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~/strategies/na-gj-l-004 backtest

Quant Strategy

Caelum

NA-FX-016 · GBP/JPY · H1

CAGR +1.61%
Sharpe 0.64
Win Rate 34.85%
Max Drawdown -4.64%
strategy.spec --general ok

$ cat strategy.spec

operational specification — published in full, for everyone

Symbol GBP/JPY
Timeframe H1
Direction long only
Holding Horizon Intraday
Entry Style Rule-based systematic
Risk Model ATR-based stop-loss & profit target · trailing stop
// entry logic — long

The strategy enters long when the indicator confirms the setup. Risk is managed with an ATR-based stop-loss and profit target, and a trailing stop.

strategy.internals --members locked

$ inspect strategy.internals

built from 9 tuned parameters across 3 indicators — members can see the stack and the rule structure

Parameter 01
Parameter 02
Parameter 03
Parameter 04
Parameter 05
Parameter 06
🔒 See the indicator stack and rule structure
equity_curve --render ok

$ plot --equity

cumulative account equity over the selected backtest window

x: time · y: equity (USD) · 2006-01-01 → 2024-09-15 ● rendered from stored data
performance --breakdown ok

$ stats --all

supporting metrics from the selected backtest

Profit Factor 1.38
Net Profit +$3,340
Sortino 0.29
Total Trades 505
get-started ok

Put this strategy to work

Explore the full backtest, methodology, and live track record — or browse the complete library.

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