Backtest Results
A transparent view of our strategy performance and key metrics.
All performance metrics presented below are based on out-of-sample data, meaning the trading models were evaluated on data they have not previously encountered during their training phase.
The best-performing models from these out-of-sample backtests are then carefully filtered and selected for use in our live trading ensembles.
Performance Metrics
| ID | MODEL_NAME | ASSET_CLASS_ID | INSTRUMENTS | MARKET | RESOLUTION | BROKERAGE | ORDER_TYPE | LEVERAGE | START_DATE | END_DATE | TOTAL_TRADES | AVERAGE_WIN_PCT | AVERAGE_LOSS_PCT | COMPOUNDING_ANNUAL_RETURN_PCT | DRAWDOWN_PCT | EXPECTANCY | NET_PROFIT_PCT | SHARPE_RATIO | PROBABILISTIC_SHARPE_RATIO_PCT | LOSS_RATE_PCT | WIN_RATE_PCT | PROFIT_LOSS_RATIO | ALPHA | BETA | ANNUAL_STANDARD_DEVIATION | ANNUAL_VARIANCE | INFORMATION_RATIO | TRACKING_ERROR | TREYNOR_RATIO | SORTINO_RATIO | PORTFOLIO_TURNOVER | IS_ACTIVE | CREATE_TIME | PREDICTIVE_SCORE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 71,487 | fx_wk.36_cb.T_res.T_lev.10_params.D-4-400000-10000_2000-80-2-oanda-hour-algo.td3-c_pos.long_and_short-c_ind.all_ohlc_advanced-c_rew.log_returns-m_rl.T-68a1b53b | 4 | audusd,eurcad,gbpchf,usdchf | Oanda | hour | OandaBrokerage | Limit | 10 | 2025-06-20 19:00:00.000 | 2025-09-12 03:00:00.000 | 155 | 0.19 | -0.08 | 50.808 | 7.9 | 0.512 | 10.004 | 2.253 | 73.755 | 53 | 47 | 2.21 | 0.311 | 1.482 | 0.149 | 0.022 | 2.738 | 0.116 | 0.226 | 2.989 | 52.3 | N | 2025-09-13 01:43:53.599 | 137 |
| 71,522 | fx_wk.36_cb.T_res.T_lev.10_params.D-5-400000-10000_2000-80-2-oanda-hour-algo.td3-c_pos.long_and_short-c_ind.all_ohlc_advanced-c_rew.log_returns-m_rl.T-74c411dd | 4 | eurusd,gbpaud,gbpjpy,gbpusd,usdjpy | Oanda | hour | OandaBrokerage | Limit | 10 | 2025-06-20 19:00:00.000 | 2025-09-12 03:00:00.000 | 419 | 0.07 | -0.08 | 53.846 | 10 | 0.332 | 10.514 | 1.258 | 54.468 | 29 | 71 | 0.88 | 0.359 | -1.401 | 0.267 | 0.071 | 1.079 | 0.296 | -0.24 | 1.876 | 79.62 | N | 2025-09-13 02:31:59.147 | 103.51 |
| 71,517 | fx_wk.36_cb.T_res.T_lev.10_params.D-6-200000-5000_1000-80-2-oanda-daily-algo.td3-c_pos.long_and_short-c_ind.all_ohlc_advanced-c_rew.log_returns-m_rl.T-76fb56d7 | 4 | audchf,audjpy,eurcad,gbpcad,nzdcad,nzdchf | Oanda | daily | OandaBrokerage | Limit | 10 | 2022-12-17 00:00:00.000 | 2025-09-12 00:00:00.000 | 1,165 | 0.23 | -0.13 | 48.26 | 24.6 | 1.102 | 194.395 | 1.124 | 55.787 | 23 | 77 | 1.72 | 0.346 | 1.269 | 0.294 | 0.086 | 1.208 | 0.283 | 0.26 | 1.536 | 9.8 | N | 2025-09-13 02:21:08.262 | 124.91 |
| 71,560 | fx_wk.35_cb.T_res.T_lev.10_params.D-6-200000-3000_600-80-2-oanda-daily-algo.td3-c_pos.long_only-c_ind.all_ohlc-c_rew.log_returns-m_rl.T-919784d1 | 4 | audnzd,eurcad,eurjpy,gbpaud,gbpcad,gbpusd | Oanda | daily | OandaBrokerage | Limit | 10 | 2024-01-21 00:00:00.000 | 2025-09-12 00:00:00.000 | 604 | 0.18 | -0.12 | 44.121 | 24.5 | 0.88 | 82.502 | 1.031 | 50.142 | 26 | 74 | 1.53 | 0.324 | 2.571 | 0.296 | 0.088 | 1.166 | 0.268 | 0.119 | 1.29 | 8.7 | N | 2025-09-13 03:36:18.492 | 115.41 |
| 71,514 | fx_wk.18_cb.T_res.T_lev.10_params.D-8-200000-5000_1000-20-2-oanda-daily-algo.td3-c_pos.long_only-c_ind.all_ohlc-c_rew.log_returns-m_rl.T-ab6a9d92 | 4 | usdjpy,eurchf,gbpaud,audcad,chfjpy,gbpchf,eurjpy,nzdcad | Oanda | daily | OandaBrokerage | Limit | 10 | 2022-12-17 00:00:00.000 | 2025-09-12 00:00:00.000 | 739 | 0.93 | -0.89 | 56.975 | 62.7 | 0.338 | 244.309 | 1.029 | 35.239 | 34 | 66 | 1.04 | 0.757 | 2.152 | 0.71 | 0.505 | 1.06 | 0.701 | 0.34 | 1.189 | 30.61 | N | 2025-09-13 02:14:35.052 | 97.12 |
| 71,527 | fx_wk.17_cb.T_res.T_lev.10_params.D-10-200000-5000_1000-40-2-oanda-daily-algo.ddpg-c_pos.long_only-c_ind.all-c_rew.log_returns-m_rl.T-ff3b8345 | 4 | eurnzd,nzdjpy,euraud,gbpcad,eurcad,gbpnzd,usdcad,chfjpy,cadchf,eurgbp | Oanda | daily | OandaBrokerage | Limit | 10 | 2022-12-17 00:00:00.000 | 2025-09-12 00:00:00.000 | 2,519 | 0.64 | -0.48 | 49.091 | 42.8 | 0.198 | 198.941 | 0.962 | 40.744 | 48 | 52 | 1.32 | 0.418 | 2.069 | 0.409 | 0.167 | 1.029 | 0.394 | 0.19 | 1.175 | 199.5 | N | 2025-09-13 02:38:57.261 | 97.02 |
| 71,531 | fx_wk.35_cb.T_res.T_lev.10_params.D-5-200000-5000_1000-80-2-oanda-daily-algo.td3-c_pos.long_and_short-c_ind.adv_ohlc_1-c_rew.log_returns-m_rl.T-cc5d8c48 | 4 | cadchf,cadjpy,chfjpy,gbpaud,gbpjpy | Oanda | daily | OandaBrokerage | Limit | 10 | 2022-12-17 00:00:00.000 | 2025-09-12 00:00:00.000 | 1,615 | 0.28 | -0.2 | 49.605 | 41.1 | 0.591 | 201.777 | 0.95 | 39.198 | 34 | 66 | 1.41 | 0.428 | 1.127 | 0.436 | 0.19 | 0.99 | 0.43 | 0.368 | 1.105 | 16.1 | N | 2025-09-13 02:42:40.390 | 103.65 |