Rincian backtest
EA:
ea-tokyofix-cadjpy-m5
/
0.3.2
/
0.3.2|20261016T023947Z
Transaksi
186
Faktor profit
0.85
DD maks. %
0.58
Laba bersih
-7.4
Transaksi per tahun
21
Rentang pengujian (UTC)
2010-01-01
→
2018-12-31
Lama: 9.00 tahun
Simbol / Time frame
CADJPY
/
PERIOD_M5
Pemodelan: EveryTick
· tick asli di 0% rentang uji
evidence di luar data penyetelan disetel pada 2019-01-01 → 2026-09-05
Data eksekusi
Candle: 667,788
Ticks: 245,616,228
Catatan pengujian
pv 0.3.2 = the live USDJPY fix values unchanged (sell 09:55 JST on gotobi + month-end, 25-min hold, 20-pip stop, JP holidays skipped, portfolio cap 4/1.0/2.0/4); only pair, eaId and magic changed. Tracking was off for the screening run. Headless run, 2026-10-16. OUT-OF-SAMPLE 2010-2018, generated ticks. Wider spreads then: the 15-point cap skips more days; no trades in 2010, 2013, 2014.
Semua kolom
Nilai apa adanya, seperti tercatat di laporan MT5 dan saat diimpor.
| RowKey | 0.3.2|20261016T023947Z |
| Versi EA | 0.3.2 |
| Simbol | CADJPY |
| Time frame | PERIOD_M5 |
| Awal pengujian (UTC) | 2010-01-01 |
| Akhir pengujian (UTC) | 2018-12-31 |
| Total transaksi | 186 |
| Faktor profit | 0.85 |
| Laba bersih | -7.4 |
| DD maks. atas saldo % | 0.58 |
| DD maks. atas ekuitas % | 0.81 |
| Candle | 667,788 |
| Ticks | 245,616,228 |
| Kualitas pemodelan % | 0.00 |
| Catatan pengujian | pv 0.3.2 = the live USDJPY fix values unchanged (sell 09:55 JST on gotobi + month-end, 25-min hold, 20-pip stop, JP holidays skipped, portfolio cap 4/1.0/2.0/4); only pair, eaId and magic changed. Tracking was off for the screening run. Headless run, 2026-10-16. OUT-OF-SAMPLE 2010-2018, generated ticks. Wider spreads then: the 15-point cap skips more days; no trades in 2010, 2013, 2014. |
Kalau transaksinya sedikit, faktor profit belum bisa dipercaya: bandingkan beberapa hasil backtest dulu.