In-sample vs out-of-sample — the honest overfitting check (OOS = most-recent sessions, never tuned on)
Segment
Trades
Return
Win rate
Expectancy/stake
Max DD
Max. Einsatz pro Bet (Orderbuch-Kapazität)
Demo equity curve
Monte Carlo (bootstrap of trade returns)
Parameter sweep (optimize)
Params
IS return
IS exp.
OOS return
OOS exp.
OOS win
Trades
Trades
#
Date / time
Session
Entry t
Side
Entry
Exit / Settle
Stake
Outcome
P&L
Equity
Reason
Modelling notes: one position per session, held to resolution. Fills assume the
full stake executes at the best ask at the decision instant (no slippage / no
depth limit). No leakage: a strategy only sees data up to the decision time.