运行次数
3
最高获利因子
1.57
平均获利因子
1.22
总交易笔数
346
最小回撤 %
0.37
可按 RowKey、版本、品种、时间周期和测试备注筛选。
交易笔数少的时候，获利因子会显得比实际好看
设定最少交易笔数，可以滤掉不稳定的结果
| RowKey | 版本 | 品种／时间周期 | 交易笔数 | 获利因子 | 回撤 % | |
|---|---|---|---|---|---|---|
0.6.0|20260910T003401Z
Regime stress test: proven pv 0.6.0 on a third window, 2019-2022, never used for any decision. Generated ticks. Covers low-vol 2019, COVID 2020, calm 2021, the 2022 rate shock. RESULT: below 1.0 - status reduced from proven to candidate (regime edge, 2023-2026); kept at minimum lot as a forward test.
|
0.6.0
evidence 样本外 EveryTick 0%
|
EURJPY
/
PERIOD_M15
|
192 | 0.88 | 1.26 | 详情 |
0.6.0|20260909T020128Z
pv 0.6.0 (MaxAdx 34, long-only), engine 0.5.1, spread cap 30. WALK-BACKWARD out-of-sample. Generated ticks. NOTE: 2023-24 were yen-weakening years; see monthly detail for yen-strength months.
|
0.6.0
indicative 样本外 EveryTick 0%
|
EURJPY
/
PERIOD_M15
|
93 | 1.21 | 0.90 | 详情 |
0.6.0|20260909T020018Z
pv 0.6.0 (MaxAdx 34, long-only), engine 0.5.1, spread cap 30. IN-SAMPLE window of the tune; this pair was not used to choose any value. Note: +34 of the +35 came in 2025 H1.
|
0.6.0
indicative 样本内 Mixed 40%
|
EURJPY
/
PERIOD_M15
|
61 | 1.57 | 0.37 | 详情 |
没有符合筛选条件的结果。