EUR/USD · ScalpingEUR/USD · Scalpage
FX Strategy Backtest ReportStratégie FX — Rapport de Backtesting
Quantitative Research · March 14, 2026 · Prepared by Mario BourassaRecherche quantitative · 14 mars 2026 · Préparé par Mario Bourassa
Jan 2, 2025 – Dec 31, 2025
2,085
108,539.72%108 539,72 %
71.80%71,80 %
$5,000
$5,426,986
Executive SummaryRésumé exécutif
EUR/USD Scalping StrategyStratégie de scalpage EUR/USD
This report presents the full backtest results of a scalping strategy on EUR/USD covering January 2, 2025 to December 31, 2025 — over 1 year of live market data, 2,085 trades. Starting from $5,000, the raw strategy compounded to $5,426,986. during the 2025 calendar year.Ce rapport présente les résultats complets du backtest d'une stratégie de scalping sur EUR/USD, du 2 january 2025 au 31 december 2025 — 1 an de données réelles, 2,106 trades. À partir de 5,000 $, la stratégie brute atteint 6,381,099 $ au cours de l'année civile 2025.
Equity Reconciliation
| Item | Value |
|---|---|
| Starting Equity | $5,000.00 |
| Net Profit | $5,426,986.16 |
| Ending Equity | $5,431,986.16 |
| Return (%) | 108,539.72%108 539,72 % |
| CAGR | 113,350.59%113 350,59 % |
| Backtest Duration | 363 calendar days (Jan 2025 – Dec 2025) |
| Check: Ending − Starting = Net Profit ✔ | |
Live AccountCompte en direct
Live EUR/USD ReturnRendement EUR/USD en direct
Loading live account data…Chargement des données du compte…
Since inceptionDepuis le lancement
—
—
MTD
—
Max drawdownRetrait max
—
Live equity curve (% return)Courbe d'équité en direct (% rendement)
Dedicated EUR/USD account · Deposits & withdrawals excluded (IB Flex)Compte EUR/USD dédié · Hors dépôts et retraits (Flex IB)
PerformancePerformance
Core Performance MetricsMétriques de performance clés
Raw strategy · $5,000 starting equity · 2,085 grouped trades · EUR/USD · Jan 2025 – Dec 2025 (1-year period)Stratégie brute · 5,000 $ de capital initial · 2,106 trades groupés · EUR/USD · jan 2025 – dec 2025 (période de 1 an)
Net ProfitProfit net
$5.43M
+127,622% · 1 year
Win RateTaux de gain
71.80%71,80 %
1,497 wins / 588 losses1,548 gains / 558 pertes
Sharpe RatioRatio de Sharpe
10.67
Excellent >2
Sortino RatioRatio de Sortino
12.27
Excellent >2.5
Profit FactorFacteur de profit
2.27
Good >1.7
Calmar RatioRatio de Calmar
28.69
Excellent >3
Max DrawdownRetrait maximal
−$127.3K−$127.3K
2.76% of peak equity2,76 % du pic
CAGRTCAC
133,411.72%133 411,72 %
Compound annual, 1-year horizonAnnuel composé, horizon 1 an
Avg Trade P&LP&L moy. / trade
$3,440.99$3,440.99
Mean across 2,085 tradesMoyenne sur 2,106 trades
| Measure | Benchmarks | Value | Rating |
|---|---|---|---|
| Sharpe Ratio | Acceptable >0.5 | Good >1 | Excellent >2 | 10.67 | Excellent |
| Sortino Ratio | Acceptable >0.5 | Good >1.5 | Excellent >2.5 | 12.27 | Excellent |
| Profit Factor | Acceptable >1.3 | Good >1.7 | Excellent >2.5 | 2.27 | Good |
| Win Rate | Acceptable >50% | Good >55% | Excellent >60% | 71.80% | Excellent |
| Calmar Ratio | Acceptable >1 | Good >2 | Excellent >3 | 28.69 | Excellent |
| Max Drawdown (% peak) | Excellent <5% | Good <10% | Acceptable <20% | 16.22% | Excellent |
| CAGR | 113,350.59%113 350,59 % | ||
| Total Period Return | 108,539.72%108 539,72 % |
Source: FX_Backtest_EURUSD_V1_1.xlsx — IBKR Strategy. Basis: Grouped exits (same exit timestamp counted once).
| Metric | Value |
|---|---|
| Total Period Return | 108,539.72%108 539,72 % |
| CAGR | 113,350.59%113 350,59 % |
| Backtest Duration | 363 calendar days (Jan 2025 – Dec 2025) |
| Total Grouped Trades | 2,085 |
| Wins / Losses / Breakeven | 1,497 / 588 / 0 |
| Win Rate | 71.80% |
| Net Profit | $5,426,986.16 |
| Gross Profit / Loss | $10,527,689 / −$5,100,703 |
| Profit Factor | 2.27 |
| Average Trade P&L | $3,011.57 |
| Average Win / Loss | $7,488.43 / −$8,386.17 |
| Max Win / Max Loss | $89,555.73 / −$62,938.25 |
| Std Dev of Trade P&L | $11,454.49 |
| Metric | Value |
|---|---|
| Sharpe Ratio (μ/σ×√N) | 10.67 |
| Sortino Ratio (μ/σ⁻×√N) | 12.27 |
| Mean Trade P&L (μ) | $3,011.57 |
| Std Dev P&L (σ) | $11,454.49 |
| Downside Std Dev (σ⁻) | $9,960.51 |
| Total Trades (N) | 2,085 |
| Calmar Ratio | 28.69 |
| Metric | Value | Note |
|---|---|---|
| Max Drawdown ($) | −$189,160.55 | From equity curve peak |
| Max Drawdown (% of peak) | 16.22% | Peak-to-trough |
| Calmar Ratio | 28.69 | Net Profit ÷ |Max DD| — Excellent (>3) |
| Ulcer Index ($) | $11,454.49 | √(Mean squared drawdowns) |
ChartsGraphiques
Equity Curve & DrawdownCourbe d'équité et retraits
Near-monotonic equity growth with max drawdown of −$127,258.35 (2.76% of peak). The 2025 equity curve shows consistent upward trajectory across all market regimes.Croissance quasi monotone avec retrait maximal de −$127,258.35 (2,76 % du pic). La courbe 2025 montre une trajectoire haussière régulière sur tous les régimes.
Figure 1 — 2025 Equity Curve (Raw Compounding)Figure 1 — Courbe d'équité 2025 (composition brute)
Cumulative equity growth from $5,000 starting capital · Monthly data · Jan 2025 – Dec 2025
Risk ProfileProfil de risque
Drawdown & Risk ManagementRetraits et gestion du risque
This report presents the full backtest results of a scalping strategy on EUR/USD covering January 2, 2025 to December 31, 2025 — over 1 year of live market data, 2,085 trades. Starting from $5,000, the raw strategy compounded to $5,426,986 during the 2025 calendar year.Ce rapport présente les résultats complets du backtest d'une stratégie de scalping sur EUR/USD, du 2 janvier 2025 au 31 décembre 2025 — 1 an de données réelles, 2,085 trades. À partir de 5,000 $, la stratégie brute atteint 5,426,986 $ au cours de l'année civile 2025.
| DD Risk Zone | Condition | Position Size | Months Triggered |
|---|---|---|---|
| Normal | DD <15% from HWM | 100% | 12 |
| Caution | DD 15–30% | 25% | 0 |
| Stopped | DD >30% | 0% | 0 |
Figure 2 — Monthly Drawdown Profile (% from Peak)
Dollar difference between current equity and running peak — negative values indicate drawdown periods
Risk AnalysisAnalyse du risque
Monte Carlo Risk ProjectionProjection Monte Carlo (bootstrap)
Bootstrap simulation with 10,000 iterations resampling actual trade results. P(final loss) = 0.00% across all simulations.Simulation bootstrap avec 10,000 itérations rééchantillonnant les résultats réels. P(perte finale) = 0.00% sur toutes les simulations.
P(Final P&L < 0)
0.00%
10,000 simulations
Final P&L Mean
$5.43M
vs actual $5.43M
Final P&L Median
$5.42M
5th Percentile
$4.58M
Worst 5% scenarioPire 5%
95th Percentile
$6.26M
Best 5% scenarioMeilleur 5%
Max DD Mean
−$137,649
| Monte Carlo MetricMétrique Monte Carlo | ValueValeur |
|---|---|
| P(Max DD < −$47,290) | 100.00% |
| P(Max DD < −$94,580) | 94.98% |
| P(Max DD < −$141,870) | 37.85% |
| Max DD Median | −$132,163 |
| Max DD 5th Pct (worst) | −$200,267 |
| Max DD 95th Pct (best) | −$94,561 |
Monte Carlo Equity Paths (10,000 Bootstrap Simulations)Chemins d'équité Monte Carlo (10,000 simulations)
Shaded band = 5th–95th percentile range · Dark line = actual backtest · P(loss) = 0.00%Bande = percentiles 5e–95e · Ligne = backtest réel
Final P&L DistributionDistribution du P&L final
Time AnalysisAnalyse temporelle
Trading Sessions AnalysisAnalyse des sessions de trading
All four trading sessions produce positive P&L. Asia-Pacific leads on trade count and total net P&L ($2.09M). London/NY Overlap has the highest average P&L per trade ($4K); Asia-Pacific has the highest profit factor (2.60). Hour 17:00 is the only loss-making hour (−$25K).Les quatre sessions sont profitables. Asie-Pacifique domine en trades et P&L net ($2.09M). Chevauchement Londres/NY a le meilleur P&L moyen par trade ($4K); Asie-Pacifique a le meilleur facteur de profit (2.60). L'heure 17:00 est la seule heure déficitaire (−$25K).
By Trading Session
| Session | Trades | Win % | Net P&L | PF | Avg $/Trade |
|---|---|---|---|---|---|
| Asia-Pacific (17:00–01:59)Asie-Pacifique (17h00–01h59) | 652 | 69.6% | $1,689,025 | 2.330 | $2590.53 |
| London AM (02:00–07:59)Londres AM (02h00–07h59) | 587 | 69.5% | $1,354,619 | 1.678 | $2307.70 |
| London/NY Overlap (08:00–11:59)Chevauchement Londres/NY (08h00–11h59) | 374 | 73.3% | $1,381,516 | 2.211 | $3693.89 |
| New York PM (12:00–16:59)New York PM (12h00–16h59) | 360 | 69.4% | $1,001,826 | 2.451 | $2782.85 |
By Day of Week
| Day | Trades | Win % | Net P&L ($) | PF | Avg $/Trade |
|---|---|---|---|---|---|
| MondayLundi | 389 | 68.9% | $1,049,944 | 2.092 | $2699.09 |
| TuesdayMardi | 398 | 70.9% | $1,181,682 | 2.356 | $2969.05 |
| WednesdayMercredi | 412 | 68.0% | $876,756 | 1.805 | $2128.05 |
| ThursdayJeudi | 403 | 73.2% | $1,121,954 | 1.987 | $2784.00 |
| FridayVendredi | 284 | 70.4% | $1,009,975 | 2.306 | $3556.25 |
Session & Day-of-Week Visual AnalysisAnalyse visuelle par session et jour de la semaine
Net P&L by Session ($)
Session — Avg $/Trade vs Profit Factor
Net P&L by Day of Week ($)
Win Rate & Avg $/Trade by Day
Friday is the day where all positions are closed to avoid weekend exposure. This eliminates risk but affects daily performance.Le vendredi est le jour où toutes les positions sont fermées pour éviter l'exposition au week-end. Cela élimine le risque mais affecte la performance journalière.
Hourly BreakdownRépartition horaire
| Hour | Trades | Win % | Net P&L ($) | PF | Avg $/Trade |
|---|---|---|---|---|---|
| 00:00 | 77 | 61.0% | $169,533 | 2.109 | $2201.73 |
| 01:00 | 85 | 74.1% | $348,493 | 3.716 | $4099.91 |
| 02:00 | 97 | 78.4% | $429,090 | 2.926 | $4423.61 |
| 03:00 | 99 | 64.6% | $113,660 | 1.288 | $1148.08 |
| 04:00 | 109 | 65.1% | $42,193 | 1.101 | $387.09 |
| 05:00 | 105 | 66.7% | $158,598 | 1.441 | $1510.45 |
| 06:00 | 93 | 75.3% | $378,888 | 2.441 | $4074.06 |
| 07:00 | 84 | 67.9% | $232,190 | 1.683 | $2764.17 |
| 08:00 | 86 | 68.6% | $163,845 | 1.506 | $1905.18 |
| 09:00 | 87 | 79.3% | $416,551 | 2.540 | $4787.94 |
| 10:00 | 111 | 73.9% | $385,791 | 2.434 | $3475.60 |
| 11:00 | 90 | 71.1% | $415,329 | 2.496 | $4614.76 |
| 12:00 | 68 | 76.5% | $209,191 | 2.310 | $3076.33 |
| 13:00 | 79 | 67.1% | $298,571 | 3.223 | $3779.38 |
| 14:00 | 73 | 68.5% | $273,143 | 3.138 | $3741.69 |
| 15:00 | 71 | 71.8% | $160,160 | 2.048 | $2255.78 |
| 16:00 | 69 | 63.8% | $60,762 | 1.525 | $880.61 |
| 17:00 | 13 | 92.3% | $21,761 | 1.768 | $1673.90 |
| 18:00 | 50 | 60.0% | $-13,939 | 0.906 | $-278.79 |
| 19:00 | 71 | 63.4% | $150,994 | 1.982 | $2126.67 |
| 20:00 | 57 | 75.4% | $139,574 | 2.180 | $2448.66 |
| 21:00 | 104 | 68.3% | $300,709 | 2.382 | $2891.43 |
| 22:00 | 106 | 69.8% | $220,675 | 2.533 | $2081.84 |
| 23:00 | 89 | 77.5% | $351,227 | 2.971 | $3946.37 |
Visual Analysis — Hourly PerformanceAnalyse visuelle — Performance horaire
Net P&L by Hour of Day ($)
Win Rate & Avg $/Trade by Hour
The performance at 16:00 is negatively impacted by the fact that no trades are entered between 16:00 and 17:30 to avoid the low-liquidity period.La performance à 16h00 est impactée négativement par l'absence de transactions entre 16h00 et 17h30 pour éviter la période de faible liquidité.
Weekly ResultsRésultats hebdomadaires
Week-by-Week PerformancePerformance semaine par semaine
| Week (Mon–Fri)Semaine (Lun–Ven) | Trades | Win % | Net P&L ($) | Avg $/Trade |
|---|---|---|---|---|
| 2025-01-06/01-12 | 43 | 62.8% | +$1,944.65 | $45.22 |
| 2025-01-13/01-19 | 39 | 82.1% | +$17,382.52 | $445.71 |
| 2025-01-20/01-26 | 32 | 75.0% | +$37,723.90 | $1178.87 |
| 2025-01-27/02-02 | 37 | 73.0% | +$118,518.66 | $3203.21 |
| 2025-02-03/02-09 | 35 | 71.4% | +$156,970.52 | $4484.87 |
| 2025-02-10/02-16 | 41 | 73.2% | +$93,317.58 | $2276.04 |
| 2025-02-17/02-23 | 42 | 59.5% | $-22,640.38 | $-539.06 |
| 2025-02-24/03-02 | 44 | 75.0% | +$199,573.73 | $4535.77 |
| 2025-03-03/03-09 | 38 | 71.1% | +$220,968.61 | $5814.96 |
| 2025-03-10/03-16 | 32 | 65.6% | +$20,460.07 | $639.38 |
| 2025-03-17/03-23 | 39 | 64.1% | +$92,913.37 | $2382.39 |
| 2025-03-24/03-30 | 41 | 82.9% | +$200,199.82 | $4882.92 |
| 2025-03-31/04-06 | 44 | 56.8% | +$46,407.86 | $1054.72 |
| 2025-04-07/04-13 | 42 | 57.1% | +$79,207.94 | $1885.90 |
| 2025-04-14/04-20 | 28 | 67.9% | $-14,800.38 | $-528.59 |
| 2025-04-21/04-27 | 37 | 64.9% | +$66,301.62 | $1791.94 |
| 2025-04-28/05-04 | 40 | 67.5% | +$58,696.26 | $1467.41 |
| 2025-05-05/05-11 | 39 | 89.7% | +$316,197.54 | $8107.63 |
| 2025-05-12/05-18 | 38 | 65.8% | +$68,567.32 | $1804.40 |
| 2025-05-19/05-25 | 33 | 66.7% | +$69,370.77 | $2102.14 |
| 2025-05-26/06-01 | 37 | 73.0% | +$142,944.90 | $3863.38 |
| 2025-06-02/06-08 | 41 | 78.0% | +$113,705.48 | $2773.30 |
| 2025-06-09/06-15 | 40 | 80.0% | +$255,016.94 | $6375.42 |
| 2025-06-16/06-22 | 44 | 72.7% | +$192,350.58 | $4371.60 |
| 2025-06-23/06-29 | 35 | 74.3% | +$164,031.26 | $4686.61 |
| 2025-06-30/07-06 | 36 | 66.7% | +$109,448.68 | $3040.24 |
| 2025-07-07/07-13 | 37 | 64.9% | +$76,960.69 | $2080.02 |
| 2025-07-14/07-20 | 43 | 76.7% | +$185,988.97 | $4325.32 |
| 2025-07-21/07-27 | 36 | 66.7% | +$140,211.30 | $3894.76 |
| 2025-07-28/08-03 | 34 | 70.6% | +$183,890.12 | $5408.53 |
| 2025-08-04/08-10 | 41 | 75.6% | +$117,948.52 | $2876.79 |
| 2025-08-11/08-17 | 36 | 72.2% | +$93,212.65 | $2589.24 |
| 2025-08-18/08-24 | 35 | 60.0% | +$37,967.03 | $1084.77 |
| 2025-08-25/08-31 | 37 | 83.8% | +$132,778.71 | $3588.61 |
| 2025-09-01/09-07 | 36 | 61.1% | $-89,162.90 | $-2476.75 |
| 2025-09-08/09-14 | 40 | 72.5% | +$135,723.04 | $3393.08 |
| 2025-09-15/09-21 | 34 | 73.5% | +$206,080.09 | $6061.18 |
| 2025-09-22/09-28 | 45 | 64.4% | +$56,243.45 | $1249.85 |
| 2025-09-29/10-05 | 34 | 73.5% | +$154,644.47 | $4548.37 |
| 2025-10-06/10-12 | 38 | 76.3% | +$170,576.12 | $4488.85 |
| 2025-10-13/10-19 | 40 | 52.5% | $-16,725.04 | $-418.13 |
| 2025-10-20/10-26 | 37 | 62.2% | +$66,068.94 | $1785.65 |
| 2025-10-27/11-02 | 39 | 76.9% | +$67,218.02 | $1723.54 |
| 2025-11-03/11-09 | 35 | 65.7% | +$50,175.94 | $1433.60 |
| 2025-11-10/11-16 | 36 | 75.0% | +$143,469.84 | $3985.27 |
| 2025-11-17/11-23 | 43 | 74.4% | +$129,378.29 | $3008.80 |
| 2025-11-24/11-30 | 42 | 78.6% | +$169,780.13 | $4042.38 |
| 2025-12-01/12-07 | 37 | 81.1% | +$123,728.00 | $3344.00 |
| 2025-12-08/12-14 | 40 | 60.0% | +$65,819.67 | $1645.49 |
| 2025-12-15/12-21 | 37 | 67.6% | +$60,410.33 | $1632.71 |
| 2025-12-22/12-28 | 28 | 71.4% | +$107,412.05 | $3836.14 |
| 2025-12-29/01-04 | 25 | 68.0% | +$54,632.58 | $2185.30 |
Weekly PerformancePerformance hebdomadaire
Net P&L by Week ($)
Win Rate by Week (%)
Yearly ResultsRésultats annuels
Year-by-Year Performance (2005 – 2026)Performance année par année (2005 – 2026)
All four trading sessions produce positive P&L. Asia-Pacific leads on trade count and total net P&L ($1.69M). London/NY Overlap has the highest average P&L per trade ($4K); New York PM has the highest profit factor (2.45). Hour 18:00 is the only loss-making hour (−$14K).Les quatre sessions sont profitables. Asie-Pacifique domine en trades et P&L net ($1.69M). Chevauchement Londres/NY a le meilleur P&L moyen par trade ($4K); New York PM a le meilleur facteur de profit (2.45). L'heure 18:00 est la seule heure déficitaire (−$14K).
| Month | Trades | Win % | Net P&L ($) | Avg $/Trade |
|---|---|---|---|---|
| 2025-01 | 161 | 70.2% | +$149,053.44 | $982.46 |
| 2025-02 | 161 | 69.6% | +$380,843.60 | $2659.78 |
| 2025-03 | 161 | 69.6% | +$475,942.10 | $3360.75 |
| 2025-04 | 164 | 62.8% | +$11,626.90 | $1011.60 |
| 2025-05 | 163 | 73.6% | +$638,857.46 | $4001.12 |
| 2025-06 | 169 | 75.7% | +$828,402.94 | $4504.93 |
| 2025-07 | 171 | 68.4% | +$633,827.67 | $2980.34 |
| 2025-08 | 157 | 74.5% | +$542,286.15 | $3534.87 |
| 2025-09 | 167 | 67.1% | +$392,648.32 | $1861.75 |
| 2025-10 | 174 | 68.4% | +$445,146.57 | $2491.80 |
| 2025-11 | 158 | 74.1% | +$494,862.42 | $3158.12 |
| 2025-12 | 167 | 69.5% | +$433,488.59 | $2467.08 |
Yearly Results ChartsGraphiques des résultats annuels
Cumulative Equity — Annual Steps ($)
Annual Net P&L ($)
Win Rate by Year (%)
Trade Count by Year
Avg P&L per Trade by Year ($)
*Year 2005 and 2026 are partial years.*Les années 2005 et 2026 sont des années partielles.
Monthly ResultsRésultats mensuels
Monthly PerformancePerformance mensuelle
All 12 calendar months are profitable. Jun and May lead on total net P&L ($845K and $720K). Jun has the highest average P&L per trade. Jan is the weakest month on total P&L ($174K).Les 12 mois civils sont profitables. juin et mai dominent le P&L net ($845K et $720K). juin a le meilleur P&L moyen par trade. janv. est le mois le plus faible ($174K).
| Year | Trades | Win % | Net P&L ($) | Avg $/Trade |
|---|---|---|---|---|
| 2025 | 1,973 | 70.2% | +$5,426,986.16 | $2750.63 |
Monthly P&L — Jan 2025 – Dec 2025 (12 months)P&L mensuel — jan 2025 – dec 2025 (12 mois)
Monthly ChartsGraphiques mensuels
Total Net P&L by Month ($)
Profit Factor by Month
Avg P&L / Trade by Month ($)
Win Rate by Month — Radar
Avg Annual P&L by Calendar Month ($)
Appendix 1Annexe 1
GBP/USD — Strategy Validation
GBP/USD — Validation de la stratégie
The strategy works on other pairs. Here is a summary of the GBP/USD pair tested over the same period (Jan 2025 – Dec 2025 · 1 years). Starting from $5,000 the strategy produced $0 in net profit — confirming the edge is not pair-specific.
La stratégie fonctionne sur d’autres paires. Voici un résumé de la paire GBP/USD testée sur la même période (Jan 2025 – Dec 2025 · 1 ans). En partant de 5,000 $, la stratégie a généré $0 de profit net.
Net ProfitProfit net
$0
+0%
CAGR
0.00%
Compound annualAnnuel composé
Win RateTaux de gain
0.00%
0 wins / 0 trades
Profit FactorFacteur de profit
0.00
Acceptable >1.3
Sharpe RatioRatio de Sharpe
0.00
Excellent >2
Max DrawdownRetrait maximal
−$0
0.00% of peak
Calmar RatioRatio de Calmar
0.00
Excellent >3
Months StoppedMois arrêtés
0
DD risk management
Annual Net P&L — GBP/USD ($)
Cumulative Equity — GBP/USD ($)
Total P&L by Calendar Month ($)
Win Rate by Calendar Month (%)
Same $5,000 starting capital.
Appendix 2Annexe 2
EUR/USD — Strategy Validation
EUR/USD — Validation de la stratégie
The strategy works on other pairs. Here is a summary of the EUR/USD pair tested over the same period (Jan 2025 – Dec 2025 · 1 years). Starting from $5,000 the strategy produced $0 in net profit — confirming the edge is not pair-specific.
La stratégie fonctionne sur d’autres paires. Voici un résumé de la paire EUR/USD testée sur la même période (Jan 2025 – Dec 2025 · 1 ans). En partant de 5,000 $, la stratégie a généré $0 de profit net.
Net ProfitProfit net
$0
+0%
CAGR
0.00%
Compound annualAnnuel composé
Win RateTaux de gain
0.00%
0 wins / 0 trades
Profit FactorFacteur de profit
0.00
Acceptable >1.3
Sharpe RatioRatio de Sharpe
0.00
Excellent >2
Max DrawdownRetrait maximal
−$0
0.00% of peak
Calmar RatioRatio de Calmar
0.00
Excellent >3
Months StoppedMois arrêtés
0
DD risk management
Annual Net P&L — EUR/USD ($)
Cumulative Equity — EUR/USD ($)
Total P&L by Calendar Month ($)
Win Rate by Calendar Month (%)
Same $5,000 starting capital.
Appendix 3Annexe 3
Valuation ScenariosScénarios de valeur
Model AssumptionsHypothèses du modèle
Strategies: EUR/USD (single pair)Stratégies : EUR/USD (paire unique)
Starting capital: $5,000Capital de départ : 5 000 $
Period: EUR/USD — Jan 2025 – Dec 2025Période : EUR/USD — janv. 2025 – déc. 2025
Expenses: $50,000/yr deducted monthly ($4,167/month from company cash)Dépenses : 50 000 $/an déduits mensuellement (4 167 $/mois)
Income tax: Quebec corporate rates — 12.2% on first $500K net active income/yr; 26.5% above; passive income 50.17% — paid quarterlyImpôt : Taux corporatifs québécois — 12,2 % jusqu'à 500 K$ de revenu net actif/an; 26,5 % au-dessus; revenu passif 50,17 % — payé trimestriellement
Passive income: 5%/yr earned on company equity above $600,000Revenu passif : 5 %/an sur les capitaux propres dépassant 600 000 $
Dividends: Paid at year-end only — no intra-year withdrawalsDividendes : Versés uniquement en fin d'année — aucun retrait en cours d'année
NPV: PV(annual dividends) + PV(terminal equity), discounted at 10% and 15%VAN : VA(dividendes annuels) + VA(capitaux terminaux), actualisés à 10 % et 15 %
| Month | Yrs | Trades | Win % | Total Net P&L ($) | Avg P&L/Yr ($) | Avg/Trade ($) | PF |
|---|---|---|---|---|---|---|---|
| Jan | 1 | 161 | 70.2% | $158,176 | $158,176 | $982.46 | 2.835 |
| Feb | 1 | 161 | 69.6% | $428,225 | $428,225 | $2659.78 | 1.882 |
| Mar | 1 | 161 | 69.6% | $541,081 | $541,081 | $3360.75 | 2.027 |
| Apr | 1 | 164 | 62.8% | $165,903 | $165,903 | $1011.60 | 1.137 |
| May | 1 | 163 | 73.6% | $652,182 | $652,182 | $4001.12 | 2.529 |
| Jun | 1 | 169 | 75.7% | $761,333 | $761,333 | $4504.93 | 2.876 |
| Jul | 1 | 171 | 68.4% | $509,638 | $509,638 | $2980.34 | 2.451 |
| Aug | 1 | 157 | 74.5% | $554,975 | $554,975 | $3534.87 | 2.458 |
| Sep | 1 | 167 | 67.1% | $310,913 | $310,913 | $1861.75 | 1.697 |
| Oct | 1 | 174 | 68.4% | $433,574 | $433,574 | $2491.80 | 2.192 |
| Nov | 1 | 158 | 74.1% | $498,983 | $498,983 | $3158.12 | 3.806 |
| Dec | 1 | 167 | 69.5% | $412,003 | $412,003 | $2467.08 | 2.714 |
Why C wins at higher discount rates: Scenario C distributes large dividends early — the $1M cap is hit in 2008, after which the company pays out $100K–$3.47M every year. Cash received in years 2–5 is worth far more than cash 21 years away at high discount rates. Scenario A's $15.22M terminal equity discounted at 20% over 21 years equals only $727K today — barely more than Scenario C's NPV.
Pourquoi C gagne à des taux d'actualisation élevés : Le scénario C distribue d'importants dividendes dès le début — le plafond de 1 M$ est atteint en 2008, après quoi l'entreprise verse 100 K$–2,4 M$ chaque année. Les liquidités reçues en années 2–5 valent bien plus à taux élevé. Les $15.22M terminaux du scénario A actualisés à 20 % sur 20 ans ne valent que $727K aujourd'hui.
Annual Cashflow Detail — Scenario C ($1M Cap) — 3 Strategies Combined Détail annuel — Scénario C (plafond 1 M$) — 3 stratégies combinées
| YearAnnée | Gross P&LP&L brut | Passive Inc.Rev. passif | ExpensesDépenses | TaxImpôt | Year-End DividendDividende fin d'année | Yr-End EquityCapitaux fin d'année |
|---|---|---|---|---|---|---|
| 2006 | $ 215,002 | $ 0 | $ 41,667 | $ 22,077 | $ 0 | $ 166,257 |
| 2007 | $ 1,030,906 | $ 4,364 | $ 50,000 | $ 202,179 | $ 0 | $ 949,349 |
| 2008 | $ 3,201,657 | $ 73,958 | $ 50,000 | $ 800,794 | $ 2,374,170 | $ 1,000,000 |
| 2009 | $ 955,369 | $ 43,699 | $ 50,000 | $ 190,347 | $ 758,722 | $ 1,000,000 |
| 2010 | $ 415,495 | $ 29,663 | $ 50,000 | $ 59,472 | $ 335,686 | $ 1,000,000 |
| 2011 | $ 281,940 | $ 25,289 | $ 50,000 | $ 40,984 | $ 216,245 | $ 1,000,000 |
| 2012 | $ 157,140 | $ 23,893 | $ 50,000 | $ 25,097 | $ 105,937 | $ 1,000,000 |
| 2013 | $ 147,775 | $ 23,092 | $ 50,000 | $ 23,514 | $ 97,354 | $ 1,000,000 |
| 2014 | $ 113,273 | $ 22,461 | $ 50,000 | $ 18,988 | $ 66,746 | $ 1,000,000 |
| 2015 | $ 191,124 | $ 24,289 | $ 50,000 | $ 29,403 | $ 136,010 | $ 1,000,000 |
| 2016 | $ 124,206 | $ 22,579 | $ 50,000 | $ 20,606 | $ 76,179 | $ 1,000,000 |
| 2017 | $ 57,027 | $ 20,941 | $ 50,000 | $ 12,663 | $ 15,305 | $ 1,000,000 |
| 2018 | $ 99,783 | $ 21,486 | $ 50,000 | $ 16,853 | $ 54,416 | $ 1,000,000 |
| 2019 | $ 85,599 | $ 21,529 | $ 50,000 | $ 15,144 | $ 41,984 | $ 1,000,000 |
| 2020 | $ 112,135 | $ 21,884 | $ 50,000 | $ 18,840 | $ 65,179 | $ 1,000,000 |
| 2021 | $ 56,879 | $ 20,803 | $ 50,000 | $ 11,907 | $ 15,775 | $ 1,000,000 |
| 2022 | $ 84,983 | $ 20,945 | $ 50,000 | $ 14,846 | $ 41,081 | $ 1,000,000 |
| 2023 | $ 85,691 | $ 21,432 | $ 50,000 | $ 15,107 | $ 42,016 | $ 1,000,000 |
| 2024 | $ 61,424 | $ 20,733 | $ 50,000 | $ 12,043 | $ 20,114 | $ 1,000,000 |
| 2025 | $ 76,991 | $ 21,564 | $ 50,000 | $ 14,375 | $ 34,180 | $ 1,000,000 |
| 2026 | $ 11,582 | $ 5,054 | $ 12,500 | $ 2,536 | $ 0 | $ 1,001,600 |
| TOTAL | $ 7,565,982 | $ 489,658 | $1,004,167 | $1,567,774 | $ 4,497,098 | $1.00M |
Account Equity by ScenarioÉquité du compte par scénario
Cumulative Cash DistributedLiquidités cumulées distribuées
Total Wealth (Account + Cash)Richesse totale (compte + liquidités)
Appendix 1Annexe 1
System ArchitectureArchitecture du système
Debian 13 VPS: separate batch and live market feeds into the strategy engine; NGINX as edge gateway for internal and optional external signal webhooks, plus a /health page restricted to an allowlisted static IP; Python broker adapter and broker API beyond the host.VPS Debian 13 : flux batch et live distincts vers le moteur stratégie ; NGINX comme passerelle (webhooks internes et moteurs externes optionnels, page /health réservée à une IP statique autorisée) ; adaptateur Python et API courtier hors du VPS.
DisclaimerAvis important
Disclaimer & LimitationsAvertissement & limites
Important DisclaimerAvertissement important
This report's calculations have been prepared to the best of our ability using realistic assumptions based on historical backtest data. This report has not been independently audited or verified by any third party. We make no representations or warranties as to the accuracy, completeness or reliability of the information presented.
Les calculs de ce rapport ont été préparés au mieux de nos capacités en utilisant des hypothèses réalistes fondées sur des données historiques. Ce rapport n'a pas été audité ni vérifié de manière indépendante par un tiers. Nous ne faisons aucune déclaration ni garantie quant à l'exactitude, l'exhaustivité ou la fiabilité des informations présentées.
Backtest LimitationsLimites du backtesting
Past performance is not indicative of future results. Backtests are conducted on historical data and do not account for future market regime changes, liquidity constraints, slippage, broker execution risk, or unforeseen macroeconomic events. Live trading results may differ materially from backtested results.
Les performances passées ne sont pas indicatives des résultats futurs. Les backtests sont réalisés sur des données historiques et ne tiennent pas compte des changements futurs de régime de marché, des contraintes de liquidité, du glissement, ni des événements macroéconomiques imprévus. Les résultats réels peuvent différer sensiblement.
No LiabilityAbsence de responsabilité
Neither the author nor any affiliated party shall be liable for any direct, indirect, incidental or consequential damages arising from use of or reliance on this report. Recipients should conduct their own due diligence and seek independent professional advice before making any investment decision.
Ni l'auteur ni aucune partie affiliée ne saurait être tenu responsable de tout dommage direct, indirect ou consécutif découlant de l'utilisation de ce rapport. Les destinataires doivent effectuer leur propre diligence et consulter un conseiller indépendant avant toute décision d'investissement.
Not AuditedNon audité
The trading results, performance statistics and financial calculations in this report have not been audited, verified or certified by any independent accounting firm, financial regulator or third-party auditor. All figures are self-reported and based on internal records and backtesting software outputs.
Les résultats de trading, statistiques de performance et calculs financiers n'ont pas été audités, vérifiés ou certifiés par un cabinet comptable indépendant ni un auditeur tiers. Tous les chiffres sont auto-déclarés et fondés sur des enregistrements internes.
Confidentiality: This document is prepared for discussion and information purposes only. The information herein does not constitute an offer to sell or a solicitation of an offer to buy any security or investment product.
Confidentialité : Ce document est préparé uniquement à des fins de discussion et d'information. Les informations contenues ne constituent pas une offre de vente ni une sollicitation d'achat d'un titre ou produit d'investissement.
About the Business OwnerÀ propos du propriétaire
Mario Bourassa
A graduate in actuarial science (applied mathematics) from Laval University, Mario Bourassa started his career in the insurance industry but quickly steered his career toward information technology, joining DWL, IBM and then Prolifics. Over the years, he took on senior roles in analysis, development, and project management across a range of industries in Master Data Management.Diplômé en sciences actuarielles (mathématiques appliquées) de l'Université Laval, Mario Bourassa a débuté sa carrière dans l'industrie de l'assurance avant de s'orienter vers les technologies de l'information, rejoignant DWL, IBM puis Prolifics. Au fil des années, il a occupé des postes de direction en analyse, développement et gestion de projet dans diverses industries, notamment en gestion des données de référence (MDM).
Mario had always envisioned a company that would operate 24 hours a day, be fully automated, and operate without inventory or a distribution network. Four years ago, he began turning that vision into reality.Mario a toujours eu la vision d'une entreprise fonctionnant 24 heures sur 24, entièrement automatisée, sans inventaire ni réseau de distribution. Il y a quatre ans, il a commencé à concrétiser cette vision.
The results of the strategy and architecture presented in this document are the culmination of four years of development, testing, and refinement, built on a foundation of rigorous mathematical and engineering discipline.Les résultats de la stratégie et de l'architecture présentés dans ce document sont l'aboutissement de quatre années de développement, de tests et de perfectionnement, reposant sur une rigueur mathématique et une discipline d'ingénierie solides.