About Greentick Trading LLC

What ForexIPS contains

The primary Query dataset contains 635,040 result rows covering:

• 14 indicator strategies
• Five SMA crossover settings
• Five EMA crossover settings
• 10 spot FX pairs
• Six timeframes: M1, M5, M15, H1, H4 and D1
• 441 stop-loss and profit-target combinations per signal configuration

The Query dataset covers 1 January 2019 through 31 December 2025. The complete parameter grid is included, including unprofitable results.

The QTR Query continues coverage from 1 January 2026, with each completed calendar quarter tested independently. It applies the same strategies, pairs and timeframes. New quarters are added only after they have ended and the data has been processed. Neither dataset provides live or intra-quarter data.

Why it exists

ForexIPS lets traders and researchers compare how common indicator and crossover strategies performed across different currency pairs, timeframes, stop-loss settings and profit-target settings without running every backtest themselves.

How the backtests work

• Signal timing.Signals are evaluated after a candle closes using information available through that candle. A signal is queued and executed at the following candle's opening mid price.
• M1 intrabar ties. If a stop and profit target are both reached within the same M1 candle, the stop is assumed to have filled first.
• Higher-timeframe intrabar ties. For M5 and higher timeframe candles, the engine uses the order of the M1 candles for stop and profit target tie-breaking estimate.
• Trading costs. A flat five-pip cost is deducted from every completed trade. The tests use mid prices and do not model spread, slippage, swap charges or gap-through-stop execution.
• Exit prices.Stops and profit targets fill at their configured prices when the candle's range reaches those levels. Any position still open at the end of the dataset is closed at the final candle's closing price.
• Complete results. No parameter combinations are removed because they lost money or produced poor statistics.

How the statistics are defined

The displayed statistics are calculated from each backtest's completed trade results after the five-pip cost:

• Trade-level Sharpe ratio: Mean trade gain divided by the population standard deviation of trade gains. It is not annualized and does not subtract a risk-free rate.
• Custom Sortino calculation: Mean trade gain divided by the population standard deviation of losing trades. It is not the standard textbook Sortino ratio.
• Realized reward-to-risk ratio: Average profitable trade divided by the absolute average losing trade. It is an average-win-to-average-loss payoff ratio, not the profit-target distance divided by the stop-loss distance.

Monte Carlo filters

The Monte Carlo filters use a separate mathematical simulation. They do not replay a backtest's actual trades.

Each of the 594 win-rate and reward-to-risk combinations simulates one million paths. Each path is modeled over 1,300 trade opportunities, starting with $1,000 and risking 2% of the current balance per trade. If a path reaches a 75% drawdown, it is classified as ruined and its balance is frozen for the remainder of the simulation.

The query filters compare a backtest row's win rate and realized average-win-to-average-loss ratio with the simulated combinations. They can retain rows above the model's breakeven ratio or where more than 99% of the one million simulated paths ended with at least 10 or 100 times the starting balance.

These filters are model-based screening tools, not forecasts.

Limits of historical testing

Backtests describe how a defined rule behaved in the tested data. They do not show how it will perform in future market conditions or with a particular broker's prices and execution.

ForexIPS provides historical research data. It does not place trades, issue alerts, manage money or provide entry recommendations. Greentick Trading LLC is not a registered investment adviser, broker-dealer, commodity trading advisor or commodity pool operator.

See the Trading Disclaimer and Terms of Use for further information.