Rincian backtest
EA:
ea-tokyofix-usdjpy-m5
/
0.3.0
/
0.3.0|20260911T070816Z
Transaksi
538
Faktor profit
2.10
DD maks. %
0.18
Laba bersih
123.4
Transaksi per tahun
70
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
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. 2019-2026; pv 0.1.0 on the same window: 542 / 2.23 / +$132 (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|20260911T070816Z |
| Versi EA | 0.3.0 |
| Simbol | USDJPY |
| Time frame | PERIOD_M5 |
| Awal pengujian (UTC) | 2019-01-01 |
| Akhir pengujian (UTC) | 2026-09-05 |
| Total transaksi | 538 |
| Faktor profit | 2.10 |
| Laba bersih | 123.4 |
| 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 | 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. 2019-2026; pv 0.1.0 on the same window: 542 / 2.23 / +$132 (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.