MT5DEPOT ORIGINAL

Lattice Weave

One mean-reversion edge, worked across seven pairs at once from a single chart.

Each leg waits for its own market to close beyond a band, takes one position with a fixed stop and target, and closes there. Seven can be open at once — never two on the same pair.

Total return
+102.8%
Profit factor
1.51
Max equity drawdown
9.2%
Max positions
7
GBP/AUDH1Mean ReversionSeven Pairs, One ChartOne Position Per LegNo MartingaleFixed Stop And Target

Verified Performance Record

The complete record — the published backtest and everything since.

  • v1.0
  • Settings Locked
  • Out-of-Sample
Tracking Active
Backtest (2019–Apr 1, 2026) Forward tracking (Apr 1, 2026–)
50% 100% 150% 200% 250% Strategy listed & locked Apr 1, 2026 2019 2020 2021 2022 2023 2024 2025 Aug 6, 2026 50% 100% 150% 200% 250% Strategy listed & locked Apr 1, 2026 2019 2020 2021 2022 2023 2024 Aug 6, 2026

Normalized growth, rebased to 100% at the start of the backtest. Everything after Apr 1, 2026 is out-of-sample.

-1% 0% +1% +2% Apr 1, 2026 Aug 6, 2026 -1% 0% +1% +2% Apr 1, 2026 Aug 6, 2026

Performance since the strategy lock date, rebased to 0% on Apr 1, 2026.

Full Record

Published backtest plus everything measured since the lock — one continuous record.

Total Return
+102.8%
Max Balance Drawdown
7.8%
Closed Trades
501
Profit Factor
1.51

Jan 1, 2019 – Aug 6, 2026

Since Strategy Lock

Only the days after the strategy was locked. Never merged into the figures on the left.

Forward Return
+1.7%
Forward Balance Drawdown
0.9%
Forward Trades
9
Tracking Period
127 days

Apr 1, 2026 – Aug 6, 2026

Trade History

The newest 500 of 501 closed positions in the record. The full ledger is in the CSV below. Every position is 0.1 lots.

232 Wins269 Losses

Average win
+$131.44
Average loss
-$75.14
Best trade
+$408.30
Worst trade
-$266.25
ClosedSideSymbolEntryExitDurationP/L
Aug 6, 2026 23:59BuyNZD/USD0.564810.5866839d+$200.70
Jun 30, 2026 00:54BuyAUD/USD0.694810.686817d-$80.00
Jun 26, 2026 02:24SellNZD/USD0.602800.56279149d+$400.10
Jun 11, 2026 12:34BuyAUD/USD0.705910.697906d-$80.10
May 19, 2026 14:46BuyAUD/USD0.715920.707924d-$80.00
May 15, 2026 01:54SellAUD/USD0.726820.718829d+$77.80
May 7, 2026 07:07SellAUD/CAD0.979440.9894429d-$89.86
Apr 29, 2026 18:13SellAUD/USD0.718890.7108914d+$77.80
Apr 14, 2026 11:29SellAUD/USD0.704770.712807d-$81.70
Mar 23, 2026 10:22SellAUD/CAD0.972460.9524612d+$139.05
Mar 10, 2026 14:50BuyAUD/CAD0.947970.967972d+$147.57
Jan 29, 2026 15:17SellAUD/USD0.708990.7009910h+$80.00
Jan 29, 2026 04:34SellAUD/USD0.700550.708551d-$80.80
Jan 27, 2026 20:47SellAUD/USD0.691670.699672d-$80.20
Jan 27, 2026 16:18BuyNZD/USD0.561570.6015769d+$370.30
Jan 25, 2026 22:05SellAUD/USD0.682500.692733d-$102.70
Jan 22, 2026 18:22SellAUD/CAD0.933430.9434516d-$81.64
Jan 21, 2026 12:42SellAUD/USD0.668710.6767129d-$85.80
Nov 19, 2025 16:33SellNZD/USD0.599940.55993212d+$400.10
Nov 14, 2025 08:14SellEUR/CHF0.939880.91986200d+$72.74
Oct 28, 2025 14:37BuyAUD/USD0.649360.6573618d+$80.00
Sep 12, 2025 00:58SellAUD/USD0.658790.666806d-$81.50
Aug 28, 2025 01:10BuyAUD/USD0.643560.651578d+$80.10
Jul 28, 2025 08:04SellAUD/USD0.659790.651795d+$79.00
Jul 10, 2025 19:08BuyAUD/USD0.650500.658504d+$80.00
Apr 25, 2025 06:24BuyEUR/CHF0.924220.9442214d+$240.09
Apr 21, 2025 21:38SellAUD/CAD0.878540.888607d-$76.39
Apr 21, 2025 09:21BuyNZD/USD0.561750.60177123d+$345.75
Apr 14, 2025 19:21SellAUD/CAD0.869110.879114d-$73.17
Apr 11, 2025 16:19SellEUR/USD1.139501.129503h+$100.00
Apr 11, 2025 10:56SellEUR/USD1.142681.132582h+$101.00
Apr 11, 2025 08:02SellEUR/USD1.136391.141391h-$50.00
Apr 11, 2025 07:32SellEUR/USD1.130981.135987h-$50.00
Apr 10, 2025 15:27BuyGBP/AUD2.075332.085381h+$60.99
Apr 10, 2025 15:25BuyEUR/CHF0.937020.9270115h-$120.79
Apr 10, 2025 14:57BuyAUD/CAD0.852750.872754d+$142.81
Apr 10, 2025 07:31BuyGBP/AUD2.074802.084852h+$60.99
Apr 10, 2025 05:46BuyGBP/AUD2.079162.074161h-$30.35
Apr 9, 2025 14:12BuyEUR/CHF0.935550.925553d-$119.24
Apr 7, 2025 20:30SellGBP/AUD2.134002.123962h+$60.93
Apr 7, 2025 17:18SellGBP/AUD2.139482.129461h+$60.81
Apr 7, 2025 12:29BuyAUD/USD0.598830.6068713h+$80.40
Apr 7, 2025 10:33SellGBP/AUD2.135052.125051h+$60.51
Apr 7, 2025 09:44SellGBP/AUD2.145712.135703h+$60.23
Apr 7, 2025 06:17SellGBP/AUD2.147632.152651h-$30.13
Apr 7, 2025 05:19SellGBP/AUD2.145022.135021h+$60.49
Apr 7, 2025 04:41SellGBP/AUD2.139432.144442h-$30.13
Apr 7, 2025 02:04SellGBP/AUD2.151282.141261h+$60.29
Apr 6, 2025 22:03BuyAUD/CAD0.857760.847522d-$71.77
Apr 6, 2025 22:03BuyAUD/USD0.605860.597752d-$81.10
Apr 6, 2025 21:05SellGBP/AUD2.132052.144162d-$72.70
Apr 4, 2025 19:40SellGBP/AUD2.139832.129811h+$60.64
Apr 4, 2025 18:37SellGBP/AUD2.138922.143951h-$30.28
Apr 4, 2025 17:49SellGBP/AUD2.146252.136251h+$60.32
Apr 4, 2025 16:46SellGBP/AUD2.139162.144181h-$30.19
Apr 4, 2025 15:25SellGBP/AUD2.135792.140881h-$30.72
Apr 4, 2025 14:48BuyAUD/CAD0.867190.857173h-$70.45
Apr 4, 2025 14:46BuyAUD/USD0.611360.603353h-$80.10
Apr 4, 2025 14:41SellGBP/AUD2.133172.138191h-$30.35
Apr 4, 2025 13:38SellGBP/AUD2.125602.130621h-$30.65
Apr 4, 2025 12:23SellGBP/AUD2.129922.134941h-$30.65
Apr 4, 2025 11:31BuyAUD/USD0.614090.606021h-$80.70
Apr 4, 2025 11:11SellGBP/AUD2.117542.122591h-$30.98
Apr 4, 2025 10:54BuyAUD/CAD0.880810.870817h-$70.62
Apr 4, 2025 08:00SellEUR/USD1.108741.0987420h+$100.00
Apr 4, 2025 07:56SellEUR/CHF0.961420.9414229d+$210.23
Mar 26, 2025 08:20SellGBP/CAD1.868241.8381614d+$198.96
Mar 20, 2025 09:57SellAUD/USD0.637270.629273d+$79.00
Mar 11, 2025 14:01SellGBP/CAD1.840761.870818d-$213.63
Mar 5, 2025 14:40BuyAUD/USD0.623130.631136d+$80.00
Feb 3, 2025 15:24BuyAUD/USD0.609630.6178812h+$82.50
Jan 10, 2025 13:30BuyAUD/USD0.624160.6161523d-$80.10
Dec 18, 2024 21:45BuyNZD/USD0.585010.5649534d-$214.55
Nov 22, 2024 08:50BuyEUR/CHF0.936440.9264351d-$112.98
Nov 14, 2024 03:51SellNZD/USD0.626210.5862176d+$400.00
Sep 18, 2024 00:53BuyAUD/USD0.668830.6768414d+$80.10
Sep 3, 2024 14:25SellAUD/USD0.679320.6713211d+$78.20
Aug 29, 2024 04:03BuyNZD/USD0.589250.62927134d+$339.00
Aug 28, 2024 14:54SellEUR/CHF0.957300.9373013d+$229.04
Aug 23, 2024 17:40SellAUD/USD0.671550.679554d-$81.20
Aug 15, 2024 12:38BuyEUR/CHF0.936250.9562610d+$229.38
Aug 5, 2024 13:35BuyAUD/USD0.639850.647917h+$80.60
Aug 5, 2024 05:38BuyAUD/USD0.655350.6473511d-$80.00
Aug 5, 2024 01:09BuyEUR/CHF0.941760.931763d-$117.15
Jul 25, 2024 00:33BuyAUD/USD0.663700.655692d-$80.10
Jul 3, 2024 14:58BuyEUR/CHF0.953550.9735517d+$221.93
Jul 3, 2024 14:03SellAUD/USD0.663640.6716561d-$91.90
May 19, 2024 21:05SellEUR/CHF0.978920.9892524d-$131.05
May 3, 2024 12:30SellAUD/USD0.652380.660449d-$82.80
Apr 19, 2024 02:14SellEUR/CHF0.978540.9584915d+$210.10
Apr 16, 2024 22:45SellNZD/USD0.626500.58648119d+$400.20
Apr 12, 2024 12:29SellAUD/USD0.656690.648699d+$77.80
Mar 22, 2024 02:36SellAUD/USD0.661620.653611d+$79.90
Mar 20, 2024 22:17BuyAUD/USD0.650760.658762d+$80.00
Mar 19, 2024 03:40SellAUD/USD0.661570.6535611d+$78.10
Mar 6, 2024 16:29BuyAUD/USD0.649170.657177d+$80.00
Feb 22, 2024 17:23BuyEUR/CHF0.933740.9537456d+$226.80
Jan 30, 2024 00:44BuyAUD/USD0.654030.6620313d+$80.00
Dec 28, 2023 08:03BuyEUR/CHF0.941830.9318121d-$119.55
Dec 19, 2023 14:36BuyNZD/USD0.585430.6254462d+$373.55
Dec 19, 2023 13:38SellAUD/USD0.666440.674456d-$81.30
Dec 6, 2023 18:42SellEUR/CHF0.962530.9425136d+$200.56
Nov 21, 2023 08:15SellAUD/CAD0.892950.902956d-$76.06
Nov 20, 2023 04:00SellAUD/USD0.647310.655326d-$81.30
Nov 7, 2023 10:01SellAUD/USD0.650030.642024d+$79.70
Nov 3, 2023 15:07BuyGBP/CAD1.661501.6915144d+$219.10
Oct 31, 2023 20:41SellEUR/CHF0.953050.963062d-$110.73
Oct 25, 2023 01:12BuyAUD/CAD0.858670.8786911d+$145.77
Oct 25, 2023 01:08BuyAUD/USD0.631320.6393512d+$80.30
Oct 18, 2023 15:14BuyNZD/USD0.605380.58538146d-$264.35
Oct 18, 2023 14:10BuyEUR/CHF0.955500.9454985d-$111.72
Oct 6, 2023 15:38BuyAUD/USD0.630690.638693d+$80.00
Oct 2, 2023 05:36SellAUD/USD0.647950.639953d+$79.80
Sep 21, 2023 00:25SellAUD/USD0.650960.642967h+$79.40
Sep 15, 2023 02:01BuyAUD/USD0.638070.6460710d+$80.00
Aug 16, 2023 21:17BuyAUD/CAD0.878020.8678320d-$75.34
Aug 14, 2023 02:14BuyAUD/USD0.654030.6460211d-$80.10
Aug 2, 2023 14:48BuyAUD/USD0.660700.652691d-$80.10
Jul 28, 2023 06:42SellAUD/CAD0.899990.8799715d+$143.05
Jul 19, 2023 11:58SellGBP/CAD1.731161.701162d+$225.64
Jul 19, 2023 06:41SellAUD/USD0.685150.677146d+$79.30
Jul 12, 2023 12:32BuyAUD/USD0.666800.6748019d+$80.00
Jul 12, 2023 12:29BuyEUR/CHF0.976210.9662164d-$114.05
Jun 28, 2023 01:38BuyAUD/CAD0.884610.874615d-$75.68
May 26, 2023 00:50BuyAUD/USD0.657110.649102d-$80.10
May 25, 2023 14:16SellNZD/USD0.645150.60513163d+$400.20
May 4, 2023 14:26SellEUR/CHF0.995530.9755336d+$197.90
Apr 26, 2023 10:58SellGBP/CAD1.671811.7018143d-$259.23
Apr 14, 2023 15:50SellAUD/USD0.677730.6697224h+$79.90
Mar 23, 2023 06:15BuyEUR/CHF0.978720.998729d+$218.49
Mar 13, 2023 14:45BuyAUD/USD0.660680.668706d+$80.20
Mar 10, 2023 11:56SellEUR/CHF1.002130.9821357d+$171.30
Mar 7, 2023 15:00BuyAUD/USD0.672230.6642111d-$80.20
Feb 24, 2023 12:56BuyAUD/CAD0.927720.9177221d-$73.55
Feb 7, 2023 03:30BuyAUD/USD0.686080.6940812h+$80.00
Feb 6, 2023 15:20BuyAUD/USD0.694530.686533d-$80.00
Feb 3, 2023 19:51SellAUD/CAD0.947970.9279410d+$143.52
Jan 25, 2023 13:40BuyGBP/AUD1.732831.742857h+$67.92
Jan 25, 2023 06:50BuyGBP/AUD1.736981.731944h-$34.17
Jan 18, 2023 13:17SellAUD/CAD0.931690.9416914d-$82.30
Jan 11, 2023 13:37SellEUR/CHF0.987970.9979879d-$166.99
Dec 28, 2022 11:04BuyAUD/USD0.669870.6778713d+$80.00
Dec 22, 2022 11:58SellGBP/CAD1.670771.6407710d+$209.35
Dec 15, 2022 08:13SellAUD/USD0.689030.681022d+$79.30
Dec 13, 2022 14:44SellNZD/USD0.631250.6512513d-$200.00
Dec 9, 2022 16:32SellGBP/CAD1.646901.676908d-$226.61
Dec 1, 2022 13:18SellGBP/CAD1.610871.640898d-$229.68
Nov 30, 2022 19:59SellNZD/USD0.610100.6301117d-$200.10
Nov 29, 2022 10:29SellAUD/CAD0.896440.9064414d-$82.04
Nov 15, 2022 09:51SellAUD/CAD0.886980.896994d-$76.49
Nov 15, 2022 07:47SellEUR/USD1.035681.040694d-$50.10
Nov 11, 2022 18:58SellEUR/USD1.030861.035866h-$50.00
Nov 11, 2022 13:24BuyNZD/USD0.566540.6065446d+$378.85
Nov 11, 2022 11:36BuyAUD/CAD0.867630.8876432d+$150.48
Nov 6, 2022 22:11BuyGBP/AUD1.749891.759932d+$64.00
Nov 4, 2022 11:25SellGBP/CAD1.555391.5253521d+$201.80
Oct 28, 2022 08:03SellAUD/USD0.649060.641062d+$79.20
Oct 21, 2022 08:47SellEUR/CHF0.976230.9862417d-$112.90
Oct 17, 2022 17:06SellGBP/AUD1.818171.808172h+$71.30
Oct 14, 2022 04:02SellGBP/AUD1.798721.788706h+$71.44
Oct 13, 2022 21:08SellGBP/AUD1.796301.802243h-$42.36
Oct 13, 2022 17:20SellGBP/AUD1.807691.797674h+$71.44
Oct 11, 2022 20:05SellGBP/CAD1.544901.514898d+$211.09
Oct 5, 2022 13:05SellGBP/AUD1.762181.7521712h+$71.37
Oct 4, 2022 00:00SellGBP/AUD1.738751.7437617h-$35.73
Oct 3, 2022 06:30BuyEUR/CHF0.949210.969234d+$202.59
Oct 3, 2022 06:25SellGBP/AUD1.742901.747931h-$35.87
Oct 3, 2022 05:45SellGBP/AUD1.732461.737495h-$35.87
Oct 3, 2022 00:03SellGBP/AUD1.743301.733282d+$71.44
Sep 30, 2022 18:55SellGBP/AUD1.737111.742114h-$35.66
Sep 30, 2022 14:39SellGBP/AUD1.718111.723111h-$35.66
Sep 30, 2022 13:31SellGBP/AUD1.709831.714843h-$35.73
Sep 30, 2022 10:27SellGBP/AUD1.722121.712111h+$71.37
Sep 30, 2022 08:34SellGBP/AUD1.716431.721449h-$35.73
Sep 29, 2022 23:42SellGBP/AUD1.714051.719051h-$35.66
Sep 29, 2022 21:04SellGBP/AUD1.706531.711534h-$35.66
Sep 29, 2022 16:15SellGBP/AUD1.703751.708751h-$35.66
Sep 29, 2022 14:46SellGBP/AUD1.695611.700621h-$35.73
Sep 29, 2022 13:56BuyGBP/CAD1.476581.506603d+$219.06
Sep 28, 2022 11:23BuyEUR/CHF0.954690.944661d-$101.42
Sep 26, 2022 11:19BuyGBP/AUD1.645091.655091h+$71.30
Sep 26, 2022 09:57BuyGBP/AUD1.649181.644181h-$35.66
Sep 26, 2022 08:32BuyGBP/AUD1.642501.652502h+$71.30
Sep 26, 2022 07:05BuyEUR/USD0.956590.966596h+$100.00
Sep 26, 2022 06:05BuyGBP/AUD1.622771.632801h+$71.51
Sep 26, 2022 04:39BuyGBP/AUD1.614681.624731h+$71.66
Sep 26, 2022 03:44BuyGBP/AUD1.617141.612111h-$35.87
Sep 26, 2022 02:54BuyGBP/AUD1.620121.615121h-$35.66
Sep 26, 2022 01:00BuyGBP/AUD1.601911.595921h-$42.72
Sep 26, 2022 00:59BuyEUR/CHF0.951760.941751h-$101.66
Sep 26, 2022 00:59BuyGBP/CAD1.465881.435871h-$220.45
Sep 26, 2022 00:57BuyNZD/USD0.590390.570375d-$202.45
Sep 25, 2022 21:05BuyGBP/AUD1.663601.656142d-$53.59
Sep 22, 2022 02:43BuyEUR/CHF0.958660.948668d-$103.47
Sep 20, 2022 08:16BuyNZD/USD0.611950.5919570d-$231.50
Sep 13, 2022 12:33SellEUR/CHF0.982880.9628713d+$201.92
Aug 31, 2022 14:11BuyEUR/CHF0.961390.981438d+$204.47
Aug 14, 2022 21:21BuyEUR/CHF0.974850.9648419d-$106.39
Aug 11, 2022 13:46SellAUD/USD0.705110.713111d-$80.60
Jul 27, 2022 18:52BuyAUD/CAD0.877190.8972126d+$155.90
Jul 26, 2022 10:22BuyEUR/CHF0.988320.9783119d-$103.74
Jul 11, 2022 12:32BuyNZD/USD0.631960.6119363d-$228.20
Jul 6, 2022 21:07BuyEUR/CHF0.996860.986837d-$103.42
Jun 23, 2022 14:26BuyEUR/CHF1.017561.007544d-$104.69
Jun 23, 2022 07:33SellAUD/CAD0.912440.892446d+$150.15
Jun 17, 2022 11:58BuyEUR/CHF1.019901.0099012h-$103.85
Jun 16, 2022 07:30SellEUR/CHF1.048941.028887d+$197.77
Jun 15, 2022 19:20BuyAUD/USD0.692580.700582d+$80.00
Jun 13, 2022 14:43BuyAUD/USD0.701280.6932814h-$80.00
Jun 13, 2022 11:09BuyGBP/CAD1.596321.5663045d-$233.51
Jun 8, 2022 12:24BuyEUR/CHF1.028771.0488020d+$204.94
Jun 3, 2022 00:31BuyAUD/CAD0.894170.9142222d+$159.62
May 19, 2022 07:23SellEUR/CHF1.048911.028909d+$195.77
May 9, 2022 18:23SellAUD/CAD0.924080.904075d+$151.10
May 9, 2022 14:48SellEUR/CHF1.038371.048404d-$101.44
May 9, 2022 00:54BuyNZD/USD0.657470.6374612d-$205.50
May 5, 2022 14:46SellEUR/CHF1.029601.0396315d-$112.13
May 5, 2022 14:42BuyGBP/AUD1.724491.734502h+$71.57
May 5, 2022 14:05SellAUD/USD0.723060.7150519h+$79.50
May 5, 2022 12:27BuyGBP/AUD1.723521.718511h-$36.05
May 2, 2022 05:01BuyAUD/CAD0.914990.904997d-$77.74
Apr 28, 2022 04:24BuyAUD/USD0.716700.708703d-$80.00
Apr 26, 2022 19:16SellNZD/USD0.697490.6574934d+$400.00
Apr 25, 2022 04:53BuyAUD/USD0.724260.716246h-$80.20
Apr 24, 2022 22:38BuyAUD/USD0.731260.723223d-$80.40
Apr 20, 2022 10:30BuyEUR/CHF1.009861.029877d+$211.04
Apr 18, 2022 03:28SellAUD/CAD0.950450.9304413d+$150.78
Apr 12, 2022 13:11SellEUR/CHF1.031811.0117628d+$194.89
Apr 6, 2022 16:44SellAUD/USD0.761240.753211d+$80.10
Mar 25, 2022 13:46BuyGBP/CAD1.680061.6500619d-$239.72
Mar 23, 2022 18:54BuyNZD/USD0.658430.6984555d+$376.80
Mar 22, 2022 19:10SellAUD/USD0.738700.746715d-$80.70
Mar 22, 2022 18:59BuyAUD/CAD0.918410.938447d+$159.18
Mar 15, 2022 18:12SellAUD/CAD0.938260.9182611d+$151.37
Mar 9, 2022 13:29BuyEUR/CHF1.000761.020793d+$215.85
Mar 7, 2022 12:36BuyGBP/AUD1.777741.7877411h+$71.76
Mar 7, 2022 01:36BuyGBP/AUD1.785631.780621h-$35.96
Mar 6, 2022 23:26BuyGBP/AUD1.794871.789842d-$36.49
Mar 4, 2022 00:23BuyEUR/CHF1.022771.012772d-$108.86
Mar 1, 2022 09:36BuyEUR/CHF1.036131.026134d-$109.25
Feb 24, 2022 20:33BuyAUD/USD0.709590.717605h+$80.10
Feb 24, 2022 03:39BuyEUR/CHF1.042331.032313d-$109.21
Jan 31, 2022 13:36BuyAUD/USD0.698030.706033d+$80.00
Jan 27, 2022 18:06BuyAUD/USD0.710940.702933d-$80.10
Jan 27, 2022 17:47BuyNZD/USD0.677800.6578043d-$218.90
Jan 17, 2022 01:40SellAUD/USD0.727800.719804d+$79.00
Jan 7, 2022 13:39SellAUD/USD0.721320.7133116d+$76.50
Dec 15, 2021 19:00BuyNZD/USD0.692350.67234148d-$266.25
Dec 15, 2021 08:49BuyAUD/CAD0.897630.9176312d+$155.45
Dec 7, 2021 05:19BuyAUD/USD0.699800.707803d+$80.00
Nov 30, 2021 16:01BuyAUD/USD0.714310.706315d-$80.00
Nov 10, 2021 13:30BuyAUD/USD0.742940.734948d-$80.00
Oct 1, 2021 11:43BuyAUD/USD0.717770.725792d+$80.20
Sep 14, 2021 18:27SellAUD/USD0.740390.7323912d+$78.00
Aug 24, 2021 14:33BuyAUD/USD0.718380.726385d+$80.00
Aug 19, 2021 06:10BuyAUD/USD0.725950.717932d-$80.20
Jul 20, 2021 04:57SellNZD/USD0.730350.69034194d+$400.10
Jul 7, 2021 14:09BuyEUR/USD1.184531.179526d-$51.87
Jun 25, 2021 00:00BuyEUR/USD1.187041.197474d+$100.76
Jun 24, 2021 00:00SellGBP/AUD1.847821.837822d+$58.33
Jun 18, 2021 00:00SellGBP/AUD1.844271.849271h-$29.17
Jun 4, 2021 00:00SellGBP/AUD1.841191.831191h+$58.33
Jun 3, 2021 00:00BuyAUD/CAD0.937100.9260421d-$91.32
Jun 3, 2021 00:00SellEUR/USD1.222201.2118015d+$104.00
Jun 1, 2021 00:00SellGBP/AUD1.837151.827141h+$58.39
May 12, 2021 00:00BuyAUD/CAD0.947950.937959d-$82.48
May 10, 2021 00:00SellEUR/CHF1.111971.0915366d+$177.02
Apr 30, 2021 00:00BuyAUD/CAD0.957520.9475237d-$81.28
Apr 6, 2021 00:00BuyEUR/USD1.172291.182296d+$96.46
Mar 30, 2021 00:00BuyEUR/USD1.177561.172564d-$51.18
Mar 23, 2021 00:00BuyAUD/CAD0.968990.9589914d-$79.55
Mar 11, 2021 00:00BuyEUR/USD1.185071.195072d+$97.64
Mar 4, 2021 00:00SellAUD/CAD0.997970.977979d+$151.21
Feb 19, 2021 00:00SellAUD/CAD0.980220.9904350d-$109.32
Jan 22, 2021 00:00BuyGBP/AUD1.762221.772221d+$58.02
Jan 19, 2021 00:00BuyGBP/AUD1.759581.769584d+$57.71
Jan 14, 2021 00:00BuyGBP/AUD1.761641.756641h-$29.17
Jan 12, 2021 00:00BuyGBP/AUD1.746461.756464d+$57.71
Jan 8, 2021 00:00SellEUR/USD1.233791.222341d+$114.50
Jan 7, 2021 00:00BuyGBP/AUD1.742991.752991h+$58.33
Jan 6, 2021 00:00SellNZD/USD0.706960.7269633d-$200.00
Jan 6, 2021 00:00SellEUR/USD1.229821.234926d-$51.00
Dec 30, 2020 00:00SellAUD/CAD0.969370.9793712d-$83.83
Dec 30, 2020 00:00SellEUR/USD1.223451.229008d-$55.50
Dec 21, 2020 00:00SellEUR/USD1.226101.216093d+$100.10
Dec 17, 2020 00:00SellEUR/USD1.219571.224571h-$50.00
Dec 16, 2020 00:00SellEUR/USD1.214471.2194712d-$50.00
Dec 15, 2020 00:00BuyGBP/AUD1.768341.778341h+$58.33
Dec 11, 2020 00:00BuyGBP/AUD1.767981.762961h-$29.28
Dec 3, 2020 00:00SellNZD/USD0.690050.7103621d-$203.10
Dec 3, 2020 00:00SellEUR/USD1.207031.212541d-$55.10
Nov 30, 2020 00:00SellAUD/CAD0.951060.9613018d-$88.10
Nov 11, 2020 00:00SellNZD/USD0.665490.68549111d-$200.00
Nov 5, 2020 00:00BuyAUD/CAD0.930320.9503216d+$153.40
Oct 22, 2020 00:00SellGBP/AUD1.847901.837901h+$58.33
Oct 19, 2020 00:00BuyAUD/CAD0.941790.9317924d-$75.87
Sep 28, 2020 00:00BuyGBP/CAD1.689021.7190317d+$223.97
Sep 24, 2020 00:00SellAUD/CAD0.959770.9394164d+$116.24
Sep 23, 2020 00:00BuyGBP/AUD1.773121.783131d+$58.08
Sep 18, 2020 00:00BuyGBP/AUD1.774111.769111h-$29.17
Sep 17, 2020 00:00BuyGBP/AUD1.776141.771131h-$29.22
Sep 15, 2020 00:00BuyGBP/AUD1.764001.759001h-$29.17
Sep 11, 2020 00:00BuyGBP/AUD1.763541.758541h-$29.17
Sep 2, 2020 00:00SellEUR/USD1.192211.182211h+$100.00
Sep 1, 2020 00:00SellEUR/USD1.191681.196691d-$50.10
Aug 27, 2020 00:00SellEUR/USD1.184331.189657d-$53.20
Aug 19, 2020 00:00BuyEUR/CHF1.063861.0847954d+$228.74
Aug 19, 2020 00:00SellEUR/USD1.194591.184591h+$100.00
Aug 18, 2020 00:00SellEUR/USD1.187431.193491h-$60.60
Aug 17, 2020 00:00SellEUR/USD1.181521.186523d-$50.00
Aug 13, 2020 00:00SellEUR/USD1.178091.184023d-$59.30
Aug 12, 2020 00:00SellGBP/CAD1.759251.7292512d+$216.22
Aug 7, 2020 00:00SellEUR/USD1.187161.177161d+$100.00
Aug 5, 2020 00:00SellEUR/USD1.178081.183082d-$50.00
Jul 31, 2020 00:00BuyGBP/AUD1.820861.830861h+$58.33
Jul 31, 2020 00:00SellEUR/USD1.187151.177141h+$100.10
Jul 30, 2020 00:00BuyGBP/AUD1.809641.819641h+$58.33
Jul 30, 2020 00:00SellEUR/USD1.176771.181772d-$50.00
Jul 29, 2020 00:00BuyGBP/AUD1.800301.810801d+$60.94
Jul 27, 2020 00:00SellEUR/USD1.164941.169941h-$50.00
Jul 24, 2020 00:00SellEUR/USD1.159501.165771h-$62.70
Jul 24, 2020 00:00BuyGBP/AUD1.793151.803151h+$58.33
Jul 23, 2020 00:00SellEUR/USD1.156411.162641h-$62.30
Jul 23, 2020 00:00BuyGBP/AUD1.783291.778281h-$29.22
Jul 22, 2020 00:00SellNZD/USD0.646110.6669647d-$208.50
Jul 22, 2020 00:00SellEUR/USD1.153481.158481h-$50.00
Jul 21, 2020 00:00BuyGBP/AUD1.802961.797941h-$29.28
Jul 20, 2020 00:00BuyGBP/AUD1.796431.806444d+$57.77
Jul 14, 2020 00:00BuyGBP/AUD1.809421.804411h-$29.22
Jul 13, 2020 00:00SellAUD/CAD0.937730.9479735d-$94.42
Jul 10, 2020 00:00BuyGBP/AUD1.805441.816891d+$66.48
Jul 7, 2020 00:00BuyGBP/AUD1.791341.801351h+$58.39
Jul 3, 2020 00:00BuyGBP/AUD1.803401.798401d-$29.48
Jul 1, 2020 00:00BuyGBP/AUD1.791441.801451d+$58.08
Jun 26, 2020 00:00BuyGBP/AUD1.803631.798631h-$29.17
Jun 25, 2020 00:00SellEUR/CHF1.083171.0625620d+$201.71
Jun 25, 2020 00:00SellEUR/USD1.131221.121221d+$100.00
Jun 25, 2020 00:00BuyGBP/AUD1.810371.805371h-$29.17
Jun 23, 2020 00:00SellEUR/USD1.126441.131446d-$50.00
Jun 23, 2020 00:00BuyGBP/AUD1.803921.798921h-$29.17
Jun 19, 2020 00:00BuyGBP/AUD1.812081.807071h-$29.22
Jun 18, 2020 00:00BuyGBP/AUD1.824971.819961h-$29.22
Jun 16, 2020 00:00SellEUR/USD1.133721.123721h+$100.00
Jun 16, 2020 00:00BuyGBP/AUD1.814871.824881h+$58.39
Jun 15, 2020 00:00SellEUR/USD1.125131.130131h-$50.00
Jun 12, 2020 00:00SellEUR/USD1.136641.126641d+$100.00
Jun 12, 2020 00:00BuyGBP/AUD1.841001.835981h-$29.28
Jun 11, 2020 00:00BuyGBP/AUD1.824161.834171h+$58.39
Jun 10, 2020 00:00SellEUR/USD1.133531.138885d-$53.50
Jun 9, 2020 00:00BuyGBP/AUD1.812981.822991h+$58.39
Jun 5, 2020 00:00SellAUD/CAD0.934000.944002d-$76.19
Jun 5, 2020 00:00BuyGBP/AUD1.816561.811551h-$29.22
Jun 4, 2020 00:00BuyNZD/USD0.606950.6477155d+$382.85
Jun 4, 2020 00:00SellEUR/USD1.123481.128481h-$50.00
Jun 4, 2020 00:00BuyGBP/AUD1.815041.810031h-$29.22
Jun 3, 2020 00:00BuyEUR/CHF1.058231.0782385d+$208.20
Jun 3, 2020 00:00SellEUR/USD1.118471.123471h-$50.00
Jun 2, 2020 00:00SellEUR/USD1.111541.116881d-$53.40
Jun 2, 2020 00:00BuyGBP/AUD1.840471.835471h-$29.17
May 29, 2020 00:00BuyGBP/AUD1.852041.862041d+$58.02
May 26, 2020 00:00BuyGBP/AUD1.862791.857791h-$29.17
May 22, 2020 00:00BuyGBP/AUD1.856321.866321d+$58.02
May 20, 2020 00:00SellAUD/CAD0.905210.9157022d-$86.81
May 19, 2020 00:00BuyGBP/AUD1.870031.865021h-$29.22
May 15, 2020 00:00BuyGBP/AUD1.890541.885541h-$29.17
May 14, 2020 00:00BuyGBP/AUD1.896441.891441h-$29.17
May 12, 2020 00:00BuyGBP/AUD1.901721.911721h+$58.33
May 8, 2020 00:00BuyGBP/AUD1.903331.898331h-$29.17
Apr 30, 2020 00:00BuyGBP/AUD1.902461.912481h+$58.45
Apr 27, 2020 00:00SellAUD/CAD0.893110.9031112d-$77.22
Apr 14, 2020 00:00SellAUD/CAD0.885330.895534d-$74.36
Apr 9, 2020 00:00BuyNZD/USD0.568360.6083620d+$391.00
Apr 9, 2020 00:00SellAUD/CAD0.872760.882761h-$71.69
Apr 9, 2020 00:00SellGBP/AUD1.987541.992541h-$29.17
Apr 7, 2020 00:00SellGBP/AUD1.999331.989321h+$58.39
Apr 3, 2020 00:00SellGBP/AUD2.043002.048001h-$29.17
Apr 2, 2020 00:00SellGBP/AUD2.032772.037781h-$29.22
Mar 31, 2020 00:00SellGBP/AUD2.005841.995841h+$58.33
Mar 27, 2020 00:00BuyAUD/CAD0.839340.859341d+$142.67
Mar 27, 2020 00:00SellGBP/AUD2.005802.010831h-$29.34
Mar 26, 2020 00:00BuyGBP/CAD1.685141.715151h+$212.33
Mar 26, 2020 00:00SellGBP/AUD2.006722.011731h-$29.22
Mar 25, 2020 00:00BuyGBP/CAD1.681171.711196d+$207.83
Mar 24, 2020 00:00BuyEUR/USD1.076331.086331h+$100.00
Mar 24, 2020 00:00BuyAUD/CAD0.832100.852101d+$137.81
Mar 24, 2020 00:00SellGBP/AUD1.973151.963121h+$58.50
Mar 23, 2020 00:00BuyAUD/USD0.575300.583301h+$80.00
Mar 23, 2020 00:00BuyEUR/USD1.068881.078881h+$100.00
Mar 20, 2020 00:00BuyAUD/USD0.574400.582401h+$80.00
Mar 20, 2020 00:00BuyEUR/USD1.065461.075461h+$100.00
Mar 20, 2020 00:00BuyAUD/CAD0.833000.853001h+$137.79
Mar 20, 2020 00:00SellGBP/AUD1.999891.989881h+$57.47
Mar 19, 2020 00:00BuyNZD/USD0.571400.551371h-$200.30
Mar 19, 2020 00:00BuyAUD/CAD0.838820.858841h+$138.65
Mar 19, 2020 00:00BuyAUD/USD0.579150.587151h+$80.00
Mar 19, 2020 00:00SellGBP/AUD2.004422.009541h-$29.69
Mar 18, 2020 00:00BuyAUD/USD0.598910.590911h-$80.00
Mar 18, 2020 00:00BuyNZD/USD0.611420.591415d-$201.45
Mar 18, 2020 00:00BuyAUD/CAD0.851820.841822d-$69.80
Mar 17, 2020 00:00BuyAUD/USD0.610160.602151h-$80.10
Mar 17, 2020 00:00SellGBP/AUD2.010001.999971h+$61.31
Mar 16, 2020 00:00BuyAUD/USD0.617850.609851h-$80.00
Mar 13, 2020 00:00BuyAUD/USD0.627430.619431h-$80.00
Mar 13, 2020 00:00SellGBP/AUD2.003482.008491h-$31.48
Mar 12, 2020 00:00BuyNZD/USD0.633650.613642d-$201.90
Mar 12, 2020 00:00SellGBP/CAD1.784051.754033d+$213.47
Mar 12, 2020 00:00SellAUD/CAD0.901300.881292d+$143.28
Mar 12, 2020 00:00SellGBP/AUD1.978681.983711h-$32.59
Mar 12, 2020 00:00SellEUR/USD1.126101.131101h-$50.00
Mar 11, 2020 00:00SellEUR/USD1.131361.136631h-$52.70
Mar 10, 2020 00:00SellEUR/USD1.139881.129881h+$100.00
Mar 10, 2020 00:00SellGBP/AUD1.981291.986291h-$33.01
Mar 9, 2020 00:00SellEUR/USD1.138711.143721h-$50.10
Mar 9, 2020 00:00BuyNZD/USD0.633170.6131417d-$207.05
Mar 9, 2020 00:00SellAUD/CAD0.900780.880761h+$147.41
Mar 9, 2020 00:00BuyAUD/CAD0.873100.900847d+$203.62
Mar 6, 2020 00:00SellGBP/AUD1.957021.962021h-$32.97
Feb 28, 2020 00:00BuyAUD/CAD0.875460.865454d-$74.49
Feb 28, 2020 00:00SellGBP/AUD1.958301.963321h-$33.04
Feb 27, 2020 00:00SellGBP/AUD1.971111.961101h+$65.53
Feb 26, 2020 00:00BuyEUR/USD1.079451.089457d+$95.87
Feb 25, 2020 00:00SellGBP/AUD1.954751.959751h-$33.09
Feb 21, 2020 00:00BuyAUD/CAD0.885930.8759321d-$75.41
Feb 21, 2020 00:00SellGBP/AUD1.947721.952721h-$32.97
Feb 20, 2020 00:00SellNZD/USD0.673260.6324349d+$408.30
Feb 18, 2020 00:00BuyEUR/USD1.084121.078534d-$57.08
Feb 18, 2020 00:00SellGBP/AUD1.941361.946364d-$33.50
Feb 4, 2020 00:00SellGBP/AUD1.942551.932551h+$66.81
Jan 31, 2020 00:00SellGBP/AUD1.950241.955251h-$33.67
Jan 30, 2020 00:00SellAUD/CAD0.908040.8880491d+$100.95
Jan 30, 2020 00:00SellGBP/AUD1.927901.932901h-$33.76
Jan 29, 2020 00:00SellGBP/AUD1.931091.920811d+$69.62
Dec 31, 2019 00:00BuyNZD/USD0.633560.67356124d+$345.10
Dec 19, 2019 00:00SellGBP/AUD1.908581.898581h+$68.53
Dec 17, 2019 00:00SellGBP/CAD1.772121.742124d+$225.79
Dec 17, 2019 00:00SellGBP/AUD1.930141.936391h-$42.96
Dec 13, 2019 00:00SellGBP/AUD1.945161.951421h-$43.37
Dec 12, 2019 00:00SellGBP/AUD1.921231.911211h+$68.84
Dec 10, 2019 00:00SellGBP/AUD1.925561.930561h-$34.16
Dec 6, 2019 00:00SellGBP/AUD1.925641.915641h+$68.26
Dec 5, 2019 00:00SellGBP/AUD1.913721.918731h-$34.33
Dec 4, 2019 00:00SellGBP/AUD1.897771.902771d-$34.26
Nov 29, 2019 00:00SellGBP/AUD1.910041.915041d-$33.88
Nov 26, 2019 00:00SellGBP/AUD1.902871.892871h+$67.70
Nov 22, 2019 00:00SellGBP/AUD1.901211.891211d+$67.97
Nov 19, 2019 00:00SellGBP/AUD1.902671.907971h-$36.02
Nov 18, 2019 00:00SellGBP/CAD1.684801.7156933d-$264.27
Nov 18, 2019 00:00SellGBP/AUD1.897721.902723d-$34.10
Nov 14, 2019 00:00SellGBP/AUD1.879201.884201h-$34.20
Nov 13, 2019 00:00SellGBP/AUD1.876521.881521d-$34.26
Nov 8, 2019 00:00SellGBP/AUD1.858031.863031h-$34.51
Nov 7, 2019 00:00SellGBP/AUD1.869111.859111h+$68.66
Nov 5, 2019 00:00SellGBP/AUD1.877051.867054d+$68.82
Oct 31, 2019 00:00SellGBP/AUD1.870281.875281h-$34.57
Oct 30, 2019 00:00BuyAUD/CAD0.886590.9065928d+$152.57
Oct 29, 2019 00:00SellGBP/AUD1.883401.873404d+$68.38
Oct 24, 2019 00:00SellGBP/AUD1.886021.891021h-$34.25
Oct 22, 2019 00:00SellGBP/AUD1.887871.877861h+$68.83
Oct 18, 2019 00:00SellGBP/AUD1.884851.889851h-$34.12
Oct 17, 2019 00:00BuyEUR/CHF1.084831.1056962d+$209.75
Oct 17, 2019 00:00SellGBP/AUD1.897351.887331h+$67.67
Oct 15, 2019 00:00SellGBP/AUD1.860951.865951h-$33.92
Oct 1, 2019 00:00BuyAUD/CAD0.898700.8887060d-$75.32
Sep 20, 2019 00:00SellGBP/AUD1.843801.849471h-$38.54
Aug 28, 2019 00:00SellNZD/USD0.675230.63523232d+$400.00
Aug 9, 2019 00:00BuyGBP/AUD1.782741.777741h-$34.07
Aug 2, 2019 00:00BuyGBP/AUD1.782241.775621h-$45.06
Aug 1, 2019 00:00BuyGBP/AUD1.775291.770281h-$34.30
Jul 30, 2019 00:00BuyAUD/CAD0.913580.9034140d-$77.19
Jul 30, 2019 00:00BuyGBP/AUD1.770701.765701h-$34.52
Jul 29, 2019 00:00BuyGBP/AUD1.789071.784074d-$35.31
Jul 23, 2019 00:00BuyGBP/AUD1.774241.769241h-$35.15
Jul 22, 2019 00:00BuyGBP/AUD1.774501.769503d-$35.64
Jul 18, 2019 00:00BuyGBP/AUD1.773831.768821h-$35.11
Jul 16, 2019 00:00BuyGBP/AUD1.778251.773251h-$35.20
Jul 12, 2019 00:00BuyGBP/AUD1.797121.791511d-$39.49
Jul 9, 2019 00:00BuyGBP/AUD1.789451.799455d+$68.59
Jun 20, 2019 00:00BuyGBP/CAD1.703051.6730429d-$226.84
Jun 13, 2019 00:00BuyAUD/CAD0.927980.9179424d-$75.42
May 17, 2019 00:00BuyAUD/CAD0.933780.922952d-$80.30
May 15, 2019 00:00SellGBP/CAD1.758371.7283772d+$156.66
May 7, 2019 00:00SellGBP/AUD1.872921.878931h-$41.98
Apr 23, 2019 00:00BuyEUR/CHF1.124591.14459109d+$196.48
Mar 28, 2019 00:00SellGBP/AUD1.856441.862731h-$44.65
Mar 27, 2019 00:00SellGBP/AUD1.856561.861561d-$35.68
Mar 22, 2019 00:00SellGBP/AUD1.847421.852421h-$35.56
Mar 21, 2019 00:00SellGBP/AUD1.851081.841071h+$71.70
Mar 19, 2019 00:00SellGBP/AUD1.868301.874211h-$41.97
Mar 15, 2019 00:00SellGBP/AUD1.875571.865571h+$70.67
Mar 14, 2019 00:00SellGBP/AUD1.874851.879851h-$35.43
Mar 12, 2019 00:00SellGBP/AUD1.872741.862721h+$70.98
Mar 8, 2019 00:00SellGBP/AUD1.863411.869151h-$40.23
Mar 7, 2019 00:00SellGBP/AUD1.874051.864041h+$70.53
Mar 5, 2019 00:00SellGBP/AUD1.867251.857254d+$70.93
Feb 28, 2019 00:00SellGBP/AUD1.862831.867831h-$35.70
Feb 26, 2019 00:00SellGBP/AUD1.830071.835071h-$35.76
Feb 22, 2019 00:00SellGBP/AUD1.834281.840071h-$41.06
Feb 21, 2019 00:00BuyAUD/CAD0.942620.9326249d-$75.68
Feb 1, 2019 00:00SellGBP/CAD1.745061.715068d+$221.08
Jan 29, 2019 00:00SellGBP/AUD1.836051.841051h-$35.83

Download full history (CSV, backtest)Download full tracking history (CSV)

Monthly Returns

-$4-$92+$240+$201Apr 2026MayJunAug

Calculated from market data released after the strategy lock date.

Year by Year

Jan 1, 2019 – Aug 6, 2026

YearTradesNet P/LWin rate
202618+$650.5244%
202554+$1462.1952%
202426+$1979.4265%
202343+$1258.7853%
2022106+$1105.1945%
202135+$759.3757%
2020150+$2213.8442%
201969+$851.1136%

Drawdown

0.0%-1.0%Apr 1, 2026May 15, 2026Aug 6, 2026

Calculated from market data released after the strategy lock date.(-0.9%)

Recent Trades

Apr 1, 2026 – Aug 6, 2026

ClosedSideDurationPipsP/L
Aug 6, 2026Buy39d218.7+$200.70
Jun 30, 2026Buy7d-80-$80.00
Jun 26, 2026Sell149d400.1+$400.10
Jun 11, 2026Buy6d-80.1-$80.10
May 19, 2026Buy4d-80-$80.00
View all 9 trades
ClosedSideDurationPipsP/L
May 15, 2026Sell9d80+$77.80
May 7, 2026Sell29d-100-$89.86
Apr 29, 2026Sell14d80+$77.80
Apr 14, 2026Sell7d-80.3-$81.70

Verification

Strategy Version
v1.0
Locked date
Apr 1, 2026
Test period
Jan 1, 2019 – Apr 1, 2026
Forward period
Apr 1, 2026 – Aug 6, 2026
Symbol
GBP/AUD
Timeframe
H1
Broker data source
MetaTrader 5 strategy tester on M1 history (AUD/USD chart, seven symbols traded), every tick (generated from M1 bars) (Model 0), 0.1 lot per leg on a $10,000 balance
Modelling method
Daily out-of-sample re-run
Starting balance
$10,000
Position sizing
0.1 lot per $10,000
Data through
Aug 6, 2026
File checksum
a45782cf0b0484f3e75eb852042579f7896579c872d1f529f2eedbf65f0083d5

Download full history (CSV, backtest)Download full tracking history (CSV)

Strategy logic

How Lattice Weave Trades

One edge — fade a market that has closed too far from its own average — worked across seven pairs at once from a single chart. A leg takes one position with a fixed stop and target, and does nothing else until that position closes.

01 Market

When it trades

One Edge, Seven Markets

One idea is worked across seven pairs at once from a single AUD/USD H1 chart. What makes this a book rather than seven copies of the same trade is what the legs are allowed to have in common: one position each, a fixed stop and target, nothing averaged in, and never two legs on the same pair. They are not, however, independent of each other — see the risk below.

Every leg reads its own symbol on its own bar, from hourly to daily. There is no session filter.

02 Setup

What it looks for

A Close Beyond The Band

Most legs use a moving-average envelope: a bar closing below the lower band is a buy, above the upper band a sell. Two read an oscillator extreme instead, but the idea is the same — the market has stretched away from its own average. Every value is read from the last completed bar.

Nothing is evaluated intrabar, so a signal cannot repaint, and each leg acts at most once per bar.

03 Entry

How it enters

One Position, Then Silence

The leg that fired opens one position and takes no further signal on that pair until it closes. Each leg works its own market, so all seven can be in the market at once — but never two on the same pair, and never a second position added to a losing one.

04 Risk

How it protects

A Fixed Stop On Every Leg

Each position is sent with its stop already attached, sized for the pair and the timeframe that leg trades. It is never moved, widened or removed, and there is no recovery trade. Each leg also refuses a new entry while its own spread is wider than its guard.

05 Exit

How it exits

The Target, Or The Stop

A position closes at its take-profit or at its stop, and nothing else closes it: no time exit, no trailing, no manual intervention in the record. Targets are wide relative to the bar each leg trades, so the average position is held about twelve days — though half of them close within two, and the longest ran for months.

Risk architecture

Position limit
One per leg, up to seven
Position sizing
Fixed lot per leg
Recovery method
None
No martingale, no grid, no averaging down.
Protective exit
Fixed stop-loss

Market behavior

Performs best in

  • Range-bound and oscillating markets, where a stretched close tends to snap back toward the average
  • Stretches when the seven pairs move independently of each other — that separation is the whole point of running them together

Can struggle in

  • Sustained one-way trends, where a leg keeps fading a move that does not come back and is stopped out at the far side
  • Broad risk-on or risk-off moves that push several of these pairs the same way at once, which is when the legs stop being independent and the losses arrive together
  • Persistently wide spreads: each leg simply skips new entries above its own guard, so the portfolio quietly trades less rather than trading worse

Published configuration

Parameters & Controls

The exact configuration used for testing and forward tracking.

Published parameter values and what each one controls
ParameterPublished valueWhat it controls
Symbol suffix — User-adjustableInpSuffixemptyWhich symbols the legs open
Lot per leg — User-adjustableInpLots0.10Position size on every leg
Slippage — User-adjustableInpSlippage30 pointsExecution tolerance
Scan interval — User-adjustableInpTimerSec1 secondHow often the legs are checked
Locked for trackingUser-adjustableSelect “View full inputs” below for every parameter’s range and full description.
Download .setVersion — updated Aug 7, 2026

All published inputs

  • Symbol suffixInpSuffix
    Default
    empty
    Suggested range
    Your broker's suffix, or empty

    The build appends this to each leg's base symbol. It ships empty, so a broker whose symbols have no suffix needs no change; set it to whatever your broker appends otherwise. The downloadable preset carries the suffix of the account the record was measured on, because that is what reproduces the published run. A leg whose symbol is not found is skipped at start-up and never trades, so getting this wrong silently removes legs rather than trading something unintended.

  • Lot per legInpLots
    Default
    0.10
    Suggested range
    Your broker's minimum or higher

    The size every leg opens with. All seven use this one value, so the total exposure when all of them are in the market is seven times it — the published record was measured at 0.10, which is up to 0.70 lot at once on a $10,000 balance. Scale it to your own balance rather than running the default on a smaller account. The EA refuses to start if it is zero or negative.

  • SlippageInpSlippage
    Default
    30 points
    Suggested range
    0-100

    Maximum price deviation accepted when an order is sent, in points. It applies to every leg. Raising it makes fills more likely in fast markets and worse on average.

  • Scan intervalInpTimerSec
    Default
    1 second
    Suggested range
    1 or higher

    All seven legs are re-checked on this timer as well as on every tick of the chart symbol. The timer is what lets a leg on a quiet symbol notice its own new bar while the chart symbol is idle; raising it only delays how soon a closed bar is seen.

Running environment

Requirements & Compatibility

The platform, broker conditions, and account setup needed to run the published configuration.

Platform, account and broker requirements
RequirementSpecification
PlatformMetaTrader 5
ChartGBP/AUD · H1
Suggested starting capital$10,000 — the balance this published record was measured on
Recommended sizing0.1 lot per $10,000
Deepest measured equity drawdown9.2% of $10,000 — about $922
Leverage1:100 or higher
Account modeHedging or netting — the legs never open two positions on the same symbol, so the two modes behave the same here. Run it where nothing else trades these seven pairs: a foreign position on one of them can hide from that leg's position count.
SymbolsAll seven must exist in Market Watch: EUR/CHF, GBP/AUD, AUD/USD, AUD/CAD, NZD/USD, EUR/USD, GBP/CAD. A leg whose symbol is not found is skipped at start-up and never trades.
Account linkA broker IB account linked to mt5depot. The distributed build checks it on start-up and stays idle if the check fails; the check is skipped inside the strategy tester.
Server timeNot used for sessions — there is no time window. The one weekday rule (no Tuesday on GBP/AUD) reads the weekday from the bar's own timestamp, so a broker whose day boundary differs shifts which bars count as Tuesday.
Spread guardPer leg, sized for the pair it trades. A leg skips new entries while its own spread is wider; an open position is never closed because of spread.
WebRequestAllow https://mt5depot.com under Tools → Options → Expert Advisors.
VPSRecommended — the legs are checked every second around the clock, five days a week, and a daily leg's signal appears at the broker's day boundary.

Compatibility check

  • MetaTrader 5 account (the published build is MT5)
  • That account linked to mt5depot as an IB account, and approved
  • All seven symbols visible in Market Watch, and the suffix input set to match them
  • Algo Trading enabled, and WebRequest allowed
  • A single AUD/USD H1 chart — do not attach a second copy
  • No other EA or manual trading on those seven pairs in the same account
  • Balance sized for seven simultaneous legs, not one

Confirm every item before comparing your results with the published record.

Test environment

  • MetaTrader 5 strategy tester, every tick generated from M1 bars (Model 0), one AUD/USD H1 chart running all seven legs, 0.1 lot per leg on a $10,000 balance at 1:100
  • Commission was zero. Swap is taken from the broker's history per leg, and the per-deal values are in the published trade ledger.
  • Jan 1, 2019 – Apr 1, 2026 · 492 closed trades
  • 0.1 lot per $10,000

Important notes

  • The tester borrows its contract specifications from a broker (here Exness-MT5Trial5). Different specifications — swap, stop level, minimum lot — change the result.

Installation

Start in three steps

Install Lattice Weave on MetaTrader 5 using the published configuration.

  1. Step 01 — Download the files

    Get the EA file and the published preset used for testing and forward tracking.

    • .ex5
    • .set
    • .pdf
    • Preset included
  2. Step 02 — Attach it to the correct chart

    Open AUD/USD on H1 in MetaTrader 5 and attach Lattice Weave there — it trades its other symbols from that one chart.

    • AUD/USD
    • H1
    • Multi-symbol
  3. Step 03 — Load the published settings

    Import the preset and keep the tracked configuration unchanged.

    • Load .set
    • WebRequest

Before you run

  • MetaTrader 5 installed
  • AUD/USD available in Market Watch
  • H1 chart selected
  • Algo Trading enabled
  • https://mt5depot.com allowed for WebRequest
  • Published defaults preserved

Matching these conditions helps reproduce the published record.

Included files

  • EA file lattice-weave.ex5 The compiled, licensed Expert Advisor.
  • Preset lattice-weave.set The shipped input values — load it in the Inputs tab before running.
  • Manual mt5depot-ea-manual-en.pdf Installation instructions, the same document for every EA.

Use the preset first before making any custom changes.

Installation notes

  • Check the symbol suffix first. The EA build ships with it empty; the downloadable preset carries the suffix of the account the published record was measured on, so clear it or replace it with your broker's, or no leg will start.
  • Attach one instance only, to one chart. A second copy would double every leg.
  • Link the trading account you will run this on to mt5depot first — the build checks it.

Measurement conditions

How this record was measured

All brokers →
Spread
Floating
Order execution
The strategy tester fills at the requested price: slippage, requotes and rejected orders are not simulated. Execution on a live account will move the result.
Tester report
Open the original report — the file MetaTrader 5 wrote at the end of the run (English only)

The shipped build only checks that the trading account is linked to mt5depot as an IB account. Any of these brokers works:

Frequently asked questions

Is Lattice Weave a martingale or grid EA?
No. Each of the seven legs opens one position at a fixed 0.1 lot with a stop and a target attached when the order is sent. There is no averaging down, no grid, no recovery trade and no lot progression of any kind. What varies is how many legs happen to be in the market at the same time, not the size of any position.
How was it tested?
In the MetaTrader 5 strategy tester on M1 history, every tick generated from M1 bars, from 2019-01-01 to 2026-08-07, with all seven legs running on one AUD/USD H1 chart at 0.1 lot per leg on a $10,000 balance. That produced 501 closed trades across the seven pairs. The published backtest is the part of that run that ends at the 2026-04-01 cutoff; what the same build did after that date is shown separately as the verification window, so the two never share a trade. Every closed trade is published on this page and downloadable as CSV, including which symbol it was opened on.
Does the backtest include swap?
Yes, per leg, taken from the broker's own history — the per-deal swap is in the published trade ledger. Commission was zero in this run. Positions are held about twelve days on average and the daily legs can run far longer, so swap matters here more than it would for a short-term EA, and a broker with different swap rates will produce a different result. One caveat worth stating plainly. A broker's stored swap history is revised over time, so re-running this exact build on the same dates does not reproduce the same figures to the cent. We measured that directly. A re-run gave identical entries and exits on all of them, the same prices to the last digit, and a total that differed only by financing, almost all of it on the longest-held leg. The figures on this page are the run whose report is published above.
Why seven pairs in one EA instead of seven EAs?
Because the record on this page is the seven running as one account, which is the thing you would actually operate. Each leg is simple enough to describe in a line, but a single leg trades too rarely to judge, and running seven separately would mean seven charts, seven records and no shared view of the exposure. Combining them also means their bad periods do not have to arrive together — except when they do, which is the main risk stated above.
Can I turn individual legs off?
No. The seven legs are compiled into the build and there is no switch for them, by design — the published record is one run with all seven working together, so any subset would be a different strategy with a different drawdown that nothing on this page describes. The lot is different — it is an input, so you can scale it to your own balance. What you cannot do is give the legs different sizes, because all seven open whatever you set, and it does not grow or shrink with the balance.
My broker adds a suffix to its symbol names. Will it work?
Set the symbol suffix input to whatever your broker appends, or leave it empty if the symbols have none — the build ships empty. The EA adds that suffix to each leg's base name at start-up. A leg whose symbol cannot be selected is skipped with a message in the Experts log and never trades, so a wrong suffix silently removes legs rather than trading the wrong thing.
What happens when the spread widens?
Each leg refuses new entries while its own spread is wider than its own guard. Open positions are never closed because of spread, so a widening spread can only stop a leg entering, not force it out.