Eksekusi
2
FP terbaik
1.21
FP rata-rata
1.13
Total transaksi
645
DD% terkecil
0.28
Menyaring berdasarkan RowKey, versi, simbol, time frame, dan catatan pengujian.
Dengan transaksi sedikit, faktor profit terlihat lebih bagus daripada kenyataannya
Pakai transaksi minimal untuk menyaring hasil yang kebetulan
| RowKey | Versi | Simbol / Time frame | Transaksi | FP | DD% | |
|---|---|---|---|---|---|---|
0.1.0|20260915T081151Z
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).
|
0.1.0
evidence di luar data penyetelan EveryTick 0%
|
NZDJPY
/
PERIOD_M5
|
164 | 1.04 | 0.41 | Rincian |
0.1.0|20260915T081023Z
Tokyo fix fade on NZDJPY, same pv 0.1.0 values as the other yen crosses (holidays off, as filed for them). 2019-2026. Same participant, fifth instrument. Headless run; generated ticks before 2026. | 2019-2026: PF 1.21 but only $0.045 per trade (about half a pip after a 0.8-1.0 pip spread); 2020 and 2026 negative, 2024 carries most of the money. The fix flow is thin in NZD.
|
0.1.0
evidence di dalam data penyetelan Mixed 8%
|
NZDJPY
/
PERIOD_M5
|
481 | 1.21 | 0.28 | Rincian |
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