Experimental strategy comparison & backtest rankings
Experimental Strategies
0
Total Experimental Trades
0
Best Strategy P/L
+$0.00
Each strategy uses the same entry signals but different exit rules (H4 gate thresholds, ATR caps, time exits). These are backtested on 180 days of historical data across all 6 forex pairs.
Every trade is tracked by multiple experimental strategies simultaneously. Each applies different exit rules to the same entry, creating a fair head-to-head comparison.
Strategies compete on real trades in real time. There is no look-ahead bias or curve-fitting — results reflect actual market conditions.
Top performers get promoted to live after accumulating statistically meaningful sample sizes, ensuring reliable performance before deployment.
The current live strategy is always included as a benchmark. New strategies must conclusively outperform it before any changes are made.