Detalle del backtest
EA:
ea-tokyofix-eurjpy-m5
/
0.1.0
/
0.1.0|20260910T114130Z
Operaciones
542
Factor de beneficio
2.21
DD máx. %
0.18
Ganancia neta
128.4
Operaciones al año
71
Periodo analizado (UTC)
2019-01-01
→
2026-09-05
Duración: 7.68 años
Símbolo / Temporalidad
EURJPY
/
PERIOD_M5
Modelado: Mixed
· ticks reales en el 8% del periodo
evidence dentro de muestra ajustado sobre 2019-01-01 → 2026-09-05
Datos de la ejecución
Barras: 573,202
Ticks: 392,476,680
Nota del tester
Tokyo fix fade, first build. Hypothesis stated before the data was cut (fix-time flows, item 1 of the techniques-map article): EURJPY falls after the 09:55 JST fix on gotobi (5/10/15/20/25, rolled back) and month-end days. Short at the fix, exit on the clock 25 min later, 20-pip stop, no TP, one trade per day. The whole 2019-2026 window is the sample - no held-out window remains - so this is filed in-sample by construction; the evidence is the year-by-year consistency. Headless run; generated ticks before 2026 (7-8% real). | Live at 0.01 lot from 2026-09-10 22:12 JST as a forward test (candidate status kept). First admitted day: 2026-09-15.
Todos los campos
Valores tal cual se registraron del informe de MT5 y de la carga de datos.
| RowKey | 0.1.0|20260910T114130Z |
| Versión del EA | 0.1.0 |
| Símbolo | EURJPY |
| Temporalidad | PERIOD_M5 |
| Inicio del test (UTC) | 2019-01-01 |
| Fin del test (UTC) | 2026-09-05 |
| Operaciones totales | 542 |
| Factor de beneficio | 2.21 |
| Ganancia neta | 128.4 |
| DD máx. sobre balance % | 0.18 |
| DD máx. sobre capital % | 0.23 |
| Barras | 573,202 |
| Ticks | 392,476,680 |
| Calidad del modelado % | 8.00 |
| Nota del tester | Tokyo fix fade, first build. Hypothesis stated before the data was cut (fix-time flows, item 1 of the techniques-map article): EURJPY falls after the 09:55 JST fix on gotobi (5/10/15/20/25, rolled back) and month-end days. Short at the fix, exit on the clock 25 min later, 20-pip stop, no TP, one trade per day. The whole 2019-2026 window is the sample - no held-out window remains - so this is filed in-sample by construction; the evidence is the year-by-year consistency. Headless run; generated ticks before 2026 (7-8% real). | Live at 0.01 lot from 2026-09-10 22:12 JST as a forward test (candidate status kept). First admitted day: 2026-09-15. |
Si la ejecución tiene pocas operaciones, el PF es poco fiable: compara varias ejecuciones antes de sacar conclusiones.