USDCHF H2 — Optimised Settings

In-sample 2025-05-23 → 2026-04-03 · out-of-sample 2026-04-06 → 2026-09-18 · 2,904 configurations evaluated · 0 finalists · 7 robust

USDCHF H23,513 barspaper 76 TP17 SLmodel: slowlabel 82p / 33pregime ONtrend OFFpip x1.38 vs H1 (measured)OOS profitable

Out-of-sample confirmed

This configuration stayed profitable on the untouched 2026-04-06 → 2026-09-18 slice (+0.36%).

Net profit

$276.02

+2.76% on $10,000.00

Min. account

$76.16

for 0.01 lot at 1:500, drawdown budget

Max drawdown

0.37%

$38.08 peak-to-trough

Profit factor

1.91

recovery 7.25

Trades

74W / 21L

Win rate

77.9%

exp $2.91/trade

Sharpe

3.67

sortino 4.96

Exposure

100%

of bars holding

Worst streak

consecutive losses

Equity curve

Dashed grey line = buy & hold over the same window (+1.94%). Dotted line = starting deposit.

Capital requirement

Minimum account balance — $76.16

Running 0.01 lot on USDCHF at 1:500 leverage needs about $76.16 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 0.08 lots therefore needed $16.00.
Margin is not released while a position is underwater. At the worst moment the stack carried $34.39 of floating loss on top of that margin, which is why $50.39 is the floor, not $16.00.
The drawdown budget is the real requirement on most of these presets: $76.16 = 2.0 x the $38.08 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 a stop loss (InpStopLoss = 0.01275) at 100% exposure, so the tail is bounded by the stop. 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	$198.58	$36.32
Return %	1.99%	0.36%	OOS must stay positive
Max drawdown %	0.37%	0.31%
Profit factor	1.97	1.24
Trades	65	32	OOS window 2026-04-06 to 2026-09-18
Win rate	78.5%	68.8%
Sharpe	4.10	1.77
Exposure	100%	100%

Monthly breakdown

Month	P&L
2025-09	+5.24
2025-10	+30.56
2025-11	+10.22
2025-12	+42.28
2026-01	+15.44
2026-02	+70.24
2026-03	+10.25
2026-04	+4.59
2026-05	+26.86
2026-06	+4.98
2026-07	+24.88
2026-08	+21.21
2026-09	+9.27

How the minimum balance is derived

Item	Amount	Basis
Leverage assumed	1:500	your account setting
Peak simultaneous position	0.08 lots	5 (up to 7) 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	$16.00	at the effective price 0.82042 that reproduces the peak notional
Worst floating loss	-$34.39	largest unrealised drawdown of the open stack
Margin + floating loss	$50.39	margin is not released while the stack is underwater
Drawdown budget (x2.0)	$76.16	worst backtest drawdown $38.08
Pip value per 0.01 lot	$0.12	$12.19 per pip per 1.00 lot
Margin level at the worst moment	2.61	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 (0.82042) — 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_H2.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	0.01275	127.5 pips
`InpTakeProfit` distance	0.017	170.0 pips
`InpLotSize`	0.01
`InpTrailing` distance	0	disabled
`InpGridDistance` distance	0.011	110.0 pips
`InpMaxGrid`	5
`InpBuyEnable`	true
`InpSellEnable`	true
`InpFixedLot`	true
`InpLotRatio`	1
`InpWindow`	12
`InpBack`	15
`InpLabelSL` distance	0.0033	33.0 pips
`InpLabelTP` distance	0.00825	82.5 pips
`InpTrainBars`	1400
`InpRetrainBars`	32
`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`	0
`InpRangeLotMult`	1
`InpTrendLotMult`	0.2
`InpRangeMaxGridMult`	1.5
`InpTrendMaxGridMult`	0.3
`InpGridMaxLoss`	0

EA defaults vs optimised

Metric	EA defaults	Optimised
Net profit	-$2.23	$276.02
Return	-0.02%	2.76%
Max drawdown	0.08%	0.37%
Profit factor	0.77	1.91
Trades	2	95
Win rate	50.0%	77.9%

First 95 of 95 closed trades

Opened	Side	Lots	Entry	Exit	Reason	P&L	Closed
2025-08-04 02:00	BUY	0.01	0.80649	0.79374	SL	-16.16	2025-09-08
2025-08-04 08:00	SELL	0.01	0.80759	0.79059	TP	+21.40	2025-09-16
2025-09-08 12:00	BUY	0.01	0.79538	0.80352	TP	+10.04	2025-10-09
2025-09-08 14:00	BUY	0.01	0.79467	0.80352	TP	+10.92	2025-10-09
2025-09-16 14:00	SELL	0.01	0.79078	0.80353	SL	-15.97	2025-10-09
2025-10-08 18:00	SELL	0.01	0.80215	0.79881	TP	+4.09	2025-10-10
2025-10-08 20:00	SELL	0.01	0.80194	0.79881	TP	+3.82	2025-10-10
2025-10-09 08:00	SELL	0.01	0.80275	0.79881	TP	+4.84	2025-10-10
2025-10-09 10:00	SELL	0.01	0.80195	0.79881	TP	+3.84	2025-10-10
2025-10-09 14:00	SELL	0.01	0.80224	0.79881	TP	+4.20	2025-10-10
2025-10-09 16:00	BUY	0.01	0.80451	0.79176	SL	-16.20	2025-10-17
2025-10-16 20:00	BUY	0.01	0.79299	0.79830	TP	+6.56	2025-10-23
2025-10-16 22:00	BUY	0.01	0.79259	0.79830	TP	+7.06	2025-10-23
2025-10-17 00:00	BUY	0.01	0.79233	0.79830	TP	+7.38	2025-10-23
2025-10-10 22:00	SELL	0.01	0.79864	0.81139	SL	-15.81	2025-11-05
2025-11-04 20:00	SELL	0.01	0.81036	0.80680	TP	+4.31	2025-11-06
2025-11-04 22:00	SELL	0.01	0.81026	0.80680	TP	+4.19	2025-11-06
2025-11-05 00:00	SELL	0.01	0.81027	0.80680	TP	+4.20	2025-11-06
2025-11-05 04:00	SELL	0.01	0.80963	0.80680	TP	+3.41	2025-11-06
2025-11-05 10:00	SELL	0.01	0.81049	0.80680	TP	+4.47	2025-11-06
2025-11-06 14:00	SELL	0.01	0.80744	0.79044	TP	+21.41	2025-11-14
2025-11-14 10:00	SELL	0.01	0.79210	0.80485	SL	-15.94	2025-11-19
2025-11-19 16:00	SELL	0.01	0.80441	0.78741	TP	+21.49	2025-12-23
2025-10-23 12:00	BUY	0.01	0.79844	0.79093	TP	-9.59	2025-12-29
2025-12-23 22:00	BUY	0.01	0.78745	0.79093	TP	+4.31	2025-12-29
2025-12-24 02:00	BUY	0.01	0.78635	0.79093	TP	+5.70	2025-12-29
2025-12-24 04:00	BUY	0.01	0.78745	0.79093	TP	+4.31	2025-12-29
2025-12-24 06:00	BUY	0.01	0.78705	0.79093	TP	+4.81	2025-12-29
2025-12-24 10:00	BUY	0.01	0.78629	0.79093	TP	+5.77	2025-12-29
2025-12-24 12:00	BUY	0.01	0.78651	0.79093	TP	+5.49	2025-12-29
2025-12-23 12:00	SELL	0.01	0.78756	0.80031	SL	-16.03	2026-01-09
2026-01-08 16:00	SELL	0.01	0.79854	0.79626	TP	+2.77	2026-01-12
2026-01-08 18:00	SELL	0.01	0.79937	0.79626	TP	+3.81	2026-01-12
2026-01-08 20:00	SELL	0.01	0.79936	0.79626	TP	+3.80	2026-01-12
2026-01-08 22:00	SELL	0.01	0.79856	0.79626	TP	+2.79	2026-01-12
2026-01-09 00:00	SELL	0.01	0.79894	0.79626	TP	+3.27	2026-01-12
2026-01-09 02:00	SELL	0.01	0.79977	0.79626	TP	+4.31	2026-01-12
2026-01-12 08:00	SELL	0.01	0.79635	0.77935	TP	+21.71	2026-01-23
2025-12-29 12:00	BUY	0.01	0.79033	0.77758	SL	-16.50	2026-01-26
2026-01-26 00:00	BUY	0.01	0.77792	0.76517	SL	-16.76	2026-01-27
2026-01-27 04:00	SELL	0.01	0.77693	0.75993	TP	+22.27	2026-01-28
2026-01-27 18:00	BUY	0.01	0.76643	0.77498	TP	+10.94	2026-02-02
2026-01-27 20:00	BUY	0.01	0.76654	0.77498	TP	+10.80	2026-02-02
2026-01-28 16:00	SELL	0.01	0.76921	0.76683	TP	+3.00	2026-02-09
2026-02-02 16:00	SELL	0.01	0.78145	0.76683	TP	+18.97	2026-02-09
2026-02-03 04:00	BUY	0.01	0.77838	0.76563	SL	-16.75	2026-02-10
2026-02-09 16:00	BUY	0.01	0.76645	0.77179	TP	+6.81	2026-02-11
2026-02-09 20:00	BUY	0.01	0.76598	0.77179	TP	+7.42	2026-02-11
2026-02-09 22:00	BUY	0.01	0.76593	0.77179	TP	+7.49	2026-02-11
2026-02-10 16:00	SELL	0.01	0.76498	0.77052	TP	-7.28	2026-02-26
2026-02-20 08:00	SELL	0.01	0.77617	0.77052	TP	+7.24	2026-02-26
2026-02-20 12:00	SELL	0.01	0.77617	0.77052	TP	+7.24	2026-02-26
2026-02-20 14:00	SELL	0.01	0.77612	0.77052	TP	+7.17	2026-02-26
2026-02-23 12:00	SELL	0.01	0.77614	0.77052	TP	+7.20	2026-02-26
2026-02-26 00:00	SELL	0.01	0.77206	0.78481	SL	-16.35	2026-03-03
2026-02-11 14:00	BUY	0.01	0.77074	0.78774	TP	+21.48	2026-03-03
2026-03-03 10:00	SELL	0.01	0.78573	0.79848	SL	-16.07	2026-03-27
2026-03-03 22:00	BUY	0.01	0.78185	0.79885	TP	+21.18	2026-03-27
2026-03-27 08:00	SELL	0.01	0.79672	0.79382	TP	+3.55	2026-04-01
2026-03-27 10:00	SELL	0.01	0.79727	0.79382	TP	+4.25	2026-04-01
2026-03-27 12:00	SELL	0.01	0.79744	0.79382	TP	+4.46	2026-04-01
2026-03-27 16:00	SELL	0.01	0.79692	0.79382	TP	+3.81	2026-04-01
2026-03-27 18:00	SELL	0.01	0.79775	0.79382	TP	+4.85	2026-04-01
2026-03-27 20:00	BUY	0.01	0.79866	0.78591	SL	-16.32	2026-04-10
2026-04-01 10:00	SELL	0.01	0.79356	0.77656	TP	+21.79	2026-05-08
2026-04-08 14:00	BUY	0.01	0.78751	0.79048	TP	+3.66	2026-05-19
2026-05-08 16:00	SELL	0.01	0.77729	0.79004	SL	-16.24	2026-05-19
2026-05-08 22:00	BUY	0.01	0.77645	0.79048	TP	+17.65	2026-05-19
2026-05-19 16:00	SELL	0.01	0.79041	0.80316	SL	-15.97	2026-06-18
2026-05-19 16:00	BUY	0.01	0.79051	0.80751	TP	+20.95	2026-06-19
2026-06-18 10:00	SELL	0.01	0.80240	0.81515	SL	-15.74	2026-07-14
2026-06-24 14:00	SELL	0.01	0.81356	0.81069	TP	+3.44	2026-07-14
2026-07-13 18:00	SELL	0.01	0.81353	0.81069	TP	+3.40	2026-07-14
2026-07-13 20:00	SELL	0.01	0.81404	0.81069	TP	+4.03	2026-07-14
2026-07-13 22:00	SELL	0.01	0.81458	0.81069	TP	+4.70	2026-07-14
2026-07-14 00:00	SELL	0.01	0.81475	0.81069	TP	+4.91	2026-07-14
2026-07-14 14:00	SELL	0.01	0.80803	0.81534	TP	-9.06	2026-07-29
2026-07-27 22:00	SELL	0.01	0.81916	0.81534	TP	+4.59	2026-07-29
2026-07-28 00:00	SELL	0.01	0.81931	0.81534	TP	+4.77	2026-07-29
2026-07-28 06:00	SELL	0.01	0.81917	0.81534	TP	+4.60	2026-07-29
2026-07-28 08:00	SELL	0.01	0.81936	0.81534	TP	+4.83	2026-07-29
2026-07-28 10:00	SELL	0.01	0.81926	0.81534	TP	+4.71	2026-07-29
2026-07-28 12:00	SELL	0.01	0.82008	0.81534	TP	+5.72	2026-07-29
2026-07-29 20:00	SELL	0.01	0.81488	0.79788	TP	+21.21	2026-08-19
2026-08-20 22:00	SELL	0.01	0.80037	0.81312	SL	-15.78	2026-09-02
2026-09-01 16:00	SELL	0.01	0.81204	0.80910	TP	+3.54	2026-09-03
2026-09-01 18:00	SELL	0.01	0.81229	0.80910	TP	+3.84	2026-09-03
2026-09-01 20:00	SELL	0.01	0.81174	0.80910	TP	+3.16	2026-09-03
2026-09-01 22:00	SELL	0.01	0.81150	0.80910	TP	+2.87	2026-09-03
2026-09-02 00:00	SELL	0.01	0.81156	0.80910	TP	+2.94	2026-09-03
2026-09-02 02:00	SELL	0.01	0.81246	0.80910	TP	+4.05	2026-09-03
2026-06-19 10:00	BUY	0.01	0.80584	0.82284	TP	+20.56	2026-09-16
2026-09-03 08:00	SELL	0.01	0.80990	0.82265	SL	-15.60	2026-09-16
2026-09-16 20:00	BUY	0.01	0.82501	0.82207	end	-3.68	2026-09-18
2026-09-16 20:00	SELL	0.01	0.82491	0.82207	end	+3.35	2026-09-18