Detalhes do backtest
EA:
ea-tokyofix-usdjpy-m5
/
0.1.0
/
0.1.0|20260910T113950Z
Operações
542
Fator de lucro
2.23
DD máx. %
0.18
Lucro líquido
132.0
Operações por ano
71
Período testado (UTC)
2019-01-01
→
2026-09-05
Duração: 7.68 anos
Símbolo / Tempo gráfico
USDJPY
/
PERIOD_M5
Modelagem: Mixed
· ticks reais em 7% do período
evidence dentro da amostra ajustado em 2019-01-01 → 2026-09-05
Dados da execução
Candles: 573,252
Ticks: 270,400,569
Observação do teste
Tokyo fix fade, first build. Hypothesis stated before the data was cut (fix-time flows, item 1 of the techniques-map article): USDJPY falls after the 09:55 JST fix on gotobi (5/10/15/20/25, rolled back) and month-end days. Short at the fix, exit on the clock 25 min later, 20-pip stop, no TP, one trade per day. The whole 2019-2026 window is the sample - no held-out window remains - so this is filed in-sample by construction; the evidence is the year-by-year consistency. Headless run; generated ticks before 2026 (7-8% real). | Live at 0.01 lot from 2026-09-10 22:12 JST as a forward test (candidate status kept). First admitted day: 2026-09-15.
Todos os campos
Valores como foram registrados no relatório do MT5 e na importação.
| RowKey | 0.1.0|20260910T113950Z |
| Versão do EA | 0.1.0 |
| Símbolo | USDJPY |
| Tempo gráfico | PERIOD_M5 |
| Início do teste (UTC) | 2019-01-01 |
| Fim do teste (UTC) | 2026-09-05 |
| Total de operações | 542 |
| Fator de lucro | 2.23 |
| Lucro líquido | 132.0 |
| DD máx. sobre saldo % | 0.18 |
| DD máx. sobre capital % | 0.20 |
| Candles | 573,252 |
| Ticks | 270,400,569 |
| Qualidade da modelagem % | 7.00 |
| Observação do teste | Tokyo fix fade, first build. Hypothesis stated before the data was cut (fix-time flows, item 1 of the techniques-map article): USDJPY falls after the 09:55 JST fix on gotobi (5/10/15/20/25, rolled back) and month-end days. Short at the fix, exit on the clock 25 min later, 20-pip stop, no TP, one trade per day. The whole 2019-2026 window is the sample - no held-out window remains - so this is filed in-sample by construction; the evidence is the year-by-year consistency. Headless run; generated ticks before 2026 (7-8% real). | Live at 0.01 lot from 2026-09-10 22:12 JST as a forward test (candidate status kept). First admitted day: 2026-09-15. |
Se a execução tem poucas operações, o fator de lucro é pouco confiável: compare vários backtests antes de concluir.