GECKOBACKTEST SUMMARY
Every run, side by side.
Each research post covers one hypothesis against its own baseline. This table is the other view: every backtest referenced anywhere on the site, in one place, so trends across the whole series (not just within one post) are easy to spot.
| Run | Config | Trade Plans | Entered | Profit Factor | Average R | Net Result |
|---|---|---|---|---|---|---|
| #385 | Directors buy £250k-£5m in a day: buy at the next open after the evening scan, ATR stop, hold 20 days | 169 | 169 (100.00%) | 1.57 | 0.1983 | £4,408.68 |
| #368 | Bull flag after a volume-spike pole, wider (ATR) stop | 151 | 151 (100.00%) | 1.50 | 0.1562 | £2,761.60 |
| #367 | Bull flag after a volume-spike pole, stop at the flag low | 180 | 180 (100.00%) | 0.86 | -0.2000 | −£5,320.02 |
| #366 | Bull flag after any sharp rise, wider (ATR) stop | 614 | 614 (100.00%) | 1.03 | 0.0116 | −£5,817.23 |
| #365 | Bull flag after any sharp rise, stop at the flag low | 802 | 802 (100.00%) | 0.82 | -0.2004 | −£29,183.76 |
| #364 | Cup and handle + measured-move target | 16 | 16 (100.00%) | 0.72 | -0.1806 | −£745.86 |
| #363 | Cup and handle, stop at the handle low, 40-day hold | 16 | 16 (100.00%) | 0.93 | -0.0486 | −£361.66 |
| #339 | EVS Drift with at most 5 positions open (yardstick) | 285 | 285 (100.00%) | 1.43 | 0.1925 | £7,269.49 |
| #304 | As #289 held 40 trading days | 287 | 287 (100.00%) | 1.49 | 0.2699 | £10,366.48 |
| #299 | As #289 with a breakeven stop once +1R | 298 | 298 (100.00%) | 1.46 | 0.1830 | £7,247.39 |
| #295 | As #290 (4x spike, £10,000) with trend (above 200-day average) and calm-volatility filters | 263 | 263 (100.00%) | 1.46 | 0.2184 | £7,742.87 |
| #289 | EVS best version: 5x spike, 3% up-close, next-open entry, 2.5 x ATR stop measured before the spike, 20-day hold, CFDs on a £10,000 account at 2% risk | 298 | 298 (100.00%) | 1.55 | 0.2370 | £10,134.12 |
| #285 | EVS with a 5x spike threshold (£5,000 account) | 298 | 298 (100.00%) | 1.55 | 0.2370 | £3,983.49 |
| #282 | EVS corrected baseline: as #279 with the ATR measured before the spike day | 544 | 544 (100.00%) | 1.37 | 0.1690 | £3,722.14 |
| #280 | As #279 but shorting down-spikes | 637 | 637 (100.00%) | 1.06 | 0.0221 | −£2,268.67 |
| #279 | EVS Drift first version, longs: volume >= 4x 50-day average and close >= 3% up, buy at the next open, 2.5 x ATR stop (spike day included), 20-day hold, CFDs, £5,000 at 2% risk | 544 | 544 (100.00%) | 1.35 | 0.1351 | £2,242.97 |
| #268 | As #261 but entering at the next trading day's open instead of on the buy/sell stop | 3,926 | 3,383 (86.17%) | 0.81 | -0.1140 | −£47,951.39 |
| #267 | As #261 with a 1 x ATR(14) stop (3:1 minimum reward:risk) and a stop-limit entry 0.1R above the trigger | 503 | 331 (65.81%) | 0.97 | -0.0142 | −£2,907.57 |
| #262 | As #261 with a stop-limit entry: never pay above the trigger | 3,926 | 2,680 (68.26%) | 0.89 | -0.0855 | −£34,399.52 |
| #261 | TFM 3:1 + VWAP as CFDs (as #259) with gap-realistic fills: stop entries and stop losses fill at the open when the market gaps past them | 3,926 | 2,834 (72.19%) | 0.77 | -0.2355 | −£61,622.78 |
| #259 | TFM 3:1 + VWAP filter traded as IBKR share CFDs (109 stocks with a CFD): 0.05% commission, £3 minimum, no Stamp Duty, SONIA +/- 1.5% overnight financing; daily history from May 2015 so evaluation starts 1 June 2016 | 3,926 | 2,834 (72.19%) | 1.28 | 0.1997 | £17,966.28‡ |
| #257 | Same as #256 (TFM 3:1 + VWAP filter, 115 stocks) but with UK Stamp Duty charged on every share purchase | 3,872 | 2,789 (72.03%) | 1.30 | 0.2087 | −£39,305.67‡ |
| #256 | TFM re-validated + deduped, reward:risk 3.0, nearest zone target, VWAP entry filter - signal day must close on the trade side of VWAP (115-stock basket) | 3,872 | 2,789 (72.03%) | 1.30 | 0.2087 | £22,250.73†‡ |
| #255 | TFM re-validated + deduped, reward:risk 4.0, nearest zone target (115-stock basket) | 4,449 | 2,985 (67.09%) | 1.24 | 0.1900 | £10,952.04†‡ |
| #254 | TFM re-validated + deduped, reward:risk 5.0, nearest zone target (115-stock basket) | 4,449 | 2,985 (67.09%) | 1.25 | 0.2229 | £8,783.32†‡ |
| #253 | TFM re-validated + deduped, reward:risk 6.0, nearest zone target (115-stock basket) | 4,449 | 2,985 (67.09%) | 1.29 | 0.2720 | £8,736.38†‡ |
| #251 | TFM re-validated + deduped, reward:risk 8.0, nearest zone target (115-stock basket) | 4,449 | 2,985 (67.09%) | 1.35 | 0.3513 | £7,819.87†‡ |
| #250 | TFM re-validated + deduped, reward:risk 3.0, nearest zone target (115-stock backtest_core + backtest_candidates basket) | 4,449 | 2,985 (67.09%) | 1.23 | 0.1634 | £14,439.12†‡ |
| #243 | TFM re-validated + deduped, reward:risk 3.0, SECOND_NEAREST zone target, small-cap excluded, capital-capped sizing (110-stock backtest_core basket) | 3,840 | 2,650 (69.01%) | 1.27 | 0.1591 | £16,845.12†‡ |
| #236 | TFM re-validated + deduped, reward:risk 3.0, SECOND_NEAREST zone target, capital-capped sizing (110-stock backtest_core basket) | 4,054 | 2,806 (69.22%) | 1.25 | 0.1495 | £16,000.56†‡ |
| #235 | TFM re-validated + deduped, reward:risk 8.0, capital-capped sizing (110-stock backtest_core basket) | 4,266 | 2,862 (67.09%) | 1.36 | 0.3574 | £7,231.48†‡ |
| #234 | TFM re-validated + deduped, reward:risk 3.0, capital-capped sizing (110-stock backtest_core basket) | 4,266 | 2,862 (67.09%) | 1.23 | 0.1613 | £12,017.51†‡ |
| #155 | TFM Baseline, ATR-derived stop-loss (14-period, 1.0x multiplier), reward:risk-ideal take-profit | 2,013 | 1,760 (87.43%) | 1.22 | 0.1253 | £10,112.00†‡ |
| #154 | TFM Baseline, ATR-derived stop-loss (14-period, 1.5x multiplier) | 673 | 581 (86.33%) | 1.03 | 0.0118 | −£2,671.50†‡ |
| #153 | TFM Baseline, ATR-derived stop-loss (14-period, 1.0x multiplier) | 2,013 | 1,760 (87.43%) | 1.26 | 0.1559 | £15,087.76†‡ |
| #152 | TFM Baseline, ATR-derived stop-loss (14-period, 2.0x multiplier) | 258 | 223 (86.43%) | 1.01 | -0.0043 | −£1,284.21†‡ |
| #151 | TFM (NEAREST target, 21-day expiry) | 5,189 | 4,596 (88.57%) | 1.18 | 0.1085 | £19,412.33†‡ |
| #150 | TFM (NEAREST target, 14-day expiry) | 5,189 | 4,433 (85.43%) | 1.20 | 0.1157 | £21,214.65†‡ |
| #149 | TFM (NEAREST target, 7-day expiry) | 5,189 | 4,121 (79.42%) | 1.19 | 0.0957 | £12,052.81†‡ |
| #148 | TFM (SECOND_NEAREST target, 14-day expiry) | 5,444 | 4,673 (85.84%) | 1.23 | 0.1144 | £20,471.90†‡ |
| #147 | TFM (SECOND_NEAREST target, 7-day expiry) | 5,444 | 4,330 (79.54%) | 1.18 | 0.0733 | £3,121.26†‡ |
| #146 | TFM (THIRD_NEAREST target, 14-day expiry) | 4,659 | 3,980 (85.43%) | 1.16 | 0.0729 | £2,730.08†‡ |
| #145 | TFM Baseline (THIRD_NEAREST target, 7-day expiry) | 4,659 | 3,674 (78.86%) | 1.14 | 0.0525 | −£3,656.43†‡ |
| #143 | ORB Baseline, 42-stock basket, 10-year, bidirectional | 81,402 | 81,402 (100.00%) | 0.99 | -0.0027 | −£509,099.31†‡ |
| #131 | ORB Baseline, 5-stock subset, bidirectional (SHORT-fix isolated) | 9,789 | 9,789 (100.00%) | 0.98 | -0.0100 | −£67,937.30†‡ |
| #130 | ORB Baseline, 5-stock subset, LONG-only | 3,174 | 3,174 (100.00%) | 1.08 | 0.0309 | −£9,818.36†‡ |
| #118 | ORB Trend Filter OR (strength >=0.5, move >=0.5%) — Banks scope | 2,633 | 2,633 (100.00%) | 1.19 | 0.0697 | £1,450.90†‡ |
| #117 | ORB Trend Filter OR (strength >=0.5, move >=2.0%) — Banks scope | 3,178 | 3,178 (100.00%) | 1.14 | 0.0528 | −£3,300.87†‡ |
| #116 | ORB Trend Filter OR (strength >=0.5, move >=1.0%) — Banks scope | 2,877 | 2,877 (100.00%) | 1.18 | 0.0642 | £108.70†‡ |
| #115 | ORB Trend Filter AND (strength >=0.5, move >=1.0%) — Banks scope | 3,373 | 3,373 (100.00%) | 1.13 | 0.0490 | −£4,699.04†‡ |
| #114 | ORB Exclude MEDIUM & LARGE opening ranges — Banks scope | 350 | 350 (100.00%) | 1.01 | 0.0062 | −£1,894.68†‡ |
| #113 | ORB Exclude LARGE opening ranges — Banks scope | 2,421 | 2,421 (100.00%) | 1.08 | 0.0337 | −£6,847.22†‡ |
| #112 | ORB with 12:00 trade entry cutoff — Banks scope | 4,425 | 4,425 (100.00%) | 1.10 | 0.0370 | −£11,153.67†‡ |
| #111 | ORB with 15min Range — Banks scope | 4,582 | 4,582 (100.00%) | 1.13 | 0.0550 | −£3,811.48†‡ |
| #110 | ORB Entry Stop with 1% Buffer — Banks scope | 4,178 | 1,356 (32.46%) | 1.04 | 0.0063 | −£7,337.87†‡ |
| #109 | ORB Entry Stop with 0.5% Buffer — Banks scope | 4,178 | 2,511 (60.10%) | 1.06 | 0.0122 | −£12,184.80†‡ |
| #108 | ORB Entry Stop with 0.2% Buffer — Banks scope | 4,178 | 3,403 (81.45%) | 1.10 | 0.0272 | −£11,734.74†‡ |
| #107 | ORB Baseline — Banks scope | 4,178 | 4,178 (100.00%) | 1.11 | 0.0406 | −£9,134.92†‡ |
| #106 | ORB Trend Filter OR (strength >=0.5, move >=0.5%) | 13,338 | 13,338 (100.00%) | 1.06 | 0.0218 | −£52,803.88†‡ |
| #105 | ORB Trend Filter OR (strength >=0.5, move >=2.0%) | 16,373 | 16,373 (100.00%) | 1.05 | 0.0195 | −£68,416.37†‡ |
| #104 | ORB Trend Filter OR (strength >=0.5, move >=1.0%) | 14,767 | 14,767 (100.00%) | 1.05 | 0.0213 | −£59,425.52†‡ |
| #103 | ORB Trend Filter AND (strength >=0.5, move >=1.0%) | 17,264 | 17,264 (100.00%) | 1.05 | 0.0178 | −£74,839.78†‡ |
| #101 | ORB Exclude MEDIUM & LARGE opening ranges | 2,234 | 2,234 (100.00%) | 1.04 | 0.0221 | −£8,783.04†‡ |
| #100 | ORB Exclude LARGE opening ranges | 12,898 | 12,898 (100.00%) | 1.04 | 0.0156 | −£58,860.78†‡ |
| #99 | ORB with 12:00 trade entry cutoff | 23,242 | 23,242 (100.00%) | 1.04 | 0.0142 | −£109,128.29†‡ |
| #98 | ORB with 15min Range | 24,271 | 24,271 (100.00%) | 1.04 | 0.0165 | −£109,034.89†‡ |
| #97 | ORB Entry Stop with 1% Buffer | 21,869 | 6,828 (31.22%) | 1.03 | 0.0060 | −£37,403.91†‡ |
| #96 | ORB Entry Stop with 0.5% Buffer | 21,869 | 12,644 (57.82%) | 1.06 | 0.0130 | −£60,835.35†‡ |
| #95 | ORB Entry Stop with 0.2% Buffer | 21,869 | 17,430 (79.70%) | 1.07 | 0.0212 | −£70,672.14†‡ |
| #88 | ORB Baseline | 21,869 | 21,869 (100.00%) | 1.04 | 0.0153 | −£100,417.14†‡ |
† This result did not include Stamp Duty. ‡ This result assumed perfect fills.
Average R tells you if the signal is good; net £ tells you if the business is good, and those are only the same question when trade count stays roughly constant. The moment a filter meaningfully changes how many trades happen, net £ stops being a read on signal quality and starts being a read on cost-drag arithmetic instead.