GBPUSD 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 · 13 robust

GBPUSD H24,113 barspaper 333 TP0 SLmodel: defaultlabel 70p / 35pregime ONtrend OFFpip x1.37 vs H1 (measured)OOS profitable

Out-of-sample confirmed

This configuration stayed profitable on the untouched 2026-04-06 → 2026-09-18 slice (+3.16%).

Net profit

$1,429.44

+14.29% on $10,000.00

Min. account

$460.66

for 0.01 lot at 1:500, drawdown budget

Max drawdown

2.20%

$230.33 peak-to-trough

Profit factor

6.15

recovery 6.21

Trades

335

301W / 34L

Win rate

89.9%

exp $4.27/trade

Sharpe

2.80

sortino 2.56

Exposure

100%

of bars holding

Worst streak

consecutive losses

Equity curve

Dashed grey line = buy & hold over the same window (-0.91%). Dotted line = starting deposit.

Capital requirement

Minimum account balance — $460.66

Running 0.01 lot on GBPUSD at 1:500 leverage needs about $460.66 of balance. The binding constraint is drawdown budget.

Margin is charged on notional value, so one 0.01-lot USD-quoted position costs $2.77; the peak stack of 0.13 lots therefore needed $36.00.
Margin is not released while a position is underwater. At the worst moment the stack carried $249.00 of floating loss on top of that margin, which is why $285.00 is the floor, not $36.00.
The drawdown budget is the real requirement on most of these presets: $460.66 = 2.0 x the $230.33 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	$1,044.69	$315.66
Return %	10.45%	3.16%	OOS must stay positive
Max drawdown %	2.20%	2.39%
Profit factor	6.12	5.82
Trades	247	75	OOS window 2026-04-06 to 2026-09-18
Win rate	89.1%	92.0%
Sharpe	2.89	1.90
Exposure	100%	100%

Monthly breakdown

Month	P&L
2025-06	+73.90
2025-07	+74.30
2025-08	+36.60
2025-09	+220.70
2025-10	+74.70
2025-11	+36.60
2025-12	+109.80
2026-01	+75.10
2026-02	+147.30
2026-03	+147.70
2026-04	+73.80
2026-05	+110.90
2026-06	+74.30
2026-07	+110.80
2026-08	+36.60
2026-09	+26.34

How the minimum balance is derived

Item	Amount	Basis
Leverage assumed	1:500	your account setting
Peak simultaneous position	0.13 lots	8 (up to 12) grid slots x 0.01 lot
Margin per 1.00 lot	$276.91	$138,456.00 notional at the effective price
Margin for the whole stack	$36.00	at the effective price 1.38456 that reproduces the peak notional
Worst floating loss	-$249.00	largest unrealised drawdown of the open stack
Margin + floating loss	$285.00	margin is not released while the stack is underwater
Drawdown budget (x2.0)	$460.66	worst backtest drawdown $230.33
Pip value per 0.01 lot	$0.10	$10.00 per pip per 1.00 lot
Margin level at the worst moment	5.88	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 (1.38456) — 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_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	0.0 pips
`InpTakeProfit` distance	0.0378	378.0 pips
`InpLotSize`	0.01
`InpTrailing` distance	0	disabled
`InpGridDistance` distance	0.011	110.0 pips
`InpMaxGrid`	8
`InpBuyEnable`	true
`InpSellEnable`	true
`InpFixedLot`	true
`InpLotRatio`	1
`InpWindow`	12
`InpBack`	15
`InpLabelSL` distance	0.0035	35.0 pips
`InpLabelTP` distance	0.007	70.0 pips
`InpTrainBars`	800
`InpRetrainBars`	16
`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	-$5.68	$1,429.44
Return	-0.06%	14.29%
Max drawdown	0.12%	2.20%
Profit factor	0.52	6.15
Trades	2	335
Win rate	50.0%	89.9%

First 200 of 335 closed trades

Opened	Side	Lots	Entry	Exit	Reason	P&L	Closed
2025-05-26 20:00	BUY	0.01	1.35616	1.35380	TP	-2.46	2025-06-02
2025-05-29 02:00	BUY	0.01	1.34281	1.35380	TP	+10.89	2025-06-02
2025-05-29 04:00	BUY	0.01	1.34330	1.35380	TP	+10.40	2025-06-02
2025-05-29 06:00	BUY	0.01	1.34395	1.35380	TP	+9.75	2025-06-02
2025-05-30 22:00	BUY	0.01	1.34497	1.35380	TP	+8.73	2025-06-02
2025-06-02 10:00	BUY	0.01	1.35426	1.34585	TP	-8.51	2025-06-19
2025-06-17 20:00	BUY	0.01	1.34276	1.34585	TP	+2.99	2025-06-19
2025-06-17 22:00	BUY	0.01	1.34195	1.34585	TP	+3.80	2025-06-19
2025-06-18 00:00	BUY	0.01	1.34233	1.34585	TP	+3.42	2025-06-19
2025-06-18 02:00	BUY	0.01	1.34308	1.34585	TP	+2.67	2025-06-19
2025-06-18 20:00	BUY	0.01	1.34147	1.34585	TP	+4.28	2025-06-19
2025-06-18 22:00	BUY	0.01	1.34182	1.34585	TP	+3.93	2025-06-19
2025-06-19 00:00	BUY	0.01	1.34207	1.34585	TP	+3.68	2025-06-19
2025-06-19 02:00	BUY	0.01	1.34147	1.34585	TP	+4.28	2025-06-19
2025-06-19 04:00	BUY	0.01	1.33955	1.34585	TP	+6.20	2025-06-19
2025-06-19 06:00	BUY	0.01	1.34105	1.34585	TP	+4.70	2025-06-19
2025-06-19 08:00	BUY	0.01	1.34060	1.34585	TP	+5.15	2025-06-19
2025-05-23 14:00	SELL	0.01	1.35167	1.36399	TP	-12.42	2025-07-02
2025-06-24 20:00	SELL	0.01	1.36299	1.36399	TP	-1.10	2025-07-02
2025-06-25 18:00	SELL	0.01	1.36389	1.36399	TP	-0.20	2025-07-02
2025-06-25 20:00	SELL	0.01	1.36612	1.36399	TP	+2.03	2025-07-02
2025-06-25 22:00	SELL	0.01	1.36598	1.36399	TP	+1.89	2025-07-02
2025-06-26 00:00	SELL	0.01	1.36650	1.36399	TP	+2.41	2025-07-02
2025-06-26 02:00	SELL	0.01	1.36882	1.36399	TP	+4.73	2025-07-02
2025-06-26 04:00	SELL	0.01	1.37049	1.36399	TP	+6.40	2025-07-02
2025-06-26 06:00	SELL	0.01	1.36992	1.36399	TP	+5.83	2025-07-02
2025-06-26 08:00	SELL	0.01	1.37172	1.36399	TP	+7.63	2025-07-02
2025-06-26 10:00	SELL	0.01	1.37483	1.36399	TP	+10.74	2025-07-02
2025-06-26 12:00	SELL	0.01	1.37271	1.36399	TP	+8.62	2025-07-02
2025-07-04 00:00	SELL	0.01	1.36518	1.32738	TP	+37.70	2025-07-30
2025-06-19 20:00	BUY	0.01	1.34578	1.33577	TP	-10.11	2025-08-06
2025-07-29 02:00	BUY	0.01	1.33451	1.33577	TP	+1.16	2025-08-06
2025-07-29 08:00	BUY	0.01	1.33266	1.33577	TP	+3.01	2025-08-06
2025-07-29 10:00	BUY	0.01	1.33413	1.33577	TP	+1.54	2025-08-06
2025-07-29 14:00	BUY	0.01	1.33158	1.33577	TP	+4.09	2025-08-06
2025-07-29 16:00	BUY	0.01	1.33277	1.33577	TP	+2.90	2025-08-06
2025-07-29 18:00	BUY	0.01	1.33384	1.33577	TP	+1.83	2025-08-06
2025-07-29 22:00	BUY	0.01	1.33438	1.33577	TP	+1.29	2025-08-06
2025-07-30 14:00	BUY	0.01	1.33084	1.33577	TP	+4.83	2025-08-06
2025-07-30 16:00	BUY	0.01	1.32904	1.33577	TP	+6.63	2025-08-06
2025-07-30 18:00	BUY	0.01	1.32812	1.33577	TP	+7.55	2025-08-06
2025-07-30 20:00	BUY	0.01	1.32384	1.33577	TP	+11.83	2025-08-06
2025-07-30 16:00	SELL	0.01	1.32894	1.33867	TP	-9.83	2025-09-02
2025-08-07 14:00	SELL	0.01	1.34194	1.33867	TP	+3.17	2025-09-02
2025-08-07 16:00	SELL	0.01	1.34024	1.33867	TP	+1.47	2025-09-02
2025-08-07 18:00	SELL	0.01	1.34285	1.33867	TP	+4.08	2025-09-02
2025-08-07 20:00	SELL	0.01	1.34088	1.33867	TP	+2.11	2025-09-02
2025-08-07 22:00	SELL	0.01	1.34407	1.33867	TP	+5.30	2025-09-02
2025-08-08 00:00	SELL	0.01	1.34469	1.33867	TP	+5.92	2025-09-02
2025-08-08 02:00	SELL	0.01	1.34466	1.33867	TP	+5.89	2025-09-02
2025-08-08 04:00	SELL	0.01	1.34412	1.33867	TP	+5.35	2025-09-02
2025-08-08 06:00	SELL	0.01	1.34338	1.33867	TP	+4.61	2025-09-02
2025-08-08 08:00	SELL	0.01	1.34276	1.33867	TP	+3.99	2025-09-02
2025-08-08 10:00	SELL	0.01	1.34330	1.33867	TP	+4.53	2025-09-02
2025-09-03 16:00	SELL	0.01	1.34319	1.35168	TP	-8.59	2025-09-10
2025-09-08 14:00	SELL	0.01	1.35422	1.35168	TP	+2.44	2025-09-10
2025-09-08 20:00	SELL	0.01	1.35523	1.35168	TP	+3.45	2025-09-10
2025-09-08 22:00	SELL	0.01	1.35430	1.35168	TP	+2.52	2025-09-10
2025-09-09 00:00	SELL	0.01	1.35477	1.35168	TP	+2.99	2025-09-10
2025-09-09 02:00	SELL	0.01	1.35577	1.35168	TP	+3.99	2025-09-10
2025-09-09 04:00	SELL	0.01	1.35631	1.35168	TP	+4.53	2025-09-10
2025-09-09 06:00	SELL	0.01	1.35731	1.35168	TP	+5.53	2025-09-10
2025-09-09 08:00	SELL	0.01	1.35656	1.35168	TP	+4.78	2025-09-10
2025-09-09 10:00	SELL	0.01	1.35722	1.35168	TP	+5.44	2025-09-10
2025-09-09 12:00	SELL	0.01	1.35766	1.35168	TP	+5.88	2025-09-10
2025-09-09 14:00	SELL	0.01	1.35541	1.35168	TP	+3.63	2025-09-10
2025-08-06 18:00	BUY	0.01	1.33467	1.37247	TP	+37.70	2025-09-17
2025-09-10 00:00	SELL	0.01	1.35286	1.36051	TP	-7.75	2025-09-18
2025-09-16 14:00	SELL	0.01	1.36397	1.36051	TP	+3.36	2025-09-18
2025-09-16 16:00	SELL	0.01	1.36558	1.36051	TP	+4.97	2025-09-18
2025-09-16 18:00	SELL	0.01	1.36569	1.36051	TP	+5.08	2025-09-18
2025-09-16 20:00	SELL	0.01	1.36589	1.36051	TP	+5.28	2025-09-18
2025-09-16 22:00	SELL	0.01	1.36429	1.36051	TP	+3.68	2025-09-18
2025-09-17 00:00	SELL	0.01	1.36485	1.36051	TP	+4.24	2025-09-18
2025-09-17 02:00	SELL	0.01	1.36447	1.36051	TP	+3.86	2025-09-18
2025-09-17 04:00	SELL	0.01	1.36425	1.36051	TP	+3.64	2025-09-18
2025-09-17 06:00	SELL	0.01	1.36413	1.36051	TP	+3.52	2025-09-18
2025-09-17 08:00	SELL	0.01	1.36391	1.36051	TP	+3.30	2025-09-18
2025-09-17 10:00	SELL	0.01	1.36398	1.36051	TP	+3.37	2025-09-18
2025-09-17 20:00	BUY	0.01	1.36396	1.35244	TP	-11.62	2025-09-23
2025-09-19 08:00	BUY	0.01	1.35084	1.35244	TP	+1.50	2025-09-23
2025-09-19 10:00	BUY	0.01	1.34997	1.35244	TP	+2.37	2025-09-23
2025-09-19 12:00	BUY	0.01	1.34966	1.35244	TP	+2.68	2025-09-23
2025-09-19 14:00	BUY	0.01	1.34692	1.35244	TP	+5.42	2025-09-23
2025-09-19 16:00	BUY	0.01	1.34830	1.35244	TP	+4.04	2025-09-23
2025-09-19 18:00	BUY	0.01	1.34826	1.35244	TP	+4.08	2025-09-23
2025-09-19 20:00	BUY	0.01	1.34698	1.35244	TP	+5.36	2025-09-23
2025-09-19 22:00	BUY	0.01	1.34671	1.35244	TP	+5.63	2025-09-23
2025-09-22 00:00	BUY	0.01	1.34706	1.35244	TP	+5.28	2025-09-23
2025-09-22 02:00	BUY	0.01	1.34683	1.35244	TP	+5.51	2025-09-23
2025-09-22 04:00	BUY	0.01	1.34596	1.35244	TP	+6.38	2025-09-23
2025-09-23 04:00	BUY	0.01	1.35095	1.33963	TP	-11.42	2025-09-26
2025-09-25 14:00	BUY	0.01	1.33837	1.33963	TP	+1.16	2025-09-26
2025-09-25 16:00	BUY	0.01	1.33478	1.33963	TP	+4.75	2025-09-26
2025-09-25 18:00	BUY	0.01	1.33392	1.33963	TP	+5.61	2025-09-26
2025-09-25 20:00	BUY	0.01	1.33339	1.33963	TP	+6.14	2025-09-26
2025-09-25 22:00	BUY	0.01	1.33422	1.33963	TP	+5.31	2025-09-26
2025-09-26 00:00	BUY	0.01	1.33428	1.33963	TP	+5.25	2025-09-26
2025-09-26 02:00	BUY	0.01	1.33451	1.33963	TP	+5.02	2025-09-26
2025-09-26 04:00	BUY	0.01	1.33503	1.33963	TP	+4.50	2025-09-26
2025-09-26 06:00	BUY	0.01	1.33543	1.33963	TP	+4.10	2025-09-26
2025-09-26 08:00	BUY	0.01	1.33639	1.33963	TP	+3.14	2025-09-26
2025-09-26 10:00	BUY	0.01	1.33652	1.33963	TP	+3.01	2025-09-26
2025-09-26 18:00	BUY	0.01	1.33987	1.33364	TP	-6.33	2025-10-15
2025-10-09 20:00	BUY	0.01	1.32820	1.33364	TP	+5.34	2025-10-15
2025-10-10 12:00	BUY	0.01	1.32620	1.33364	TP	+7.34	2025-10-15
2025-10-10 14:00	BUY	0.01	1.32797	1.33364	TP	+5.57	2025-10-15
2025-10-14 08:00	BUY	0.01	1.32803	1.33364	TP	+5.51	2025-10-15
2025-10-14 10:00	BUY	0.01	1.32841	1.33364	TP	+5.13	2025-10-15
2025-10-14 12:00	BUY	0.01	1.32649	1.33364	TP	+7.05	2025-10-15
2025-10-14 14:00	BUY	0.01	1.32617	1.33364	TP	+7.37	2025-10-15
2025-09-18 06:00	SELL	0.01	1.36059	1.32279	TP	+37.70	2025-10-29
2025-10-15 04:00	BUY	0.01	1.33498	1.32547	TP	-9.61	2025-11-27
2025-10-29 06:00	BUY	0.01	1.32352	1.32547	TP	+1.85	2025-11-27
2025-10-29 08:00	BUY	0.01	1.32283	1.32547	TP	+2.54	2025-11-27
2025-10-29 10:00	BUY	0.01	1.32209	1.32547	TP	+3.28	2025-11-27
2025-10-29 12:00	BUY	0.01	1.32181	1.32547	TP	+3.56	2025-11-27
2025-10-29 14:00	BUY	0.01	1.32072	1.32547	TP	+4.65	2025-11-27
2025-10-29 18:00	BUY	0.01	1.32259	1.32547	TP	+2.78	2025-11-27
2025-10-29 20:00	BUY	0.01	1.31944	1.32547	TP	+5.93	2025-11-27
2025-10-29 22:00	BUY	0.01	1.31953	1.32547	TP	+5.84	2025-11-27
2025-10-30 00:00	BUY	0.01	1.31948	1.32547	TP	+5.89	2025-11-27
2025-10-30 02:00	BUY	0.01	1.32064	1.32547	TP	+4.73	2025-11-27
2025-10-30 04:00	BUY	0.01	1.32025	1.32547	TP	+5.12	2025-11-27
2025-10-30 02:00	SELL	0.01	1.32054	1.32999	TP	-9.55	2025-12-09
2025-12-03 16:00	SELL	0.01	1.33303	1.32999	TP	+2.94	2025-12-09
2025-12-03 18:00	SELL	0.01	1.33426	1.32999	TP	+4.17	2025-12-09
2025-12-03 20:00	SELL	0.01	1.33502	1.32999	TP	+4.93	2025-12-09
2025-12-03 22:00	SELL	0.01	1.33511	1.32999	TP	+5.02	2025-12-09
2025-12-04 00:00	SELL	0.01	1.33471	1.32999	TP	+4.62	2025-12-09
2025-12-04 02:00	SELL	0.01	1.33397	1.32999	TP	+3.88	2025-12-09
2025-12-04 04:00	SELL	0.01	1.33313	1.32999	TP	+3.04	2025-12-09
2025-12-04 06:00	SELL	0.01	1.33377	1.32999	TP	+3.68	2025-12-09
2025-12-04 08:00	SELL	0.01	1.33360	1.32999	TP	+3.51	2025-12-09
2025-12-04 10:00	SELL	0.01	1.33455	1.32999	TP	+4.46	2025-12-09
2025-12-04 12:00	SELL	0.01	1.33602	1.32999	TP	+5.93	2025-12-09
2025-12-09 16:00	SELL	0.01	1.32963	1.33791	TP	-8.38	2025-12-17
2025-12-11 14:00	SELL	0.01	1.34067	1.33791	TP	+2.66	2025-12-17
2025-12-11 16:00	SELL	0.01	1.34337	1.33791	TP	+5.36	2025-12-17
2025-12-11 18:00	SELL	0.01	1.34205	1.33791	TP	+4.04	2025-12-17
2025-12-16 10:00	SELL	0.01	1.34100	1.33791	TP	+2.99	2025-12-17
2025-12-16 12:00	SELL	0.01	1.34301	1.33791	TP	+5.00	2025-12-17
2025-12-16 14:00	SELL	0.01	1.34249	1.33791	TP	+4.48	2025-12-17
2025-12-16 16:00	SELL	0.01	1.34131	1.33791	TP	+3.30	2025-12-17
2025-12-16 18:00	SELL	0.01	1.34235	1.33791	TP	+4.34	2025-12-17
2025-12-16 20:00	SELL	0.01	1.34250	1.33791	TP	+4.49	2025-12-17
2025-12-16 22:00	SELL	0.01	1.34184	1.33791	TP	+3.83	2025-12-17
2025-12-17 00:00	SELL	0.01	1.34248	1.33791	TP	+4.47	2025-12-17
2025-12-17 14:00	SELL	0.01	1.33560	1.34439	TP	-8.89	2025-12-31
2025-12-22 18:00	SELL	0.01	1.34699	1.34439	TP	+2.50	2025-12-31