Current 14 + ORB 0.5R

2025-10-06 → 2026-10-06 (end exclusive) · $10,000 initial balance

Matching component histories: 17 / 17 current members.

Five-year source tick quality: 15% real ticks. Earlier unavailable ticks may be simulated by MT5.

{
  "gold-overnight-value-area": {
    "invalid_stops": 12
  },
  "nasdaq-5m-candle-momentum": {
    "invalid_stops": 642
  }
}

Closed DD uses completed-position net cash, including recorded costs—not open-position losses. Daily DD resets at UTC midnight and measures the drop from that day's closed-balance peak; % and USD are independent maxima. Risk, balance, period and daily-limit changes recalculate these figures. The daily-loss limit uses loss from day-start balance, not peak-to-trough DD; existing trades can exceed it.

{
  "daily_stopped_days": 0,
  "ruin": false,
  "skipped_entries": 0
}

Fixed $50 initial-stop risk, fractional-lot entry replay on $10,000.

Matched current strategy settings; frozen membership, no re-selection or optimization. Research overlay of separate five-year native MT5 tests, not a native simultaneous shared-margin portfolio. Each selected window replays sizing/guards from a fresh balance and excludes carry-in/carry-out positions. MT5 end-of-test liquidations are excluded from these closed-trade replays. The 3-year/recent views are slices/replays of the five-year signal ledger, not independent native tests. Source real-tick coverage varies: 15% real ticks. MT5 may synthesize unavailable earlier ticks. Partial exits/costs are collapsed at final close. Intratrade floating equity, shared margin, lot rounding and rejected-entry retries are not reconstructed. Some native journals report rejected stops/volumes; only actual native fills are replayed, not idealized successful entries or trailing updates. Journal message counts are not unique rejected-trade counts.