Survived Still positive at +$729 after deleting the best 5% of trades, with 392 closed trades behind it. This is the only class in the sample that survives both the tail test and a period split.
| P/L | +$1,111 |
| P/L after removing the best 5% of trades | +$729 |
| Positions opened | 2,536 |
| Positions closed | 392 |
| Closed / opened ratio | 15.5% |
| Win rate (closed trades) | 76.5% |
| Lot range | 0.01→0.03 |
| Peak position size | 0.03 lots |
| Stop-out | no |
EURUSD H1 · Feb 2024 - Oct 2026 · spread 17 points (1.7 pip), measured on the live feed · Open prices only · MT4 build 1492, local machine · $10,000 start · 0.01 lot step.
68_飓风优化版.ex4
Still positive at +$729 after deleting the best 5% of trades, with 392 closed trades behind it. This is the only class in the sample that survives both the tail test and a period split.
Note the close/open ratio: 15.5% of positions were closed. A ratio well below 100% on a system that still reports profit means positions are being closed in baskets rather than one by one — which is how a grid hides its open exposure.