交易笔数
66
获利因子
1.68
最大回撤 %
0.33
净利润
30.0
年均交易笔数
39
测试区间(UTC)
2025-01-01
→
2026-09-05
时长: 1.68 年
品种/时间周期
USDJPY
/
PERIOD_M15
模拟方式: Mixed
· 区间内真实 Tick 占 33%
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: 54,169,066
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|20260911T143806Z |
| EA 版本 | 0.7.1 |
| 品种 | USDJPY |
| 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 | 66 |
| 获利因子 | 1.68 |
| 净利润 | 30.0 |
| 余额最大回撤 % | 0.33 |
| 净值最大回撤 % | 0.39 |
| K 线数 | 41,760 |
| Tick 数 | 54,169,066 |
| 模拟质量 % | 33.00 |
| 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。