GBPUSD H1 — Optimised Settings

In-sample 2025-03-24 → 2026-02-27 · out-of-sample 2026-02-27 → 2026-08-28 · 2,904 configurations evaluated · 0 finalists · 15 robust

GBPUSD H17,913 barspaper 376 TP0 SLmodel: slowlabel 75p / 30pregime ONtrend OFFOOS profitable

Out-of-sample confirmed

This configuration stayed profitable on the untouched 2026-02-27 → 2026-08-28 slice (+4.17%).

Net profit

$1,231.20

+12.31% on $10,000.00

Min. account

$513.92

for 0.01 lot at 1:500, drawdown budget

Max drawdown

2.51%

$256.96 peak-to-trough

Profit factor

4.89

recovery 4.79

Trades

377

340W / 37L

Win rate

90.2%

exp $3.27/trade

Sharpe

1.80

sortino 1.68

Exposure

100%

of bars holding

Worst streak

consecutive losses

Equity curve

Dashed grey line = buy & hold over the same window (+0.78%). Dotted line = starting deposit.

Capital requirement

Minimum account balance — $513.92

Running 0.01 lot on GBPUSD at 1:500 leverage needs about $513.92 of balance. The binding constraint is drawdown budget.

Margin is charged on notional value, so one 0.01-lot USD-quoted position costs $2.68; the peak stack of 0.24 lots therefore needed $64.27.
Margin is not released while a position is underwater. At the worst moment the stack carried $265.55 of floating loss on top of that margin, which is why $329.82 is the floor, not $64.27.
The drawdown budget is the real requirement on most of these presets: $513.92 = 2.0 x the $256.96 worst backtest drawdown. Half of that is the headroom that makes the strategy survivable rather than merely funded.

Burn-in note: this is a grid with no stop loss (InpStopLoss = 0, so losses are only closed by the basket TP or the protection switch) at 100% exposure, so the tail is unbounded in principle. The figure above is sized on this 19-month sample; a sustained trend can exceed it.

Drawdown

Monthly P&L

Metrics

Capital

Inputs

Validation

Trades

In-sample vs out-of-sample

Metric	In-sample	Out-of-sample	Note
Net profit	$807.55	$416.50
Return %	8.08%	4.17%	OOS must stay positive
Max drawdown %	2.51%	2.34%
Profit factor	4.89	4.90
Trades	249	124	OOS window 2026-02-27 to 2026-08-28
Win rate	90.4%	90.3%
Sharpe	1.78	1.99
Exposure	100%	100%

Monthly breakdown

Month	P&L
2025-05	+26.80
2025-06	+55.40
2025-07	+135.10
2025-08	+53.60
2025-09	+108.70
2025-10	+82.40
2025-11	+81.50
2025-12	+81.50
2026-01	+27.80
2026-02	+134.50
2026-03	+109.20
2026-04	+54.70
2026-05	+81.40
2026-06	+54.70
2026-07	+108.30
2026-08	+35.60

How the minimum balance is derived

Item	Amount	Basis
Leverage assumed	1:500	your account setting
Peak simultaneous position	0.24 lots	8 (up to 12) grid slots x 0.01 lot
Margin per 1.00 lot	$267.79	$133,897.00 notional at the effective price
Margin for the whole stack	$64.27	at the effective price 1.33897 that reproduces the peak notional
Worst floating loss	-$265.55	largest unrealised drawdown of the open stack
Margin + floating loss	$329.82	margin is not released while the stack is underwater
Drawdown budget (x2.0)	$513.92	worst backtest drawdown $256.96
Pip value per 0.01 lot	$0.10	$10.00 per pip per 1.00 lot
Margin level at the worst moment	3.86	equity / used margin if funded with exactly the minimum; 1.00 = margin still fully covered

Margin arithmetic: contract × lots × price ÷ leverage — the quote currency is USD, so the notional is already in the account currency. The price used for the total is the effective peak price (1.33897) — the single price that reproduces the peak notional actually carried — not the last bar's, because the margin was charged bar by bar as the position grew.

Shipped settings — `GBPUSD_H1.set`

Distance inputs are price offsets, matching the EA's NormalizeDouble(price ± input, digits). The pip equivalent is shown for reference.

Input	Value	Interpretation
`InpStopLoss` distance	0	0.0 pips
`InpTakeProfit` distance	0.028	280.0 pips
`InpLotSize`	0.01
`InpTrailing` distance	0	disabled
`InpGridDistance` distance	0.0112	112.0 pips
`InpMaxGrid`	8
`InpBuyEnable`	true
`InpSellEnable`	true
`InpFixedLot`	true
`InpLotRatio`	1
`InpWindow`	12
`InpBack`	15
`InpLabelSL` distance	0.003	30.0 pips
`InpLabelTP` distance	0.0075	75.0 pips
`InpTrainBars`	2000
`InpRetrainBars`	48
`InpForestTrees`	20
`InpMaxDepth`	8
`InpMinSamples`	10
`InpClassWeight`	2
`InpTrendFilter`	false
`InpTrendSMA`	200
`InpTrendADXMin`	18
`InpTrendStrength`	0.3
`InpProtectEnable`	true
`InpMaxDrawdownPct`	30
`InpMaxDailyLoss`	0
`InpStopOnProtect`	true
`InpRegimeAdapt`	true
`InpRegimePeriod`	20
`InpRangeADXMax`	22
`InpTrendADXExit`	30
`InpBBRangeMin`	0.001
`InpBBRangeMax`	0.008
`InpGridATRmult`	1
`InpRangeLotMult`	1
`InpTrendLotMult`	0.2
`InpRangeMaxGridMult`	1.5
`InpTrendMaxGridMult`	0.3
`InpGridMaxLoss`	0

EA defaults vs optimised

Metric	EA defaults	Optimised
Net profit	$2.39	$1,231.20
Return	0.02%	12.31%
Max drawdown	0.02%	2.51%
Profit factor	1.04	4.89
Trades	2	377
Win rate	50.0%	90.2%

First 200 of 377 closed trades

Opened	Side	Lots	Entry	Exit	Reason	P&L	Closed
2025-05-21 07:00	SELL	0.01	1.34289	1.35366	TP	-10.87	2025-05-27
2025-05-26 03:00	SELL	0.01	1.35596	1.35366	TP	+2.20	2025-05-27
2025-05-26 04:00	SELL	0.01	1.35826	1.35366	TP	+4.50	2025-05-27
2025-05-26 05:00	SELL	0.01	1.35806	1.35366	TP	+4.30	2025-05-27
2025-05-26 06:00	SELL	0.01	1.35776	1.35366	TP	+4.00	2025-05-27
2025-05-26 07:00	SELL	0.01	1.35811	1.35366	TP	+4.35	2025-05-27
2025-05-26 08:00	SELL	0.01	1.35876	1.35366	TP	+5.00	2025-05-27
2025-05-26 09:00	SELL	0.01	1.35719	1.35366	TP	+3.43	2025-05-27
2025-05-26 10:00	SELL	0.01	1.35653	1.35366	TP	+2.77	2025-05-27
2025-05-26 11:00	SELL	0.01	1.35628	1.35366	TP	+2.52	2025-05-27
2025-05-26 12:00	SELL	0.01	1.35600	1.35366	TP	+2.24	2025-05-27
2025-05-26 13:00	SELL	0.01	1.35608	1.35366	TP	+2.32	2025-05-27
2025-05-29 13:00	SELL	0.01	1.34713	1.35110	TP	-4.07	2025-06-06
2025-06-05 16:00	SELL	0.01	1.36009	1.35110	TP	+8.89	2025-06-06
2025-06-05 17:00	SELL	0.01	1.35902	1.35110	TP	+7.82	2025-06-06
2025-06-05 19:00	SELL	0.01	1.35849	1.35110	TP	+7.29	2025-06-06
2025-06-05 20:00	SELL	0.01	1.35877	1.35110	TP	+7.57	2025-06-06
2025-05-21 22:00	BUY	0.01	1.34159	1.36959	TP	+27.90	2025-06-26
2025-06-09 04:00	SELL	0.01	1.35517	1.36618	TP	-11.11	2025-07-02
2025-06-25 22:00	SELL	0.01	1.36639	1.36618	TP	+0.11	2025-07-02
2025-06-26 01:00	SELL	0.01	1.36650	1.36618	TP	+0.22	2025-07-02
2025-06-26 02:00	SELL	0.01	1.36885	1.36618	TP	+2.57	2025-07-02
2025-06-26 03:00	SELL	0.01	1.36882	1.36618	TP	+2.54	2025-07-02
2025-06-26 04:00	SELL	0.01	1.36904	1.36618	TP	+2.76	2025-07-02
2025-06-26 05:00	SELL	0.01	1.37049	1.36618	TP	+4.21	2025-07-02
2025-06-26 06:00	SELL	0.01	1.37096	1.36618	TP	+4.68	2025-07-02
2025-06-26 07:00	SELL	0.01	1.36992	1.36618	TP	+3.64	2025-07-02
2025-06-26 08:00	SELL	0.01	1.37077	1.36618	TP	+4.49	2025-07-02
2025-06-26 09:00	SELL	0.01	1.37172	1.36618	TP	+5.44	2025-07-02
2025-06-26 10:00	SELL	0.01	1.37351	1.36618	TP	+7.23	2025-07-02
2025-06-27 13:00	BUY	0.01	1.37235	1.36337	TP	-9.08	2025-07-08
2025-07-02 15:00	BUY	0.01	1.36073	1.36337	TP	+2.54	2025-07-08
2025-07-02 16:00	BUY	0.01	1.35856	1.36337	TP	+4.71	2025-07-08
2025-07-02 17:00	BUY	0.01	1.35930	1.36337	TP	+3.97	2025-07-08
2025-07-07 10:00	BUY	0.01	1.36040	1.36337	TP	+2.87	2025-07-08
2025-07-07 11:00	BUY	0.01	1.35800	1.36337	TP	+5.27	2025-07-08
2025-07-07 12:00	BUY	0.01	1.36088	1.36337	TP	+2.39	2025-07-08
2025-07-07 13:00	BUY	0.01	1.36021	1.36337	TP	+3.06	2025-07-08
2025-07-07 19:00	BUY	0.01	1.35945	1.36337	TP	+3.82	2025-07-08
2025-07-07 20:00	BUY	0.01	1.36047	1.36337	TP	+2.80	2025-07-08
2025-07-07 21:00	BUY	0.01	1.36112	1.36337	TP	+2.15	2025-07-08
2025-07-07 22:00	BUY	0.01	1.36092	1.36337	TP	+2.35	2025-07-08
2025-07-03 23:00	SELL	0.01	1.36526	1.33726	TP	+27.90	2025-07-16
2025-07-08 12:00	BUY	0.01	1.35948	1.35020	TP	-9.38	2025-07-21
2025-07-14 05:00	BUY	0.01	1.34737	1.35020	TP	+2.73	2025-07-21
2025-07-14 06:00	BUY	0.01	1.34814	1.35020	TP	+1.96	2025-07-21
2025-07-14 07:00	BUY	0.01	1.34756	1.35020	TP	+2.54	2025-07-21
2025-07-14 08:00	BUY	0.01	1.34652	1.35020	TP	+3.58	2025-07-21
2025-07-14 09:00	BUY	0.01	1.34563	1.35020	TP	+4.47	2025-07-21
2025-07-14 11:00	BUY	0.01	1.34753	1.35020	TP	+2.57	2025-07-21
2025-07-14 14:00	BUY	0.01	1.34823	1.35020	TP	+1.87	2025-07-21
2025-07-14 15:00	BUY	0.01	1.34774	1.35020	TP	+2.36	2025-07-21
2025-07-14 16:00	BUY	0.01	1.34819	1.35020	TP	+1.91	2025-07-21
2025-07-14 17:00	BUY	0.01	1.34469	1.35020	TP	+5.41	2025-07-21
2025-07-14 18:00	BUY	0.01	1.34329	1.35020	TP	+6.81	2025-07-21
2025-07-16 12:00	SELL	0.01	1.33950	1.34897	TP	-9.57	2025-07-25
2025-07-22 18:00	SELL	0.01	1.35178	1.34897	TP	+2.71	2025-07-25
2025-07-22 19:00	SELL	0.01	1.35284	1.34897	TP	+3.77	2025-07-25
2025-07-22 20:00	SELL	0.01	1.35216	1.34897	TP	+3.09	2025-07-25
2025-07-22 21:00	SELL	0.01	1.35259	1.34897	TP	+3.52	2025-07-25
2025-07-22 22:00	SELL	0.01	1.35299	1.34897	TP	+3.92	2025-07-25
2025-07-22 23:00	SELL	0.01	1.35255	1.34897	TP	+3.48	2025-07-25
2025-07-23 00:00	SELL	0.01	1.35215	1.34897	TP	+3.08	2025-07-25
2025-07-23 01:00	SELL	0.01	1.35244	1.34897	TP	+3.37	2025-07-25
2025-07-23 02:00	SELL	0.01	1.35197	1.34897	TP	+2.90	2025-07-25
2025-07-23 03:00	SELL	0.01	1.35252	1.34897	TP	+3.45	2025-07-25
2025-07-23 04:00	SELL	0.01	1.35214	1.34897	TP	+3.07	2025-07-25
2025-07-22 09:00	BUY	0.01	1.34711	1.33852	TP	-8.69	2025-08-07
2025-07-28 20:00	BUY	0.01	1.33592	1.33852	TP	+2.50	2025-08-07
2025-07-28 21:00	BUY	0.01	1.33533	1.33852	TP	+3.09	2025-08-07
2025-07-28 22:00	BUY	0.01	1.33541	1.33852	TP	+3.01	2025-08-07
2025-07-28 23:00	BUY	0.01	1.33499	1.33852	TP	+3.43	2025-08-07
2025-07-29 00:00	BUY	0.01	1.33558	1.33852	TP	+2.84	2025-08-07
2025-07-29 02:00	BUY	0.01	1.33591	1.33852	TP	+2.51	2025-08-07
2025-07-29 03:00	BUY	0.01	1.33451	1.33852	TP	+3.91	2025-08-07
2025-07-29 04:00	BUY	0.01	1.33490	1.33852	TP	+3.52	2025-08-07
2025-07-29 05:00	BUY	0.01	1.33557	1.33852	TP	+2.85	2025-08-07
2025-07-29 06:00	BUY	0.01	1.33406	1.33852	TP	+4.36	2025-08-07
2025-07-29 07:00	BUY	0.01	1.33491	1.33852	TP	+3.51	2025-08-07
2025-07-29 21:00	SELL	0.01	1.33542	1.34539	TP	-10.07	2025-08-20
2025-08-11 08:00	SELL	0.01	1.34666	1.34539	TP	+1.17	2025-08-20
2025-08-11 09:00	SELL	0.01	1.34672	1.34539	TP	+1.23	2025-08-20
2025-08-12 11:00	SELL	0.01	1.34676	1.34539	TP	+1.27	2025-08-20
2025-08-12 15:00	SELL	0.01	1.34841	1.34539	TP	+2.92	2025-08-20
2025-08-12 16:00	SELL	0.01	1.34868	1.34539	TP	+3.19	2025-08-20
2025-08-12 17:00	SELL	0.01	1.34865	1.34539	TP	+3.16	2025-08-20
2025-08-12 18:00	SELL	0.01	1.35053	1.34539	TP	+5.04	2025-08-20
2025-08-12 19:00	SELL	0.01	1.35141	1.34539	TP	+5.92	2025-08-20
2025-08-12 20:00	SELL	0.01	1.35058	1.34539	TP	+5.09	2025-08-20
2025-08-12 21:00	SELL	0.01	1.34941	1.34539	TP	+3.92	2025-08-20
2025-08-12 22:00	SELL	0.01	1.34941	1.34539	TP	+3.92	2025-08-20
2025-08-21 11:00	SELL	0.01	1.34646	1.35295	TP	-6.59	2025-09-12
2025-09-09 08:00	SELL	0.01	1.35784	1.35295	TP	+4.79	2025-09-12
2025-09-09 12:00	SELL	0.01	1.35866	1.35295	TP	+5.61	2025-09-12
2025-09-09 13:00	SELL	0.01	1.35766	1.35295	TP	+4.61	2025-09-12
2025-09-11 19:00	SELL	0.01	1.35770	1.35295	TP	+4.65	2025-09-12
2025-09-11 21:00	SELL	0.01	1.35784	1.35295	TP	+4.79	2025-09-12
2025-09-11 22:00	SELL	0.01	1.35771	1.35295	TP	+4.66	2025-09-12
2025-09-12 01:00	SELL	0.01	1.35773	1.35295	TP	+4.68	2025-09-12
2025-08-08 15:00	BUY	0.01	1.34225	1.37025	TP	+27.90	2025-09-17
2025-09-17 21:00	BUY	0.01	1.36396	1.35256	TP	-11.50	2025-09-23
2025-09-19 09:00	BUY	0.01	1.35084	1.35256	TP	+1.62	2025-09-23
2025-09-19 10:00	BUY	0.01	1.34917	1.35256	TP	+3.29	2025-09-23
2025-09-19 11:00	BUY	0.01	1.34997	1.35256	TP	+2.49	2025-09-23
2025-09-19 12:00	BUY	0.01	1.35055	1.35256	TP	+1.91	2025-09-23
2025-09-19 13:00	BUY	0.01	1.34966	1.35256	TP	+2.80	2025-09-23
2025-09-19 14:00	BUY	0.01	1.34782	1.35256	TP	+4.64	2025-09-23
2025-09-19 15:00	BUY	0.01	1.34692	1.35256	TP	+5.54	2025-09-23
2025-09-19 16:00	BUY	0.01	1.34897	1.35256	TP	+3.49	2025-09-23
2025-09-19 17:00	BUY	0.01	1.34830	1.35256	TP	+4.16	2025-09-23
2025-09-19 18:00	BUY	0.01	1.34831	1.35256	TP	+4.15	2025-09-23
2025-09-19 19:00	BUY	0.01	1.34826	1.35256	TP	+4.20	2025-09-23
2025-09-23 11:00	BUY	0.01	1.35042	1.33835	TP	-12.17	2025-09-26
2025-09-25 15:00	BUY	0.01	1.33837	1.33835	TP	-0.12	2025-09-26
2025-09-25 16:00	BUY	0.01	1.33712	1.33835	TP	+1.13	2025-09-26
2025-09-25 17:00	BUY	0.01	1.33478	1.33835	TP	+3.47	2025-09-26
2025-09-25 18:00	BUY	0.01	1.33492	1.33835	TP	+3.33	2025-09-26
2025-09-25 19:00	BUY	0.01	1.33392	1.33835	TP	+4.33	2025-09-26
2025-09-25 20:00	BUY	0.01	1.33355	1.33835	TP	+4.70	2025-09-26
2025-09-25 21:00	BUY	0.01	1.33339	1.33835	TP	+4.86	2025-09-26
2025-09-25 22:00	BUY	0.01	1.33367	1.33835	TP	+4.58	2025-09-26
2025-09-25 23:00	BUY	0.01	1.33422	1.33835	TP	+4.03	2025-09-26
2025-09-26 00:00	BUY	0.01	1.33360	1.33835	TP	+4.65	2025-09-26
2025-09-26 01:00	BUY	0.01	1.33428	1.33835	TP	+3.97	2025-09-26
2025-09-12 21:00	SELL	0.01	1.35690	1.32890	TP	+27.90	2025-10-09
2025-09-29 23:00	BUY	0.01	1.34304	1.33339	TP	-9.75	2025-10-10
2025-10-09 18:00	BUY	0.01	1.33098	1.33339	TP	+2.31	2025-10-10
2025-10-09 19:00	BUY	0.01	1.32941	1.33339	TP	+3.88	2025-10-10
2025-10-09 20:00	BUY	0.01	1.32986	1.33339	TP	+3.43	2025-10-10
2025-10-09 21:00	BUY	0.01	1.32820	1.33339	TP	+5.09	2025-10-10
2025-10-09 22:00	BUY	0.01	1.32972	1.33339	TP	+3.57	2025-10-10
2025-10-09 23:00	BUY	0.01	1.33017	1.33339	TP	+3.12	2025-10-10
2025-10-10 00:00	BUY	0.01	1.33031	1.33339	TP	+2.98	2025-10-10
2025-10-10 01:00	BUY	0.01	1.32996	1.33339	TP	+3.33	2025-10-10
2025-10-10 02:00	BUY	0.01	1.33032	1.33339	TP	+2.97	2025-10-10
2025-10-10 03:00	BUY	0.01	1.33047	1.33339	TP	+2.82	2025-10-10
2025-10-10 04:00	BUY	0.01	1.33023	1.33339	TP	+3.06	2025-10-10
2025-10-10 18:00	SELL	0.01	1.33421	1.33284	TP	+1.27	2025-10-22
2025-10-17 08:00	SELL	0.01	1.34682	1.33284	TP	+13.88	2025-10-22
2025-10-17 09:00	SELL	0.01	1.34549	1.33284	TP	+12.55	2025-10-22
2025-10-24 15:00	SELL	0.01	1.33449	1.30649	TP	+27.90	2025-11-04
2025-11-05 10:00	SELL	0.01	1.30444	1.31318	TP	-8.84	2025-11-11
2025-11-07 18:00	SELL	0.01	1.31615	1.31318	TP	+2.87	2025-11-11
2025-11-07 19:00	SELL	0.01	1.31694	1.31318	TP	+3.66	2025-11-11
2025-11-07 20:00	SELL	0.01	1.31671	1.31318	TP	+3.43	2025-11-11
2025-11-07 21:00	SELL	0.01	1.31575	1.31318	TP	+2.47	2025-11-11
2025-11-07 22:00	SELL	0.01	1.31624	1.31318	TP	+2.96	2025-11-11
2025-11-07 23:00	SELL	0.01	1.31620	1.31318	TP	+2.92	2025-11-11
2025-11-10 09:00	SELL	0.01	1.31567	1.31318	TP	+2.39	2025-11-11
2025-11-10 10:00	SELL	0.01	1.31736	1.31318	TP	+4.08	2025-11-11