ea-tokyofix-nzdjpy-m5 versi 0.1.0 — laporan backtest

Transaksi

164

Faktor profit

1.04

DD maks. %

0.41

Laba bersih

2.4

Transaksi per tahun

18

Rentang pengujian (UTC)

2010-01-01 → 2018-12-31

Lama: 9.00 tahun

Simbol / Time frame

NZDJPY / 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: 665,269 Ticks: 187,581,453

Catatan pengujian

Tokyo fix fade on NZDJPY, same pv 0.1.0 values as the other yen crosses (holidays off, as filed for them). OUT-OF-SAMPLE 2010-2018. Same participant, fifth instrument. Headless run; generated ticks before 2026. | Out of sample 2010-2018: PF 1.04, +$2.4 over 164 trades = $0.015 per trade, years flipping sign (2012 -$8.9, 2013 +$9.9). Both windows sit at or above 1.0, but an edge this close to zero is not a claim we will make: tier stays candidate. Broker NZDJPY M5 history has holes (2015-2016).

Semua kolom

Nilai apa adanya, seperti tercatat di laporan MT5 dan saat diimpor.

RowKey	`0.1.0\|20260915T081151Z`
Versi EA	`0.1.0`
Simbol	`NZDJPY`
Time frame	`PERIOD_M5`
Awal pengujian (UTC)	`2010-01-01`
Akhir pengujian (UTC)	`2018-12-31`
Total transaksi	164
Faktor profit	1.04
Laba bersih	2.4
DD maks. atas saldo %	0.41
DD maks. atas ekuitas %	0.41
Candle	665,269
Ticks	187,581,453
Kualitas pemodelan %	0.00
Catatan pengujian	Tokyo fix fade on NZDJPY, same pv 0.1.0 values as the other yen crosses (holidays off, as filed for them). OUT-OF-SAMPLE 2010-2018. Same participant, fifth instrument. Headless run; generated ticks before 2026. \| Out of sample 2010-2018: PF 1.04, +$2.4 over 164 trades = $0.015 per trade, years flipping sign (2012 -$8.9, 2013 +$9.9). Both windows sit at or above 1.0, but an edge this close to zero is not a claim we will make: tier stays candidate. Broker NZDJPY M5 history has holes (2015-2016).

Kalau transaksinya sedikit, faktor profit belum bisa dipercaya: bandingkan beberapa hasil backtest dulu.

Rincian backtest