CHETRA
Strategy Tearsheet
AS OF 2026-07-03
Demo / Validated Backtest
ORB_SESSION
Opening-Range Breakout · XAUUSD · H1
- buffer_atr =0.1
- session_hour =7
- or_bars =4
- tp_ratio =2.0
- trend_ema =200
Key metrics
Return quality
- Real-spread Sharpe
MT5 validation - 1.53
- Holdout Sharpe
locked 2026-H1 - 3.75
- Screen Sharpe
pre-cost - 2.50
- Retained after real costs
- 61%
Risk
- Max drawdown
real-spread backtest - 11.07%
- Win rate
- 52.5%
- Trades
- 512
- Holdout trades / week
- 1.21
Robustness
- Deflated Sharpe Ratio
gate ≥ 0.90 ✓ - 0.909
- Overfit audit
- PASS
- Universe scanned
- 19 modules × 8 symbols
- Status
- Preparing HolaPrime 2-step
Holdout equity path
Illustrative equity path. Holdout tested on 5 months of locked, unseen data.
The funnel
3,911
trials
2,192
ranked
20
overfit-audited
1
passed every gate
The factory rejects 99.97% of candidates.
Methodology
Every parameter set that survives ranking is re-run at real MT5 spread and commission before it is trusted — not a clean fill model. The deflated Sharpe ratio corrects for the multiple-testing bias of scanning thousands of trials, and the strategy must still clear a 0.90 gate after that correction. Final confirmation comes from a holdout window locked before search began: five months of 2026 data the strategy never saw during discovery or validation.
Backtested and validated results. Not live trading results. Past performance does not guarantee future results. Prepared for informational purposes. Figures derived from the author's strategy-factory pipeline.