交易笔数
25
获利因子
2.17
最大回撤 %
0.19
净利润
15.7
年均交易笔数
44
测试区间（UTC）
2026-02-10
→
2026-09-05
时长： 0.57 年
品种／时间周期
USDJPY
/
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： 14,304
Tick 数： 21,893,382
测试备注
2026 REAL-TICK test (2026.02.10 -> 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|20260911T004603Z |
| EA 版本 | 0.6.0 |
| 品种 | USDJPY |
| 时间周期 | PERIOD_M15 |
| 测试开始（UTC） | 2026-02-10 |
| 测试结束（UTC） | 2026-09-05 |
| 总交易笔数 | 25 |
| 获利因子 | 2.17 |
| 净利润 | 15.7 |
| 余额最大回撤 % | 0.19 |
| 净值最大回撤 % | 0.21 |
| K 线数 | 14,304 |
| Tick 数 | 21,893,382 |
| 模拟质量 % | 100.00 |
| 测试备注 | 2026 REAL-TICK test (2026.02.10 -> 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。