交易笔数
26
获利因子
1.21
最大回撤 %
0.24
净利润
4.1
年均交易笔数
39
测试区间（UTC）
2026-01-02
→
2026-09-05
时长： 0.67 年
品种／时间周期
EURJPY
/
PERIOD_M15
模拟方式： RealTicks
· 区间内真实 Tick 占 100%
low_sample 样本内 参数拟合区间 2025-01-01 → 2026-09-05
运行信息
K 线数： 16,894
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 M15, 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 | 0.6.0|20260911T004537Z |
| EA 版本 | 0.6.0 |
| 品种 | EURJPY |
| 时间周期 | PERIOD_M15 |
| 测试开始（UTC） | 2026-01-02 |
| 测试结束（UTC） | 2026-09-05 |
| 总交易笔数 | 26 |
| 获利因子 | 1.21 |
| 净利润 | 4.1 |
| 余额最大回撤 % | 0.24 |
| 净值最大回撤 % | 0.25 |
| K 线数 | 16,894 |
| 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 M15, 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。