AUSSIE DAILY EA v3 - Walk-Forward Backtest Report

AUSSIE DAILY EA v3 — Walk-Forward Backtest Report

* This report shows the results of a Python-based Walk-Forward analysis (gen_h1_walkforward.py / megagrid family). It is not an official MT5 Strategy Tester HTML report; the official MT5 report will be generated and placed via the VPS GUI (in preparation).

Strategy

AUDJPY H1 D1 Breakout (Asia 0-24h → Trade 10-15h, SL=0.5/TP1=0.5/TP2=7.0 ATR, ExcludeHours=11-14)

Test Period

10yr Dukascopy (2015-2024), train 6.2y / test 4.1y

Test Method

Train (first 60%): 2M-parameter grid → Test (last 40%): OOS survivability eval

Initial Balance

$670 (≈ ¥100k), spread & slippage included

Walk-Forward TOP 10 Parameters

#	Score	Parameters	Train (60%)	Test (40%) ★OOS
1	242.2	D1 Trade=10-15h Buf=0.0 SL=0.5 TP1=0.5 TP2=7.0 ATR=10 Hold=48 Risk=2%	trades= 873 WR= 69.8% PF= 4.29 DD=23.88% Ann=11214908%	trades= 606 WR= 70.5% PF= 5.07 DD=22.74% Ann=9817192% PF consistency=0.84
2	240.6	D1 Trade=10-15h Buf=0.0 SL=0.5 TP1=0.5 TP2=7.0 ATR=14 Hold=48 Risk=2%	trades= 878 WR= 69.9% PF= 4.25 DD=25.04% Ann=11560123%	trades= 608 WR= 70.1% PF= 5.02 DD=21.12% Ann=10138146% PF consistency=0.85
3	240.5	D1 Trade=10-15h Buf=0.0 SL=0.5 TP1=0.5 TP2=7.0 ATR=10 Hold=96 Risk=2%	trades= 854 WR= 69.7% PF= 4.52 DD=23.88% Ann=11204504%	trades= 588 WR= 70.6% PF= 4.97 DD=22.74% Ann=9664898% PF consistency=0.91
4	240.3	D1 Trade=10-15h Buf=0.0 SL=0.5 TP1=1.0 TP2=7.0 ATR=14 Hold=96 Risk=2%	trades= 859 WR= 63.2% PF= 4.10 DD=34.84% Ann=15134544%	trades= 591 WR= 64.0% PF= 5.01 DD=20.78% Ann=14539448% PF consistency=0.82
5	239.0	D1 Trade=10-15h Buf=0.0 SL=0.5 TP1=0.5 TP2=7.0 ATR=14 Hold=96 Risk=2%	trades= 864 WR= 69.9% PF= 4.42 DD=25.04% Ann=11651345%	trades= 592 WR= 70.3% PF= 4.93 DD=20.84% Ann=10225941% PF consistency=0.90
6	238.4	D1 Trade=10-15h Buf=0.0 SL=0.5 TP1=0.5 TP2=7.0 ATR=20 Hold=48 Risk=2%	trades= 884 WR= 70.1% PF= 4.05 DD=27.14% Ann=11823896%	trades= 612 WR= 70.6% PF= 4.99 DD=21.10% Ann=10236894% PF consistency=0.81
7	237.7	D1 Trade=10-15h Buf=0.0 SL=0.5 TP1=0.5 TP2=7.0 ATR=20 Hold=96 Risk=2%	trades= 872 WR= 70.1% PF= 4.19 DD=27.14% Ann=11986067%	trades= 599 WR= 70.8% PF= 4.94 DD=21.12% Ann=10232801% PF consistency=0.85
8	233.8	D1 Trade=10-15h Buf=0.0 SL=0.5 TP1=0.5 TP2=7.0 ATR=30 Hold=96 Risk=2%	trades= 876 WR= 70.1% PF= 4.14 DD=30.64% Ann=11734148%	trades= 599 WR= 70.8% PF= 4.88 DD=25.47% Ann=10320417% PF consistency=0.85
9	226.9	D1 Trade=10-15h Buf=0.0 SL=0.5 TP1=0.5 TP2=7.0 ATR=10 Hold=96 Risk=5%	trades= 854 WR= 69.7% PF= 4.36 DD=27.15% Ann=16641300%	trades= 588 WR= 70.6% PF= 4.75 DD=35.23% Ann=19877990% PF consistency=0.92
10	225.5	D1 Trade=10-15h Buf=0.0 SL=0.5 TP1=0.5 TP2=7.0 ATR=20 Hold=96 Risk=5%	trades= 872 WR= 70.1% PF= 4.52 DD=27.14% Ann=18148471%	trades= 599 WR= 70.8% PF= 4.72 DD=37.01% Ann=20293646% PF consistency=0.96

Score

Parameters

Train (60%)

Test (40%) ★OOS

242.2

D1 Trade=10-15h Buf=0.0 SL=0.5 TP1=0.5 TP2=7.0 ATR=10 Hold=48 Risk=2%

trades= 873 WR= 69.8% PF= 4.29 DD=23.88% Ann=11214908%

trades= 606 WR= 70.5% PF= 5.07 DD=22.74% Ann=9817192% PF consistency=0.84

240.6

D1 Trade=10-15h Buf=0.0 SL=0.5 TP1=0.5 TP2=7.0 ATR=14 Hold=48 Risk=2%

trades= 878 WR= 69.9% PF= 4.25 DD=25.04% Ann=11560123%

trades= 608 WR= 70.1% PF= 5.02 DD=21.12% Ann=10138146% PF consistency=0.85

240.5

D1 Trade=10-15h Buf=0.0 SL=0.5 TP1=0.5 TP2=7.0 ATR=10 Hold=96 Risk=2%

trades= 854 WR= 69.7% PF= 4.52 DD=23.88% Ann=11204504%

trades= 588 WR= 70.6% PF= 4.97 DD=22.74% Ann=9664898% PF consistency=0.91

240.3

D1 Trade=10-15h Buf=0.0 SL=0.5 TP1=1.0 TP2=7.0 ATR=14 Hold=96 Risk=2%

trades= 859 WR= 63.2% PF= 4.10 DD=34.84% Ann=15134544%

trades= 591 WR= 64.0% PF= 5.01 DD=20.78% Ann=14539448% PF consistency=0.82

239.0

D1 Trade=10-15h Buf=0.0 SL=0.5 TP1=0.5 TP2=7.0 ATR=14 Hold=96 Risk=2%

trades= 864 WR= 69.9% PF= 4.42 DD=25.04% Ann=11651345%

trades= 592 WR= 70.3% PF= 4.93 DD=20.84% Ann=10225941% PF consistency=0.90

238.4

D1 Trade=10-15h Buf=0.0 SL=0.5 TP1=0.5 TP2=7.0 ATR=20 Hold=48 Risk=2%

trades= 884 WR= 70.1% PF= 4.05 DD=27.14% Ann=11823896%

trades= 612 WR= 70.6% PF= 4.99 DD=21.10% Ann=10236894% PF consistency=0.81

237.7

D1 Trade=10-15h Buf=0.0 SL=0.5 TP1=0.5 TP2=7.0 ATR=20 Hold=96 Risk=2%

trades= 872 WR= 70.1% PF= 4.19 DD=27.14% Ann=11986067%

trades= 599 WR= 70.8% PF= 4.94 DD=21.12% Ann=10232801% PF consistency=0.85

233.8

D1 Trade=10-15h Buf=0.0 SL=0.5 TP1=0.5 TP2=7.0 ATR=30 Hold=96 Risk=2%

trades= 876 WR= 70.1% PF= 4.14 DD=30.64% Ann=11734148%

trades= 599 WR= 70.8% PF= 4.88 DD=25.47% Ann=10320417% PF consistency=0.85

226.9

D1 Trade=10-15h Buf=0.0 SL=0.5 TP1=0.5 TP2=7.0 ATR=10 Hold=96 Risk=5%

trades= 854 WR= 69.7% PF= 4.36 DD=27.15% Ann=16641300%

trades= 588 WR= 70.6% PF= 4.75 DD=35.23% Ann=19877990% PF consistency=0.92

225.5

D1 Trade=10-15h Buf=0.0 SL=0.5 TP1=0.5 TP2=7.0 ATR=20 Hold=96 Risk=5%

trades= 872 WR= 70.1% PF= 4.52 DD=27.14% Ann=18148471%

trades= 599 WR= 70.8% PF= 4.72 DD=37.01% Ann=20293646% PF consistency=0.96