Detalle del backtest
EA:
ea-tokyofix-usdjpy-m5
/
0.3.0
/
0.3.0|20260911T070816Z
Operaciones
538
Factor de beneficio
2.10
DD máx. %
0.18
Ganancia neta
123.4
Operaciones al año
70
Periodo analizado (UTC)
2019-01-01
→
2026-09-05
Duración: 7.68 años
Símbolo / Temporalidad
USDJPY
/
PERIOD_M5
Modelado: Mixed
· ticks reales en el 7% del periodo
evidence dentro de muestra ajustado sobre 2019-01-01 → 2026-09-05
Datos de la ejecución
Barras: 573,252
Ticks: 270,400,569
Nota del tester
pv 0.3.0 = pv 0.1.0 + Japanese holiday calendar (engine build 0.2.0, InpSkipJpHolidays=true): no banks, no fix, so JP holidays are skipped and a gotobi flow that lands on one rolls back to the previous business day, the same way weekends already did. 2019-2026; pv 0.1.0 on the same window: 542 / 2.23 / +$132 (trades / PF / net). About 30 holiday-day trades are replaced by ~30 rolled-back ones; the money is a wash (the holiday days had been carrying a few lucky outliers), the rule is now correct by construction. Headless run; generated ticks before 2026.
Todos los campos
Valores tal cual se registraron del informe de MT5 y de la carga de datos.
| RowKey | 0.3.0|20260911T070816Z |
| Versión del EA | 0.3.0 |
| Símbolo | USDJPY |
| Temporalidad | PERIOD_M5 |
| Inicio del test (UTC) | 2019-01-01 |
| Fin del test (UTC) | 2026-09-05 |
| Operaciones totales | 538 |
| Factor de beneficio | 2.10 |
| Ganancia neta | 123.4 |
| DD máx. sobre balance % | 0.18 |
| DD máx. sobre capital % | 0.20 |
| Barras | 573,252 |
| Ticks | 270,400,569 |
| Calidad del modelado % | 7.00 |
| Nota del tester | pv 0.3.0 = pv 0.1.0 + Japanese holiday calendar (engine build 0.2.0, InpSkipJpHolidays=true): no banks, no fix, so JP holidays are skipped and a gotobi flow that lands on one rolls back to the previous business day, the same way weekends already did. 2019-2026; pv 0.1.0 on the same window: 542 / 2.23 / +$132 (trades / PF / net). About 30 holiday-day trades are replaced by ~30 rolled-back ones; the money is a wash (the holiday days had been carrying a few lucky outliers), the rule is now correct by construction. Headless run; generated ticks before 2026. |
Si la ejecución tiene pocas operaciones, el PF es poco fiable: compara varias ejecuciones antes de sacar conclusiones.