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。