ERGODICLABS · STRATEGY INSIGHTS REPORT ID: IX-ADVA-20190719

Advanced Index Trader Pro

USTEC · H1 · STATISTICAL INSIGHTS REPORT

PERIOD

2019-07-19 → 2026-03-27

DURATION

80.3 months

TRADES

1,048

NET P/L

+$35,146

WIN RATE

60.7%

PART I

Overview

Headline statistics, risk-adjusted performance, and the strongest and weakest trading segments.

CALMAR RATIO
1.85
Professional

CAGR

25.3%

annualised

MAX DRAWDOWN

13.6%

peak-to-trough

EXPECTANCY

$33.54

per trade

BEST DAY

WED

+$9,170 · n=196

WORST DAY

TUE

+$2,446 · n=189

BEST SESSION

ASIAN

+$12,749 · n=187

WORST SESSION

LONDON

+$2,501 · n=142

BEST MONTH

MAR

+$6,325 · n=90

OPTIMIZATION

+$1,432

potential uplift

▲ TOP PERFORMER

+$4,110

Thursday + Pacific

Trades executed on Thursdays during the Pacific session exhibited the highest profitability, with a win rate of 70%.

WIN RATE

70%

TRADES

AVG P/T

+$89.35

▼ UNDERPERFORMER

−$510

Friday + Pacific

Trades executed on Fridays during the Pacific session exhibited the lowest profitability, with a win rate of 55%.

WIN RATE

55%

TRADES

AVG P/T

−$16.46

PART II

Breakdown

Profit and win-rate attribution across calendar dimensions and trading-session combinations.

■ BY DAY OF WEEK

DAY	P/L	TRADES	WIN%
Wednesday	+$9,170	196	64%
Thursday	+$8,968	241	61%
Friday	+$7,767	207	61%
Monday	+$6,795	215	64%
Tuesday	+$2,446	189	53%

■ BY SESSION

SESSION	P/L	TRADES	WIN%
Asian	+$12,749	187	73%
New York	+$10,498	466	56%
Pacific	+$6,787	152	67%
London/NY	+$2,611	101	51%
London	+$2,501	142	58%

■ BY MONTH

MONTH	P/L	TRADES	WIN%
Mar	+$6,325	90	63%
Aug	+$5,245	130	58%
May	+$4,212	56	64%
Jul	+$3,916	177	61%
Oct	+$3,442	47	70%
Jun	+$3,295	123	61%
Nov	+$3,270	47	68%
Sep	+$3,246	68	62%
Apr	+$1,460	24	62%
Feb	+$1,136	63	56%
Jan	−$165	96	54%
Dec	−$237	127	60%

▲ BEST COMBINATIONS

COMBO	P/L	TRADES	WIN%
Thursday + Pacific	+$4,110	46	70%
Friday + New York	+$3,730	96	58%
Wednesday + Asian	+$2,841	27	89%
Thursday + Asian	+$2,737	41	73%
Thursday + New York	+$2,680	101	54%

▼ WORST COMBINATIONS

COMBO	P/L	TRADES	WIN%
Friday + Pacific	−$510	31	55%
Tuesday + London/NY	−$479	16	31%
Thursday + London/NY	−$442	20	45%
Thursday + London	−$117	33	61%
Tuesday + New York	−$90	74	51%

PART III

Recommended Optimization

Filter set selected to reduce historical losses, with reconciled uplift and ready-to-paste EA code.

TOTAL UPLIFT
+$1,432
+4.1% from current

CURRENT PROFIT

$35,146

unfiltered backtest

OPTIMIZED PROFIT

$36,578

after filters applied

TRADES REMOVED

67/1048

WR 61% → 62%

METHODOLOGY

Edge Matrix selects up to 3 filters by greedy marginal contribution, preferring broader filters over narrow ones to reduce overfit risk. Each step's impact reflects the loss avoided after previously selected filters. Filter numbers reconcile exactly to the backtest if all changes applied.

TIME FILTER Step 1: Skip Friday + Pacific combo NARROW

+$510

31 trades affected

MQL5 / EA CODE

if(DayOfWeek() == 5 && Hour() >= 21) return;

TIME FILTER Step 2: Skip Tuesday + London/NY combo NARROW

+$479

16 trades affected

MQL5 / EA CODE

if(DayOfWeek() == 2 && Hour() >= 12 && Hour() < 16) return;

TIME FILTER Step 3: Skip Thursday + London/NY combo NARROW

+$442

20 trades affected

MQL5 / EA CODE

if(DayOfWeek() == 4 && Hour() >= 12 && Hour() < 16) return;

RECONCILIATION

Filter uplift	+$1,432
TOTAL	+$1,432 (+4.1%)

          67 trades removed by filters · win rate 61% → 62%
        

PART IV

Calendar

Year × Month heatmap showing monthly profit distribution across the full backtest period.

PROFITABLE MONTHS

45/65

69% positive

AVG MONTHLY P/L

+$541

mean across all months

WORST MONTH

−$753

single-month drawdown

YEAR	JAN	FEB	MAR	APR	MAY	JUN	JUL	AUG	SEP	OCT	NOV	DEC	YEAR TOTAL
2019	—	—	—	—	—	—	−$182 n=2 · 0%	−$223 n=11 · 36%	+$54 n=1 · 100%	+$3 n=7 · 43%	+$154 n=16 · 62%	+$145 n=32 · 59%	−$48
2020	−$52 n=34 · 47%	+$511 n=30 · 57%	+$1,510 n=15 · 60%	—	−$273 n=15 · 47%	+$849 n=27 · 56%	+$684 n=23 · 70%	+$683 n=38 · 63%	+$1,586 n=19 · 74%	+$221 n=3 · 67%	+$842 n=10 · 60%	−$130 n=21 · 62%	+$6,432
2021	−$219 n=14 · 50%	−$76 n=16 · 50%	+$510 n=16 · 62%	—	+$2,629 n=22 · 73%	—	+$260 n=45 · 58%	+$259 n=25 · 48%	+$794 n=11 · 55%	+$0 n=1 · 0%	−$676 n=2 · 0%	−$753 n=16 · 38%	+$2,728
2022	—	—	+$524 n=3 · 67%	+$1,536 n=10 · 80%	—	—	—	+$285 n=13 · 62%	−$161 n=13 · 54%	—	—	+$411 n=6 · 83%	+$2,594
2023	+$62 n=2 · 50%	—	+$124 n=8 · 62%	+$301 n=4 · 75%	+$1,477 n=18 · 67%	+$1,540 n=36 · 64%	+$1,572 n=33 · 67%	+$294 n=18 · 56%	—	+$424 n=2 · 100%	—	+$278 n=32 · 66%	+$6,074
2024	+$960 n=36 · 67%	+$427 n=14 · 57%	+$556 n=31 · 61%	−$377 n=10 · 40%	—	+$920 n=31 · 68%	+$1,922 n=44 · 64%	+$4,266 n=11 · 91%	—	+$649 n=2 · 100%	+$2,086 n=12 · 92%	−$58 n=19 · 63%	+$11,350
2025	−$307 n=7 · 43%	−$632 n=1 · 0%	+$1,729 n=14 · 64%	—	+$378 n=1 · 100%	−$14 n=29 · 55%	−$340 n=30 · 53%	−$318 n=14 · 50%	+$973 n=24 · 58%	+$2,145 n=32 · 75%	+$864 n=7 · 71%	−$130 n=1 · 0%	+$4,347
2026	−$608 n=3 · 33%	+$906 n=2 · 100%	+$1,372 n=3 · 100%	—	—	—	—	—	—	—	—	—	+$1,670

COLOR SCALE: losing winning

Important: This report presents historical statistical analysis only. Past performance does not guarantee future results. The insights, patterns, and attributions shown are derived from backtest data and do not constitute financial advice. Market conditions change, and apparent edges may decay over time. Always conduct your own due diligence before risking capital.