Edge Matrix — Full Analysis Report
Generated by ErgodicLabs
June 13, 2026
Report ID: EM-20260613-011001
85
/ 100
ROBUST

Portfolio (2 Tests)

MULTIMIXED325 trades2020.01 – 2026.05Avg hold: 12h

Portfolio (2 Tests) demonstrates strong statistical characteristics with an Edge Matrix score of 85/100. Over 6.3 years and 325 trades, it has generated a 410.0% total return (29.3% CAGR) with a maximum drawdown of 8.7%. The Calmar ratio of 3.37 indicates strong risk-adjusted returns — every unit of drawdown risk has been well compensated. Monte Carlo simulation results: 100% of 1,000 randomized trade sequences remained profitable, indicating low sensitivity to trade ordering.

Net Profit
+$41,003.66
410.0% return
Max DD
8.7%
$4,459
Profit Factor
1.89
P/L ratio
Win Rate
58.2%
189W / 136L
Sharpe
3.79
Risk-adjusted
Recovery
9.20
Profit / DD
Professional Risk Metrics
CAGR
29.3%
Compound Annual Growth
Calmar Ratio
3.37
CAGR / Max DD
Sortino Ratio
3.37
Downside Risk Adj.
Trades / Month
4.2
Avg frequency
Module 01
Analysis & Performance
Trading Period
2020.01 – 2026.05
325 trades over 6.3 years
Initial → Final
$10,000 → $51,004
410.0% total return
Recovery Factor
9.20
Profit / Max DD
Avg Win
$461.71
Largest: $2,147.97
Avg Loss
-$340.15
Largest: -$846.09
Avg Hold
12h
Max Consec. W/L: 9/6
Win / Loss Distribution
58.2%
41.8%
● 189 Wins (+$87,263.50)● 136 Losses (-$46,259.84)
📈 Equity Projection — 154 Trades Forward (Monte Carlo)
$9,742$74,309$138,876$203,443$268,010 Projection → Historical Median $107,647 Best $255,248 Worst $97,021
Simulated Balance
$107,647
Median MC outcome
Simulated P&L
+$56,644
154 trades forward
95% DD Risk
17.9%
Stress-test reference
Est. Timeline
~37mo
Based on trade frequency
⏱ Optimal Re-Optimization Period
3y 11mo
Recommended Period
NORMAL
Current Volatility (0.74x)
2
Regime Changes Detected
Recommendation: NORMAL MARKET: Follow calculated optimal period
Re-optimize parameters every 3y 11mo to maintain edge quality. Statistical analysis suggests the market regime this strategy exploits has a half-life of approximately 748 days before parameters begin to decay.
Module 02
Edge Matrix — 19 Validation Tests
Temporal Stability
100
Profit Concentration
82
Drawdown Analysis
8.7% max DD
88
Consecutive Loss
89
Sample Adequacy
92
Edge Quality
77
Cliff Ratio
99
Edge Decay
87
MC DD Stability
77
MC Robustness
77
Capital Efficiency
84
Holding Time Asymmetry
93
Edge Consistency
31
Ulcer Index
95
Statistical Significance
100
Expected Shortfall (CVaR)
79
Return Autocorrelation
95
DD Endurance
2.0x penance, 65% underwater
71
Edge Temporal Decay
95
Deep Dive: What The Tests Mean
▲ TOP 3 STRENGTHS
✓ Temporal Stability 100
Whether the strategy performs consistently across different time periods, or if all profits came from one lucky stretch.
✓ Statistical Significance 100
Tests whether the strategy's edge is real or could have occurred by random chance. Uses t-statistic and binomial probability testing.
✓ Cliff Detection 99
Checks for suspicious sudden drops in the equity curve that could indicate data errors or catastrophic events.
▼ TOP 3 CONCERNS
✗ Edge Consistency 31
How stable the win rate and profitability are across rolling windows. Inconsistent edges are harder to trade with confidence.
⚠ Dd Endurance 71
2.0x penance, 65% underwater
⚠ MC DD Stability 77
Measures how much worse drawdowns could get under Monte Carlo stress testing. Stable strategies show consistent DD across simulations.
Module 03
Monte Carlo Simulation
Method: Bootstrap (resampling with replacement, models a wider universe of possible outcomes from a strategy of this type) · 1,000 simulations
MC Score
75.7
100% profitable
Historical DD
8.7%
Actual worst
50% Conf DD
12.4%
Median scenario
95% Conf DD
19.9%
Stress-test level
99% Conf DD
24.3%
Absolute worst
Monte Carlo Assessment
Every simulated trade sequence remained profitable — this is rare and indicates the strategy's returns are not dependent on trade order.

The 95th percentile drawdown (19.9%) is 2.3x the historical maximum. Under adverse conditions, drawdowns could roughly double.

Monte Carlo Drawdown Context: The 95th–99th percentile simulated drawdown range is 20–24%, compared to the historical 8.7%. This range is commonly used as a stress-test reference when evaluating strategy robustness.
Portfolio
Portfolio Correlation
92
Diversification
Broadly independent
Average pairwise correlation is 0.08 across 2 strategies. Lower correlation means a drawdown in one is less likely to coincide with the others.
Daily P&L Correlation Matrix
All 2 strategies are OrderFlow Structure SMC EA MT instances, differentiated by symbol and timeframe. Pearson correlation of daily profit/loss across the union of trading days (no-trade days = $0). Lower correlation indicates better diversification.
GBPUSDH1USDCADH1
GBPUSDH10.08
USDCADH10.08
● hedge (<0) ● low (0–0.4) ● moderate (0.4–0.7) ● high (>0.7)
Notable Pairs
Highest
GBPUSD H1 & USDCAD H1  r = 0.08
Even the most-correlated pair is low, indicating broadly independent strategies.
Module 04
Strategy Insights
Best Day
Thursday
Worst Day
Wednesday
Best Session
London
Worst Session
New York
▲ TOP PERFORMER
+$8,600.20
Thursday + London/NY — 25 trades, 68% win rate. Strongest day+session combination.
▼ UNDERPERFORMER
-$1,632.51
Monday + London/NY — 17 trades, 29% win rate. Weakest combination.
💡 Historical Pattern Analysis
+$1,632.51 — Historically Underperforming: Monday + London/NY combo (17 trades, 29% win rate)
Final Assessment
Comprehensive Verdict
STRONG
This strategy demonstrates strong statistical properties across all 19 validation tests. The combination of metrics suggests the observed returns are unlikely to be solely the result of random chance or overfitting.
Module Summary
Edge Matrix: 18/19 tests passed, 0 warnings, 1 failures. Overall score: 85/100 (ROBUST).
Monte Carlo: 100% survival rate across 1,000 simulations. 95% confidence drawdown: 19.9%.
Projection: Median expected balance of $107,647 after 154 trades (~37 months).
Optimization: Statistical analysis suggests parameter stability of approximately 1428 days.
Insights: Historical schedule analysis shows +$10,232.71 differential across analyzed time segments.
Disclaimer: This is a statistical analysis of historical data. It does not constitute financial advice and does not guarantee future performance. Past results are not indicative of future returns. All trading involves risk. Edge Matrix evaluates the statistical properties of backtests — it does not predict market behavior.