交易笔数
210
获利因子
1.25
最大回撤 %
0.32
净利润
17.2
年均交易笔数
23
测试区间（UTC）
2010-01-01
→
2018-12-31
时长： 9.00 年
品种／时间周期
AUDJPY
/
PERIOD_M5
模拟方式： EveryTick
· 区间内真实 Tick 占 0%
evidence 样本外 参数拟合区间 2019-01-01 → 2026-09-05
运行信息
K 线数： 666,826
Tick 数： 238,486,872
测试备注
OUT-OF-SAMPLE 2010-2018 for the AUDJPY candidate, same pv 0.1.0 set (holidays off, as filed). The 2019-2026 window gave 506 trades PF 1.45 +$53, half the per-trade edge of USDJPY/EURJPY/GBPJPY. Headless run; generated ticks. | Out of sample the effect is present at $0.08/trade (in-sample $0.10): every year with trades positive (2013 +$2.9, 2014 +$9.0, 2015 +$0.9, 2017 +$4.0, 2018 +$1.3). Broker AUDJPY M5 history has holes: nothing in 2012 and 2016, thin 2010-2011 and 2015. PF >= 1.0 on both windows -> tier proven (the weakest of the four fix pairs; not live).
全部字段
取自 MT5 报告与数据导入时记录的原始值。
| RowKey | 0.1.0|20260915T075705Z |
| EA 版本 | 0.1.0 |
| 品种 | AUDJPY |
| 时间周期 | PERIOD_M5 |
| 测试开始（UTC） | 2010-01-01 |
| 测试结束（UTC） | 2018-12-31 |
| 总交易笔数 | 210 |
| 获利因子 | 1.25 |
| 净利润 | 17.2 |
| 余额最大回撤 % | 0.32 |
| 净值最大回撤 % | 0.36 |
| K 线数 | 666,826 |
| Tick 数 | 238,486,872 |
| 模拟质量 % | 0.00 |
| 测试备注 | OUT-OF-SAMPLE 2010-2018 for the AUDJPY candidate, same pv 0.1.0 set (holidays off, as filed). The 2019-2026 window gave 506 trades PF 1.45 +$53, half the per-trade edge of USDJPY/EURJPY/GBPJPY. Headless run; generated ticks. | Out of sample the effect is present at $0.08/trade (in-sample $0.10): every year with trades positive (2013 +$2.9, 2014 +$9.0, 2015 +$0.9, 2017 +$4.0, 2018 +$1.3). Broker AUDJPY M5 history has holes: nothing in 2012 and 2016, thin 2010-2011 and 2015. PF >= 1.0 on both windows -> tier proven (the weakest of the four fix pairs; not live). |
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。