Project specifications
- Market
- EURUSD
- TF
- H1
- Platform
- MT5
- Client type
- Team / company
- Delivery window
- 11 weeks
- Stack
- MQL5, Python scripts, HTML reporting
- Strategy
- Period splitting + rolling optimization
- Modules
- Window reporting + overfit detection
- Testing
- Run across three of the team's strategies
Who this was for
Abtin Quant Team
- Role
- Strategy development team
- City
- Tehran
- Project reference
- TBT-1409-33
The client's idea
Abtin Quant Team works EURUSD on H1; the opening brief was: Tell me whether a backtest result repeats, or whether it belongs to one lucky period.
Initial challenge
The team optimized on one period and then reported that same period — and the result never repeated on fresh data.
Solution
A framework splitting history into consecutive windows, optimizing on one and evaluating on the next, with a report showing the gap per period.
Why this design
Each window is reported separately so a good average cannot hide weak halves. It matches how EURUSD is actually traded and can be tested against the data already available.
Safeguards and risk control
No parameter was optimized on the whole set: part of the data was held back for out-of-sample testing.
Our next-step proposal
The next step is running the selected build on demo and reviewing weekly deviation from the test.
Portfolio
Measured results
These are the figures the test produced — not a promise about future performance.
- 5 years Test window
- 12 Configurable inputs
- 9 scenarios Scenario test coverage
- 98 % Runtime stability in test
Portfolio
How the delivery ran
Every project moves through these five phases, with the window for each agreed in the specification.
-
Discovery and problem framing
CompletedReviewing the client's current test method and the quality of the available EURUSD data.
Day 3–8
-
Written specification
CompletedFixing the assumptions: spread, commission, slippage and the tick model used.
Day 9–23
-
Implementation
CompletedPreparing the test environment, the run scripts and results that can be compared. The HTML report carries a comparison chart for every window.
Day 24–51
-
Testing and validation
CompletedControlled optimization, out-of-sample testing and forward testing on fresh data.
Day 52–69
-
Handover and support
CompletedA report separating the optimized part from the robust part, plus the remaining risks.
Day 70–73