运行次数
3
最高获利因子
1.20
平均获利因子
0.96
总交易笔数
336
最小回撤 %
0.10
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 % | |
|---|---|---|---|---|---|---|
0.1.0|20260911T004546Z
2026 REAL-TICK test (the only window with OANDA tick history, 100% real ticks, real spreads): the London long-only reversion values on M1. Scalping question: does the edge per trade survive the spread as the timeframe shrinks? Pooled 3 pairs: M1 336 trades -$4.9 (-$0.015/trade), M5 199 trades +$9.4 (+$0.05/trade), M15 72 trades +$26 (+$0.36/trade). In-sample values; the point is the tick quality.
|
0.1.0
evidence 样本内 RealTicks 100%
|
USDJPY
/
PERIOD_M1
|
123 | 0.65 | 0.33 | 详情 |
0.1.0|20260911T004505Z
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.
|
0.1.0
evidence 样本内 RealTicks 100%
|
EURJPY
/
PERIOD_M1
|
147 | 1.04 | 0.25 | 详情 |
0.1.0|20260911T004432Z
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.
|
0.1.0
indicative 样本内 RealTicks 100%
|
EURUSD
/
PERIOD_M1
|
66 | 1.20 | 0.10 | 详情 |
没有符合筛选条件的结果。