Rincian backtest
EA:
ea-tokyofix-chfjpy-m5
/
0.3.2
/
0.3.2|20261016T024228Z
Transaksi
161
Faktor profit
1.17
DD maks. %
0.21
Laba bersih
6.0
Transaksi per tahun
18
Rentang pengujian (UTC)
2010-01-01
→
2018-12-31
Lama: 9.00 tahun
Simbol / Time frame
CHFJPY
/
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: 666,957
Ticks: 223,349,718
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: 161 trades PF 1.17 +$6.0, $0.037/trade, t 0.73 (2019-2026: 469 trades PF 1.76, $0.157/trade). PF >= 1 on both windows (rule 8 passes) but the out-of-sample edge is below one spread and t < 2 (rule 9 fails) -> tier candidate, the NZDJPY pattern. No trades in 2010, 2012, 2016 (15-point spread cap).
Semua kolom
Nilai apa adanya, seperti tercatat di laporan MT5 dan saat diimpor.
| RowKey | 0.3.2|20261016T024228Z |
| Versi EA | 0.3.2 |
| Simbol | CHFJPY |
| Time frame | PERIOD_M5 |
| Awal pengujian (UTC) | 2010-01-01 |
| Akhir pengujian (UTC) | 2018-12-31 |
| Total transaksi | 161 |
| Faktor profit | 1.17 |
| Laba bersih | 6.0 |
| DD maks. atas saldo % | 0.21 |
| DD maks. atas ekuitas % | 0.25 |
| Candle | 666,957 |
| Ticks | 223,349,718 |
| 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: 161 trades PF 1.17 +$6.0, $0.037/trade, t 0.73 (2019-2026: 469 trades PF 1.76, $0.157/trade). PF >= 1 on both windows (rule 8 passes) but the out-of-sample edge is below one spread and t < 2 (rule 9 fails) -> tier candidate, the NZDJPY pattern. No trades in 2010, 2012, 2016 (15-point spread cap). |
Kalau transaksinya sedikit, faktor profit belum bisa dipercaya: bandingkan beberapa hasil backtest dulu.