Execuções
2
Melhor FL
1.99
FL médio
1.67
Total de operações
637
Menor DD%
0.24
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% | |
|---|---|---|---|---|---|---|
0.3.0|20260911T071440Z
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: 156 / 1.31 / +$18 (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 fora da amostra EveryTick 0%
|
GBPJPY
/
PERIOD_M5
|
157 | 1.34 | 0.24 | Detalhes |
0.3.0|20260911T071334Z
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: 483 / 1.96 / +$119 (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 dentro da amostra Mixed 8%
|
GBPJPY
/
PERIOD_M5
|
480 | 1.99 | 0.26 | Detalhes |
Nenhum resultado corresponde aos filtros.