Rincian backtest
EA:
ea-rangerevert-multi-m5
/
0.2.0
/
0.2.0|20260911T004554Z
Transaksi
57
Faktor profit
1.07
DD maks. %
0.33
Laba bersih
1.4
Transaksi per tahun
101
Rentang pengujian (UTC)
2026-02-10
→
2026-09-05
Lama: 0.57 tahun
Simbol / Time frame
USDJPY
/
PERIOD_M5
Pemodelan: RealTicks
· tick asli di 100% rentang uji
indicative di dalam data penyetelan disetel pada 2025-01-01 → 2026-09-05
Data eksekusi
Candle: 42,909
Ticks: 21,893,382
Catatan pengujian
2026 REAL-TICK test (the only window with OANDA tick history, 100% real ticks, real spreads): the London long-only reversion values on M5. Scalping question: does the edge per trade survive the spread as the timeframe shrinks? Pooled 3 pairs: M1 336 trades -$4.9 (-$0.015/trade), M5 199 trades +$9.4 (+$0.05/trade), M15 72 trades +$26 (+$0.36/trade). In-sample values; the point is the tick quality.
Semua kolom
Nilai apa adanya, seperti tercatat di laporan MT5 dan saat diimpor.
| RowKey | 0.2.0|20260911T004554Z |
| Versi EA | 0.2.0 |
| Simbol | USDJPY |
| Time frame | PERIOD_M5 |
| Awal pengujian (UTC) | 2026-02-10 |
| Akhir pengujian (UTC) | 2026-09-05 |
| Total transaksi | 57 |
| Faktor profit | 1.07 |
| Laba bersih | 1.4 |
| DD maks. atas saldo % | 0.33 |
| DD maks. atas ekuitas % | 0.33 |
| Candle | 42,909 |
| Ticks | 21,893,382 |
| Kualitas pemodelan % | 100.00 |
| Catatan pengujian | 2026 REAL-TICK test (the only window with OANDA tick history, 100% real ticks, real spreads): the London long-only reversion values on M5. Scalping question: does the edge per trade survive the spread as the timeframe shrinks? Pooled 3 pairs: M1 336 trades -$4.9 (-$0.015/trade), M5 199 trades +$9.4 (+$0.05/trade), M15 72 trades +$26 (+$0.36/trade). In-sample values; the point is the tick quality. |
Kalau transaksinya sedikit, faktor profit belum bisa dipercaya: bandingkan beberapa hasil backtest dulu.