This post reports a backtest of a systematic 1-hour strategy on a panel of EUR-quoted equities. The run parameters and headline result metrics are shown below.
This is a historical backtest, published for informational and educational purposes only — not financial advice, not a recommendation, and not a trading signal. Past performance is not indicative of future results.
This is one of the systematic strategy backtests we run and publish as research.
It uses a 1-hour timeframe on a panel of EUR-quoted stocks.
date_start_simulation: 2023-03-01 00:00:00+00:00
date_start: 2023-01-06 00:00:00+00:00
date_end: 2025-10-03 00:00:00+00:00
base_currency: EUR
initial_cash: 100000.0
position_target_w: 0.1
position_target_hard_limit: 10000000.0
bar_size: 1 hour
nbar_back_for_stop: 0
trailing_stop: 17.0
stop_limit: False
nbar_freeze: 2
enable_freeze_global: False
position_max_w: 0.25
max_new_position_per_bar: 3
max_workers_outer: 10
max_workers_inner: 10
nb_symbol: 1029
Wallet final : value=437862 return_arr=55.00% maxdd=19.66% ulcer=4.44% exposure=32.90% return=337.86% nbtransaction=1311 winrate=44.70% sharpe=1.72 sortino=4.02 calmar=2.54 stability=0.641 k=102.89 composite=7.591306 rr=3.54 nbrow=0 cash=437862 return_mean=2.15 return_max=589.36 return_min=-23.12
Out-of-sample cutoff. This strategy’s rules and parameters were frozen on 3 July 2025. All performance shown after that date is genuine out-of-sample / forward-tracked data — it post-dates the freeze, so no hindsight or selection could have shaped the rules.
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