実行回数
2
PF 最高
2.10
PF 平均
1.71
総取引数
1,002
DD% 最小
0.18
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% | |
|---|---|---|---|---|---|---|
0.3.0|20260911T070845Z
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.
|
0.3.0
evidence アウトオブサンプル EveryTick 0%
|
USDJPY
/
PERIOD_M5
|
464 | 1.31 | 0.32 | 詳細 |
0.3.0|20260911T070816Z
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.
|
0.3.0
evidence インサンプル Mixed 7%
|
USDJPY
/
PERIOD_M5
|
538 | 2.10 | 0.18 | 詳細 |
条件に合う結果がありません。