Every backtest we have, including the ones that failed.

Fourteen configurations, each measured twice: on the twelve months it was tuned on, and on years that existed before the tuning and could not have influenced it. Both numbers sit in the same row.

Only the first two carry evidence across a long window and a split half. The narrowest honest statement of what has been demonstrated is this: the Scalp lane on the 15-minute chart, on gold and on ETH. Everything else on this page is flat or worse.

The two thinnest samples here — 15 and 23 trades — produced two of the highest profit factors on their own year and two of the weakest afterwards. Read the trade count before the profit factor, always.

The three that held, half-year by half-year.

A profit factor over four years says nothing about what those four years felt like. The obvious question about a +47,090 is how many of the halves produced it, so here is every one.

One configuration that only works half the time.

Published because it explains why this sleeve ships behind a switch instead of as a preset. Same settings, same instrument, split where the behaviour changed.

A yearly average would have hidden both halves inside one mediocre number. We looked for a computable rule that says which season you are in — across every regime feature we have — and did not find one. So the switch is the operator's judgement, stated as such, rather than a filter pretending to know.

What these numbers cannot tell you.

• Blank cells are missing records, not zeros. Where a campaign logged net, profit factor and drawdown but not the win rate, the cell reads “—”.
• Out-of-sample windows differ in length between instruments, which is why those results are in account currency rather than percent. A −99,482 over five years is not comparable to a −1,322 over three.
• Absolute-dollar thresholds do not travel. Several configurations carry stops pinned in dollars, and a dollar is a different fraction of price in 2021 than in 2026. Where that mattered the window was restricted in advance and the arithmetic recorded — but it is a real limit on how far back any of this can honestly be read.
• An indicator prints more signals than its bench took. The bench holds one position at a time; the indicator shows every qualifying setup. Your chart is a superset of the measured trade list, deliberately.
• Forward validation is not finished. Everything here is a backtest until a forward period says otherwise.

Backtest results — past performance is not indicative of future results. Nothing here is financial advice. Figures are per-lane on the stated account convention and are not cumulative across lanes.