Backtests

V:0.1.0
ID do EA: ea-rangerevert-multi-m1
Execuções
3
Melhor FL
1.20
FL médio
0.96
Total de operações
336
Menor DD%
0.10
Filtra por RowKey, versão, símbolo, tempo gráfico e observação do teste.
Com poucas operações, o fator de lucro parece melhor do que é Use o mínimo de operações para cortar o ruído
RowKey Versão Símbolo / Tempo gráfico Operações FL 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 dentro da amostra RealTicks 100%
USDJPY / PERIOD_M1 123 0.65 0.33 Detalhes
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 dentro da amostra RealTicks 100%
EURJPY / PERIOD_M1 147 1.04 0.25 Detalhes
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 dentro da amostra RealTicks 100%
EURUSD / PERIOD_M1 66 1.20 0.10 Detalhes
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