バックテスト

EA ID: ea-london-rangerevert-eurjpy-m15
実行回数
5
PF 最高
1.57
PF 平均
1.22
総取引数
580
DD% 最小
0.24
RowKey、バージョン、銘柄、時間足、テスター備考を対象に絞り込みます。
取引回数が少ないと、PF は実力以上によく見えます 取引回数の下限を指定すると、ぶれた結果を除けます
RowKey バージョン 銘柄 / 時間足 取引回数 PF DD%
0.7.1|20260911T143835Z
pv 0.7.1 = pv 0.7.0 + the portfolio cap inputs (engine build 0.7.2): 4 open positions / 1.0% open risk / 2.0% daily account loss / 3 per currency, evaluated by every instance on the account before an order (Helpers/KurosawaPortfolio.mqh). No trading value changed; the tester runs one instance so the caps never bind and the result is identical to 0.7.0 on this window. Tier unchanged (regime edge). Headless run.
0.7.1
indicative インサンプル Mixed 40%
EURJPY / PERIOD_M15 61 1.57 0.24 詳細
0.7.0|20260910T095225Z
Tier set: REGIME edge (2023-2026 passed, 2019-2022 PF 0.86-0.93). Status: live at minimum lot with the kill switch.
0.7.0
evidence アウトオブサンプル EveryTick 0%
EURJPY / PERIOD_M15 173 0.86 1.05 詳細
0.6.0|20260910T003401Z
Regime stress test: proven pv 0.6.0 on a third window, 2019-2022, never used for any decision. Generated ticks. Covers low-vol 2019, COVID 2020, calm 2021, the 2022 rate shock. RESULT: below 1.0 - status reduced from proven to candidate (regime edge, 2023-2026); kept at minimum lot as a forward test.
0.6.0
evidence アウトオブサンプル EveryTick 0%
EURJPY / PERIOD_M15 192 0.88 1.26 詳細
0.6.0|20260909T020128Z
pv 0.6.0 (MaxAdx 34, long-only), engine 0.5.1, spread cap 30. WALK-BACKWARD out-of-sample. Generated ticks. NOTE: 2023-24 were yen-weakening years; see monthly detail for yen-strength months.
0.6.0
indicative アウトオブサンプル EveryTick 0%
EURJPY / PERIOD_M15 93 1.21 0.90 詳細
0.6.0|20260909T020018Z
pv 0.6.0 (MaxAdx 34, long-only), engine 0.5.1, spread cap 30. IN-SAMPLE window of the tune; this pair was not used to choose any value. Note: +34 of the +35 came in 2025 H1.
0.6.0
indicative インサンプル Mixed 40%
EURJPY / PERIOD_M15 61 1.57 0.37 詳細
条件に合う結果がありません。