# WickAtlas frozen-rule forex backtest worksheet

Version: ______  
Freeze date: ______  
Researcher: ______  

Educational research worksheet. A completed backtest is hypothetical, does not
represent live execution and does not predict future profitability.

## 1. Hypothesis and rejection gate

- Strategy and version:
- Exact hypothesis:
- Baseline for comparison:
- Result that would reject the idea:
- Result that would support observation or demo testing:

## 2. Scope and eligibility

- Pair universe:
- Chart timeframe:
- Chart timezone or broker server time:
- Test date range:
- Minimum required history:
- Eligible market regime:
- Session rule:
- Scheduled-event exclusion:
- Maximum spread:
- Maximum concurrent positions:
- Duplicate-signal rule:
- Every other no-trade condition:

## 3. Frozen long rule

- Context:
- Completed-candle trigger:
- Entry order and timing:
- Maximum entry gap:
- Initial stop and invalidation:
- Target or exit:
- Time exit:
- Same-bar stop/target convention:
- Signal expiry:

## 4. Frozen short rule

- Context:
- Completed-candle trigger:
- Entry order and timing:
- Maximum entry gap:
- Initial stop and invalidation:
- Target or exit:
- Time exit:
- Same-bar stop/target convention:
- Signal expiry:

## 5. Position and portfolio risk

- Risk unit (1R):
- Position-size calculation:
- Maximum risk per trade:
- Maximum total open risk:
- Same-currency exposure rule:
- Daily/weekly pause rule:

## 6. Execution and cost model

- Historical price type (bid, ask or midpoint):
- Spread source and base assumption:
- Stressed spread:
- Commission per side or round turn:
- Slippage assumption:
- Rollover/financing source and cutoff:
- Missing-tick or missing-bar treatment:
- Rejected/skipped order treatment:
- Cash-to-R conversion:

## 7. Sample design

- Chronological in-sample dates:
- Parameters considered in-sample:
- Frozen parameter choice and reason:
- Chronological untouched out-of-sample dates:
- Confirmation gate:
- Walk-forward windows, if used:
- Rule for starting a new version:

## 8. Event ledger fields

Give every eligible event an ID before revealing its outcome.

- Event ID
- Signal timestamp
- Pair and direction
- Eligibility pass/fail fields
- Signal values and inputs
- Planned entry, stop and exit
- Actual modelled fill
- Spread, commission, slippage and rollover
- Gross R and net R
- No-trade/cancellation reason
- Process grade (A/B/C/D)
- Evidence note or screenshot reference

## 9. Results to calculate

- Eligible events:
- Completed trades:
- Cancelled/no-trades by reason:
- Wins, losses and break-evens:
- Win rate:
- Average net win in R:
- Average net loss magnitude in R:
- Payoff ratio:
- Net expectancy in R:
- Total net R:
- Profit factor:
- Maximum peak-to-trough drawdown in R:
- Longest losing streak:
- Median holding time:
- Long/short split:
- Results by pair, year and declared regime:
- Process grades and missing-evidence count:

## 10. Robustness checks

- Base-cost result:
- Stressed-cost result:
- Reasonable parameter variations:
- Start-date sensitivity:
- Pair/instrument sensitivity:
- Same-bar ambiguity sensitivity:
- Failed or discarded variants retained:
- Known data and execution limitations:

## 11. Decision

Choose one: **reject / revise as a new version / observe further / demo-test**.

- Decision:
- Evidence supporting it:
- Evidence against it:
- What remains unknown:
- If revising, new version and new untouched data:
- If demo-testing, forward-test sample and pause rule: