DATA & MARKETS
4.2 million price bars across 5 currency pairs and 7 timeframes. Continuously updated via live daemon fetchers aligned to bar close times.
AGGREGATE COVERAGE
4,240,169
TOTAL BARS
5
CURRENCY PAIRS
7
TIMEFRAMES
M1, M5, M15, M30, H1, H4, D1
13+
YEARS PRIMARY BACKTEST (H1)
| CADJPY | AUDJPY | EURUSD | GBPUSD | USDCAD | TOTAL | |
|---|---|---|---|---|---|---|
| H1 Bars | 82,154 | 80,214 | 82,192 | 82,288 | 82,281 | 409,129 |
| H1 Years | 13.2 | 13.2 | 13.2 | 14.4 | 13.2 | |
| All TF Bars | 834,448 | 844,042 | 852,190 | 854,744 | 854,745 | 4,240,169 |
PER-PAIR COVERAGE
CADJPY
Canadian Dollar / Japanese Yen
| TF | BARS | FROM | TO | YEARS |
|---|---|---|---|---|
| M1 | 31,840 | 2026-01-07 | 2026-02-06 | ~1 month |
| M5 | 373,878 | 2021-02-07 | 2026-02-13 | 5.0 |
| M15 | 220,503 | 2017-04-06 | 2026-02-13 | 8.9 |
| M30 | 99,271 | 2017-01-02 | 2026-02-13 | 9.1 |
| H1 | 82,154 | 2012-12-06 | 2026-02-13 | 13.2 |
| H4 | 21,156 | 2012-10-07 | 2026-02-13 | 13.4 |
| D1 | 5,646 | 2004-10-18 | 2026-02-05 | 21.3 |
Primary backtest: H1 (82,154 bars)
AUDJPY
Australian Dollar / Japanese Yen
| TF | BARS | FROM | TO | YEARS |
|---|---|---|---|---|
| M1 | 31,846 | 2026-01-07 | 2026-02-06 | ~1 month |
| M5 | 374,150 | 2021-02-07 | 2026-02-13 | 5.0 |
| M15 | 223,145 | 2017-01-02 | 2026-02-13 | 9.1 |
| M30 | 113,536 | 2017-01-02 | 2026-02-13 | 9.1 |
| H1 | 80,214 | 2012-12-06 | 2026-02-13 | 13.2 |
| H4 | 21,161 | 2012-10-07 | 2026-02-13 | 13.4 |
| D1 | 3,990 | 2011-03-06 | 2026-02-05 | 14.9 |
EURUSD
Euro / US Dollar
| TF | BARS | FROM | TO | YEARS |
|---|---|---|---|---|
| M1 | 32,132 | 2026-01-14 | 2026-02-13 | ~1 month |
| M5 | 374,055 | 2021-02-15 | 2026-02-13 | 5.0 |
| M15 | 227,099 | 2017-01-02 | 2026-02-13 | 9.1 |
| M30 | 113,556 | 2017-01-02 | 2026-02-13 | 9.1 |
| H1 | 82,192 | 2012-12-06 | 2026-02-13 | 13.2 |
| H4 | 21,162 | 2012-10-07 | 2026-02-13 | 13.4 |
| D1 | 3,994 | 2011-03-06 | 2026-02-12 | 14.9 |
GBPUSD
British Pound / US Dollar
| TF | BARS | FROM | TO | YEARS |
|---|---|---|---|---|
| M1 | 32,077 | 2026-01-21 | 2026-02-20 | ~1 month |
| M5 | 373,883 | 2021-02-22 | 2026-02-20 | 5.0 |
| M15 | 227,537 | 2017-01-01 | 2026-02-20 | 9.2 |
| M30 | 113,774 | 2017-01-01 | 2026-02-20 | 9.2 |
| H1 | 82,288 | 2011-10-02 | 2026-02-20 | 14.4 |
| H4 | 21,190 | 2011-10-02 | 2026-02-20 | 14.4 |
| D1 | 3,999 | 2011-03-07 | 2026-02-19 | 14.9 |
USDCAD
US Dollar / Canadian Dollar
| TF | BARS | FROM | TO | YEARS |
|---|---|---|---|---|
| M1 | 32,083 | 2026-01-21 | 2026-02-20 | ~1 month |
| M5 | 373,889 | 2021-02-22 | 2026-02-20 | 5.0 |
| M15 | 227,532 | 2017-01-01 | 2026-02-20 | 9.2 |
| M30 | 113,773 | 2017-01-01 | 2026-02-20 | 9.2 |
| H1 | 82,281 | 2012-12-06 | 2026-02-20 | 13.2 |
| H4 | 21,188 | 2012-10-07 | 2026-02-20 | 13.4 |
| D1 | 3,999 | 2011-03-06 | 2026-02-19 | 14.9 |
DATA QUALITY
- All bars cleaned and validated for OHLCV consistency
- Dual timestamps: source timezone and UTC
- Continuous updates via live daemon fetchers
- Backward pagination ensures gap-free historical coverage
- Volume data available for all bars post-2020
COST MODEL
TRANSACTION COSTS
Spread: 1.5 pips
Slippage: 0.5 pips
Total: 2.0 pips round-trip per trade
Slippage: 0.5 pips
Total: 2.0 pips round-trip per trade
Conservative for majors (EURUSD spread typically 0.3 to 0.5 pips) but realistic for crosses during volatile hours.
COST PHILOSOPHY
All backtest metrics are net of these costs. The system that looks profitable with zero costs but breaks with realistic costs never had a real edge. Every profit figure, every Sharpe ratio, every metric includes full transaction costs from the first trade.
DATA PIPELINE
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01Institutional data provider delivers OHLCV data
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02Automated pipeline processes and normalizes all data
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03Live daemons continuously update with latest bars
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04Optimized data ingestion pipeline designed for reliability and throughput
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05Multi-tier caching with automatic failover