Detalle del backtest
EA:
ea-tokyofix-audjpy-m5
/
0.1.0
/
0.1.0|20260915T075705Z
Operaciones
210
Factor de beneficio
1.25
DD máx. %
0.32
Ganancia neta
17.2
Operaciones al año
23
Periodo analizado (UTC)
2010-01-01
→
2018-12-31
Duración: 9.00 años
Símbolo / Temporalidad
AUDJPY
/
PERIOD_M5
Modelado: EveryTick
· ticks reales en el 0% del periodo
evidence fuera de muestra ajustado sobre 2019-01-01 → 2026-09-05
Datos de la ejecución
Barras: 666,826
Ticks: 238,486,872
Nota del tester
OUT-OF-SAMPLE 2010-2018 for the AUDJPY candidate, same pv 0.1.0 set (holidays off, as filed). The 2019-2026 window gave 506 trades PF 1.45 +$53, half the per-trade edge of USDJPY/EURJPY/GBPJPY. Headless run; generated ticks. | Out of sample the effect is present at $0.08/trade (in-sample $0.10): every year with trades positive (2013 +$2.9, 2014 +$9.0, 2015 +$0.9, 2017 +$4.0, 2018 +$1.3). Broker AUDJPY M5 history has holes: nothing in 2012 and 2016, thin 2010-2011 and 2015. PF >= 1.0 on both windows -> tier proven (the weakest of the four fix pairs; not live).
Todos los campos
Valores tal cual se registraron del informe de MT5 y de la carga de datos.
| RowKey | 0.1.0|20260915T075705Z |
| Versión del EA | 0.1.0 |
| Símbolo | AUDJPY |
| Temporalidad | PERIOD_M5 |
| Inicio del test (UTC) | 2010-01-01 |
| Fin del test (UTC) | 2018-12-31 |
| Operaciones totales | 210 |
| Factor de beneficio | 1.25 |
| Ganancia neta | 17.2 |
| DD máx. sobre balance % | 0.32 |
| DD máx. sobre capital % | 0.36 |
| Barras | 666,826 |
| Ticks | 238,486,872 |
| Calidad del modelado % | 0.00 |
| Nota del tester | OUT-OF-SAMPLE 2010-2018 for the AUDJPY candidate, same pv 0.1.0 set (holidays off, as filed). The 2019-2026 window gave 506 trades PF 1.45 +$53, half the per-trade edge of USDJPY/EURJPY/GBPJPY. Headless run; generated ticks. | Out of sample the effect is present at $0.08/trade (in-sample $0.10): every year with trades positive (2013 +$2.9, 2014 +$9.0, 2015 +$0.9, 2017 +$4.0, 2018 +$1.3). Broker AUDJPY M5 history has holes: nothing in 2012 and 2016, thin 2010-2011 and 2015. PF >= 1.0 on both windows -> tier proven (the weakest of the four fix pairs; not live). |
Si la ejecución tiene pocas operaciones, el PF es poco fiable: compara varias ejecuciones antes de sacar conclusiones.