运行次数
6
最高获利因子
1.69
平均获利因子
1.39
总交易笔数
563
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 % | |
|---|---|---|---|---|---|---|
0.7.1|20260911T143806Z
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 33%
|
USDJPY
/
PERIOD_M15
|
66 | 1.68 | 0.33 | 详情 |
0.7.0|20260910T095652Z
pv 0.7.0 on the tuning window: confirms the kill switch stays silent while the edge is present (pv 0.6.0: 66 trades, PF 1.68, +$29.97). Headless run on the portable tester install.
|
0.7.0
indicative 样本内 Mixed 33%
|
USDJPY
/
PERIOD_M15
|
66 | 1.68 | 0.33 | 详情 |
0.7.0|20260910T095030Z
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%
|
USDJPY
/
PERIOD_M15
|
145 | 0.93 | 0.56 | 详情 |
0.6.0|20260910T003210Z
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%
|
USDJPY
/
PERIOD_M15
|
155 | 0.88 | 0.91 | 详情 |
0.6.0|20260909T002612Z
pv 0.6.0 (MaxAdx 34, long-only), engine 0.5.1, spread cap 30. IN-SAMPLE: values chosen on EURUSD over this window; this pair was not used to choose them.
|
0.6.0
indicative 样本内 Mixed 33%
|
USDJPY
/
PERIOD_M15
|
66 | 1.69 | 0.48 | 详情 |
0.6.0|20260909T002528Z
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
indicative 样本外 EveryTick 0%
|
USDJPY
/
PERIOD_M15
|
65 | 1.48 | 0.52 | 详情 |
没有符合筛选条件的结果。