Backtest-first workflow
Strategies are evaluated with trade count, profit factor, drawdown, win rate, and account-rule constraints before they become customer-facing setfiles.
Original research
EA research, backtests, and strategy data
JPTradingCapital publishes research around EA modes, setfile behavior, instrument selection, drawdown limits, and prop-firm challenge preparation.
Explore EA HubXAUUSD focus
Gold receives extra attention because many JPTC customers trade XAUUSD on prop-firm style accounts where execution, spread and drawdown control matter.
Strategy modes
Research covers grid, scalp, trend, swing and pattern-style behavior so customers can pick a configuration that fits their risk tolerance.
Open risk language
The research pages explain what can go wrong: overfitting, low trade count, spread sensitivity, news volatility, and broker differences.
Common questions
Why does JPTC publish research?
It gives customers a better basis for choosing setfiles and makes the product easier for search engines and AI engines to cite accurately.
Are backtests enough?
No. Backtests are a filter, not proof. Forward testing, live monitoring, and broker execution still matter.