运行次数
6
最高获利因子
1.44
平均获利因子
1.30
总交易笔数
606
最小回撤 %
0.27
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|20260910T003536Z
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%
|
EURUSD
/
PERIOD_M15
|
209 | 0.94 | 0.69 | 详情 |
0.6.0|20260909T135456Z
Engine 0.6.0 identical-check of the proven pv 0.6.0 (D1 gate off, direction switches on). IDENTICAL to 0.5.1.
|
0.6.0
indicative 样本内 Mixed 40%
|
EURUSD
/
PERIOD_M15
|
61 | 1.44 | 0.27 | 详情 |
0.6.0|20260909T002424Z
Engine 0.5.1 re-run of the proven pv 0.6.0 (clock moved to broker server time). Result identical to the 0.5.0 run: the tester's TimeGMT was already server time. WALK-BACKWARD out-of-sample. Generated ticks.
|
0.6.0
evidence 样本外 EveryTick 0%
|
EURUSD
/
PERIOD_M15
|
107 | 1.27 | 0.53 | 详情 |
0.6.0|20260909T001811Z
Engine 0.5.1 re-run of the proven pv 0.6.0 (clock moved to broker server time). Result identical to the 0.5.0 run: the tester's TimeGMT was already server time. IN-SAMPLE.
|
0.6.0
indicative 样本内 Mixed 40%
|
EURUSD
/
PERIOD_M15
|
61 | 1.44 | 0.27 | 详情 |
0.6.0|20260908T232835Z
pv 0.6.0 (MaxAdx 34, long-only) WALK-BACKWARD out-of-sample; tune chosen on 2025-01-01..2026-09-05. Generated ticks (no tick history before 2025).
|
0.6.0
evidence 样本外 EveryTick 0%
|
EURUSD
/
PERIOD_M15
|
107 | 1.27 | 0.53 | 详情 |
0.6.0|20260908T232749Z
pv 0.6.0 (MaxAdx 34, long-only) IN-SAMPLE baseline: both values chosen on this window.
|
0.6.0
indicative 样本内 Mixed 40%
|
EURUSD
/
PERIOD_M15
|
61 | 1.44 | 0.27 | 详情 |
没有符合筛选条件的结果。