Rincian backtest
EA:
ea-tokyofix-usdjpy-m5
/
0.3.0
/
0.3.0|20260911T070845Z
Transaksi
464
Faktor profit
1.31
DD maks. %
0.32
Laba bersih
38.1
Transaksi per tahun
52
Rentang pengujian (UTC)
2010-01-01
→
2018-12-31
Lama: 9.00 tahun
Simbol / Time frame
USDJPY
/
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: 667,095
Ticks: 191,101,632
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: 469 / 1.26 / +$33 (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|20260911T070845Z |
| Versi EA | 0.3.0 |
| Simbol | USDJPY |
| Time frame | PERIOD_M5 |
| Awal pengujian (UTC) | 2010-01-01 |
| Akhir pengujian (UTC) | 2018-12-31 |
| Total transaksi | 464 |
| Faktor profit | 1.31 |
| Laba bersih | 38.1 |
| DD maks. atas saldo % | 0.32 |
| DD maks. atas ekuitas % | 0.48 |
| Candle | 667,095 |
| Ticks | 191,101,632 |
| 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: 469 / 1.26 / +$33 (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.