Weekly Report
Robot: EURGBP V5.27
Base version: EURGBP V5 branch
Test week: Week 27
Start date: 2026-06-29
End of review: 2026-07-04
Symbol: EURGBP
Timeframe: M5
Mode: PAPER_SIM_ONLY
Orders sent: NO
Test type: Live paper observation
Weekly research target: +5R net per week
Purpose of This Report
This report reviews the Week 27 live paper result of EURGBP V5.27.
EURGBP V5 is treated as a separate research logic. It is not reviewed as a direct comparison against another EURGBP branch. The purpose of this review is to decide whether the V5 logic has enough evidence to continue, pause, or produce a next controlled test version.
The main question for Week 27 was simple:
Did EURGBP V5.27 produce enough positive R potential, and can the negative side be reduced with a clear additional filter?
Week 27 Final Result
EURGBP V5.27 closed 30 paper trades during the reviewed Week 27 data set.
Final Week 27 result:
Trades: 30
Plus trades: 18
Minus trades: 12
Gross +R: +13.8178R
Gross -R: -11.2084R
Net R: +2.6094R
Average R per trade: +0.0870R
Winrate: 60.00%
TP: 9
SL: 10
MAX_HOLD: 11
The version finished the week positive, but it did not reach the weekly research target of +5R net.
Target Review
Weekly target: +5R net
Actual result: +2.6094R net
Target status: FAIL
EURGBP V5.27 was not accepted as a ready demo-stage candidate after Week 27 because the net result stayed below the weekly target.
However, the result was not rejected as useless. The version produced strong gross positive potential:
Gross +R: +13.8178R
This means the logic was able to find profitable trade opportunities during the week.
The main weakness was not lack of positive movement. The main weakness was the size and concentration of negative trades:
Gross -R: -11.2084R
The research task after Week 27 was therefore to identify whether the negative group had a repeated technical pattern that could be filtered.
Why EURGBP V5.27 Was Not Accepted as a Demo Candidate
EURGBP V5.27 was not moved to demo-stage because it did not reach the +5R weekly net target in its raw Week 27 form.
The main problem was not trade frequency. The version produced 30 closed paper trades.
The main problem was negative exposure.
The losing side was large enough to reduce a strong gross positive result into a moderate net result:
Gross +R: +13.8178R
Gross -R: -11.2084R
Net R: +2.6094R
A version with this structure can be useful for research, but it still needs a filter before it can be considered a stronger robot candidate.
Plus and Minus Trade Audit
After the Week 27 result, a plus/minus audit was performed.
The goal was to find the difference between positive and negative trades.
The audit checked the original trade fields and additional M1, M5, and M15 market context around entry time.
The focus was not to overfit the robot with many filters. The focus was to find one clear repeated weakness.
The most important audit question was:
Are losing trades concentrated in a specific entry condition?
Main Finding: M5 Directional Body
The strongest practical finding was related to the current M5 candle body at the time of entry.
The audit found that a large part of the negative result came from trades where the current M5 candle body was against the candidate trade direction.
This condition is named:
m5_dir_body_against = YES
The opposite condition is:
m5_dir_body_against = NO
This means the current M5 candle body was not against the candidate trade direction.
Good Group: M5 Body Not Against Entry
When the current M5 body was not against the candidate trade direction, the result was strong.
m5_dir_body_against = NO
Trades: 17
Plus trades: 15
Minus trades: 2
Gross +R: +12.0242R
Gross -R: -2.1840R
Net R: +9.8401R
Winrate: 88.24%
This group alone exceeded the weekly research target.
Weekly target: +5R
Filtered group result: +9.8401R
Target status: PASS
This is the strongest evidence found in the V5.27 audit.
Bad Group: M5 Body Against Entry
When the current M5 body was against the candidate trade direction, the result was strongly negative.
m5_dir_body_against = YES
Trades: 13
Plus trades: 3
Minus trades: 10
Gross +R: +1.7936R
Gross -R: -9.0244R
Net R: -7.2308R
Winrate: 23.08%
This group contained most of the negative exposure.
It had only one TP trade, eight SL trades, and four MAX_HOLD exits.
Blocked group result:
TP: 1
SL: 8
MAX_HOLD: 4
This confirms that the M5 body against entry condition was not neutral. It was a strongly negative entry context during Week 27.
Historical Filter Test on Week 27
A historical Week 27 filter test was performed using the V5.27 closed trade set.
The test rule was:
Block entry if m5_dir_body_against = YES
The result changed as follows.
Base EURGBP V5.27:
Trades: 30
Plus trades: 18
Minus trades: 12
Gross +R: +13.8178R
Gross -R: -11.2084R
Net R: +2.6094R
Winrate: 60.00%
TP: 9
SL: 10
MAX_HOLD: 11
Filtered V5.27:
Trades: 17
Plus trades: 15
Minus trades: 2
Gross +R: +12.0242R
Gross -R: -2.1840R
Net R: +9.8401R
Winrate: 88.24%
TP: 8
SL: 2
MAX_HOLD: 7
Blocked trades only:
Trades: 13
Plus trades: 3
Minus trades: 10
Gross +R: +1.7936R
Gross -R: -9.0244R
Net R: -7.2308R
Winrate: 23.08%
TP: 1
SL: 8
MAX_HOLD: 4
The filter improved the Week 27 result by +7.2308R.
Base Net R: +2.6094R
Filtered Net R: +9.8401R
Improvement: +7.2308R
Why This Finding Matters
This finding is important because the filter did not simply remove all activity.
The filtered version still kept 17 trades out of 30.
It preserved most of the gross positive result:
Base Gross +R: +13.8178R
Filtered Gross +R: +12.0242R
At the same time, it removed most of the gross negative result:
Base Gross -R: -11.2084R
Filtered Gross -R: -2.1840R
This is exactly the type of filter the research process is looking for.
A useful filter should not only reduce trades. It should reduce negative exposure while keeping enough positive potential.
The M5 body filter passed this historical Week 27 test.
Additional Supporting Signals
Several related M5 signals supported the same conclusion.
M5 directional body positive:
m5_dir_body_positive = YES
Trades: 16
Plus trades: 14
Minus trades: 2
Gross +R: +10.9859R
Gross -R: -2.1840R
Net R: +8.8019R
M5 close in directional top 30%:
m5_close_in_directional_top_30pct = YES
Trades: 9
Plus trades: 9
Minus trades: 0
Gross +R: +7.9324R
Gross -R: 0
Net R: +7.9324R
M5 directional body strong at 0.5 pip or more:
m5_dir_body_strong_0_5p = YES
Trades: 9
Plus trades: 9
Minus trades: 0
Gross +R: +6.9973R
Gross -R: 0
Net R: +6.9973R
These signals confirm that M5 entry candle quality was important during Week 27.
However, EURGBP V5.28 will not add all of these filters at once.
The next version will add only the simplest and broadest filter:
Block if the M5 directional body is against the candidate trade direction.
Why Only One Filter Was Added
Only one filter is added to EURGBP V5.28 because the next test must remain controlled.
Adding multiple filters at the same time would make it difficult to understand which filter actually improved or damaged the result.
The selected filter is simple.
For BUY candidates:
Block if the current M5 candle body is bearish.
For SELL candidates:
Block if the current M5 candle body is bullish.
This filter directly targets the strongest negative group found in the Week 27 audit.
Decision After Week 27
EURGBP V5.27 did not pass the +5R weekly target in raw form.
However, it produced enough gross positive R to justify a next controlled test.
The main decision after Week 27 is:
Create EURGBP V5.28.
EURGBP V5.28 will keep the V5.27 base logic and add one M5 body filter.
EURGBP V5.28 Description
New version: EURGBP V5.28 M5 Body Filter
Base version: EURGBP V5.27
Symbol: EURGBP
Timeframe: M5
Mode: PAPER_SIM_ONLY
Orders sent: NO
Main change:
Block entry if the current M5 candle body is against the candidate trade direction.
What Remains the Same in V5.28
EURGBP V5.28 keeps the V5.27 branch logic.
The following elements remain unchanged:
EURGBP symbol
M5 timeframe
V5 signal logic
Opposite second-slot structure
Maximum two paper positions
Second paper position only if opposite direction
Friday new-entry cutoff
Paper-only mode
No real orders
orders_sent=NO
Weekly target: +5R net
What Changes in V5.28
Only one new filter is added.
New filter:
M5 directional body filter
Rule:
If candidate direction is BUY, allow only if the current M5 body is not bearish.
If candidate direction is SELL, allow only if the current M5 body is not bullish.
Blocked reason:
M5_DIRECTIONAL_BODY_AGAINST_ENTRY
Status message:
SIGNAL_BLOCKED_M5_BODY_AGAINST_ENTRY
This filter is designed to block the specific losing group found during the V5.27 Week 27 audit.
Week 28 Research Task
The Week 28 task is to observe EURGBP V5.28 as a separate V5 branch.
The test should answer the following questions:
Does the M5 body filter reduce Gross -R in live paper observation?
Does EURGBP V5.28 preserve enough Gross +R?
Does the filtered V5 branch reach +5R net per week?
Does the number of SL exits decrease?
Does the trade count remain acceptable?
How many signals are blocked by M5_DIRECTIONAL_BODY_AGAINST_ENTRY?
Are blocked signals mostly bad trades, neutral trades, or missed winners?
The most important Week 28 metrics are:
Gross +R
Gross -R
Net R
TP count
SL count
MAX_HOLD count
Blocked M5 body signals
Trade count after filter
Success Criteria for V5.28
EURGBP V5.28 will be considered successful if it shows the following:
Net R reaches or exceeds +5R for the week.
Gross -R is materially lower than in V5.27.
Gross +R remains strong enough after filtering.
SL count decreases.
The robot still produces enough trades for weekly evaluation.
Blocked signals show a logical reason and are not mostly missed winners.
orders_sent remains NO.
The ideal result is not necessarily maximum trade count.
The ideal result is a cleaner V5 branch with lower negative exposure and enough positive R to reach the weekly target.
Failure Criteria for V5.28
EURGBP V5.28 will be considered weak if one or more of the following happens:
Net R remains below 0R.
Net R remains far below +5R.
The filter removes too much Gross +R.
Gross -R remains high.
SL count remains high.
Trade count becomes too low for useful evaluation.
Blocked signals include too many trades that would have been strong winners.
The balance path becomes unstable.
Any safety rule is violated.
If V5.28 fails, the V5 branch will need another audit before the next version is created.
Research Note
EURGBP V5 is treated as an independent research branch.
The V5.28 filter is added because the V5.27 audit itself found a clear losing condition.
The filter is not added because of another branch. It is added because the EURGBP V5.27 trade set showed that entries against the current M5 body created a strongly negative group.
This is a normal research result for one currency pair. Different EURGBP branches may share some market-context filters because they operate on the same symbol and timeframe environment.
EURGBP V5.28 must therefore be evaluated on its own Week 28 performance.
Safety Rules
EURGBP V5.28 remains paper-only.
Safety settings:
Mode: PAPER_SIM_ONLY
Orders sent: NO
No order_send execution
No live trading
No real account execution
No demo-stage promotion without separate review
All Week 28 results must be interpreted as research data only.
Final Decision
EURGBP V5.27 is not accepted as a demo-stage candidate after Week 27.
The raw version finished positive but below the weekly +5R target.
Final raw result:
Net R: +2.6094R
However, the Week 27 audit found a strong and simple filter candidate.
The historical M5 body filter test improved the same trade set to:
Net R: +9.8401R
Therefore, the V5 branch continues with a controlled next version:
EURGBP V5.28 M5 Body Filter
The purpose of V5.28 is to test whether the M5 body filter can reduce negative exposure in live paper observation while keeping enough positive R to reach the weekly target.
Next Report
The next report should review EURGBP V5.28 after Week 28 live paper observation.
The report should include:
Total trades
Gross +R
Gross -R
Net R
TP count
SL count
MAX_HOLD count
Blocked M5 body signals
Comparison between allowed and blocked signal groups
Decision whether V5.28 continues, changes, pauses, or becomes a stronger robot candidate