运行次数
6
最高获利因子
1.29
平均获利因子
1.07
总交易笔数
679
最小回撤 %
0.26
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 % | |
|---|---|---|---|---|---|---|
0.2.0|20260911T004554Z
2026 REAL-TICK test (the only window with OANDA tick history, 100% real ticks, real spreads): the London long-only reversion values on M5. Scalping question: does the edge per trade survive the spread as the timeframe shrinks? Pooled 3 pairs: M1 336 trades -$4.9 (-$0.015/trade), M5 199 trades +$9.4 (+$0.05/trade), M15 72 trades +$26 (+$0.36/trade). In-sample values; the point is the tick quality.
|
0.2.0
indicative 样本内 RealTicks 100%
|
USDJPY
/
PERIOD_M5
|
57 | 1.07 | 0.33 | 详情 |
0.2.0|20260911T004522Z
2026 REAL-TICK test (the only window with OANDA tick history, 100% real ticks, real spreads): the London long-only reversion values on M5. Scalping question: does the edge per trade survive the spread as the timeframe shrinks? Pooled 3 pairs: M1 336 trades -$4.9 (-$0.015/trade), M5 199 trades +$9.4 (+$0.05/trade), M15 72 trades +$26 (+$0.36/trade). In-sample values; the point is the tick quality.
|
0.2.0
indicative 样本内 RealTicks 100%
|
EURJPY
/
PERIOD_M5
|
81 | 1.29 | 0.26 | 详情 |
0.2.0|20260911T004441Z
2026 REAL-TICK test (the only window with OANDA tick history, 100% real ticks, real spreads): the London long-only reversion values on M5. Scalping question: does the edge per trade survive the spread as the timeframe shrinks? Pooled 3 pairs: M1 336 trades -$4.9 (-$0.015/trade), M5 199 trades +$9.4 (+$0.05/trade), M15 72 trades +$26 (+$0.36/trade). In-sample values; the point is the tick quality.
|
0.2.0
indicative 样本内 RealTicks 100%
|
EURUSD
/
PERIOD_M5
|
61 | 0.96 | 0.27 | 详情 |
0.2.0|20260909T034250Z
M5 timeframe screen: proven M15 pv 0.6.0 values, timers scaled by bar count (MaxHold 80, cooldown 10, AtrMin 15), London 07-13 server, long only. Rule-8 window.
|
0.2.0
evidence 样本内 Mixed 40%
|
EURJPY
/
PERIOD_M5
|
184 | 1.14 | 0.61 | 详情 |
0.2.0|20260909T034206Z
M5 timeframe screen: proven M15 pv 0.6.0 values, timers scaled by bar count (MaxHold 80, cooldown 10, AtrMin 15), London 07-13 server, long only. Rule-8 window.
|
0.2.0
evidence 样本内 Mixed 33%
|
USDJPY
/
PERIOD_M5
|
133 | 1.05 | 0.83 | 详情 |
0.2.0|20260909T034120Z
M5 timeframe screen: proven M15 pv 0.6.0 values, timers scaled by bar count (MaxHold 80, cooldown 10, AtrMin 15), London 07-13 server, long only. Rule-8 window.
|
0.2.0
evidence 样本内 Mixed 40%
|
EURUSD
/
PERIOD_M5
|
163 | 0.93 | 0.74 | 详情 |
没有符合筛选条件的结果。