USDCHF 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

USDCHF H17,913 barspaper 1417 TP0 SLmodel: slowlabel 60p / 24pregime ONtrend OFFOOS profitable

Out-of-sample confirmed

This configuration stayed profitable on the untouched 2026-02-27 → 2026-08-28 slice (+6.50%).

Net profit

$1,615.45

+16.15% on $10,000.00

Min. account

$720.15

for 0.01 lot at 1:500, drawdown budget

Max drawdown

3.54%

$360.08 peak-to-trough

Profit factor

4.38

recovery 4.49

Trades

1425

1163W / 262L

Win rate

81.6%

exp $1.13/trade

Sharpe

1.95

sortino 2.60

Exposure

97%

of bars holding

Worst streak

consecutive losses

Equity curve

Dashed grey line = buy & hold over the same window (-1.59%). Dotted line = starting deposit.

Capital requirement

Minimum account balance — $720.15

Running 0.01 lot on USDCHF at 1:500 leverage needs about $720.15 of balance. The binding constraint is drawdown budget.

Margin is charged on notional value, so one 0.01-lot USD-based position costs $2.00; the peak stack of 0.24 lots therefore needed $48.00.
Margin is not released while a position is underwater. At the worst moment the stack carried $376.35 of floating loss on top of that margin, which is why $424.35 is the floor, not $48.00.
The drawdown budget is the real requirement on most of these presets: $720.15 = 2.0 x the $360.08 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 97% 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	$950.72	$649.54
Return %	9.51%	6.50%	OOS must stay positive
Max drawdown %	3.54%	2.34%
Profit factor	4.37	4.16
Trades	856	565	OOS window 2026-02-27 to 2026-08-28
Win rate	81.0%	81.6%
Sharpe	1.88	2.05
Exposure	97%	98%

Monthly breakdown

Month	P&L
2025-05	+53.65
2025-06	+120.39
2025-07	+63.67
2025-08	+79.89
2025-09	+135.83
2025-10	+122.89
2025-11	+64.33
2025-12	+56.77
2026-01	+161.95
2026-02	+98.55
2026-03	+131.16
2026-04	+139.04
2026-05	+105.69
2026-06	+106.50
2026-07	+98.14
2026-08	+77.00

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	$200.00	$100,000.00 notional at the effective price
Margin for the whole stack	$48.00	at the effective price 0.81169 that reproduces the peak notional
Worst floating loss	-$376.35	largest unrealised drawdown of the open stack
Margin + floating loss	$424.35	margin is not released while the stack is underwater
Drawdown budget (x2.0)	$720.15	worst backtest drawdown $360.08
Pip value per 0.01 lot	$0.12	$12.32 per pip per 1.00 lot
Margin level at the worst moment	7.16	equity / used margin if funded with exactly the minimum; 1.00 = margin still fully covered

Margin arithmetic: contract × lots × price ÷ leverage — the BASE currency is USD, so the price cancels out and the margin is contract × lots ÷ leverage, independent of where the pair is trading. The price used for the total is the effective peak price (0.81169) — 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 — `USDCHF_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	0.007	70.0 pips
`InpLotSize`	0.01
`InpTrailing` distance	0	disabled
`InpGridDistance` distance	0.0014	14.0 pips
`InpMaxGrid`	8
`InpBuyEnable`	true
`InpSellEnable`	true
`InpFixedLot`	true
`InpLotRatio`	1
`InpWindow`	12
`InpBack`	15
`InpLabelSL` distance	0.0024	24.0 pips
`InpLabelTP` distance	0.006	60.0 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	$2.84	$1,615.45
Return	0.03%	16.15%
Max drawdown	0.00%	3.54%
Profit factor	1.03	4.38
Trades	2	1,425
Win rate	50.0%	81.6%

First 200 of 1425 closed trades

Opened	Side	Lots	Entry	Exit	Reason	P&L	Closed
2025-05-21 22:00	SELL	0.01	0.82570	0.82764	TP	-2.45	2025-05-23
2025-05-22 15:00	SELL	0.01	0.82715	0.82764	TP	-0.69	2025-05-23
2025-05-22 16:00	SELL	0.01	0.82814	0.82764	TP	+0.50	2025-05-23
2025-05-22 17:00	SELL	0.01	0.82867	0.82764	TP	+1.14	2025-05-23
2025-05-22 18:00	SELL	0.01	0.82905	0.82764	TP	+1.60	2025-05-23
2025-05-22 19:00	SELL	0.01	0.82906	0.82764	TP	+1.61	2025-05-23
2025-05-22 20:00	SELL	0.01	0.82967	0.82764	TP	+2.35	2025-05-23
2025-05-22 21:00	SELL	0.01	0.82902	0.82764	TP	+1.57	2025-05-23
2025-05-22 22:00	SELL	0.01	0.82854	0.82764	TP	+0.99	2025-05-23
2025-05-22 23:00	SELL	0.01	0.82786	0.82764	TP	+0.16	2025-05-23
2025-05-23 00:00	SELL	0.01	0.82789	0.82764	TP	+0.20	2025-05-23
2025-05-23 01:00	SELL	0.01	0.82794	0.82764	TP	+0.26	2025-05-23
2025-05-22 04:00	BUY	0.01	0.82430	0.82213	TP	-2.73	2025-05-26
2025-05-23 14:00	BUY	0.01	0.82280	0.82213	TP	-0.91	2025-05-26
2025-05-23 17:00	BUY	0.01	0.82114	0.82213	TP	+1.11	2025-05-26
2025-05-23 18:00	BUY	0.01	0.82137	0.82213	TP	+0.83	2025-05-26
2025-05-23 19:00	BUY	0.01	0.82082	0.82213	TP	+1.50	2025-05-26
2025-05-23 20:00	BUY	0.01	0.82100	0.82213	TP	+1.28	2025-05-26
2025-05-23 21:00	BUY	0.01	0.82081	0.82213	TP	+1.51	2025-05-26
2025-05-23 22:00	BUY	0.01	0.82075	0.82213	TP	+1.58	2025-05-26
2025-05-23 23:00	BUY	0.01	0.82063	0.82213	TP	+1.73	2025-05-26
2025-05-26 00:00	BUY	0.01	0.82073	0.82213	TP	+1.61	2025-05-26
2025-05-26 17:00	BUY	0.01	0.82007	0.82707	TP	+8.36	2025-05-27
2025-05-26 13:00	SELL	0.01	0.82133	0.82515	TP	-4.73	2025-05-28
2025-05-27 10:00	SELL	0.01	0.82485	0.82515	TP	-0.46	2025-05-28
2025-05-27 11:00	SELL	0.01	0.82480	0.82515	TP	-0.52	2025-05-28
2025-05-27 12:00	SELL	0.01	0.82586	0.82515	TP	+0.76	2025-05-28
2025-05-27 13:00	SELL	0.01	0.82711	0.82515	TP	+2.28	2025-05-28
2025-05-27 14:00	SELL	0.01	0.82633	0.82515	TP	+1.33	2025-05-28
2025-05-27 15:00	SELL	0.01	0.82513	0.82515	TP	-0.12	2025-05-28
2025-05-27 16:00	SELL	0.01	0.82512	0.82515	TP	-0.13	2025-05-28
2025-05-27 17:00	SELL	0.01	0.82661	0.82515	TP	+1.67	2025-05-28
2025-05-27 18:00	SELL	0.01	0.82766	0.82515	TP	+2.94	2025-05-28
2025-05-27 19:00	SELL	0.01	0.82681	0.82515	TP	+1.91	2025-05-28
2025-05-27 20:00	SELL	0.01	0.82717	0.82515	TP	+2.35	2025-05-28
2025-05-28 10:00	BUY	0.01	0.82583	0.83283	TP	+8.31	2025-05-29
2025-05-28 18:00	SELL	0.01	0.82753	0.83103	TP	-4.31	2025-05-29
2025-05-29 02:00	SELL	0.01	0.83250	0.83103	TP	+1.67	2025-05-29
2025-05-29 03:00	SELL	0.01	0.83362	0.83103	TP	+3.01	2025-05-29
2025-05-29 04:00	SELL	0.01	0.83211	0.83103	TP	+1.20	2025-05-29
2025-05-29 05:00	SELL	0.01	0.83260	0.83103	TP	+1.79	2025-05-29
2025-05-29 06:00	SELL	0.01	0.83214	0.83103	TP	+1.23	2025-05-29
2025-05-29 07:00	SELL	0.01	0.83204	0.83103	TP	+1.11	2025-05-29
2025-05-29 08:00	SELL	0.01	0.83272	0.83103	TP	+1.93	2025-05-29
2025-05-29 15:00	BUY	0.01	0.82437	0.82310	TP	-1.64	2025-05-30
2025-05-29 18:00	BUY	0.01	0.82270	0.82310	TP	+0.39	2025-05-30
2025-05-29 19:00	BUY	0.01	0.82302	0.82310	TP	+0.00	2025-05-30
2025-05-29 20:00	BUY	0.01	0.82231	0.82310	TP	+0.86	2025-05-30
2025-05-29 21:00	BUY	0.01	0.82230	0.82310	TP	+0.87	2025-05-30
2025-05-29 22:00	BUY	0.01	0.82301	0.82310	TP	+0.01	2025-05-30
2025-05-29 23:00	BUY	0.01	0.82206	0.82310	TP	+1.17	2025-05-30
2025-05-30 00:00	BUY	0.01	0.82166	0.82310	TP	+1.65	2025-05-30
2025-05-30 01:00	BUY	0.01	0.82244	0.82310	TP	+0.70	2025-05-30
2025-05-30 02:00	BUY	0.01	0.82197	0.82310	TP	+1.28	2025-05-30
2025-05-30 03:00	BUY	0.01	0.82190	0.82310	TP	+1.36	2025-05-30
2025-05-30 04:00	BUY	0.01	0.82249	0.82310	TP	+0.64	2025-05-30
2025-05-30 10:00	SELL	0.01	0.82382	0.81682	TP	+8.47	2025-06-02
2025-05-30 17:00	BUY	0.01	0.82144	0.81873	TP	-3.40	2025-06-03
2025-06-02 09:00	BUY	0.01	0.82002	0.81873	TP	-1.67	2025-06-03
2025-06-02 10:00	BUY	0.01	0.81790	0.81873	TP	+0.92	2025-06-03
2025-06-02 11:00	BUY	0.01	0.81764	0.81873	TP	+1.24	2025-06-03
2025-06-02 12:00	BUY	0.01	0.81692	0.81873	TP	+2.12	2025-06-03
2025-06-02 13:00	BUY	0.01	0.81814	0.81873	TP	+0.63	2025-06-03
2025-06-02 14:00	BUY	0.01	0.81782	0.81873	TP	+1.02	2025-06-03
2025-06-02 15:00	BUY	0.01	0.81800	0.81873	TP	+0.80	2025-06-03
2025-06-02 16:00	BUY	0.01	0.81793	0.81873	TP	+0.88	2025-06-03
2025-06-02 17:00	BUY	0.01	0.81665	0.81873	TP	+2.45	2025-06-03
2025-06-02 18:00	BUY	0.01	0.81738	0.81873	TP	+1.55	2025-06-03
2025-06-02 19:00	BUY	0.01	0.81798	0.81873	TP	+0.82	2025-06-03
2025-06-03 05:00	SELL	0.01	0.81822	0.82195	TP	-4.63	2025-06-04
2025-06-03 13:00	SELL	0.01	0.82001	0.82195	TP	-2.46	2025-06-04
2025-06-03 14:00	SELL	0.01	0.82100	0.82195	TP	-1.25	2025-06-04
2025-06-03 15:00	SELL	0.01	0.82296	0.82195	TP	+1.13	2025-06-04
2025-06-03 16:00	SELL	0.01	0.82312	0.82195	TP	+1.33	2025-06-04
2025-06-03 17:00	SELL	0.01	0.82300	0.82195	TP	+1.18	2025-06-04
2025-06-03 18:00	SELL	0.01	0.82414	0.82195	TP	+2.57	2025-06-04
2025-06-03 19:00	SELL	0.01	0.82377	0.82195	TP	+2.12	2025-06-04
2025-06-03 20:00	SELL	0.01	0.82326	0.82195	TP	+1.50	2025-06-04
2025-06-03 21:00	SELL	0.01	0.82357	0.82195	TP	+1.87	2025-06-04
2025-06-03 22:00	SELL	0.01	0.82403	0.82195	TP	+2.43	2025-06-04
2025-06-03 23:00	SELL	0.01	0.82329	0.82195	TP	+1.53	2025-06-04
2025-06-04 12:00	SELL	0.01	0.82368	0.81668	TP	+8.47	2025-06-05
2025-06-04 10:00	BUY	0.01	0.82316	0.81952	TP	-4.55	2025-06-05
2025-06-04 15:00	BUY	0.01	0.82112	0.81952	TP	-2.06	2025-06-05
2025-06-04 16:00	BUY	0.01	0.82168	0.81952	TP	-2.74	2025-06-05
2025-06-04 17:00	BUY	0.01	0.81830	0.81952	TP	+1.38	2025-06-05
2025-06-04 18:00	BUY	0.01	0.81830	0.81952	TP	+1.38	2025-06-05
2025-06-04 19:00	BUY	0.01	0.81704	0.81952	TP	+2.92	2025-06-05
2025-06-04 20:00	BUY	0.01	0.81777	0.81952	TP	+2.03	2025-06-05
2025-06-04 21:00	BUY	0.01	0.81770	0.81952	TP	+2.11	2025-06-05
2025-06-04 22:00	BUY	0.01	0.81872	0.81952	TP	+0.87	2025-06-05
2025-06-04 23:00	BUY	0.01	0.81751	0.81952	TP	+2.35	2025-06-05
2025-06-05 00:00	BUY	0.01	0.81763	0.81952	TP	+2.20	2025-06-05
2025-06-05 01:00	BUY	0.01	0.81825	0.81952	TP	+1.44	2025-06-05
2025-06-05 16:00	BUY	0.01	0.81740	0.82440	TP	+8.39	2025-06-06
2025-06-05 10:00	SELL	0.01	0.82002	0.82122	TP	-1.56	2025-06-06
2025-06-06 11:00	SELL	0.01	0.82185	0.82122	TP	+0.67	2025-06-06
2025-06-06 14:00	SELL	0.01	0.82194	0.82122	TP	+0.78	2025-06-06
2025-06-06 15:00	SELL	0.01	0.82358	0.82122	TP	+2.78	2025-06-06
2025-06-06 16:00	SELL	0.01	0.82377	0.82122	TP	+3.01	2025-06-06
2025-06-06 17:00	SELL	0.01	0.82313	0.82122	TP	+2.23	2025-06-06
2025-06-06 19:00	SELL	0.01	0.82295	0.81595	TP	+8.48	2025-06-12
2025-06-13 12:00	SELL	0.01	0.81302	0.81438	TP	-1.76	2025-06-18
2025-06-16 22:00	SELL	0.01	0.81446	0.81438	TP	+0.00	2025-06-18
2025-06-17 03:00	SELL	0.01	0.81437	0.81438	TP	-0.11	2025-06-18
2025-06-17 17:00	SELL	0.01	0.81550	0.81438	TP	+1.28	2025-06-18
2025-06-17 19:00	SELL	0.01	0.81500	0.81438	TP	+0.67	2025-06-18
2025-06-17 20:00	SELL	0.01	0.81556	0.81438	TP	+1.35	2025-06-18
2025-06-17 21:00	SELL	0.01	0.81687	0.81438	TP	+2.96	2025-06-18
2025-06-17 22:00	SELL	0.01	0.81629	0.81438	TP	+2.25	2025-06-18
2025-06-17 23:00	SELL	0.01	0.81531	0.81438	TP	+1.05	2025-06-18
2025-06-09 04:00	BUY	0.01	0.82105	0.81870	TP	-2.97	2025-06-18
2025-06-11 17:00	BUY	0.01	0.81966	0.81870	TP	-1.27	2025-06-18
2025-06-11 18:00	BUY	0.01	0.81945	0.81870	TP	-1.01	2025-06-18
2025-06-11 23:00	BUY	0.01	0.81967	0.81870	TP	-1.28	2025-06-18
2025-06-12 01:00	BUY	0.01	0.81880	0.81870	TP	-0.22	2025-06-18
2025-06-12 02:00	BUY	0.01	0.81841	0.81870	TP	+0.26	2025-06-18
2025-06-12 03:00	BUY	0.01	0.81756	0.81870	TP	+1.29	2025-06-18
2025-06-12 04:00	BUY	0.01	0.81678	0.81870	TP	+2.25	2025-06-18
2025-06-12 05:00	BUY	0.01	0.81700	0.81870	TP	+1.98	2025-06-18
2025-06-12 06:00	BUY	0.01	0.81649	0.81870	TP	+2.60	2025-06-18
2025-06-12 07:00	BUY	0.01	0.81684	0.81870	TP	+2.17	2025-06-18
2025-06-12 08:00	BUY	0.01	0.81571	0.81870	TP	+3.55	2025-06-18
2025-06-18 00:00	SELL	0.01	0.81567	0.81641	TP	-1.01	2025-06-18
2025-06-18 11:00	SELL	0.01	0.81704	0.81641	TP	+0.67	2025-06-18
2025-06-18 12:00	SELL	0.01	0.81762	0.81641	TP	+1.38	2025-06-18
2025-06-18 14:00	SELL	0.01	0.81713	0.81641	TP	+0.78	2025-06-18
2025-06-18 16:00	SELL	0.01	0.81730	0.81641	TP	+0.99	2025-06-18
2025-06-18 17:00	SELL	0.01	0.81766	0.81641	TP	+1.43	2025-06-18
2025-06-18 18:00	SELL	0.01	0.81725	0.81641	TP	+0.93	2025-06-18
2025-06-18 19:00	SELL	0.01	0.81755	0.81641	TP	+1.30	2025-06-18
2025-06-18 20:00	SELL	0.01	0.81746	0.81641	TP	+1.19	2025-06-18
2025-06-18 21:00	SELL	0.01	0.81894	0.81628	TP	+3.16	2025-06-19
2025-06-19 09:00	SELL	0.01	0.82062	0.81628	TP	+5.22	2025-06-19
2025-06-20 15:00	SELL	0.01	0.81697	0.81634	TP	+0.67	2025-06-23
2025-06-23 03:00	SELL	0.01	0.81850	0.81634	TP	+2.54	2025-06-23
2025-06-23 04:00	SELL	0.01	0.81846	0.81634	TP	+2.49	2025-06-23
2025-06-23 13:00	SELL	0.01	0.81845	0.81634	TP	+2.48	2025-06-23
2025-06-25 12:00	SELL	0.01	0.80639	0.79939	TP	+8.66	2025-06-26
2025-06-27 05:00	SELL	0.01	0.80056	0.79356	TP	+8.72	2025-06-30
2025-07-01 19:00	SELL	0.01	0.79339	0.79461	TP	-1.63	2025-07-03
2025-07-03 15:00	SELL	0.01	0.79732	0.79461	TP	+3.31	2025-07-03
2025-07-03 17:00	SELL	0.01	0.79581	0.79461	TP	+1.41	2025-07-03
2025-07-03 18:00	SELL	0.01	0.79503	0.79461	TP	+0.43	2025-07-03
2025-07-03 19:00	SELL	0.01	0.79530	0.79461	TP	+0.77	2025-07-03
2025-07-03 20:00	SELL	0.01	0.79554	0.79461	TP	+1.07	2025-07-03
2025-07-03 21:00	SELL	0.01	0.79595	0.79461	TP	+1.59	2025-07-03
2025-07-03 22:00	SELL	0.01	0.79553	0.79461	TP	+1.06	2025-07-03
2025-07-04 22:00	SELL	0.01	0.79493	0.79588	TP	-1.29	2025-07-07
2025-07-07 11:00	SELL	0.01	0.79698	0.79588	TP	+1.29	2025-07-07