← All strategies|FxMath Elite ProUSDCAD M30live-validated preset
FxMath Elite Pro · optimiser output

USDCAD M30 — Optimised Settings

In-sample 2025-03-19 → 2026-03-12 · out-of-sample 2026-03-12 → 2026-09-18 · 2,904 configurations evaluated · 0 finalists · 2 robust
USDCAD M3019,313 barspaper 2934 TP705 SLmodel: fastlabel 22p / 12pregime ONtrend OFFpip x0.70 vs H1 (measured)OOS profitable

Out-of-sample confirmed

This configuration stayed profitable on the untouched 2026-03-12 → 2026-09-18 slice (+0.17%).

Net profit
$271.41
+2.71% on $10,000.00
Min. account
$228.61
for 0.01 lot at 1:500, drawdown budget
Max drawdown
1.11%
$114.30 peak-to-trough
Profit factor
1.12
recovery 2.37
Trades
3641
2435W / 1206L
Win rate
66.9%
exp $0.07/trade
Sharpe
0.80
sortino 0.88
Exposure
99%
of bars holding
Worst streak
17
consecutive losses

Equity curve

9,94510,04810,15110,25410,358 2025-02-282025-07-212025-12-092026-05-012026-09-18 deposit 10,000

Dashed grey line = buy & hold over the same window (-3.11%). Dotted line = starting deposit.

Capital requirement

Minimum account balance — $228.61

Running 0.01 lot on USDCAD at 1:500 leverage needs about $228.61 of balance. The binding constraint is drawdown budget.

Burn-in note: this is a grid with a stop loss (InpStopLoss = 0.00375) at 99% 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

1%1%0%

Monthly P&L

94 -69
Metrics
Capital
Inputs
Validation
Trades

In-sample vs out-of-sample

MetricIn-sampleOut-of-sampleNote
Net profit$264.07$17.44
Return %2.64%0.17%OOS must stay positive
Max drawdown %0.70%1.13%
Profit factor1.191.02
Trades2,3331,169OOS window 2026-03-12 to 2026-09-18
Win rate67.3%66.8%
Sharpe1.220.16
Exposure98%99%

Monthly breakdown

MonthP&L
2025-02+3.40
2025-03+27.29
2025-04+39.73
2025-05+9.27
2025-06+34.98
2025-07-30.02
2025-08+44.16
2025-09+48.16
2025-10+21.90
2025-11-32.91
2025-12-6.41
2026-01+18.88
2026-02+42.79
2026-03+93.58
2026-04-68.80
2026-05+39.93
2026-06-31.83
2026-07+64.47
2026-08-7.76
2026-09-39.38

How the minimum balance is derived

ItemAmountBasis
Leverage assumed1:500your account setting
Peak simultaneous position0.13 lots8 (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$26.00at the effective price 1.43210 that reproduces the peak notional
Worst floating loss-$26.02largest unrealised drawdown of the open stack
Margin + floating loss$52.02margin is not released while the stack is underwater
Drawdown budget (x2.0)$228.61worst backtest drawdown $114.30
Pip value per 0.01 lot$0.07$6.98 per pip per 1.00 lot
Margin level at the worst moment7.79equity / 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 (1.43210) — 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_M30.set

Distance inputs are price offsets, matching the EA's NormalizeDouble(price ± input, digits). The pip equivalent is shown for reference.

InputValueInterpretation
InpStopLoss distance0.0037537.5 pips
InpTakeProfit distance0.00550.0 pips
InpLotSize0.01
InpTrailing distance0disabled
InpGridDistance distance0.0019619.6 pips
InpMaxGrid8
InpBuyEnabletrue
InpSellEnabletrue
InpFixedLottrue
InpLotRatio1
InpWindow12
InpBack15
InpLabelSL distance0.001212.0 pips
InpLabelTP distance0.0022522.5 pips
InpTrainBars600
InpRetrainBars15
InpForestTrees20
InpMaxDepth8
InpMinSamples10
InpClassWeight2
InpTrendFilterfalse
InpTrendSMA200
InpTrendADXMin18
InpTrendStrength0.3
InpProtectEnabletrue
InpMaxDrawdownPct30
InpMaxDailyLoss0
InpStopOnProtecttrue
InpRegimeAdapttrue
InpRegimePeriod20
InpRangeADXMax22
InpTrendADXExit30
InpBBRangeMin0.001
InpBBRangeMax0.008
InpGridATRmult0
InpRangeLotMult1
InpTrendLotMult0.2
InpRangeMaxGridMult1.5
InpTrendMaxGridMult0.3
InpGridMaxLoss0

EA defaults vs optimised

MetricEA defaultsOptimised
Net profit$0.24$271.41
Return0.00%2.71%
Max drawdown0.02%1.11%
Profit factor1.011.12
Trades23,641
Win rate50.0%66.9%

First 200 of 3641 closed trades

OpenedSideLotsEntryExitReasonP&LClosed
2025-02-28 11:00BUY0.011.443171.44422TP+0.702025-02-28
2025-02-28 17:30BUY0.011.440281.44422TP+2.702025-02-28
2025-02-28 11:30SELL0.011.443681.44520TP-1.082025-03-03
2025-02-28 20:30SELL0.011.445861.44520TP+0.432025-03-03
2025-02-28 21:00SELL0.011.445781.44520TP+0.382025-03-03
2025-02-28 21:30SELL0.011.445871.44520TP+0.442025-03-03
2025-02-28 22:00SELL0.011.446401.44520TP+0.812025-03-03
2025-02-28 22:30SELL0.011.446391.44520TP+0.802025-03-03
2025-02-28 23:00SELL0.011.446301.44520TP+0.742025-03-03
2025-02-28 23:30SELL0.011.446251.44520TP+0.702025-03-03
2025-02-28 20:00BUY0.011.445411.44166SL-2.632025-03-03
2025-03-03 03:30BUY0.011.443451.43970SL-2.632025-03-03
2025-03-03 08:00SELL0.011.444511.43952TP+3.442025-03-03
2025-03-03 11:30BUY0.011.442721.43897SL-2.642025-03-03
2025-03-03 12:00BUY0.011.443121.43937SL-2.642025-03-03
2025-03-03 12:30BUY0.011.442891.43914SL-2.642025-03-03
2025-03-03 13:00BUY0.011.442731.43898SL-2.642025-03-03
2025-03-03 14:30BUY0.011.442821.43907SL-2.642025-03-03
2025-03-03 15:30BUY0.011.441151.43740SL-2.642025-03-03
2025-03-03 16:00BUY0.011.441021.43727SL-2.642025-03-03
2025-03-03 15:00BUY0.011.440741.44176TP+0.682025-03-03
2025-03-03 16:30BUY0.011.440701.44176TP+0.712025-03-03
2025-03-03 17:00BUY0.011.438851.44176TP+1.992025-03-03
2025-03-03 20:00BUY0.011.444271.44927TP+3.422025-03-03
2025-03-03 20:00SELL0.011.444231.44798SL-2.622025-03-03
2025-03-03 21:30SELL0.011.449941.45369SL-2.612025-03-03
2025-03-03 22:00SELL0.011.453581.44859TP+3.422025-03-03
2025-03-04 08:00BUY0.011.447751.44400SL-2.632025-03-04
2025-03-04 10:30BUY0.011.445061.44131SL-2.632025-03-04
2025-03-04 11:30BUY0.011.442531.44752TP+3.422025-03-04
2025-03-04 16:30BUY0.011.448591.45358TP+3.412025-03-04
2025-03-04 17:30SELL0.011.449811.45355SL-2.612025-03-04
2025-03-04 19:30SELL0.011.452781.44779TP+3.422025-03-04
2025-03-04 21:00BUY0.011.450701.44695SL-2.622025-03-04
2025-03-04 23:00BUY0.011.438401.44339TP+3.432025-03-05
2025-03-05 03:30BUY0.011.442851.43911SL-2.642025-03-05
2025-03-05 09:00BUY0.011.439291.43555SL-2.642025-03-05
2025-03-05 18:00SELL0.011.441071.43607TP+3.452025-03-05
2025-03-05 16:00BUY0.011.437201.43345SL-2.652025-03-05
2025-03-05 21:00BUY0.011.434361.43374TP-0.462025-03-06
2025-03-06 03:30BUY0.011.431461.43374TP+1.562025-03-06
2025-03-06 04:00BUY0.011.432111.43374TP+1.112025-03-06
2025-03-06 04:30BUY0.011.432031.43374TP+1.162025-03-06
2025-03-06 07:00SELL0.011.433581.43733SL-2.642025-03-06
2025-03-06 12:30SELL0.011.435621.43503TP+0.382025-03-06
2025-03-06 13:00SELL0.011.436351.43503TP+0.892025-03-06
2025-03-06 13:30SELL0.011.436361.43503TP+0.902025-03-06
2025-03-06 14:00SELL0.011.436771.43503TP+1.192025-03-06
2025-03-06 08:00BUY0.011.433541.42979SL-2.652025-03-06
2025-03-06 17:00BUY0.011.428321.42457SL-2.662025-03-06
2025-03-06 18:00BUY0.011.424961.42996TP+3.472025-03-06
2025-03-06 19:30BUY0.011.430411.43191TP+1.012025-03-07
2025-03-07 10:00BUY0.011.428411.43191TP+2.422025-03-07
2025-03-07 03:00SELL0.011.430351.43410SL-2.642025-03-07
2025-03-07 14:00SELL0.011.432641.43639SL-2.642025-03-07
2025-03-07 15:30SELL0.011.437081.44083SL-2.632025-03-07
2025-03-07 19:00SELL0.011.440901.43590TP+3.452025-03-10
2025-03-10 06:00SELL0.011.436091.43984SL-2.632025-03-10
2025-03-10 02:30BUY0.011.436351.44135TP+3.442025-03-10
2025-03-10 12:30SELL0.011.438621.44237SL-2.632025-03-10
2025-03-10 13:30SELL0.011.439431.44318SL-2.632025-03-10
2025-03-10 14:00SELL0.011.440911.44466SL-2.632025-03-10
2025-03-10 14:30SELL0.011.441781.44553SL-2.622025-03-10
2025-03-10 15:00SELL0.011.441661.44541SL-2.622025-03-10
2025-03-10 15:30SELL0.011.442051.44580SL-2.622025-03-10
2025-03-10 16:00SELL0.011.442861.44661SL-2.622025-03-10
2025-03-10 17:30SELL0.011.443071.44682SL-2.622025-03-10
2025-03-10 18:30SELL0.011.443341.44709SL-2.622025-03-10
2025-03-10 18:00SELL0.011.443691.44381TP-0.112025-03-10
2025-03-10 19:00SELL0.011.443591.44381TP-0.182025-03-10
2025-03-10 19:30SELL0.011.444591.44381TP+0.512025-03-10
2025-03-10 20:00SELL0.011.445851.44381TP+1.392025-03-10
2025-03-10 20:30SELL0.011.446321.44381TP+1.712025-03-10
2025-03-11 01:00BUY0.011.443181.43943SL-2.642025-03-11
2025-03-11 11:30BUY0.011.440931.44177TP+0.562025-03-11
2025-03-11 12:30BUY0.011.440611.44177TP+0.782025-03-11
2025-03-11 13:00BUY0.011.440621.44177TP+0.772025-03-11
2025-03-11 13:30BUY0.011.439951.44177TP+1.242025-03-11
2025-03-11 07:00SELL0.011.443671.44742SL-2.622025-03-11
2025-03-11 15:00BUY0.011.440961.44596TP+3.432025-03-11
2025-03-11 16:00SELL0.011.449421.44800TP+0.962025-03-11
2025-03-11 16:30SELL0.011.451561.44800TP+2.442025-03-11
2025-03-11 17:00SELL0.011.446941.44601TP+0.622025-03-11
2025-03-11 19:00SELL0.011.450081.44601TP+2.782025-03-11
2025-03-11 21:00BUY0.011.440141.44514TP+3.432025-03-12
2025-03-12 05:30SELL0.011.444881.44408TP+0.522025-03-12
2025-03-12 09:00SELL0.011.448281.44408TP+2.882025-03-12
2025-03-12 08:00BUY0.011.445331.44158SL-2.632025-03-12
2025-03-12 12:00BUY0.011.443151.43940SL-2.642025-03-12
2025-03-12 12:30BUY0.011.442241.43849SL-2.642025-03-12
2025-03-12 13:00BUY0.011.441151.43740SL-2.642025-03-12
2025-03-12 14:00BUY0.011.440131.43638SL-2.642025-03-12
2025-03-12 19:00BUY0.011.437521.43956TP+1.392025-03-13
2025-03-12 20:00BUY0.011.436611.43956TP+2.022025-03-13
2025-03-13 03:00SELL0.011.437311.43837TP-0.772025-03-13
2025-03-13 07:30SELL0.011.439441.43837TP+0.712025-03-13
2025-03-13 08:00SELL0.011.439691.43837TP+0.892025-03-13
2025-03-13 08:30SELL0.011.439691.43837TP+0.892025-03-13
2025-03-13 09:00SELL0.011.439391.43837TP+0.682025-03-13
2025-03-13 09:30SELL0.011.439711.43837TP+0.892025-03-13
2025-03-13 07:30BUY0.011.439481.43907TP-0.312025-03-13
2025-03-13 11:30BUY0.011.436971.43907TP+1.432025-03-13
2025-03-13 12:00BUY0.011.437411.43907TP+1.122025-03-13
2025-03-13 12:30BUY0.011.437421.43907TP+1.122025-03-13
2025-03-13 10:30SELL0.011.438811.44256SL-2.632025-03-13
2025-03-13 14:00BUY0.011.438651.44365TP+3.432025-03-13
2025-03-13 18:00SELL0.011.441121.44487SL-2.632025-03-13
2025-03-13 18:30SELL0.011.442111.44228TP-0.142025-03-13
2025-03-13 19:00SELL0.011.444761.44228TP+1.692025-03-13
2025-03-13 19:30SELL0.011.444961.44228TP+1.832025-03-13
2025-03-13 19:00BUY0.011.444791.44422TP-0.422025-03-13
2025-03-13 20:00BUY0.011.442301.44422TP+1.302025-03-13
2025-03-13 20:30BUY0.011.442361.44422TP+1.262025-03-13
2025-03-13 21:00BUY0.011.442431.44422TP+1.212025-03-13
2025-03-14 04:00BUY0.011.443961.44340TP-0.422025-03-14
2025-03-14 10:00BUY0.011.441401.44340TP+1.362025-03-14
2025-03-14 10:30BUY0.011.441411.44340TP+1.352025-03-14
2025-03-14 12:30BUY0.011.441841.44340TP+1.052025-03-14
2025-03-14 13:30BUY0.011.441961.43821SL-2.642025-03-14
2025-03-13 20:00SELL0.011.442261.43727TP+3.452025-03-14
2025-03-14 15:30BUY0.011.438781.43738TP-1.002025-03-17
2025-03-14 21:30BUY0.011.436381.43738TP+0.672025-03-17
2025-03-14 22:00BUY0.011.435991.43738TP+0.942025-03-17
2025-03-14 22:30BUY0.011.436771.43738TP+0.402025-03-17
2025-03-17 00:00BUY0.011.436701.43738TP+0.442025-03-17
2025-03-17 00:30BUY0.011.436391.43738TP+0.662025-03-17
2025-03-17 01:00BUY0.011.436451.43738TP+0.622025-03-17
2025-03-17 02:00BUY0.011.436601.43738TP+0.512025-03-17
2025-03-17 03:00BUY0.011.437121.43337SL-2.652025-03-17
2025-03-17 03:30SELL0.011.437431.43243TP+3.462025-03-17
2025-03-17 13:00BUY0.011.434881.43113SL-2.652025-03-17
2025-03-17 13:30BUY0.011.434841.43109SL-2.652025-03-17
2025-03-17 14:00BUY0.011.434581.43083SL-2.652025-03-17
2025-03-17 14:30BUY0.011.433971.43022SL-2.652025-03-17
2025-03-17 15:30BUY0.011.431521.42777SL-2.662025-03-17
2025-03-17 16:30BUY0.011.431441.42769SL-2.662025-03-17
2025-03-17 18:00BUY0.011.428741.42964TP+0.602025-03-18
2025-03-17 18:30BUY0.011.429351.42964TP+0.172025-03-18
2025-03-17 19:00BUY0.011.428731.42964TP+0.612025-03-18
2025-03-17 19:30BUY0.011.428551.42964TP+0.732025-03-18
2025-03-17 20:00BUY0.011.427831.42964TP+1.242025-03-18
2025-03-18 02:30BUY0.011.429471.43087TP+0.952025-03-18
2025-03-18 15:00BUY0.011.427271.43087TP+2.492025-03-18
2025-03-18 01:30SELL0.011.429831.43165TP-1.302025-03-19
2025-03-19 09:30SELL0.011.432671.43165TP+0.692025-03-19
2025-03-19 10:30SELL0.011.432221.43165TP+0.372025-03-19
2025-03-19 11:00SELL0.011.432381.43165TP+0.482025-03-19
2025-03-19 11:30SELL0.011.432271.43165TP+0.412025-03-19
2025-03-19 12:00SELL0.011.433191.43165TP+1.052025-03-19
2025-03-19 12:30SELL0.011.432721.43165TP+0.722025-03-19