Rincian backtest
EA:
ea-tokyofix-usdjpy-m5
/
0.1.0
/
0.1.0|20260910T113950Z
Transaksi
542
Faktor profit
2.23
DD maks. %
0.18
Laba bersih
132.0
Transaksi per tahun
71
Rentang pengujian (UTC)
2019-01-01
→
2026-09-05
Lama: 7.68 tahun
Simbol / Time frame
USDJPY
/
PERIOD_M5
Pemodelan: Mixed
· tick asli di 7% rentang uji
evidence di dalam data penyetelan disetel pada 2019-01-01 → 2026-09-05
Data eksekusi
Candle: 573,252
Ticks: 270,400,569
Catatan pengujian
Tokyo fix fade, first build. Hypothesis stated before the data was cut (fix-time flows, item 1 of the techniques-map article): USDJPY falls after the 09:55 JST fix on gotobi (5/10/15/20/25, rolled back) and month-end days. Short at the fix, exit on the clock 25 min later, 20-pip stop, no TP, one trade per day. The whole 2019-2026 window is the sample - no held-out window remains - so this is filed in-sample by construction; the evidence is the year-by-year consistency. Headless run; generated ticks before 2026 (7-8% real). | Live at 0.01 lot from 2026-09-10 22:12 JST as a forward test (candidate status kept). First admitted day: 2026-09-15.
Semua kolom
Nilai apa adanya, seperti tercatat di laporan MT5 dan saat diimpor.
| RowKey | 0.1.0|20260910T113950Z |
| Versi EA | 0.1.0 |
| Simbol | USDJPY |
| Time frame | PERIOD_M5 |
| Awal pengujian (UTC) | 2019-01-01 |
| Akhir pengujian (UTC) | 2026-09-05 |
| Total transaksi | 542 |
| Faktor profit | 2.23 |
| Laba bersih | 132.0 |
| DD maks. atas saldo % | 0.18 |
| DD maks. atas ekuitas % | 0.20 |
| Candle | 573,252 |
| Ticks | 270,400,569 |
| Kualitas pemodelan % | 7.00 |
| Catatan pengujian | Tokyo fix fade, first build. Hypothesis stated before the data was cut (fix-time flows, item 1 of the techniques-map article): USDJPY falls after the 09:55 JST fix on gotobi (5/10/15/20/25, rolled back) and month-end days. Short at the fix, exit on the clock 25 min later, 20-pip stop, no TP, one trade per day. The whole 2019-2026 window is the sample - no held-out window remains - so this is filed in-sample by construction; the evidence is the year-by-year consistency. Headless run; generated ticks before 2026 (7-8% real). | Live at 0.01 lot from 2026-09-10 22:12 JST as a forward test (candidate status kept). First admitted day: 2026-09-15. |
Kalau transaksinya sedikit, faktor profit belum bisa dipercaya: bandingkan beberapa hasil backtest dulu.