USDCAD H1 — Optimised Settings

In-sample 2025-04-14 → 2026-03-20 · out-of-sample 2026-03-20 → 2026-09-18 · 2,904 configurations evaluated · 0 finalists · 6 robust

USDCAD H17,913 barspaper 619 TP0 SLmodel: slowlabel 60p / 24pregime ONtrend ONOOS profitable

Out-of-sample confirmed

This configuration stayed profitable on the untouched 2026-03-20 → 2026-09-18 slice (+1.54%).

Net profit

$672.92

+6.73% on $10,000.00

Min. account

$280.20

for 0.01 lot at 1:500, drawdown budget

Max drawdown

1.33%

$140.10 peak-to-trough

Profit factor

2.64

recovery 4.80

Trades

632

547W / 85L

Win rate

86.6%

exp $1.06/trade

Sharpe

1.86

sortino 2.30

Exposure

100%

of bars holding

Worst streak

consecutive losses

Equity curve

Dashed grey line = buy & hold over the same window (+2.24%). Dotted line = starting deposit.

Capital requirement

Minimum account balance — $280.20

Running 0.01 lot on USDCAD at 1:500 leverage needs about $280.20 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 $155.62 of floating loss on top of that margin, which is why $203.62 is the floor, not $48.00.
The drawdown budget is the real requirement on most of these presets: $280.20 = 2.0 x the $140.10 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	$517.59	$154.01
Return %	5.18%	1.54%	OOS must stay positive
Max drawdown %	1.01%	1.15%
Profit factor	3.45	1.77
Trades	423	214	OOS window 2026-03-20 to 2026-09-18
Win rate	87.2%	85.0%
Sharpe	2.34	1.09
Exposure	100%	100%

Monthly breakdown

Month	P&L
2025-06	+51.31
2025-07	+77.47
2025-08	+67.49
2025-09	+33.91
2025-10	+41.97
2025-11	+50.33
2025-12	+50.60
2026-01	+59.90
2026-02	+51.39
2026-03	+51.63
2026-04	+59.17
2026-05	+25.49
2026-06	+59.28
2026-07	+24.58
2026-08	+50.35
2026-09	-81.94

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 1.38310 that reproduces the peak notional
Worst floating loss	-$155.62	largest unrealised drawdown of the open stack
Margin + floating loss	$203.62	margin is not released while the stack is underwater
Drawdown budget (x2.0)	$280.20	worst backtest drawdown $140.10
Pip value per 0.01 lot	$0.07	$7.23 per pip per 1.00 lot
Margin level at the worst moment	2.60	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 (1.38310) — 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 — `USDCAD_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	0.012	120.0 pips
`InpLotSize`	0.01
`InpTrailing` distance	0	disabled
`InpGridDistance` distance	0.008	80.0 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`	true
`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	$2.39	$672.92
Return	0.02%	6.73%
Max drawdown	0.03%	1.33%
Profit factor	1.35	2.64
Trades	2	632
Win rate	50.0%	86.6%

First 200 of 632 closed trades

Opened	Side	Lots	Entry	Exit	Reason	P&L	Closed
2025-06-11 08:00	BUY	0.01	1.36759	1.36036	TP	-5.34	2025-06-16
2025-06-13 02:00	BUY	0.01	1.35949	1.36036	TP	+0.61	2025-06-16
2025-06-13 17:00	BUY	0.01	1.35926	1.36036	TP	+0.78	2025-06-16
2025-06-13 18:00	BUY	0.01	1.35754	1.36036	TP	+2.04	2025-06-16
2025-06-13 19:00	BUY	0.01	1.35846	1.36036	TP	+1.37	2025-06-16
2025-06-13 20:00	BUY	0.01	1.35889	1.36036	TP	+1.05	2025-06-16
2025-06-13 21:00	BUY	0.01	1.35923	1.36036	TP	+0.80	2025-06-16
2025-06-13 22:00	BUY	0.01	1.35839	1.36036	TP	+1.42	2025-06-16
2025-06-13 23:00	BUY	0.01	1.35797	1.36036	TP	+1.73	2025-06-16
2025-06-16 00:00	BUY	0.01	1.35915	1.36036	TP	+0.86	2025-06-16
2025-06-16 01:00	BUY	0.01	1.35817	1.36036	TP	+1.58	2025-06-16
2025-06-16 02:00	BUY	0.01	1.35820	1.36036	TP	+1.56	2025-06-16
2025-06-11 08:00	SELL	0.01	1.36755	1.35555	TP	+8.82	2025-06-16
2025-06-16 16:00	SELL	0.01	1.35492	1.36446	TP	-7.02	2025-06-18
2025-06-17 20:00	SELL	0.01	1.36291	1.36446	TP	-1.17	2025-06-18
2025-06-17 21:00	SELL	0.01	1.36433	1.36446	TP	-0.13	2025-06-18
2025-06-17 22:00	SELL	0.01	1.36450	1.36446	TP	-0.00	2025-06-18
2025-06-17 23:00	SELL	0.01	1.36723	1.36446	TP	+2.00	2025-06-18
2025-06-18 00:00	SELL	0.01	1.36735	1.36446	TP	+2.09	2025-06-18
2025-06-18 01:00	SELL	0.01	1.36861	1.36446	TP	+3.01	2025-06-18
2025-06-18 02:00	SELL	0.01	1.36827	1.36446	TP	+2.76	2025-06-18
2025-06-18 03:00	SELL	0.01	1.36747	1.36446	TP	+2.18	2025-06-18
2025-06-18 04:00	SELL	0.01	1.36700	1.36446	TP	+1.83	2025-06-18
2025-06-18 05:00	SELL	0.01	1.36665	1.36446	TP	+1.58	2025-06-18
2025-06-18 06:00	SELL	0.01	1.36629	1.36446	TP	+1.31	2025-06-18
2025-06-16 06:00	BUY	0.01	1.36051	1.37251	TP	+8.71	2025-06-19
2025-06-18 15:00	SELL	0.01	1.36458	1.37161	TP	-5.15	2025-06-24
2025-06-19 17:00	SELL	0.01	1.37379	1.37161	TP	+1.56	2025-06-24
2025-06-19 18:00	SELL	0.01	1.37354	1.37161	TP	+1.38	2025-06-24
2025-06-19 19:00	SELL	0.01	1.37301	1.37161	TP	+0.99	2025-06-24
2025-06-20 16:00	SELL	0.01	1.37301	1.37161	TP	+0.99	2025-06-24
2025-06-20 17:00	SELL	0.01	1.37277	1.37161	TP	+0.82	2025-06-24
2025-06-20 18:00	SELL	0.01	1.37379	1.37161	TP	+1.56	2025-06-24
2025-06-20 19:00	SELL	0.01	1.37285	1.37161	TP	+0.88	2025-06-24
2025-06-20 21:00	SELL	0.01	1.37270	1.37161	TP	+0.77	2025-06-24
2025-06-20 22:00	SELL	0.01	1.37392	1.37161	TP	+1.66	2025-06-24
2025-06-20 23:00	SELL	0.01	1.37285	1.37161	TP	+0.88	2025-06-24
2025-06-23 00:00	SELL	0.01	1.37448	1.37161	TP	+2.06	2025-06-24
2025-06-19 09:00	BUY	0.01	1.37183	1.36515	TP	-4.92	2025-06-27
2025-06-26 17:00	BUY	0.01	1.36357	1.36515	TP	+1.13	2025-06-27
2025-06-26 18:00	BUY	0.01	1.36297	1.36515	TP	+1.57	2025-06-27
2025-06-26 19:00	BUY	0.01	1.36265	1.36515	TP	+1.80	2025-06-27
2025-06-26 20:00	BUY	0.01	1.36237	1.36515	TP	+2.01	2025-06-27
2025-06-26 21:00	BUY	0.01	1.36253	1.36515	TP	+1.89	2025-06-27
2025-06-26 22:00	BUY	0.01	1.36340	1.36515	TP	+1.25	2025-06-27
2025-06-27 04:00	BUY	0.01	1.36370	1.36515	TP	+1.03	2025-06-27
2025-06-27 05:00	BUY	0.01	1.36353	1.36515	TP	+1.16	2025-06-27
2025-06-27 09:00	BUY	0.01	1.36295	1.36515	TP	+1.58	2025-06-27
2025-06-24 09:00	SELL	0.01	1.37091	1.35891	TP	+8.80	2025-07-02
2025-06-27 12:00	BUY	0.01	1.36512	1.36037	TP	-3.52	2025-07-04
2025-07-03 18:00	BUY	0.01	1.35591	1.36037	TP	+3.25	2025-07-04
2025-07-03 19:00	BUY	0.01	1.35602	1.36037	TP	+3.17	2025-07-04
2025-07-03 20:00	BUY	0.01	1.35641	1.36037	TP	+2.88	2025-07-04
2025-07-03 21:00	BUY	0.01	1.35639	1.36037	TP	+2.90	2025-07-04
2025-07-03 14:00	SELL	0.01	1.35885	1.36491	TP	-4.47	2025-07-08
2025-07-07 11:00	SELL	0.01	1.36816	1.36491	TP	+2.34	2025-07-08
2025-07-07 12:00	SELL	0.01	1.36732	1.36491	TP	+1.74	2025-07-08
2025-07-07 19:00	SELL	0.01	1.36702	1.36491	TP	+1.52	2025-07-08
2025-07-07 20:00	SELL	0.01	1.36719	1.36491	TP	+1.64	2025-07-08
2025-07-07 23:00	SELL	0.01	1.36809	1.36491	TP	+2.30	2025-07-08
2025-07-08 00:00	SELL	0.01	1.36775	1.36491	TP	+2.05	2025-07-08
2025-07-08 01:00	SELL	0.01	1.36691	1.36491	TP	+1.44	2025-07-08
2025-07-04 16:00	BUY	0.01	1.36024	1.37224	TP	+8.71	2025-07-11
2025-07-08 05:00	SELL	0.01	1.36522	1.37322	TP	-5.85	2025-07-18
2025-07-16 16:00	SELL	0.01	1.37447	1.37322	TP	+0.88	2025-07-18
2025-07-16 17:00	SELL	0.01	1.37400	1.37322	TP	+0.54	2025-07-18
2025-07-17 10:00	SELL	0.01	1.37426	1.37322	TP	+0.72	2025-07-18
2025-07-17 11:00	SELL	0.01	1.37418	1.37322	TP	+0.67	2025-07-18
2025-07-17 12:00	SELL	0.01	1.37473	1.37322	TP	+1.07	2025-07-18
2025-07-17 13:00	SELL	0.01	1.37649	1.37322	TP	+2.35	2025-07-18
2025-07-17 14:00	SELL	0.01	1.37618	1.37322	TP	+2.13	2025-07-18
2025-07-17 15:00	SELL	0.01	1.37580	1.37322	TP	+1.85	2025-07-18
2025-07-17 16:00	SELL	0.01	1.37492	1.37322	TP	+1.21	2025-07-18
2025-07-17 17:00	SELL	0.01	1.37546	1.37322	TP	+1.60	2025-07-18
2025-07-17 18:00	SELL	0.01	1.37489	1.37322	TP	+1.19	2025-07-18
2025-07-18 03:00	SELL	0.01	1.37339	1.36139	TP	+8.78	2025-07-22
2025-07-11 03:00	BUY	0.01	1.36906	1.36191	TP	-5.27	2025-07-23
2025-07-22 21:00	BUY	0.01	1.36086	1.36191	TP	+0.75	2025-07-23
2025-07-22 22:00	BUY	0.01	1.36031	1.36191	TP	+1.15	2025-07-23
2025-07-22 23:00	BUY	0.01	1.36032	1.36191	TP	+1.14	2025-07-23
2025-07-23 00:00	BUY	0.01	1.36052	1.36191	TP	+1.00	2025-07-23
2025-07-23 01:00	BUY	0.01	1.36033	1.36191	TP	+1.14	2025-07-23
2025-07-23 02:00	BUY	0.01	1.36041	1.36191	TP	+1.08	2025-07-23
2025-07-23 03:00	BUY	0.01	1.35941	1.36191	TP	+1.81	2025-07-23
2025-07-23 04:00	BUY	0.01	1.35978	1.36191	TP	+1.54	2025-07-23
2025-07-23 05:00	BUY	0.01	1.36015	1.36191	TP	+1.27	2025-07-23
2025-07-23 06:00	BUY	0.01	1.35996	1.36191	TP	+1.41	2025-07-23
2025-07-23 07:00	BUY	0.01	1.35990	1.36191	TP	+1.45	2025-07-23
2025-07-23 08:00	SELL	0.01	1.36084	1.36867	TP	-5.75	2025-07-28
2025-07-25 16:00	SELL	0.01	1.37011	1.36867	TP	+1.03	2025-07-28
2025-07-25 17:00	SELL	0.01	1.37016	1.36867	TP	+1.06	2025-07-28
2025-07-25 18:00	SELL	0.01	1.37135	1.36867	TP	+1.93	2025-07-28
2025-07-25 19:00	SELL	0.01	1.37151	1.36867	TP	+2.05	2025-07-28
2025-07-25 20:00	SELL	0.01	1.37110	1.36867	TP	+1.75	2025-07-28
2025-07-25 21:00	SELL	0.01	1.37087	1.36867	TP	+1.57	2025-07-28
2025-07-25 22:00	SELL	0.01	1.37035	1.36867	TP	+1.20	2025-07-28
2025-07-25 23:00	SELL	0.01	1.36983	1.36867	TP	+0.82	2025-07-28
2025-07-28 00:00	SELL	0.01	1.37005	1.36867	TP	+0.98	2025-07-28
2025-07-28 01:00	SELL	0.01	1.36965	1.36867	TP	+0.69	2025-07-28
2025-07-28 02:00	SELL	0.01	1.37016	1.36867	TP	+1.06	2025-07-28
2025-07-23 16:00	BUY	0.01	1.36144	1.37344	TP	+8.71	2025-07-28
2025-07-28 10:00	BUY	0.01	1.37374	1.38574	TP	+8.63	2025-08-01
2025-07-28 04:00	SELL	0.01	1.37003	1.37855	TP	-6.21	2025-08-01
2025-07-29 17:00	SELL	0.01	1.37843	1.37855	TP	-0.12	2025-08-01
2025-07-30 13:00	SELL	0.01	1.37870	1.37855	TP	+0.08	2025-08-01
2025-07-30 14:00	SELL	0.01	1.37856	1.37855	TP	-0.02	2025-08-01
2025-07-30 15:00	SELL	0.01	1.38037	1.37855	TP	+1.29	2025-08-01
2025-07-30 16:00	SELL	0.01	1.38009	1.37855	TP	+1.08	2025-08-01
2025-07-30 17:00	SELL	0.01	1.38088	1.37855	TP	+1.66	2025-08-01
2025-07-30 18:00	SELL	0.01	1.38139	1.37855	TP	+2.03	2025-08-01
2025-07-30 19:00	SELL	0.01	1.38077	1.37855	TP	+1.58	2025-08-01
2025-07-30 20:00	SELL	0.01	1.38028	1.37855	TP	+1.23	2025-08-01
2025-07-30 21:00	SELL	0.01	1.38148	1.37855	TP	+2.09	2025-08-01
2025-07-30 22:00	SELL	0.01	1.38358	1.37855	TP	+3.62	2025-08-01
2025-08-01 01:00	BUY	0.01	1.38670	1.37963	TP	-5.15	2025-08-05
2025-08-01 16:00	BUY	0.01	1.37781	1.37963	TP	+1.30	2025-08-05
2025-08-01 18:00	BUY	0.01	1.37793	1.37963	TP	+1.21	2025-08-05
2025-08-01 23:00	BUY	0.01	1.37849	1.37963	TP	+0.80	2025-08-05
2025-08-04 00:00	BUY	0.01	1.37847	1.37963	TP	+0.82	2025-08-05
2025-08-04 01:00	BUY	0.01	1.37801	1.37963	TP	+1.15	2025-08-05
2025-08-04 02:00	BUY	0.01	1.37780	1.37963	TP	+1.30	2025-08-05
2025-08-04 04:00	BUY	0.01	1.37794	1.37963	TP	+1.20	2025-08-05
2025-08-04 05:00	BUY	0.01	1.37770	1.37963	TP	+1.37	2025-08-05
2025-08-04 06:00	BUY	0.01	1.37757	1.37963	TP	+1.46	2025-08-05
2025-08-04 07:00	BUY	0.01	1.37743	1.37963	TP	+1.57	2025-08-05
2025-08-04 08:00	BUY	0.01	1.37780	1.37963	TP	+1.30	2025-08-05
2025-08-05 11:00	BUY	0.01	1.38068	1.37919	TP	-1.11	2025-08-11
2025-08-07 10:00	BUY	0.01	1.37225	1.37919	TP	+5.00	2025-08-11
2025-08-07 13:00	BUY	0.01	1.37264	1.37919	TP	+4.72	2025-08-11
2025-08-11 15:00	BUY	0.01	1.37883	1.39083	TP	+8.60	2025-08-21
2025-08-04 08:00	SELL	0.01	1.37776	1.38485	TP	-5.15	2025-08-22
2025-08-19 18:00	SELL	0.01	1.38586	1.38485	TP	+0.70	2025-08-22
2025-08-19 19:00	SELL	0.01	1.38614	1.38485	TP	+0.91	2025-08-22
2025-08-19 21:00	SELL	0.01	1.38630	1.38485	TP	+1.02	2025-08-22
2025-08-19 22:00	SELL	0.01	1.38647	1.38485	TP	+1.14	2025-08-22
2025-08-19 23:00	SELL	0.01	1.38674	1.38485	TP	+1.34	2025-08-22
2025-08-20 00:00	SELL	0.01	1.38593	1.38485	TP	+0.75	2025-08-22
2025-08-20 01:00	SELL	0.01	1.38628	1.38485	TP	+1.01	2025-08-22
2025-08-20 02:00	SELL	0.01	1.38655	1.38485	TP	+1.20	2025-08-22
2025-08-20 03:00	SELL	0.01	1.38681	1.38485	TP	+1.39	2025-08-22
2025-08-20 04:00	SELL	0.01	1.38744	1.38485	TP	+1.84	2025-08-22
2025-08-20 05:00	SELL	0.01	1.38785	1.38485	TP	+2.14	2025-08-22
2025-08-21 23:00	BUY	0.01	1.39094	1.38413	TP	-4.95	2025-08-25
2025-08-22 20:00	BUY	0.01	1.38178	1.38413	TP	+1.67	2025-08-25
2025-08-22 21:00	BUY	0.01	1.38238	1.38413	TP	+1.24	2025-08-25
2025-08-22 22:00	BUY	0.01	1.38279	1.38413	TP	+0.94	2025-08-25
2025-08-22 23:00	BUY	0.01	1.38257	1.38413	TP	+1.10	2025-08-25
2025-08-25 00:00	BUY	0.01	1.38205	1.38413	TP	+1.48	2025-08-25
2025-08-25 01:00	BUY	0.01	1.38265	1.38413	TP	+1.04	2025-08-25
2025-08-25 02:00	BUY	0.01	1.38289	1.38413	TP	+0.87	2025-08-25