回测详情

EA: ea-london-rangerevert-eurusd-m15 / 0.7.1 / 0.7.1|20260911T143748Z
交易笔数
61
获利因子
1.44
最大回撤 %
0.27
净利润
12.4
年均交易笔数
36
测试区间(UTC)
2025-01-01 2026-09-05
时长: 1.68 年
品种/时间周期
EURUSD / PERIOD_M15
模拟方式: Mixed · 区间内真实 Tick 占 40%
indicative 样本内 参数拟合区间 2025-01-01 → 2026-09-05
运行信息
K 线数: 41,760 Tick 数: 31,971,885
测试备注
pv 0.7.1 = pv 0.7.0 + the portfolio cap inputs (engine build 0.7.2): 4 open positions / 1.0% open risk / 2.0% daily account loss / 3 per currency, evaluated by every instance on the account before an order (Helpers/KurosawaPortfolio.mqh). No trading value changed; the tester runs one instance so the caps never bind and the result is identical to 0.7.0 on this window. Tier unchanged (regime edge). Headless run.
全部字段
取自 MT5 报告与数据导入时记录的原始值。
RowKey 0.7.1|20260911T143748Z
EA 版本 0.7.1
品种 EURUSD
时间周期 PERIOD_M15
测试开始(UTC) 2025-01-01
测试结束(UTC) 2026-09-05
总交易笔数 61
获利因子 1.44
净利润 12.4
余额最大回撤 % 0.27
净值最大回撤 % 0.30
K 线数 41,760
Tick 数 31,971,885
模拟质量 % 40.00
测试备注 pv 0.7.1 = pv 0.7.0 + the portfolio cap inputs (engine build 0.7.2): 4 open positions / 1.0% open risk / 2.0% daily account loss / 3 per currency, evaluated by every instance on the account before an order (Helpers/KurosawaPortfolio.mqh). No trading value changed; the tester runs one instance so the caps never bind and the result is identical to 0.7.0 on this window. Tier unchanged (regime edge). Headless run.
这次运行的交易笔数偏少时,获利因子不可尽信,建议多跑几组结果一起比较。