This section presents cumulative test results, subject to the display and data constraints of the chart viewer.
Cumulative performance is reported using closed-trade accounting: if position size is temporarily reduced due to an open position,that interim reduction is not treated as final; values are updated to the realized level upon trade closure.
Backtesting results may appear to change over time because the engine’s effective starting reference point can shift forward as new data is added. As a result, some earlier trades may seem to be “dropped” from the visible history.
This does not indicate any modification to historical bars or past market data.
Over longer periods, once the signal stream stabilizes and the starting point has shifted, results and consistency can be assessed more reliably by evaluating performance cumulatively across an extended dataset.
The previously reported results referenced in the Methodology section span approximately 20,400 bars, covering the last week of November 2023 through December 12, 2025, 20:25 (UTC+3).
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This section is updated only on weekends.
Security 1 100EWZ111ILF
Last Net Capital 169.23
Profitable Trades (%) 62.72
Total Valid Trades 110
Maximum Drawdown (%) 10.09
Security 2 100FENY15XOP
Last Net Capital 163.84
Profitable Trades (%) 57.69
Total Valid Trades 78
Maximum Drawdown (%) 16.91
Security 3 50SLV130PSLV
Last Net Capital 186.00
Profitable Trades (%) 61.77
Total Valid Trades 102
Maximum Drawdown (%) 8.45
Security 4 24XOM20COP
Last Net Capital 170.67
Profitable Trades (%) 58.14
Total Valid Trades 86
Maximum Drawdown (%) 14.32
Security 5 4GS16MS
Last Net Capital 201.86
Profitable Trades (%) 60.23
Total Valid Trades 88
Maximum Drawdown (%) 10.09
Security 6 11V5MA
Last Net Capital 211.29
Profitable Trades (%) 62.20
Total Valid Trades 172
Maximum Drawdown (%) 11.00
Security 7 8HD9LOW
Last Net Capital 223.54
Profitable Trades (%) 62.80
Total Valid Trades 250
Maximum Drawdown (%) 5.61