バックテスト

V:0.1.0
EA ID: ea-rangerevert-multi-m1
実行回数
3
PF 最高
1.20
PF 平均
0.96
総取引数
336
DD% 最小
0.10
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%
0.1.0|20260911T004546Z
2026 REAL-TICK test (the only window with OANDA tick history, 100% real ticks, real spreads): the London long-only reversion values on M1. Scalping question: does the edge per trade survive the spread as the timeframe shrinks? Pooled 3 pairs: M1 336 trades -$4.9 (-$0.015/trade), M5 199 trades +$9.4 (+$0.05/trade), M15 72 trades +$26 (+$0.36/trade). In-sample values; the point is the tick quality.
0.1.0
evidence インサンプル RealTicks 100%
USDJPY / PERIOD_M1 123 0.65 0.33 詳細
0.1.0|20260911T004505Z
2026 REAL-TICK test (2026.01.02 -> 2026-09-05, the only window with OANDA tick history): the London long-only reversion values on M1, real spreads. Scalping question: does the edge per trade survive the spread as the timeframe shrinks? M15 is the control. In-sample (these values were tuned on 2025-26); the point is the tick quality, not the window.
0.1.0
evidence インサンプル RealTicks 100%
EURJPY / PERIOD_M1 147 1.04 0.25 詳細
0.1.0|20260911T004432Z
2026 REAL-TICK test (2026.01.02 -> 2026-09-05, the only window with OANDA tick history): the London long-only reversion values on M1, real spreads. Scalping question: does the edge per trade survive the spread as the timeframe shrinks? M15 is the control. In-sample (these values were tuned on 2025-26); the point is the tick quality, not the window.
0.1.0
indicative インサンプル RealTicks 100%
EURUSD / PERIOD_M1 66 1.20 0.10 詳細
条件に合う結果がありません。