Overview
This page outlines the current strategy configuration in use, how trades are managed, and how the back-testing report is produced. The present setup has only been in live use for the past couple of weeks, after an earlier more trend-based configuration proved less effective during choppier market conditions.
The report shown at the bottom of the page is generated by our own analysis software and is designed to replay batches of live signal alerts as realistic trades, including target ladders, stop-loss logic, trailing-stop logic, fees, and conservative execution modifiers. The current report covers the assessment window beginning on 22nd September 2025 and evaluates four active signal sets together under the same trade-management framework.
This is the original file generated by the software and uploaded to the server in raw form. We have left it uncondensed so the full detail remains visible. We do use a wide monitor, so some visitors may need to scroll horizontally in places, and we do apologise for that, but we would rather show the complete output than a simplified version that leaves important information out. The report assumes full leverage, whereas the strategy is currently being traded at half leverage while we continue validating stability and consistency before scaling exposure.
What this report is showing
This report is not a theoretical indicator study. It is a trade outcome study.
Each alert batch is processed using the same decision logic the system would use in live conditions. That includes grouped alerts, target ladders, trailing-stop behaviour, stop-loss handling, and capped assessment windows. The report then summarises the outcome of each trade, the cumulative effect over time, and the resulting risk-adjusted performance. The current configuration uses four strategies, with distinct target ladders and stop-loss settings. They are synced together as a single batch and assessed from the same start date with their unique configurations.
Conservative execution note
This analysis is intentionally conservative.
The report applies conservative execution adjustments before producing final figures. These modifiers are used to reduce theoretical profits and keep the analysis grounded in realistic live conditions.
Why slippage matters
Slippage is not ignored here.
It is one of the main reasons trend-following entries have been reduced and why the current deployment is more selective. Reversal-style entries are generally more robust to entry-price noise, while some trend entries can suffer more when price is moving aggressively at the moment of execution. That is why the live strategy is not simply “take everything the backtest likes”. It is filtered to favour setups where real execution is more likely to resemble the report.
This is also why the strategy does not aim for the maximum move shown in the backtest. It is built around locking in realistic minimum outcomes rather than assuming every trade will capture the full excursion.
Current configuration at a glance
The current report combines four active strategy files:
- ST_sniper_9_alert_log6.csv
- sniper_3_alert_log6.csv
- APHF_sniper_9_alert_log6.csv
- CA_BP_PV_WD_ST_cluster_from_RE.csv
The three reversal-style sets use tighter target ladders and smaller stop structures, while the trend-focused set is configured for larger moves with fewer signals. For example, one of the reversal ladders begins at 1.2%, while the deeper trend-focused ladder begins at 4.0% with 3.0% stop-loss settings.
How to read the report
- Batch Analysis Results shows how each signal batch would have played out as an actual managed trade.
- Cumulative Target Summary shows how often target levels were reached across the strategy set.
- Potential Profit shows the weighted outcome after fees and modifiers.
- Overall Summary Statistics shows aggregate trade performance.
- Daily and Compounded Profit Curves show the chronological growth path and the compounded version of that same path.
- Risk-Adjusted Metrics show performance through the lens of consistency, volatility, expectancy, and drawdown.
- Drawdown Analysis shows both standard max drawdown and the harsher worst-starting-point view.
- Period Performance Summary shows the best and worst days, weeks, and months, plus how often the strategy actually traded.
Important note on interpretation
Backtesting is not a guarantee of future returns. It is a decision tool.
The purpose of this page is to show that the current strategy is not being selected casually. It is being filtered, stress-checked, and judged on realistic trade management, conservative profit assumptions, and visible drawdown behaviour before being relied upon in live deployment.