Execuções
4
Melhor FL
1.56
FL médio
1.39
Total de operações
1,429
Menor DD%
0.28
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% | |
|---|---|---|---|---|---|---|
0.3.1|20260915T140443Z
pv 0.3.1 for AUDJPY = pv 0.1.0 values + Japanese holiday calendar + portfolio cap (4/1.0/2.0/3), the same configuration as the three live fix charts. OUT-OF-SAMPLE 2010-2018. Headless run; generated ticks before 2026.
|
0.3.1
evidence fora da amostra EveryTick 0%
|
AUDJPY
/
PERIOD_M5
|
210 | 1.30 | 0.28 | Detalhes |
0.3.1|20260915T140324Z
pv 0.3.1 for AUDJPY = pv 0.1.0 values + Japanese holiday calendar + portfolio cap (4/1.0/2.0/3), the same configuration as the three live fix charts. 2019-2026. Headless run; generated ticks before 2026.
|
0.3.1
evidence dentro da amostra Mixed 8%
|
AUDJPY
/
PERIOD_M5
|
503 | 1.56 | 0.28 | Detalhes |
0.1.0|20260915T075705Z
OUT-OF-SAMPLE 2010-2018 for the AUDJPY candidate, same pv 0.1.0 set (holidays off, as filed). The 2019-2026 window gave 506 trades PF 1.45 +$53, half the per-trade edge of USDJPY/EURJPY/GBPJPY. Headless run; generated ticks. | Out of sample the effect is present at $0.08/trade (in-sample $0.10): every year with trades positive (2013 +$2.9, 2014 +$9.0, 2015 +$0.9, 2017 +$4.0, 2018 +$1.3). Broker AUDJPY M5 history has holes: nothing in 2012 and 2016, thin 2010-2011 and 2015. PF >= 1.0 on both windows -> tier proven (the weakest of the four fix pairs; not live).
|
0.1.0
evidence fora da amostra EveryTick 0%
|
AUDJPY
/
PERIOD_M5
|
210 | 1.25 | 0.32 | Detalhes |
0.1.0|20260911T010913Z
Tier set: candidate (one window only, half the per-trade edge of the other yen crosses).
|
0.1.0
evidence dentro da amostra Mixed 8%
|
AUDJPY
/
PERIOD_M5
|
506 | 1.45 | 0.33 | Detalhes |
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