回测

V:0.6.0
EA ID: ea-rangerevert-multi-m15
运行次数
14
最高获利因子
2.17
平均获利因子
1.26
总交易笔数
745
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
没有符合筛选条件的结果。