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。