回测

EA ID: ea-london-rangerevert-gbpusd-m15
运行次数
3
最高获利因子
1.39
平均获利因子
0.99
总交易笔数
466
最小回撤 %
0.33
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 %
0.7.0|20260910T095638Z
2019-2022 stress test of the GBPUSD candidate with the kill switch on. Regime-edge floor: no window below PF 0.8. Headless run; generated ticks. | Kill switch fired 15 times, roughly every quarter: the edge was absent for the whole window. PF 0.78 is below the 0.8 floor - rejected.
0.7.0
evidence 样本外 EveryTick 0%
GBPUSD / PERIOD_M15 249 0.78 2.02 详情
0.6.0|20260909T012656Z
pv 0.6.0 (MaxAdx 34, long-only), engine 0.5.1, spread cap 30. WALK-BACKWARD out-of-sample. Generated ticks (no tick history before 2025).
0.6.0
evidence 样本外 EveryTick 0%
GBPUSD / PERIOD_M15 132 1.39 0.33 详情
0.6.0|20260909T012625Z
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%
GBPUSD / PERIOD_M15 85 0.80 0.66 详情
没有符合筛选条件的结果。