Backtesting, Walk-Forward & Optimization Studio
Institutional quantitative simulations with spread, commission, and Monte Carlo confidence bounds.
1. Run Historical Simulation
2. Grid Parameter Optimizer
Grid tests EMAs, RSI, and ATR stop-loss multipliers, ranking results by risk-adjusted return.
3. Walk-Forward Testing
Evaluates In-Sample (70%) vs Out-of-Sample (30%) to detect parameter curve-fitting.
Historical Backtest Runs
| Run Name | Timeframe | Trades | Win Rate | Profit Factor | Max DD | Net Profit | Sharpe | Inspect |
|---|---|---|---|---|---|---|---|---|
| XAU Momentum Scalper - 6M Historical | M5 | 84 | 61.90% | 1.75 | 3.80% | +$774.00 | 1.85 | Analytics & Monte Carlo → |
Walk-Forward Robustness Runs
No walk-forward runs executed yet.
Top Parameter Optimization Sets
No parameter optimizations logged.