.89stop100.900USD -195.31USD 20,658.03
    962023-03-21 21:00 UTC2023-03-28 17:00 UTC12738.6012528.91stop100.900USD -188.72USD 20,469.31
    972023-03-30 21:00 UTC2023-04-12 21:00 UTC12955.7012819.79stop101.500USD -203.87USD 20,265.44
    Out-of-Sample Trade Log (OOS)45 OOS trades retained in full; expand to inspect
    #Entry (UTC)Exit (UTC)Entry priceExit priceExit reasonEntriesPartialsPosition lotsP&L (USD)Balance
    12023-04-27 21:00 UTC2023-05-04 13:00 UTC13140.9012961.14stop101.100USD -197.73USD 20,067.71
    22023-05-17 21:00 UTC2023-05-26 13:00 UTC13582.6014166.81target101.700USD 993.15USD 21,060.86
    32023-05-26 17:00 UTC2023-07-12 13:00 UTC14281.2015347.77target100.900USD 959.90USD 22,020.76
    42023-07-12 17:00 UTC2023-08-09 13:00 UTC15272.6015112.46stop101.300USD -208.19USD 21,812.57
    52023-08-24 05:00 UTC2023-08-24 13:00 UTC15343.6015159.74stop101.100USD -202.24USD 21,610.33
    62023-08-29 21:00 UTC2023-09-07 13:00 UTC15388.6015159.70stop100.900USD -206.01USD 21,404.32
    72023-11-01 21:00 UTC2023-11-14 10:00 UTC14681.5015700.57target101.000USD 1,019.05USD 22,423.37
    82023-11-14 14:00 UTC2023-12-13 22:00 UTC15755.1016634.03target101.200USD 1,054.70USD 23,478.07
    92023-12-14 02:00 UTC2023-12-14 14:00 UTC16657.2016516.40stop101.600USD -225.28USD 23,252.79
    102023-12-18 06:00 UTC2024-01-02 18:00 UTC16641.9016499.33stop101.600USD -228.11USD 23,024.68
    112024-01-18 22:00 UTC2024-02-12 14:00 UTC16986.0018019.86target101.100USD 1,137.25USD 24,161.93
    122024-02-12 18:00 UTC2024-02-12 18:00 UTC18024.1517904.84stop102.000USD -238.63USD 23,923.30
    132024-02-23 06:00 UTC2024-02-28 18:00 UTC18001.2017818.99stop101.300USD -236.88USD 23,686.42
    142024-03-01 18:00 UTC2024-03-05 14:00 UTC18249.7518057.94stop101.200USD -230.18USD 23,456.24
    152024-03-21 05:00 UTC2024-03-27 13:00 UTC18368.2518174.08stop101.200USD -233.00USD 23,223.24
    162024-05-05 21:00 UTC2024-06-11 17:00 UTC17945.4819218.20target100.900USD 1,145.45USD 24,368.69
    172024-06-12 13:00 UTC2024-07-05 05:00 UTC19403.2720202.08target101.500USD 1,198.20USD 25,566.89
    182024-07-05 09:00 UTC2024-07-10 17:00 UTC20199.3820647.62target102.800USD 1,255.05USD 26,821.94
    192024-07-10 21:00 UTC2024-07-11 13:00 UTC20685.4320558.48stop102.100USD -266.60USD 26,555.34
    202024-08-13 21:00 UTC2024-09-06 01:00 UTC19018.3018752.26stop100.900USD -239.44USD 26,315.90
    212024-09-13 01:00 UTC2024-11-07 14:00 UTC19435.8620920.84target100.800USD 1,188.00USD 27,503.90
    222024-11-07 18:00 UTC2024-11-14 22:00 UTC21093.6520830.30stop101.000USD -263.35USD 27,240.55
    232024-12-02 22:00 UTC2024-12-16 14:00 UTC21171.3321924.32target101.800USD 1,355.40USD 28,595.95
    242024-12-16 18:00 UTC2024-12-18 18:00 UTC22077.0921866.29stop101.300USD -274.04USD 28,321.91
    252025-01-22 02:00 UTC2025-01-26 22:00 UTC21651.1521389.84stop101.000USD -261.31USD 28,060.60
    262025-02-17 02:00 UTC2025-02-20 14:00 UTC22165.6021963.49stop101.300USD -262.75USD 27,797.85
    272025-03-25 21:00 UTC2025-03-26 13:00 UTC20312.0720069.46stop101.100USD -266.87USD 27,530.98
    282025-04-25 01:00 UTC2025-05-28 21:00 UTC19339.8021676.48target100.500USD 1,168.35USD 28,699.33
    292025-06-25 13:00 UTC2025-07-30 21:00 UTC22286.8523572.35target101.100USD 1,414.05USD 30,113.38
    302025-07-31 01:00 UTC2025-07-31 13:00 UTC23619.1023440.67stop101.600USD -285.49USD 29,827.89
    312025-08-12 21:00 UTC2025-08-19 13:00 UTC23836.3023608.21stop101.300USD -296.51USD 29,531.38
    322025-09-05 13:00 UTC2025-09-05 13:00 UTC23836.9523640.85stop101.500USD -294.15USD 29,237.23
    332025-09-10 13:00 UTC2025-09-10 17:00 UTC23973.9523829.05stop102.000USD -289.80USD 28,947.43
    342025-09-12 17:00 UTC2025-10-02 09:00 UTC24091.9524944.45target101.600USD 1,364.00USD 30,311.43
    352025-10-02 13:00 UTC2025-10-03 17:00 UTC24946.9524744.15stop101.400USD -283.92USD 30,027.51
    362025-10-27 01:00 UTC2025-11-04 22:00 UTC25577.4025315.06stop101.100USD -288.58USD 29,738.93
    372025-11-28 18:00 UTC2025-11-30 22:00 UTC25431.8525292.92stop102.100USD -291.75USD 29,447.18
    382025-12-03 06:00 UTC2025-12-12 14:00 UTC25612.1025337.87stop101.000USD -274.23USD 29,172.95
    392026-01-28 02:00 UTC2026-01-29 14:00 UTC26076.5025829.10stop101.100USD -272.14USD 28,900.81
    402026-02-25 22:00 UTC2026-02-26 14:00 UTC25351.6025048.94stop100.900USD -272.39USD 28,628.42
    412026-04-08 09:00 UTC2026-04-27 01:00 UTC25045.6027381.31target100.600USD 1,401.45USD 30,029.87
    422026-04-27 05:00 UTC2026-04-28 09:00 UTC27383.6027001.30stop100.700USD -267.61USD 29,762.26
    432026-05-05 21:00 UTC2026-05-24 21:00 UTC28130.9029715.61target100.900USD 1,426.25USD 31,188.51
    442026-05-27 09:00 UTC2026-05-27 13:00 UTC30124.7029841.23stop101.100USD -311.82USD 30,876.69
    452026-06-15 17:00 UTC2026-06-17 17:00 UTC30545.3529914.72stop100.400USD -252.25USD 30,624.44
    Important