Backtesting Lab
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Research · validation

Backtesting lab

Strategy summaries on long historical windows. Validated baselines are the core; experimental insights are exploratory and labelled. Methodology is transparent; exact parameters, thresholds and raw trade logs stay private.
Validated strategies
2
multi-year window
Best profit factor
2.51
HTF Positional
Median win rate
59.7%
validated set
Worst drawdown
−14.2%
validated set
Validated baselineLong test window · stable sample
Zone-Flow Swing
Swing · tested 2002–2026
Validated
Total trades
612
Win rate
58.4%
Profit factor
2.24
Max drawdown
−11.8%
Expectancy
0.42R
Test window
2002–2026
Drawdown profile
HTF Positional
Positional · tested 2002–2026
Validated
Total trades
318
Win rate
61%
Profit factor
2.51
Max drawdown
−14.2%
Expectancy
0.58R
Test window
2002–2026
Drawdown profile
Backtests are historical simulations on summary metrics only — no raw trade logs, entry thresholds or optimisation grids are shown. Past performance does not guarantee future results. Educational research only, not investment advice.