RIP Backtest protocol v1.0 - Round 2: Gold 30-min ORB with a 1R profit target added. Run 2026-10-07T16:31:32.376Z XAUUSD M1 (MT4 ICMarketsSC-Demo06, server time): 7066470 bars, 2004-06-11 07:18 .. 2026-10-07 07:52 (server time); cost $0.3/oz round trip; 258175 M30 bars for RSI === AS-A-T: AS session, no filter (4856 eligible days, 4814 trades) === P1 dev n= 1337 net -64.1 R (gross 195.2 R) PF 0.91 t -1.75 win 57% avg -0.05 R maxDD -74.5 R P2 val n= 1741 net -317.0 R (gross 38.1 R) PF 0.68 t -7.72 win 51% avg -0.18 R maxDD -317.0 R P3 holdout n= 1736 net -70.4 R (gross 128.3 R) PF 0.92 t -1.72 win 54% avg -0.04 R maxDD -126.8 R ALL n= 4814 net -451.5 R (gross 361.6 R) PF 0.82 t -6.57 win 54% avg -0.09 R maxDD -505.0 R longs n= 2424 net -129.8 R (gross 278.5 R) PF 0.89 t -2.68 win 56% avg -0.05 R maxDD -188.3 R shorts n= 2390 net -321.7 R (gross 83.2 R) PF 0.76 t -6.61 win 52% avg -0.13 R maxDD -351.6 R by year (avg R): 2004 n4 -0.08 | 2005 n6 -0.01 | 2006 n36 -0.35 | 2007 n102 0.01 | 2008 n230 -0.02 | 2009 n246 -0.02 | 2010 n239 -0.14 | 2011 n234 -0.01 | 2012 n240 -0.02 | 2013 n255 -0.15 | 2014 n246 -0.17 | 2015 n242 -0.27 | 2016 n253 -0.07 | 2017 n249 -0.25 | 2018 n251 -0.10 | 2019 n245 -0.27 | 2020 n258 -0.12 | 2021 n258 -0.12 | 2022 n257 -0.08 | 2023 n255 -0.00 | 2024 n258 -0.12 | 2025 n253 0.10 | 2026 n197 0.09 average range $3.32; average cost in R 0.090 Random control: p=0.9934 per eligible day; 500 runs; trade count mean 4824 (real 4814); avg net R random median -0.17, 5th -0.19, 95th -0.14; real -0.09 -> percentile 100.0 Bootstrap 95% CI mean R/trade: [-0.12, -0.07], P(mean<=0) = 100.0%; net without 10 best trades -463.1 R [FAIL] 1 PF >= 1.2 in validation (P2): P2 PF 0.68 [PASS] 2 >= 50 trades in each period: 1337 / 1741 / 1736 [FAIL] 3 t >= 2.5 on development (P1): P1 t -1.75 [PASS] 4 above 95th pct of random runs: percentile 100.0 [FAIL] 5 positive without top-10 trades: -463.1 R [FAIL] 6 holdout net positive (flagged used): P3 net -70.4 R PF 0.92 -> AS-A-T: 4 gate(s) failed === AS-B-T: AS session, with RSI filter (4856 eligible days, 3459 trades) === P1 dev n= 883 net -27.9 R (gross 143.9 R) PF 0.94 t -0.93 win 58% avg -0.03 R maxDD -84.6 R P2 val n= 1274 net -210.3 R (gross 55.6 R) PF 0.71 t -5.94 win 52% avg -0.17 R maxDD -220.1 R P3 holdout n= 1302 net -77.1 R (gross 76.9 R) PF 0.88 t -2.17 win 53% avg -0.06 R maxDD -113.1 R ALL n= 3459 net -315.3 R (gross 276.5 R) PF 0.83 t -5.39 win 54% avg -0.09 R maxDD -344.4 R longs n= 1862 net -122.6 R (gross 196.5 R) PF 0.87 t -2.88 win 55% avg -0.07 R maxDD -146.8 R shorts n= 1597 net -192.7 R (gross 80.0 R) PF 0.78 t -4.80 win 53% avg -0.12 R maxDD -209.9 R by year (avg R): 2004 n3 -0.40 | 2005 n1 -- | 2006 n25 -0.46 | 2007 n62 -0.01 | 2008 n130 -0.22 | 2009 n156 -0.08 | 2010 n160 -0.16 | 2011 n166 0.19 | 2012 n180 0.10 | 2013 n191 -0.06 | 2014 n184 -0.11 | 2015 n189 -0.24 | 2016 n180 -0.06 | 2017 n177 -0.27 | 2018 n170 -0.16 | 2019 n183 -0.26 | 2020 n186 -0.08 | 2021 n197 -0.12 | 2022 n189 -0.15 | 2023 n201 -0.01 | 2024 n199 -0.14 | 2025 n195 0.10 | 2026 n135 -0.00 average range $3.32; average cost in R 0.090 Random control: p=0.7159 per eligible day; 500 runs; trade count mean 3476 (real 3459); avg net R random median -0.17, 5th -0.20, 95th -0.14; real -0.09 -> percentile 100.0 Bootstrap 95% CI mean R/trade: [-0.12, -0.06], P(mean<=0) = 100.0%; net without 10 best trades -326.7 R [FAIL] 1 PF >= 1.2 in validation (P2): P2 PF 0.71 [PASS] 2 >= 50 trades in each period: 883 / 1274 / 1302 [FAIL] 3 t >= 2.5 on development (P1): P1 t -0.93 [PASS] 4 above 95th pct of random runs: percentile 100.0 [FAIL] 5 positive without top-10 trades: -326.7 R [FAIL] 6 holdout net positive (flagged used): P3 net -77.1 R PF 0.88 -> AS-B-T: 4 gate(s) failed === LD-A-T: LD session, no filter (4996 eligible days, 4938 trades) === P1 dev n= 1436 net -69.2 R (gross 153.8 R) PF 0.91 t -1.81 win 56% avg -0.05 R maxDD -73.7 R P2 val n= 1773 net -141.2 R (gross 142.2 R) PF 0.85 t -3.37 win 54% avg -0.08 R maxDD -155.4 R P3 holdout n= 1729 net -49.5 R (gross 84.2 R) PF 0.94 t -1.20 win 52% avg -0.03 R maxDD -68.8 R ALL n= 4938 net -259.8 R (gross 380.2 R) PF 0.90 t -3.70 win 54% avg -0.05 R maxDD -268.7 R longs n= 2525 net -234.2 R (gross 85.0 R) PF 0.83 t -4.66 win 52% avg -0.09 R maxDD -244.6 R shorts n= 2413 net -25.6 R (gross 295.2 R) PF 0.98 t -0.52 win 56% avg -0.01 R maxDD -125.4 R by year (avg R): 2004 n10 -0.05 | 2005 n16 -0.58 | 2006 n38 -0.01 | 2007 n150 -0.04 | 2008 n252 -0.06 | 2009 n252 -0.02 | 2010 n242 0.00 | 2011 n238 -0.09 | 2012 n238 -0.05 | 2013 n253 0.02 | 2014 n256 -0.11 | 2015 n252 -0.14 | 2016 n252 -0.19 | 2017 n253 -0.00 | 2018 n256 -0.01 | 2019 n251 -0.12 | 2020 n257 0.03 | 2021 n255 -0.11 | 2022 n254 -0.03 | 2023 n257 -0.04 | 2024 n258 -0.03 | 2025 n251 0.07 | 2026 n197 -0.11 average range $3.78; average cost in R 0.079 Random control: p=0.9900 per eligible day; 500 runs; trade count mean 4946 (real 4938); avg net R random median -0.13, 5th -0.15, 95th -0.10; real -0.05 -> percentile 100.0 Bootstrap 95% CI mean R/trade: [-0.08, -0.03], P(mean<=0) = 100.0%; net without 10 best trades -273.2 R [FAIL] 1 PF >= 1.2 in validation (P2): P2 PF 0.85 [PASS] 2 >= 50 trades in each period: 1436 / 1773 / 1729 [FAIL] 3 t >= 2.5 on development (P1): P1 t -1.81 [PASS] 4 above 95th pct of random runs: percentile 100.0 [FAIL] 5 positive without top-10 trades: -273.2 R [FAIL] 6 holdout net positive (flagged used): P3 net -49.5 R PF 0.94 -> LD-A-T: 4 gate(s) failed === LD-B-T: LD session, with RSI filter (4996 eligible days, 3646 trades) === P1 dev n= 1074 net -59.4 R (gross 109.5 R) PF 0.89 t -1.80 win 55% avg -0.06 R maxDD -77.9 R P2 val n= 1282 net -116.6 R (gross 89.7 R) PF 0.83 t -3.27 win 53% avg -0.09 R maxDD -117.4 R P3 holdout n= 1290 net -60.7 R (gross 39.1 R) PF 0.91 t -1.70 win 51% avg -0.05 R maxDD -92.3 R ALL n= 3646 net -236.7 R (gross 238.4 R) PF 0.88 t -3.92 win 53% avg -0.06 R maxDD -257.2 R longs n= 1923 net -228.2 R (gross 24.6 R) PF 0.79 t -5.18 win 51% avg -0.12 R maxDD -233.6 R shorts n= 1723 net -8.5 R (gross 213.8 R) PF 0.99 t -0.21 win 56% avg -0.00 R maxDD -74.3 R by year (avg R): 2004 n7 -0.04 | 2005 n12 -0.19 | 2006 n23 -0.22 | 2007 n116 0.03 | 2008 n200 -0.14 | 2009 n182 -0.09 | 2010 n177 -0.08 | 2011 n185 0.02 | 2012 n172 -0.01 | 2013 n185 -0.08 | 2014 n182 -0.17 | 2015 n187 -0.13 | 2016 n186 -0.11 | 2017 n183 0.08 | 2018 n174 -0.08 | 2019 n185 -0.15 | 2020 n189 0.04 | 2021 n196 -0.18 | 2022 n192 -0.06 | 2023 n168 -0.19 | 2024 n199 0.07 | 2025 n185 0.03 | 2026 n161 -0.05 average range $3.78; average cost in R 0.079 Random control: p=0.7329 per eligible day; 500 runs; trade count mean 3660 (real 3646); avg net R random median -0.13, 5th -0.15, 95th -0.10; real -0.06 -> percentile 100.0 Bootstrap 95% CI mean R/trade: [-0.10, -0.03], P(mean<=0) = 100.0%; net without 10 best trades -250.4 R [FAIL] 1 PF >= 1.2 in validation (P2): P2 PF 0.83 [PASS] 2 >= 50 trades in each period: 1074 / 1282 / 1290 [FAIL] 3 t >= 2.5 on development (P1): P1 t -1.80 [PASS] 4 above 95th pct of random runs: percentile 100.0 [FAIL] 5 positive without top-10 trades: -250.4 R [FAIL] 6 holdout net positive (flagged used): P3 net -60.7 R PF 0.91 -> LD-B-T: 4 gate(s) failed === NY-A-T: NY session, no filter (5588 eligible days, 5458 trades) === P1 dev n= 2001 net -221.5 R (gross 22.8 R) PF 0.78 t -5.21 win 49% avg -0.11 R maxDD -226.5 R P2 val n= 1755 net -2.5 R (gross 181.9 R) PF 1.00 t -0.06 win 53% avg -0.00 R maxDD -50.5 R P3 holdout n= 1702 net 12.3 R (gross 85.9 R) PF 1.02 t 0.34 win 52% avg 0.01 R maxDD -22.9 R ALL n= 5458 net -211.7 R (gross 290.6 R) PF 0.91 t -3.11 win 51% avg -0.04 R maxDD -236.2 R longs n= 2714 net -43.7 R (gross 213.2 R) PF 0.96 t -0.91 win 53% avg -0.02 R maxDD -80.9 R shorts n= 2744 net -168.0 R (gross 77.4 R) PF 0.87 t -3.48 win 49% avg -0.06 R maxDD -184.9 R by year (avg R): 2004 n123 -0.16 | 2005 n201 -0.25 | 2006 n219 -0.15 | 2007 n236 -0.13 | 2008 n251 -0.04 | 2009 n254 0.03 | 2010 n237 -0.21 | 2011 n240 -0.13 | 2012 n240 -0.02 | 2013 n249 0.02 | 2014 n249 -0.02 | 2015 n249 0.04 | 2016 n252 0.10 | 2017 n252 -0.13 | 2018 n253 -0.05 | 2019 n251 0.03 | 2020 n256 0.01 | 2021 n243 0.02 | 2022 n251 0.08 | 2023 n248 -0.02 | 2024 n257 0.02 | 2025 n252 -0.03 | 2026 n195 -0.04 average range $6.07; average cost in R 0.049 Random control: p=0.9783 per eligible day; 500 runs; trade count mean 5467 (real 5458); avg net R random median -0.09, 5th -0.11, 95th -0.07; real -0.04 -> percentile 100.0 Bootstrap 95% CI mean R/trade: [-0.06, -0.01], P(mean<=0) = 99.9%; net without 10 best trades -235.7 R [FAIL] 1 PF >= 1.2 in validation (P2): P2 PF 1.00 [PASS] 2 >= 50 trades in each period: 2001 / 1755 / 1702 [FAIL] 3 t >= 2.5 on development (P1): P1 t -5.21 [PASS] 4 above 95th pct of random runs: percentile 100.0 [FAIL] 5 positive without top-10 trades: -235.7 R [PASS] 6 holdout net positive (flagged used): P3 net 12.3 R PF 1.02 -> NY-A-T: 3 gate(s) failed === NY-B-T: NY session, with RSI filter (5588 eligible days, 3993 trades) === P1 dev n= 1440 net -182.9 R (gross -6.3 R) PF 0.75 t -5.06 win 48% avg -0.13 R maxDD -191.2 R P2 val n= 1264 net -36.5 R (gross 96.7 R) PF 0.93 t -1.12 win 51% avg -0.03 R maxDD -71.6 R P3 holdout n= 1289 net 16.7 R (gross 72.8 R) PF 1.03 t 0.52 win 52% avg 0.01 R maxDD -20.7 R ALL n= 3993 net -202.8 R (gross 163.1 R) PF 0.89 t -3.48 win 50% avg -0.05 R maxDD -241.6 R longs n= 2048 net -104.4 R (gross 91.9 R) PF 0.89 t -2.49 win 51% avg -0.05 R maxDD -131.0 R shorts n= 1945 net -98.4 R (gross 71.2 R) PF 0.89 t -2.43 win 50% avg -0.05 R maxDD -123.1 R by year (avg R): 2004 n90 -0.28 | 2005 n138 -0.33 | 2006 n149 -0.09 | 2007 n171 -0.11 | 2008 n172 -0.00 | 2009 n175 -0.10 | 2010 n180 -0.25 | 2011 n183 -0.08 | 2012 n182 -0.00 | 2013 n189 0.01 | 2014 n178 -0.11 | 2015 n174 -0.00 | 2016 n180 -0.02 | 2017 n183 -0.07 | 2018 n185 -0.09 | 2019 n175 0.08 | 2020 n202 -0.00 | 2021 n169 -0.03 | 2022 n193 0.15 | 2023 n177 -0.01 | 2024 n197 0.02 | 2025 n198 0.03 | 2026 n153 -0.10 average range $6.07; average cost in R 0.049 Random control: p=0.7193 per eligible day; 500 runs; trade count mean 4018 (real 3993); avg net R random median -0.09, 5th -0.11, 95th -0.07; real -0.05 -> percentile 100.0 Bootstrap 95% CI mean R/trade: [-0.08, -0.02], P(mean<=0) = 100.0%; net without 10 best trades -222.7 R [FAIL] 1 PF >= 1.2 in validation (P2): P2 PF 0.93 [PASS] 2 >= 50 trades in each period: 1440 / 1264 / 1289 [FAIL] 3 t >= 2.5 on development (P1): P1 t -5.06 [PASS] 4 above 95th pct of random runs: percentile 100.0 [FAIL] 5 positive without top-10 trades: -222.7 R [PASS] 6 holdout net positive (flagged used): P3 net 16.7 R PF 1.03 -> NY-B-T: 3 gate(s) failed