ERGODICLABS · STRATEGY INSIGHTS REPORT ID: IX-PORT-20200120

Portfolio (5 Tests)

MULTI · MIXED · STATISTICAL INSIGHTS REPORT

PERIOD

2020-01-20 → 2026-05-28

DURATION

76.2 months

TRADES

2,328

NET P/L

+$111,198

WIN RATE

62.6%

PART I

Overview

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

CALMAR RATIO
5.54
Exceptional

CAGR

39.8%

annualised

MAX DRAWDOWN

7.2%

peak-to-trough

EXPECTANCY

$47.77

per trade

BEST DAY

THU

+$25,197 · n=454

WORST DAY

MON

+$19,802 · n=465

BEST SESSION

ASIAN

+$41,520 · n=680

WORST SESSION

LONDON/NY

+$4,596 · n=246

BEST MONTH

MAR

+$18,198 · n=283

OPTIMIZATION

+$1,003

potential uplift

▲ TOP PERFORMER

+$12,786

Thursday + Asian

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

WIN RATE

70%

TRADES

132

AVG P/T

+$96.86

▼ UNDERPERFORMER

−$723

Monday + London/NY

Trades executed on Mondays during the London/NY session exhibited the lowest profitability, with a win rate of 55%.

WIN RATE

55%

TRADES

AVG P/T

−$13.15

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	+$25,197	454	64%
Wednesday	+$23,317	504	61%
Tuesday	+$22,038	443	64%
Friday	+$20,845	462	60%
Monday	+$19,802	465	64%

■ BY SESSION

SESSION	P/L	TRADES	WIN%
Asian	+$41,520	680	65%
London	+$29,550	456	64%
Pacific	+$26,170	436	64%
New York	+$9,362	510	58%
London/NY	+$4,596	246	59%

■ BY MONTH

MONTH	P/L	TRADES	WIN%
Mar	+$18,198	283	67%
Oct	+$14,330	237	64%
Apr	+$13,768	235	67%
Sep	+$10,743	202	67%
Aug	+$10,590	183	64%
Jul	+$8,487	172	62%
Nov	+$8,345	187	63%
Feb	+$7,287	187	60%
Jan	+$7,204	174	57%
Jun	+$7,138	125	62%
Dec	+$4,366	151	59%
May	+$742	192	55%

▲ BEST COMBINATIONS

COMBO	P/L	TRADES	WIN%
Thursday + Asian	+$12,786	132	70%
Wednesday + Pacific	+$9,177	105	71%
Tuesday + Asian	+$8,442	147	63%
Friday + Asian	+$8,011	143	63%
Tuesday + Pacific	+$7,750	83	73%

▼ WORST COMBINATIONS

COMBO	P/L	TRADES	WIN%
Monday + London/NY	−$723	55	55%
Wednesday + New York	−$280	112	51%
Thursday + Pacific	+$114	80	52%
Friday + London/NY	+$616	58	53%
Friday + New York	+$676	90	59%

PART III

Recommended Optimization

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

TOTAL UPLIFT
+$1,003
+0.9% from current

CURRENT PROFIT

$111,198

unfiltered backtest

OPTIMIZED PROFIT

$112,202

after filters applied

TRADES REMOVED

167/2328

WR 63% → 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 Monday + London/NY combo NARROW

+$723

55 trades affected

MQL5 / EA CODE

if(DayOfWeek() == 1 && Hour() >= 12 && Hour() < 16) return;

TIME FILTER Step 2: Skip Wednesday + New York combo NARROW

+$280

112 trades affected

MQL5 / EA CODE

if(DayOfWeek() == 3 && Hour() >= 16 && Hour() < 21) return;

RECONCILIATION

Filter uplift	+$1,003
TOTAL	+$1,003 (+0.9%)

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

PART IV

Calendar

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

PROFITABLE MONTHS

66/77

86% positive

AVG MONTHLY P/L

+$1,444

mean across all months

WORST MONTH

−$957

single-month drawdown

YEAR	JAN	FEB	MAR	APR	MAY	JUN	JUL	AUG	SEP	OCT	NOV	DEC	YEAR TOTAL
2020	+$900 n=12 · 75%	+$1,163 n=35 · 66%	+$8,734 n=87 · 71%	+$7,861 n=64 · 86%	−$300 n=29 · 45%	+$1,846 n=18 · 67%	−$468 n=21 · 48%	+$420 n=18 · 50%	+$1,640 n=20 · 65%	+$3,120 n=34 · 71%	+$2,031 n=18 · 83%	+$697 n=16 · 62%	+$27,645
2021	+$683 n=16 · 56%	+$721 n=13 · 62%	+$1,266 n=24 · 71%	+$76 n=24 · 46%	+$449 n=17 · 59%	+$1,969 n=30 · 77%	+$728 n=29 · 66%	+$2,219 n=30 · 67%	+$859 n=22 · 55%	+$509 n=31 · 52%	+$1,650 n=34 · 65%	+$1,867 n=44 · 59%	+$12,997
2022	+$840 n=29 · 55%	+$548 n=18 · 56%	+$3,257 n=48 · 69%	+$3,014 n=32 · 72%	−$285 n=54 · 63%	+$2,914 n=39 · 62%	+$4,353 n=55 · 67%	+$2,975 n=32 · 66%	+$3,513 n=62 · 71%	+$4,056 n=55 · 65%	+$2,516 n=37 · 70%	+$861 n=19 · 74%	+$28,561
2023	+$640 n=38 · 50%	+$1,145 n=34 · 56%	+$1,884 n=51 · 65%	+$778 n=15 · 60%	−$957 n=23 · 43%	+$965 n=18 · 67%	+$1,456 n=20 · 65%	+$2,308 n=42 · 69%	+$2,188 n=53 · 64%	+$2,109 n=33 · 64%	+$1,089 n=23 · 61%	−$419 n=13 · 31%	+$13,185
2024	−$29 n=20 · 45%	+$626 n=40 · 52%	+$112 n=16 · 44%	−$69 n=25 · 56%	+$878 n=32 · 53%	−$421 n=11 · 27%	+$780 n=22 · 59%	+$1,640 n=36 · 58%	+$2,003 n=18 · 83%	+$1,905 n=36 · 67%	−$719 n=39 · 54%	+$1,047 n=44 · 64%	+$7,753
2025	+$2,895 n=39 · 67%	+$2,616 n=30 · 70%	+$958 n=15 · 67%	−$49 n=32 · 56%	+$626 n=19 · 53%	−$135 n=9 · 44%	+$1,638 n=25 · 56%	+$1,028 n=25 · 68%	+$540 n=27 · 63%	+$2,632 n=48 · 65%	+$1,778 n=36 · 53%	+$314 n=15 · 47%	+$14,841
2026	+$1,275 n=20 · 60%	+$468 n=17 · 59%	+$1,986 n=42 · 64%	+$2,158 n=43 · 63%	+$331 n=18 · 61%	—	—	—	—	—	—	—	+$6,217

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
The Nomad Trader EA 71.0	GBPUSD	H1	521 (22%)	$3,000	+$32,620 (+29%)
The Nomad Trader EA 71.0	NZDUSD	H1	637 (27%)	$3,000	+$23,322 (+21%)
The Nomad Trader EA 71.0	USDCHF	H1	370 (16%)	$3,000	+$21,898 (+20%)
The Nomad Trader EA 71.0	AUDUSD	H1	394 (17%)	$3,000	+$19,220 (+17%)
The Nomad Trader EA 71.0	USDCAD	H1	406 (17%)	$3,000	+$14,138 (+13%)
PORTFOLIO TOTAL			2,328	$15,000	+$111,198

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.