🔒 CONFIDENTIAL — KALAYA CAPITAL PROPRIETARY RESEARCH — NOT FOR DISTRIBUTION — INTERNAL USE ONLY
KALAYA CAPITAL

EURUSD — Weekly Breakout Strategy  ·  Live Test Results

CONFIDENTIAL — KALAYA CAPITAL PROPRIETARY RESEARCH  |  Generated: 2026-04-29 21:47  |  Strategy: Long entry above prior-week high  |  Base params: buffer 0.05% · stop 100 pips · target 150 pips

📋 Strategy Logic — Weekly Breakout Long (EURUSD)
UNIVERSE
EURUSD Weekly OHLC bars
SIGNAL
Week closes above the prior-week high + buffer0.05%)
ENTRY
Following week open (or trigger price if higher)
STOP LOSS
Entry − 100 pips (fixed)
TAKE PROFIT
Entry + 150 pips (fixed)
FALLBACK EXIT
Week close if neither stop nor target reached
TIE-BREAK RULE
If stop and target both hit in same week → stop wins (conservative)
DIRECTION
Long only — breakout above prior-week high
BASE PARAMS
Buffer 0.05%  ·  Stop 100 pips  ·  Target 150 pips  ·  R:R = 1:1.5
DATA SOURCE
WeeklyOHLC_EURUSD.csv  ·  MT5 export  ·  PIP = 0.0001

Executive Summary

-509.1 pips
TOTAL NET PIPS
41
# TRADES
-1.12
SHARPE RATIO
0.67
PROFIT FACTOR
-0.77
RETURN / DD RATIO
41.5%
WIN RATE
662.6 pips
MAX DRAWDOWN
66260.0%
DD % OF PEAK
-18.2 pips
MONTHLY AVG
-101.8 pips
YEARLY AVG
-12.4 pips
EXPECTANCY / TRADE
-0.99
SQN SCORE

Equity Curve

Equity Curve

Each point represents one trade week. Y-axis = cumulative pips from trade inception. Dashed gold line = zero. Green shading = above water; red shading = drawdown periods.

Full Statistics

Strategy Metrics

Wins / Losses Ratio0.71
Payout Ratio (Avg W/L)0.95
Expectancy (pips/trade)-12.4
R-Expectancy-0.124
Std Deviation (pips)80.0
Sharpe Ratio (ann.)-1.12
SQN Score-0.99
Z-Score (serial corr.)1.99
Z-Probability97.7%
Max Drawdown (pips)662.6
DD % of Peak Equity66260.0%
Return / DD Ratio-0.77

Trade Breakdown

# of Wins17
# of Losses24
Gross Profit (pips)1053.2
Gross Loss (pips)1562.3
Avg Win (pips)62.0
Avg Loss (pips)65.1
Largest Win (pips)150.0
Largest Loss (pips)100.0
Max Consec. Wins3
Max Consec. Losses4
Avg Consec. Wins1.3
Avg Consec. Losses1.7

Monthly Performance (pips)

Pips per month from live trades. Months with no trade signal show —

YearJanFebMarAprMayJunJulAugSepOctNovDecYTD
2026150.0-35.0——————————115.0
2025-100.0-27.437.8229.5-100.032.7-200.0-100.0——-100.088.5-238.9
2024—7.8-51.6—-14.9—101.443.01.4———87.1
2023-73.8——7.1—-37.5-100.0———-101.6—-305.8
2022————-100.0—-100.0——50.0-19.32.8-166.5

Parameter Sweep — Top 3 Combinations

Score = net_pips − 0.35 × max_dd_pips. Full 12-combination sweep sorted by score.

buffer_pct stop_pips target_pips trades win_rate net_pips profit_factor max_dd_pips sharpe score
0.0 120 120 44 50.0 -100.1 0.93 568.2 -0.20 -299.0
0.0 80 120 44 45.5 -207.0 0.87 443.0 -0.44 -362.0
0.0 120 180 44 47.7 -170.7 0.89 582.3 -0.33 -374.5

Monte Carlo (500 Trade-Order Shuffles)

Same trades, randomised order — tests sensitivity of results to trade sequencing. Each run shuffles the trade order; the fan chart shows the spread of possible equity paths.

Monte Carlo Fan Chart
-509.1p
MEDIAN NET PIPS
-509.1p
P5 (WORST 5%)
-509.1p
P95 (BEST 5%)
726.3p
MEDIAN MAX DD
971.1p
P95 MAX DD
500
SIMULATIONS

Regime Split — Pre / Post 2020

Same strategy parameters, split at 01-Jan-2020 to test regime stability.

RegimeTradesWin RateNet PipsProfit Factor
pre_202000.0%0.00.00
post_20204141.5%-509.10.67
Note: All results are historical back-tests from weekly OHLC data. Past performance does not guarantee future results. This report is for internal research purposes only and does not constitute investment advice.