运行次数
3
最高获利因子
1.69
平均获利因子
1.35
总交易笔数
286
最小回撤 %
0.48
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 % | |
|---|---|---|---|---|---|---|
0.6.0|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。