Round 2 — With the Risk Stack
154 backtests · 7 majors · real Pepperstone history · per-pair spreads.
What Round 2 added
The engine gained SL/TP simulation: ATR(14)×1.5 stops with 1:2 targets (the live risk stack), Scalping's own TP 10 / SL 5, intrabar checks, stop-first pessimism when a bar touches both levels.
Key findings: RevertX improved to PF 1.14. Sentinel revealed as a USDJPY specialist (+15.6% H4, +9.9% H1) while bleeding elsewhere. BreakoutGuard H4: few trades, PF 1.42–1.54. TrendRider improved to 4/14 positive. But the always-in strategies got worse — diagnosed as the repeated stop-out artifact: instant re-entry after each stop (no cooldown yet), fixed in Round 3.
The scoreboard
| strategy | avg PF | median return | positive runs | trades |
|---|---|---|---|---|
| Revert X | 1.14 | -0.3% | 3/14 | 307 |
| RSI | 0.90 | -17.1% | 2/14 | 25,247 |
| MA Crossover | 0.87 | -43.0% | 0/14 | 25,407 |
| Combined | 0.87 | -38.0% | 0/14 | 33,423 |
| Trend Rider | 0.86 | -1.5% | 4/14 | 2,334 |
| Sentinel | 0.85 | -25.1% | 2/14 | 25,225 |
| Breakout Guard | 0.84 | -1.7% | 3/14 | 2,641 |
| Adaptive Edge | 0.83 | -37.0% | 0/14 | 26,275 |
| Grid | 0.63 | -7.7% | 1/14 | 8,773 |
| Pulse Scalper | 0.56 | -12.4% | 0/14 | 13,492 |
| Scalping | 0.48 | -0.2% | 3/14 | 100 |
Top 10 individual runs
| run | return | PF | win% | max DD | trades |
|---|---|---|---|---|---|
| Sentinel · USDJPY H4 | +15.6% | 1.14 | 36% | 5.2% | 1031 |
| Sentinel · USDJPY H1 | +9.9% | 1.06 | 34% | 6.6% | 2490 |
| RSI · GBPUSD H4 | +9.8% | 1.06 | 59% | 13.3% | 980 |
| RSI · USDCAD H4 | +4.4% | 1.03 | 59% | 9.4% | 984 |
| Breakout Guard · USDJPY H4 | +1.7% | 1.42 | 48% | 0.9% | 54 |
| Breakout Guard · GBPUSD H4 | +1.2% | 1.54 | 46% | 1.0% | 24 |
| Trend Rider · USDCAD H4 | +1.1% | 1.12 | 47% | 2.5% | 95 |
| Revert X · GBPUSD H1 | +0.8% | 1.66 | 62% | 0.7% | 37 |
| Breakout Guard · USDCHF H4 | +0.8% | 1.68 | 48% | 0.7% | 25 |
| Trend Rider · USDJPY H1 | +0.6% | 1.06 | 51% | 3.2% | 210 |