Sidus Indicator Expert Advisor: GBP/USD Backtest Reports
Summary
This document presents an Expert Advisor associated with the Sidus indicator and reports two historical GBP/USD tests on the one-hour timeframe. Both use a fixed lot size and a one-bar shift. The forward-period report covers 2008 to early 2009 and shows positive net profit, a profit factor of 1.20, maximum drawdown of 6.26%, and 43 trades. A separate optimization-period report for 2007 shows positive net profit, a profit factor of 2.79, maximum drawdown of 2.73%, and 32 trades.
The reports provide trade counts, win rates, profit and loss summaries, and drawdown figures, but the document does not explain the Sidus entry and exit rules or parameter selection. Modelling quality is listed as unavailable, and the backtests cover limited historical periods with no transaction-cost discussion. The figures therefore describe the reported simulations rather than establishing that the system would perform similarly in live trading or on other currency pairs and timeframes.
Key ideas
- The Expert Advisor is reported on GBP/USD hourly data.
- The document gives separate results for an optimization period and a later forward period.
- The forward report records 43 trades and a 6.26% maximum drawdown.
- The optimization report records 32 trades and a 2.73% maximum drawdown.
- The indicator rules, modelling quality, and transaction-cost assumptions are not explained.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.