ERGODICLABS · STRATEGY INSIGHTS REPORT ID: IX-PORT-20200601

Portfolio (4 Tests)

MULTI · MIXED · STATISTICAL INSIGHTS REPORT

PERIOD

2020-06-01 → 2026-05-15

DURATION

71.4 months

TRADES

1,083

NET P/L

+$46,842

WIN RATE

61.3%

PART I

Overview

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

CALMAR RATIO
6.47
Exceptional

CAGR

33.9%

annualised

MAX DRAWDOWN

5.2%

peak-to-trough

EXPECTANCY

$43.25

per trade

BEST DAY

MON

+$11,399 · n=240

WORST DAY

WED

+$6,689 · n=202

BEST SESSION

NEW YORK

+$17,170 · n=329

WORST SESSION

PACIFIC

+$2,685 · n=151

BEST MONTH

JUN

+$8,100 · n=134

OPTIMIZATION

+$1,400

potential uplift

▲ TOP PERFORMER

+$4,461

Monday + New York

Trades executed on Mondays during the New York session exhibited the highest profitability, with a win rate of 73%.

WIN RATE

73%

TRADES

AVG P/T

+$67.59

▼ UNDERPERFORMER

−$1,210

Wednesday + London/NY

Trades executed on Wednesdays during the London/NY session exhibited the lowest profitability, with a win rate of 50%.

WIN RATE

50%

TRADES

AVG P/T

−$37.83

PART II

Breakdown

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

■ BY DAY OF WEEK

DAY	P/L	TRADES	WIN%
Monday	+$11,399	240	65%
Tuesday	+$9,945	191	63%
Friday	+$9,709	236	56%
Thursday	+$9,100	214	62%
Wednesday	+$6,689	202	62%

■ BY SESSION

SESSION	P/L	TRADES	WIN%
New York	+$17,170	329	65%
London	+$11,733	189	67%
Asian	+$11,454	263	59%
London/NY	+$3,800	151	63%
Pacific	+$2,685	151	50%

■ BY MONTH

MONTH	P/L	TRADES	WIN%
Jun	+$8,100	134	60%
Dec	+$6,059	126	60%
Apr	+$5,679	93	65%
Aug	+$5,664	102	67%
Jan	+$4,946	85	64%
Mar	+$3,944	83	67%
Sep	+$3,619	100	63%
Jul	+$3,463	93	58%
Oct	+$2,291	72	60%
Nov	+$1,893	65	60%
May	+$984	77	53%
Feb	+$199	53	57%

▲ BEST COMBINATIONS

COMBO	P/L	TRADES	WIN%
Monday + New York	+$4,461	66	73%
Friday + New York	+$4,373	74	65%
Monday + Asian	+$4,042	71	62%
Thursday + New York	+$3,495	80	59%
Friday + London	+$2,936	52	60%

▼ WORST COMBINATIONS

COMBO	P/L	TRADES	WIN%
Wednesday + London/NY	−$1,210	32	50%
Friday + Pacific	−$190	29	31%
Monday + Pacific	+$504	28	54%
Wednesday + Pacific	+$548	33	55%
Thursday + Pacific	+$673	32	56%

PART III

Recommended Optimization

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

TOTAL UPLIFT
+$1,400
+3.0% from current

CURRENT PROFIT

$46,842

unfiltered backtest

OPTIMIZED PROFIT

$48,242

after filters applied

TRADES REMOVED

61/1083

WR 61% → 63%

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 Wednesday + London/NY combo NARROW

+$1,210

32 trades affected

MQL5 / EA CODE

if(DayOfWeek() == 3 && Hour() >= 12 && Hour() < 16) return;

TIME FILTER Step 2: Skip Friday + Pacific combo NARROW

+$190

29 trades affected

MQL5 / EA CODE

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

RECONCILIATION

Filter uplift	+$1,400
TOTAL	+$1,400 (+3.0%)

          61 trades removed by filters · win rate 61% → 63%
        

PART IV

Calendar

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

PROFITABLE MONTHS

54/72

75% positive

AVG MONTHLY P/L

+$651

mean across all months

WORST MONTH

−$516

single-month drawdown

YEAR	JAN	FEB	MAR	APR	MAY	JUN	JUL	AUG	SEP	OCT	NOV	DEC	YEAR TOTAL
2020	—	—	—	—	—	+$1,334 n=21 · 71%	+$254 n=20 · 50%	+$2,390 n=35 · 71%	+$86 n=3 · 67%	+$320 n=20 · 55%	−$294 n=6 · 33%	+$1,504 n=27 · 59%	+$5,594
2021	+$919 n=20 · 55%	−$246 n=17 · 59%	+$407 n=21 · 62%	−$166 n=9 · 33%	+$803 n=20 · 60%	+$354 n=6 · 83%	−$516 n=16 · 44%	+$2,423 n=37 · 70%	−$108 n=13 · 46%	+$158 n=3 · 67%	+$133 n=7 · 43%	+$1,378 n=23 · 70%	+$5,536
2022	+$48 n=12 · 42%	+$71 n=4 · 50%	+$796 n=15 · 73%	+$2,221 n=27 · 70%	−$428 n=14 · 57%	+$3,578 n=51 · 65%	+$1,701 n=15 · 73%	−$17 n=14 · 50%	+$2,329 n=44 · 73%	+$321 n=18 · 67%	−$205 n=9 · 44%	−$39 n=12 · 58%	+$10,376
2023	+$314 n=11 · 45%	−$92 n=3 · 33%	−$190 n=11 · 55%	+$432 n=9 · 78%	+$172 n=9 · 56%	+$909 n=20 · 35%	+$1,268 n=20 · 70%	+$207 n=3 · 100%	+$603 n=12 · 75%	+$1,266 n=19 · 63%	−$394 n=8 · 50%	+$1,259 n=18 · 56%	+$5,756
2024	−$52 n=1 · 0%	+$37 n=10 · 50%	+$550 n=16 · 62%	+$362 n=5 · 80%	−$490 n=9 · 44%	+$718 n=12 · 50%	+$909 n=18 · 61%	+$796 n=11 · 55%	−$251 n=14 · 29%	+$17 n=6 · 33%	+$1,592 n=22 · 73%	+$1,445 n=36 · 64%	+$5,633
2025	+$564 n=23 · 70%	+$65 n=12 · 58%	+$276 n=8 · 50%	+$2,989 n=38 · 68%	+$188 n=17 · 41%	+$1,206 n=24 · 58%	−$152 n=4 · 25%	−$136 n=2 · 50%	+$959 n=14 · 71%	+$209 n=6 · 67%	+$1,061 n=13 · 77%	+$513 n=10 · 40%	+$7,742
2026	+$3,154 n=18 · 94%	+$365 n=7 · 71%	+$2,106 n=12 · 100%	−$159 n=5 · 20%	+$740 n=8 · 62%	—	—	—	—	—	—	—	+$6,206

COLOR SCALE: losing winning

PART V

Portfolio Composition

Constituent strategies included in this portfolio test. Trades are combined chronologically and equity is recomputed from the summed initial deposits.

STRATEGY	SYMBOL	TIMEFRAME	TRADES	DEPOSIT	CONTRIBUTION
Apex EA 7.0 MT5	USDCAD	H1	376 (35%)	$2,500	+$18,120 (+39%)
Apex EA 7.0 MT5	GBPUSD	H1	247 (23%)	$2,500	+$12,176 (+26%)
Apex EA 7.0 MT5	USDCHF	H1	203 (19%)	$2,500	+$10,524 (+22%)
Apex EA 7.0 MT5	AUDUSD	H1	257 (24%)	$2,500	+$6,022 (+13%)
PORTFOLIO TOTAL			1,083	$10,000	+$46,842

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.