Detalle del backtest
EA:
ea-tokyofix-usdjpy-m5
/
0.3.0
/
0.3.0|20260911T070845Z
Operaciones
464
Factor de beneficio
1.31
DD máx. %
0.32
Ganancia neta
38.1
Operaciones al año
52
Periodo analizado (UTC)
2010-01-01
→
2018-12-31
Duración: 9.00 años
Símbolo / Temporalidad
USDJPY
/
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: 667,095
Ticks: 191,101,632
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. OUT-OF-SAMPLE 2010-2018; pv 0.1.0 on the same window: 469 / 1.26 / +$33 (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|20260911T070845Z |
| Versión del EA | 0.3.0 |
| Símbolo | USDJPY |
| Temporalidad | PERIOD_M5 |
| Inicio del test (UTC) | 2010-01-01 |
| Fin del test (UTC) | 2018-12-31 |
| Operaciones totales | 464 |
| Factor de beneficio | 1.31 |
| Ganancia neta | 38.1 |
| DD máx. sobre balance % | 0.32 |
| DD máx. sobre capital % | 0.48 |
| Barras | 667,095 |
| Ticks | 191,101,632 |
| Calidad del modelado % | 0.00 |
| 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. OUT-OF-SAMPLE 2010-2018; pv 0.1.0 on the same window: 469 / 1.26 / +$33 (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.