回测详情

EA: ea-rangerevert-multi-m1 / 0.1.0 / 0.1.0|20260911T004505Z
交易笔数
147
获利因子
1.04
最大回撤 %
0.25
净利润
1.1
年均交易笔数
218
测试区间(UTC)
2026-01-02 2026-09-05
时长: 0.67 年
品种/时间周期
EURJPY / PERIOD_M1
模拟方式: RealTicks · 区间内真实 Tick 占 100%
evidence 样本内 参数拟合区间 2025-01-01 → 2026-09-05
运行信息
K 线数: 253,184 Tick 数: 39,767,025
测试备注
2026 REAL-TICK test (2026.01.02 -> 2026-09-05, the only window with OANDA tick history): the London long-only reversion values on M1, real spreads. Scalping question: does the edge per trade survive the spread as the timeframe shrinks? M15 is the control. In-sample (these values were tuned on 2025-26); the point is the tick quality, not the window.
全部字段
取自 MT5 报告与数据导入时记录的原始值。
RowKey 0.1.0|20260911T004505Z
EA 版本 0.1.0
品种 EURJPY
时间周期 PERIOD_M1
测试开始(UTC) 2026-01-02
测试结束(UTC) 2026-09-05
总交易笔数 147
获利因子 1.04
净利润 1.1
余额最大回撤 % 0.25
净值最大回撤 % 0.25
K 线数 253,184
Tick 数 39,767,025
模拟质量 % 100.00
测试备注 2026 REAL-TICK test (2026.01.02 -> 2026-09-05, the only window with OANDA tick history): the London long-only reversion values on M1, real spreads. Scalping question: does the edge per trade survive the spread as the timeframe shrinks? M15 is the control. In-sample (these values were tuned on 2025-26); the point is the tick quality, not the window.
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。