ERGODICLABS · STRATEGY INSIGHTS REPORT ID: IX-PORT-20200123

Portfolio (2 Tests)

MULTI · MIXED · STATISTICAL INSIGHTS REPORT

PERIOD

2020-01-23 → 2026-05-28

DURATION

76.1 months

TRADES

325

NET P/L

+$41,004

WIN RATE

58.2%

PART I

Overview

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

CALMAR RATIO
3.38
Exceptional

CAGR

29.3%

annualised

MAX DRAWDOWN

8.7%

peak-to-trough

EXPECTANCY

$126.17

per trade

BEST DAY

THU

+$14,844 · n=80

WORST DAY

WED

+$5,563 · n=79

BEST SESSION

LONDON

+$16,638 · n=68

WORST SESSION

NEW YORK

+$11,639 · n=170

BEST MONTH

JUN

+$7,915 · n=26

OPTIMIZATION

+$1,633

potential uplift

▲ TOP PERFORMER

+$8,600

Thursday + London/NY

Trades executed on Thursdays during the London/NY session exhibited the highest profitability, with a win rate of 68%.

WIN RATE

68%

TRADES

AVG P/T

+$344.01

▼ UNDERPERFORMER

−$1,633

Monday + London/NY

Trades executed on Mondays during the London/NY session exhibited the lowest profitability, with a win rate of 29%.

WIN RATE

29%

TRADES

AVG P/T

−$96.03

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	+$14,844	80	62%
Tuesday	+$12,611	94	61%
Monday	+$7,986	72	54%
Wednesday	+$5,563	79	54%

■ BY SESSION

SESSION	P/L	TRADES	WIN%
London	+$16,638	68	65%
London/NY	+$12,726	87	53%
New York	+$11,639	170	58%

■ BY MONTH

MONTH	P/L	TRADES	WIN%
Jun	+$7,915	26	73%
Jan	+$6,844	32	69%
Dec	+$6,214	32	53%
Apr	+$4,936	21	67%
Aug	+$4,180	25	68%
May	+$2,730	29	52%
Oct	+$2,236	26	54%
Sep	+$2,229	29	59%
Feb	+$2,169	21	57%
Nov	+$1,397	29	55%
Mar	+$1,267	30	57%
Jul	−$1,114	25	36%

▲ BEST COMBINATIONS

COMBO	P/L	TRADES	WIN%
Thursday + London/NY	+$8,600	25	68%
Tuesday + London	+$8,103	27	67%
Monday + New York	+$6,831	41	61%
Thursday + London	+$4,569	15	60%
Tuesday + London/NY	+$3,432	27	56%

▼ WORST COMBINATIONS

COMBO	P/L	TRADES	WIN%
Monday + London/NY	−$1,633	17	29%
Tuesday + New York	+$1,077	40	60%
Wednesday + London	+$1,179	12	67%
Thursday + New York	+$1,675	40	60%
Wednesday + New York	+$2,057	49	53%

PART III

Recommended Optimization

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

TOTAL UPLIFT
+$1,633
+4.0% from current

CURRENT PROFIT

$41,004

unfiltered backtest

OPTIMIZED PROFIT

$42,636

after filters applied

TRADES REMOVED

17/325

WR 58% → 60%

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

+$1,633

17 trades affected

MQL5 / EA CODE

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

RECONCILIATION

Filter uplift	+$1,633
TOTAL	+$1,633 (+4.0%)

          17 trades removed by filters · win rate 58% → 60%
        

PART IV

Calendar

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

PROFITABLE MONTHS

57/76

75% positive

AVG MONTHLY P/L

+$540

mean across all months

WORST MONTH

−$2,536

single-month drawdown

YEAR	JAN	FEB	MAR	APR	MAY	JUN	JUL	AUG	SEP	OCT	NOV	DEC	YEAR TOTAL
2020	+$1,611 n=3 · 100%	−$869 n=4 · 0%	−$82 n=1 · 0%	+$437 n=3 · 67%	+$906 n=3 · 67%	+$69 n=5 · 60%	−$191 n=5 · 20%	+$509 n=3 · 67%	+$509 n=6 · 67%	+$65 n=3 · 33%	−$348 n=4 · 50%	−$466 n=6 · 33%	+$2,151
2021	+$270 n=1 · 100%	+$271 n=2 · 50%	+$417 n=10 · 60%	+$69 n=4 · 75%	+$474 n=3 · 67%	+$1,470 n=5 · 60%	+$1,188 n=4 · 75%	+$1,399 n=7 · 71%	+$2,020 n=5 · 60%	+$313 n=4 · 50%	−$575 n=6 · 50%	+$660 n=5 · 60%	+$7,974
2022	+$40 n=2 · 50%	+$137 n=2 · 100%	+$800 n=4 · 100%	—	−$91 n=7 · 29%	+$973 n=4 · 100%	−$403 n=3 · 0%	+$829 n=4 · 50%	+$188 n=5 · 60%	−$776 n=6 · 17%	+$1,367 n=8 · 75%	−$83 n=4 · 50%	+$2,979
2023	+$1,016 n=10 · 60%	+$1,983 n=4 · 75%	+$1,466 n=4 · 50%	−$888 n=5 · 40%	+$277 n=7 · 57%	+$761 n=7 · 57%	+$1,205 n=2 · 100%	+$369 n=4 · 75%	−$376 n=2 · 50%	+$175 n=2 · 100%	+$252 n=6 · 50%	+$769 n=9 · 33%	+$7,009
2024	+$598 n=4 · 75%	−$78 n=1 · 0%	−$298 n=2 · 50%	+$2,544 n=4 · 75%	+$28 n=3 · 67%	+$2,406 n=3 · 100%	−$377 n=7 · 43%	+$1,060 n=2 · 100%	+$358 n=7 · 57%	+$1,750 n=8 · 75%	−$761 n=3 · 33%	+$2,950 n=3 · 67%	+$10,181
2025	+$1,864 n=6 · 83%	+$480 n=2 · 100%	+$1,138 n=4 · 50%	+$386 n=3 · 67%	+$852 n=1 · 100%	+$2,238 n=2 · 100%	−$2,536 n=4 · 0%	+$15 n=5 · 60%	−$469 n=4 · 50%	+$709 n=3 · 67%	+$1,462 n=2 · 50%	+$2,383 n=5 · 100%	+$8,521
2026	+$1,446 n=6 · 50%	+$246 n=6 · 67%	−$2,174 n=5 · 40%	+$2,387 n=2 · 100%	+$284 n=5 · 40%	—	—	—	—	—	—	—	+$2,189

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
OrderFlow Structure SMC EA MT5	USDCAD	H1	231 (71%)	$5,000	+$23,043 (+56%)
OrderFlow Structure SMC EA MT5	GBPUSD	H1	94 (29%)	$5,000	+$17,960 (+44%)
PORTFOLIO TOTAL			325	$10,000	+$41,004

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.