Revert X
“the rubber band with a safety checklist” · tested on real Pepperstone data across 7 pairs · PROMISING
Verdict
Positive expectancy signs after costs, now with the full risk stack simulated. Priority for walk-forward.
Best run · GBPUSD H1
+0.9%
return
64%
win rate
1.75
profit factor
0.6%
max drawdown
36
trades
3.35
sharpe
Worst run · USDCHF H1 -1.1%
All 14 runs
| pair / tf | return | win% | PF | max DD | sharpe | trades |
|---|---|---|---|---|---|---|
| GBPUSD H1 | +0.9% | 64% | 1.75 | 0.6% | 3.35 | 36 |
| USDCAD H4 | +0.5% | 50% | 4.86 | 0.1% | 7.61 | 6 |
| USDCHF H4 | +0.1% | 50% | 1.51 | 0.2% | 2.89 | 6 |
| EURUSD H1 | -0.1% | 45% | 0.93 | 0.8% | -0.43 | 38 |
| EURUSD H4 | -0.2% | 38% | 0.65 | 0.5% | -2.88 | 8 |
| AUDUSD H4 | -0.2% | 50% | 0.14 | 0.2% | -7.97 | 4 |
| USDJPY H4 | -0.3% | 0% | 0.00 | 0.3% | -31.52 | 4 |
| NZDUSD H4 | -0.4% | 0% | 0.00 | 0.4% | -20.49 | 5 |
| NZDUSD H1 | -0.5% | 48% | 0.50 | 0.7% | -4.47 | 25 |
| GBPUSD H4 | -0.6% | 29% | 0.24 | 0.8% | -8.51 | 7 |
| AUDUSD H1 | -0.6% | 44% | 0.50 | 0.9% | -4.15 | 32 |
| USDJPY H1 | -0.6% | 48% | 0.69 | 0.9% | -2.16 | 46 |
| USDCAD H1 | -0.8% | 39% | 0.50 | 0.8% | -4.42 | 41 |
| USDCHF H1 | -1.1% | 32% | 0.35 | 1.2% | -6.48 | 34 |