ERGODICLABS · STRATEGY INSIGHTS REPORT ID: IX-PORT-20190619

Portfolio (1 Tests)

MULTI · MIXED · STATISTICAL INSIGHTS REPORT

PERIOD

2019-06-19 → 2026-01-05

DURATION

78.6 months

TRADES

263

NET P/L

+$13,247

WIN RATE

66.2%

PART I

Overview

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

CALMAR RATIO
2.03
Professional

CAGR

21.9%

annualised

MAX DRAWDOWN

10.8%

peak-to-trough

EXPECTANCY

$50.37

per trade

BEST DAY

THU

+$5,037 · n=65

WORST DAY

WED

−$1,142 · n=43

BEST SESSION

LONDON/NY

+$5,896 · n=53

WORST SESSION

PACIFIC

−$281 · n=40

BEST MONTH

FEB

+$2,332 · n=22

OPTIMIZATION

+$2,114

potential uplift

▲ TOP PERFORMER

+$3,155

Thursday + London

Trades executed on Thursdays during the London session exhibited the highest profitability, with a win rate of 88%.

WIN RATE

88%

TRADES

AVG P/T

+$197.17

▼ UNDERPERFORMER

−$590

Thursday + Pacific

Trades executed on Thursdays during the Pacific session exhibited the lowest profitability, with a win rate of 60%.

WIN RATE

60%

TRADES

AVG P/T

−$39.33

PART II

Breakdown

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

■ BY DAY OF WEEK

DAY	P/L	TRADES	WIN%
Thursday	+$5,037	65	69%
Tuesday	+$4,781	58	78%
Monday	+$2,712	55	64%
Friday	+$1,859	42	64%
Wednesday	−$1,142	43	51%

■ BY SESSION

SESSION	P/L	TRADES	WIN%
London/NY	+$5,896	53	72%
London	+$3,650	50	66%
New York	+$3,616	80	71%
Asian	+$367	40	57%
Pacific	−$281	40	57%

■ BY MONTH

MONTH	P/L	TRADES	WIN%
Feb	+$2,332	22	77%
Oct	+$2,268	25	64%
Sep	+$1,827	25	68%
Mar	+$1,534	17	65%
Aug	+$1,394	28	71%
Apr	+$1,324	23	74%
May	+$1,110	23	70%
Jan	+$1,031	23	70%
Nov	+$624	27	59%
Jul	−$67	22	55%
Jun	−$130	28	57%

▲ BEST COMBINATIONS

COMBO	P/L	TRADES	WIN%
Thursday + London	+$3,155	16	88%
Friday + London/NY	+$2,272	6	100%
Tuesday + New York	+$1,872	25	88%
Monday + New York	+$1,470	11	82%
Tuesday + London/NY	+$1,385	15	73%

▼ WORST COMBINATIONS

COMBO	P/L	TRADES	WIN%
Thursday + Pacific	−$590	15	60%
Wednesday + New York	−$477	14	57%
Wednesday + Asian	−$412	5	60%
Friday + London	−$382	6	33%
Monday + Pacific	−$319	6	33%

PART III

Recommended Optimization

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

TOTAL UPLIFT
+$2,114
+16.0% from current

CURRENT PROFIT

$13,247

unfiltered backtest

OPTIMIZED PROFIT

$15,361

after filters applied

TRADES REMOVED

64/263

WR 66% → 71%

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 Wednesdays BROAD

+$1,142

43 trades affected

MQL5 / EA CODE

if(DayOfWeek() == 3) return;

TIME FILTER Step 2: Skip Thursday + Pacific combo NARROW

+$590

15 trades affected

MQL5 / EA CODE

if(DayOfWeek() == 4 && Hour() >= 21) return;

TIME FILTER Step 3: Skip Friday + London combo NARROW

+$382

6 trades affected

MQL5 / EA CODE

if(DayOfWeek() == 5 && Hour() >= 7 && Hour() < 12) return;

RECONCILIATION

Filter uplift	+$2,114
TOTAL	+$2,114 (+16.0%)

          64 trades removed by filters · win rate 66% → 71%
        

PART IV

Calendar

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

PROFITABLE MONTHS

48/71

68% positive

AVG MONTHLY P/L

+$187

mean across all months

WORST MONTH

−$698

single-month drawdown

YEAR	JAN	FEB	MAR	APR	MAY	JUN	JUL	AUG	SEP	OCT	NOV	DEC	YEAR TOTAL
2019	—	—	—	—	—	−$117 n=3 · 33%	−$287 n=3 · 0%	−$39 n=5 · 60%	+$21 n=2 · 100%	+$134 n=4 · 75%	−$89 n=4 · 50%	—	−$376
2020	−$87 n=2 · 50%	+$275 n=3 · 100%	+$452 n=3 · 100%	+$24 n=3 · 67%	+$103 n=2 · 100%	−$123 n=3 · 33%	—	+$206 n=3 · 100%	+$104 n=3 · 67%	−$261 n=5 · 40%	+$447 n=5 · 80%	—	+$1,140
2021	+$10 n=3 · 67%	+$73 n=4 · 75%	+$160 n=3 · 67%	+$223 n=3 · 100%	+$795 n=3 · 100%	+$326 n=5 · 80%	—	+$49 n=6 · 67%	+$365 n=5 · 80%	−$294 n=3 · 33%	+$308 n=5 · 80%	—	+$2,014
2022	+$53 n=4 · 50%	+$258 n=3 · 33%	+$445 n=5 · 60%	+$16 n=5 · 80%	+$7 n=4 · 50%	+$595 n=5 · 80%	+$55 n=3 · 67%	−$194 n=4 · 50%	−$213 n=6 · 50%	−$263 n=3 · 33%	−$33 n=6 · 33%	—	+$727
2023	+$198 n=3 · 100%	+$343 n=5 · 80%	+$458 n=3 · 67%	+$154 n=4 · 75%	−$24 n=8 · 62%	−$193 n=5 · 60%	−$192 n=3 · 33%	+$550 n=4 · 75%	−$43 n=2 · 50%	+$485 n=2 · 100%	+$179 n=3 · 67%	—	+$1,916
2024	+$1,187 n=6 · 100%	+$1,429 n=5 · 100%	−$260 n=1 · 0%	+$615 n=4 · 75%	+$154 n=3 · 67%	−$499 n=3 · 33%	+$487 n=3 · 100%	+$507 n=4 · 75%	+$508 n=4 · 75%	+$250 n=3 · 67%	−$211 n=3 · 33%	—	+$4,166
2025	−$698 n=4 · 25%	−$46 n=2 · 50%	+$278 n=2 · 50%	+$291 n=4 · 50%	+$75 n=3 · 67%	−$118 n=4 · 50%	−$130 n=10 · 60%	+$315 n=2 · 100%	+$1,085 n=3 · 67%	+$2,217 n=5 · 100%	+$22 n=1 · 100%	—	+$3,290
2026	+$369 n=1 · 100%	—	—	—	—	—	—	—	—	—	—	—	+$369

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
ATG EA 30.0	XAUUSD	M15	263 (100%)	$5,000	+$13,247 (+100%)
PORTFOLIO TOTAL			263	$5,000	+$13,247

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.