Round 1 — Signal Quality Baseline
154 backtests · 7 majors · real Pepperstone history · per-pair spreads.
This round ran signal-flip exits only — no stop losses or take profits simulated. It measured raw signal quality under real costs, not the live risk stack. Strategies built around tight TP/SL (the scalpers) could not be fairly judged here.
Key findings: RevertX the only strategy with average PF above 1.0 (1.12, tiny drawdowns, highly selective — 307 trades total). RSI and BreakoutGuard near break-even. The churn-heavy strategies (Sentinel, AdaptiveEdge, Combined, MA Crossover) bled on spread costs from trading too often. Grid confirmed its trend vulnerability. Also discovered this round: the JPY pip-size CLI bug (results 100× inflated — fixed) and the unregistered grid/combined strategies (fixed).
The scoreboard
| strategy | avg PF | median return | positive runs | trades |
|---|---|---|---|---|
| Revert X | 1.12 | -0.3% | 3/14 | 307 |
| RSI | 0.93 | -8.1% | 4/14 | 19,551 |
| Combined | 0.89 | -28.5% | 0/14 | 21,833 |
| Breakout Guard | 0.87 | -1.5% | 3/14 | 2,626 |
| Sentinel | 0.85 | -24.9% | 2/14 | 22,955 |
| MA Crossover | 0.85 | -22.9% | 1/14 | 8,063 |
| Adaptive Edge | 0.83 | -26.4% | 0/14 | 21,583 |
| Trend Rider | 0.83 | -1.5% | 2/14 | 2,406 |
| Pulse Scalper | 0.61 | -9.7% | 0/14 | 11,632 |
| Grid | 0.57 | -8.3% | 0/14 | 9,170 |
| Scalping | 0.11 | -0.1% | 2/14 | 88 |
Top 10 individual runs
| run | return | PF | win% | max DD | trades |
|---|---|---|---|---|---|
| Sentinel · USDJPY H1 | +18.1% | 1.12 | 34% | 6.2% | 2218 |
| RSI · USDCAD H4 | +10.1% | 1.11 | 64% | 7.6% | 765 |
| Sentinel · USDJPY H4 | +9.7% | 1.09 | 36% | 7.4% | 926 |
| RSI · EURUSD H4 | +8.2% | 1.09 | 63% | 7.5% | 832 |
| Breakout Guard · USDJPY H4 | +2.5% | 1.63 | 50% | 1.3% | 54 |
| RSI · GBPUSD H4 | +1.5% | 1.01 | 66% | 21.8% | 752 |
| RSI · NZDUSD H4 | +1.4% | 1.02 | 61% | 8.3% | 792 |
| Breakout Guard · GBPUSD H4 | +1.3% | 1.63 | 46% | 1.0% | 24 |
| MA Crossover · USDJPY H1 | +1.0% | 1.01 | 28% | 20.1% | 754 |
| Breakout Guard · USDCHF H4 | +0.8% | 1.68 | 48% | 0.7% | 25 |