Corrected audit: E5's implementation checked out clean; it remains a net loser after realistic costs, with net PF around 0.74 once causal ATR is applied.
Trades
109,236
Win Rate
43.3%
Avg R / Trade
≈−0.14R
Total R (net)
≈−15,000R
Profit Factor
0.74
Verdict
No edge
Max Drawdown
≈−15,000R
Updated check
clean
Long / Short
45,494 / 63,742
Symbols
177
Status
Net loser
Exit mix
The original report was close to the corrected verdict: E5 is a clean negative strategy, not a bug-inflated winner.
Trade counts, long/short split, and the equity charts are the original 600-day engine (already a loser, ending ≈ −14,873R net). The profit-factor card is the later causal-ATR audit (net PF ≈ 0.74). See Updated Analysis.