回测

EA ID: ea-rangerevert-multi-m15
运行次数
23
最高获利因子
2.17
平均获利因子
1.21
总交易笔数
1,974
最小回撤 %
0.08
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|20260911T004603Z
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.
0.6.0
low_sample 样本内 RealTicks 100%
USDJPY / PERIOD_M15 25 2.17 0.19 详情
0.6.0|20260911T004537Z
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.
0.6.0
low_sample 样本内 RealTicks 100%
EURJPY / PERIOD_M15 26 1.21 0.24 详情
0.6.0|20260911T004449Z
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.
0.6.0
low_sample 样本内 RealTicks 100%
EURUSD / PERIOD_M15 21 1.98 0.08 详情
0.6.0|20260909T152421Z
Yen-cross screening: proven pv 0.6.0 values (MaxAdx 34, long only), pair unseen by any tune. Rule-8 window.
0.6.0
indicative 样本内 Mixed 40%
NZDJPY / PERIOD_M15 45 1.27 0.23 详情
0.6.0|20260909T152243Z
Yen-cross screening: proven pv 0.6.0 values (MaxAdx 34, long only), pair unseen by any tune. Rule-8 window.
0.6.0
indicative 样本内 Mixed 40%
AUDJPY / PERIOD_M15 49 1.49 0.37 详情
0.6.0|20260909T015356Z
Screening, engine 0.5.1, pv 0.6.0 values chosen on EURUSD; this pair unseen. IN-SAMPLE window of the tune.
0.6.0
indicative 样本内 Mixed 40%
GBPJPY / PERIOD_M15 65 1.31 0.61 详情
0.6.0|20260909T015208Z
Screening, engine 0.5.1, pv 0.6.0 values chosen on EURUSD; this pair unseen. IN-SAMPLE window of the tune.
0.6.0
indicative 样本内 Mixed 40%
EURJPY / PERIOD_M15 61 1.57 0.37 详情
0.6.0|20260909T015022Z
Screening, engine 0.5.1, pv 0.6.0 values chosen on EURUSD; this pair unseen. IN-SAMPLE window of the tune.
0.6.0
indicative 样本内 Mixed 40%
EURGBP / PERIOD_M15 48 0.89 0.24 详情
0.6.0|20260909T014754Z
Screening, engine 0.5.1, pv 0.6.0 values chosen on EURUSD; this pair unseen. IN-SAMPLE window of the tune.
0.6.0
indicative 样本内 Mixed 40%
NZDUSD / PERIOD_M15 49 0.58 0.36 详情
0.6.0|20260909T014706Z
Screening, engine 0.5.1, pv 0.6.0 values chosen on EURUSD; this pair unseen. IN-SAMPLE window of the tune.
0.6.0
indicative 样本内 Mixed 40%
USDCAD / PERIOD_M15 44 0.35 0.74 详情
0.6.0|20260909T014331Z
Screening, engine 0.5.1, pv 0.6.0 values chosen on EURUSD; this pair unseen. IN-SAMPLE window of the tune.
0.6.0
indicative 样本内 RealTicks 99%
USDCHF / PERIOD_M15 56 0.96 0.27 详情
0.6.0|20260908T233020Z
pv 0.6.0 (MaxAdx 34, long-only) WALK-BACKWARD out-of-sample; tune chosen on 2025-01-01..2026-09-05. Generated ticks (no tick history before 2025).
0.6.0
indicative 样本外 EveryTick 0%
AUDUSD / PERIOD_M15 59 0.94 0.36 详情
0.6.0|20260908T232957Z
pv 0.6.0 (MaxAdx 34, long-only) WALK-BACKWARD out-of-sample; tune chosen on 2025-01-01..2026-09-05. 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
0.6.0|20260908T232922Z
pv 0.6.0 (MaxAdx 34, long-only) WALK-BACKWARD out-of-sample; tune chosen on 2025-01-01..2026-09-05. Generated ticks (no tick history before 2025).
0.6.0
evidence 样本外 EveryTick 0%
GBPUSD / PERIOD_M15 132 1.39 0.33 详情
0.5.0|20260908T232400Z
pv 0.5.0 (MaxAdx 31, long-only) WALK-BACKWARD out-of-sample; tune chosen on 2025-01-01..2026-09-05. Generated ticks (no tick history before 2025).
0.5.0
indicative 样本外 EveryTick 0%
AUDUSD / PERIOD_M15 40 0.68 0.33 详情
0.5.0|20260908T232334Z
pv 0.5.0 (MaxAdx 31, long-only) WALK-BACKWARD out-of-sample; tune chosen on 2025-01-01..2026-09-05. Generated ticks (no tick history before 2025).
0.5.0
indicative 样本外 EveryTick 0%
USDJPY / PERIOD_M15 52 1.20 0.53 详情
0.5.0|20260908T232301Z
pv 0.5.0 (MaxAdx 31, long-only) WALK-BACKWARD out-of-sample; tune chosen on 2025-01-01..2026-09-05. Generated ticks (no tick history before 2025).
0.5.0
evidence 样本外 EveryTick 0%
GBPUSD / PERIOD_M15 110 1.24 0.37 详情
0.4.0|20260908T222301Z
WALK-BACKWARD out-of-sample: pv 0.4.0 was tuned on 2025-01-01..2026-09-05; this window was never seen. Generated ticks (OANDA has no tick history before 2025).
0.4.0
evidence 样本外 EveryTick 0%
GBPUSD / PERIOD_M15 296 1.37 0.37 详情
0.4.0|20260908T222218Z
WALK-BACKWARD out-of-sample: pv 0.4.0 was tuned on 2025-01-01..2026-09-05; this window was never seen. Generated ticks (OANDA has no tick history before 2025).
0.4.0
evidence 样本外 EveryTick 0%
AUDUSD / PERIOD_M15 138 0.95 0.45 详情
0.4.0|20260908T222147Z
WALK-BACKWARD out-of-sample: pv 0.4.0 was tuned on 2025-01-01..2026-09-05; this window was never seen. Generated ticks (OANDA has no tick history before 2025).
0.4.0
evidence 样本外 EveryTick 0%
USDJPY / PERIOD_M15 170 1.17 0.65 详情
0.4.0|20260908T051624Z
cross-pair validation of the EURUSD MaxAdx 22->34 tune, pv 0.4.0 - this pair was not used to choose it | Corrected 2026-09-09: configured for real ticks, but OANDA tick history begins 2026-01-02; 40.2% of the window is real ticks, the rest generated from M1. Derived from the tester log; the report was overwritten.
0.4.0
evidence Mixed 40%
AUDUSD / PERIOD_M15 102 1.19 0.18 详情
0.4.0|20260908T051521Z
cross-pair validation of the EURUSD MaxAdx 22->34 tune, pv 0.4.0 - this pair was not used to choose it | Corrected 2026-09-09: configured for real ticks, but OANDA tick history begins 2026-02-10; 33.8% of the window is real ticks, the rest generated from M1. Derived from the tester log; the report was overwritten.
0.4.0
evidence Mixed 34%
USDJPY / PERIOD_M15 131 1.43 0.54 详情
0.4.0|20260908T051449Z
cross-pair validation of the EURUSD MaxAdx 22->34 tune, pv 0.4.0 - this pair was not used to choose it | Corrected 2026-09-09: configured for real ticks, but OANDA tick history begins 2026-01-02; 40.2% of the window is real ticks, the rest generated from M1. Derived from the tester log; the report was overwritten.
0.4.0
evidence Mixed 40%
GBPUSD / PERIOD_M15 190 0.91 0.62 详情
没有符合筛选条件的结果。