运行次数
4
最高获利因子
1.31
平均获利因子
1.14
总交易笔数
421
最小回撤 %
0.40
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 % | |
|---|---|---|---|---|---|---|
0.7.1|20260911T143902Z
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.
|
0.7.1
indicative 样本内 Mixed 40%
|
GBPJPY
/
PERIOD_M15
|
65 | 1.31 | 0.40 | 详情 |
0.7.0|20260910T095611Z
Tier set: REGIME edge (2023-2026 passed, 2019-2022 PF 0.86-0.93). Status: live at minimum lot with the kill switch.
|
0.7.0
evidence 样本外 EveryTick 0%
|
GBPJPY
/
PERIOD_M15
|
183 | 0.84 | 1.83 | 详情 |
0.6.0|20260909T020504Z
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.
|
0.6.0
indicative 样本内 Mixed 40%
|
GBPJPY
/
PERIOD_M15
|
65 | 1.31 | 0.61 | 详情 |
0.6.0|20260909T020413Z
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
evidence 样本外 EveryTick 0%
|
GBPJPY
/
PERIOD_M15
|
108 | 1.09 | 0.83 | 详情 |
没有符合筛选条件的结果。