Out-of-Sample Positive in
Both Val & Test
3 strategies, 10 instruments, 8.3 years. 3-way split with fixed parameters — no re-optimisation after the split. Walk-Forward confirms 7/9 positive years. Monte Carlo validates resilience across 2,000 simulations.
The Portfolio Thesis
3 strategies across 10 instruments over 8.3 years. The aggregate result — a portfolio engineered for asymmetric returns. These KPIs tell the headline story before we dissect each layer.
Executive Performance Overview
Key metrics from the full backtest period across all 3 selected strategies and 10 instruments. See OOS section below for out-of-sample validation.
The Engine Behind the Numbers
How data flows from MetaTrader 5 through strategy execution to risk governance — a centralized orchestrator watching every layer.
How Argus Works
A centralized orchestrator coordinates 3 strategies through shared core services, enforcing risk governance at every level.
Data Pipeline
Real OHLCV from MT5 — 10 instruments x 3 timeframes (M15, H1, H4)
Strategy Layer
3 EAs across Trend, Session, Divergence
Shared Core
Logging, telemetry, trade journal, unified architecture
Orchestrator
Central coordination, regime filtering, correlation control
Risk Governors
HWM breaker, exposure limits, news blockade, prop firm mode
Evidence Layer
Analytics, equity curves, drawdown, correlation, journal
The Safety Layer
Every strategy is bound by the same set of rules — drawdown limits, correlation controls, news blockades. The orchestrator governs, not just coordinates.
Discipline at Portfolio Level
Risk controls are enforced globally, not per-strategy. The orchestrator acts as a governor, not just a coordinator.
High Water Mark Breaker
Multi-timeframe circuit breaker: 3% daily, 8% weekly, 15% monthly drawdown limits. Trading halts automatically when thresholds are breached.
ActivePearson Correlation Filter
Prevents opening trades on instruments with correlation > 0.8 to existing positions. Eliminates hidden concentration risk.
ActiveExposure Limits
Maximum 2 concurrent positions per instrument. Lot sizing dynamically calculated based on risk distance and account equity.
ActiveNews Blockade
Prop firm mode blocks trading during high-impact news windows: US early/mid news, FOMC, NFP releases.
Prop Firm ModeSession Enforcement
Strategies are filtered by session: Asian, London, NY. Weekend closure auto-closes all positions Friday 20:00 UTC.
ActiveBreak-Even + Partial Close
SL moves to entry at 1R profit. 50% position closes at 1.5R. Now disabled -- pure TP/SL execution for cleaner strategy evaluation.
DisabledThe Evidence Unfolded
Equity curves, drawdown profiles, and strategy contributions — the raw performance story told through every bar since 2018. Each chart reveals a different angle.
Equity, Drawdown & Contribution
Portfolio Equity Curve
Drawdown Profile
Strategy Contribution (Net Profit)
Monthly Returns
Risk Analytics
Negative Sharpe reflects the portfolio's asymmetric payoff profile — low win rate (27%) with high reward-to-risk on winning trades.The Real Test
5 years training, 1 year validation, 29 months test — no re-optimisation after the split. This is where overfitting dies and robust strategies survive. Both Val and Test are positive.
Train / Test Split Evidence
Rigorous 3-way out-of-sample test: Train (5 years: 2018-2022), Validation (1 year: 2023), Test (29 months: 2024-May 2026). No parameter re-optimisation after split. The Kelly Agent and News Filter protect the portfolio from out-of-sample anomalies. Val and Test both strongly positive — exceptional OOS evidence.
OOS Equity Curves
OOS Drawdown Profile
The Ensemble
20 strategies built, 7 selected. Each plays a role — some generate alpha, others hedge. The sum is greater than the parts. Explore how they compare and contrast.
All 20 Strategies — 7 Active in Portfolio
Each strategy with individual backtest statistics. Active strategies are part of the portfolio; inactive ones were excluded after optimisation.
Portfolio construction favours diversification over standalone winners. Several active strategies show negative individual alpha but contribute as uncorrelated hedges — the portfolio's combined return exceeds the sum of its parts.
Strategy Comparison Table
| Rank | Strategy | Category | TF | Trades | Win Rate | Profit Factor | Net Profit | Max DD | Sharpe | Return | Status |
|---|
Under the Microscope
Monthly heatmaps, trade distribution, per-symbol breakdowns, and the full execution log. Every trade, every month — the complete forensic record.
Monthly Returns & Trade Breakdown
Monthly consistency heatmap, trade distribution with per-symbol performance, and full execution journal.
Monthly Returns — Consistency Heatmap
Profit Distribution
Win / Loss / Breakeven
Per-Symbol Performance
| Symbol | Trades | Net Profit | Win Rate | Profit Factor | Avg Win | Avg Loss |
|---|
Transaction Timeline
Live feed · Arkham-styleExit Reasons
The Hidden Connections
Strategies that look good in isolation may hide concentration risk. This network graph reveals which strategies move together — and which provide true diversification.
Inter-Strategy Correlation
Identifies overlapping risk exposure between strategies. Values > 0.7 indicate potential concentration.
Strategy Network
Drag nodes · Closer = higher correlationCorrelation Matrix
Red = high risk · Teal = self · Green = diversifierView raw correlation table
The Fine Print
Every backtest makes assumptions. Here are ours — data sources, execution model, risk parameters. Transparency is the foundation of credible evidence.
Backtest Assumptions & Parameters
Transparent documentation of simulation conditions, data sources, and risk parameters.
Data Source
Execution Model
Risk Parameters
Disclaimer: All results shown are from historical backtest simulation only. They do not represent live trading performance. Past performance does not guarantee future results. Spread, slippage, and market conditions in live trading may differ significantly. This dashboard is for educational and research purposes only.
Legal Disclaimer & Risk Warning
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.
One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results.
EDUCATIONAL PURPOSES ONLY: The Argus Panoptes software, Expert Advisors, indicators, and strategies are provided for educational and informational research purposes only. They do NOT constitute financial, investment, or trading advice. This project is open-source software provided "as is", without warranty of any kind.
Trading foreign exchange, indices, and other financial instruments on margin carries a high level of risk and may not be suitable for all investors. You could sustain a loss of some or all of your initial investment. You should carefully consider your investment objectives, level of experience, and risk appetite before deciding to trade.