バックテスト

V:0.6.0
EA ID: ea-rangerevert-multi-m15
実行回数
14
PF 最高
2.17
PF 平均
1.26
総取引数
745
DD% 最小
0.08
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%
0.6.0|20260911T004603Z
2026 REAL-TICK test (2026.02.10 -> 2026-09-05, the only window with OANDA tick history): the London long-only reversion values on M15, 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.
0.6.0
low_sample インサンプル RealTicks 100%
USDJPY / PERIOD_M15 25 2.17 0.19 詳細
0.6.0|20260911T004537Z
2026 REAL-TICK test (2026.01.02 -> 2026-09-05, the only window with OANDA tick history): the London long-only reversion values on M15, 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.
0.6.0
low_sample インサンプル RealTicks 100%
EURJPY / PERIOD_M15 26 1.21 0.24 詳細
0.6.0|20260911T004449Z
2026 REAL-TICK test (2026.01.02 -> 2026-09-05, the only window with OANDA tick history): the London long-only reversion values on M15, 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.
0.6.0
low_sample インサンプル RealTicks 100%
EURUSD / PERIOD_M15 21 1.98 0.08 詳細
0.6.0|20260909T152421Z
Yen-cross screening: proven pv 0.6.0 values (MaxAdx 34, long only), pair unseen by any tune. Rule-8 window.
0.6.0
indicative インサンプル Mixed 40%
NZDJPY / PERIOD_M15 45 1.27 0.23 詳細
0.6.0|20260909T152243Z
Yen-cross screening: proven pv 0.6.0 values (MaxAdx 34, long only), pair unseen by any tune. Rule-8 window.
0.6.0
indicative インサンプル Mixed 40%
AUDJPY / PERIOD_M15 49 1.49 0.37 詳細
0.6.0|20260909T015356Z
Screening, engine 0.5.1, pv 0.6.0 values chosen on EURUSD; this pair unseen. IN-SAMPLE window of the tune.
0.6.0
indicative インサンプル Mixed 40%
GBPJPY / PERIOD_M15 65 1.31 0.61 詳細
0.6.0|20260909T015208Z
Screening, engine 0.5.1, pv 0.6.0 values chosen on EURUSD; this pair unseen. IN-SAMPLE window of the tune.
0.6.0
indicative インサンプル Mixed 40%
EURJPY / PERIOD_M15 61 1.57 0.37 詳細
0.6.0|20260909T015022Z
Screening, engine 0.5.1, pv 0.6.0 values chosen on EURUSD; this pair unseen. IN-SAMPLE window of the tune.
0.6.0
indicative インサンプル Mixed 40%
EURGBP / PERIOD_M15 48 0.89 0.24 詳細
0.6.0|20260909T014754Z
Screening, engine 0.5.1, pv 0.6.0 values chosen on EURUSD; this pair unseen. IN-SAMPLE window of the tune.
0.6.0
indicative インサンプル Mixed 40%
NZDUSD / PERIOD_M15 49 0.58 0.36 詳細
0.6.0|20260909T014706Z
Screening, engine 0.5.1, pv 0.6.0 values chosen on EURUSD; this pair unseen. IN-SAMPLE window of the tune.
0.6.0
indicative インサンプル Mixed 40%
USDCAD / PERIOD_M15 44 0.35 0.74 詳細
0.6.0|20260909T014331Z
Screening, engine 0.5.1, pv 0.6.0 values chosen on EURUSD; this pair unseen. IN-SAMPLE window of the tune.
0.6.0
indicative インサンプル RealTicks 99%
USDCHF / PERIOD_M15 56 0.96 0.27 詳細
0.6.0|20260908T233020Z
pv 0.6.0 (MaxAdx 34, long-only) WALK-BACKWARD out-of-sample; tune chosen on 2025-01-01..2026-09-05. Generated ticks (no tick history before 2025).
0.6.0
indicative アウトオブサンプル EveryTick 0%
AUDUSD / PERIOD_M15 59 0.94 0.36 詳細
0.6.0|20260908T232957Z
pv 0.6.0 (MaxAdx 34, long-only) WALK-BACKWARD out-of-sample; tune chosen on 2025-01-01..2026-09-05. Generated ticks (no tick history before 2025).
0.6.0
indicative アウトオブサンプル EveryTick 0%
USDJPY / PERIOD_M15 65 1.48 0.52 詳細
0.6.0|20260908T232922Z
pv 0.6.0 (MaxAdx 34, long-only) WALK-BACKWARD out-of-sample; tune chosen on 2025-01-01..2026-09-05. Generated ticks (no tick history before 2025).
0.6.0
evidence アウトオブサンプル EveryTick 0%
GBPUSD / PERIOD_M15 132 1.39 0.33 詳細
条件に合う結果がありません。