Rincian backtest
EA:
ea-tokyofix-gbpjpy-m5
/
0.3.0
/
0.3.0|20260911T071440Z
Transaksi
157
Faktor profit
1.34
DD maks. %
0.24
Laba bersih
19.1
Transaksi per tahun
17
Rentang pengujian (UTC)
2010-01-01
→
2018-12-31
Lama: 9.00 tahun
Simbol / Time frame
GBPJPY
/
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: 666,794
Ticks: 269,360,843
Catatan pengujian
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: 156 / 1.31 / +$18 (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.
Semua kolom
Nilai apa adanya, seperti tercatat di laporan MT5 dan saat diimpor.
| RowKey | 0.3.0|20260911T071440Z |
| Versi EA | 0.3.0 |
| Simbol | GBPJPY |
| Time frame | PERIOD_M5 |
| Awal pengujian (UTC) | 2010-01-01 |
| Akhir pengujian (UTC) | 2018-12-31 |
| Total transaksi | 157 |
| Faktor profit | 1.34 |
| Laba bersih | 19.1 |
| DD maks. atas saldo % | 0.24 |
| DD maks. atas ekuitas % | 0.27 |
| Candle | 666,794 |
| Ticks | 269,360,843 |
| Kualitas pemodelan % | 0.00 |
| Catatan pengujian | 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: 156 / 1.31 / +$18 (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. |
Kalau transaksinya sedikit, faktor profit belum bisa dipercaya: bandingkan beberapa hasil backtest dulu.