交易笔数
161
获利因子
1.17
最大回撤 %
0.21
净利润
6.0
年均交易笔数
18
测试区间（UTC）
2010-01-01
→
2018-12-31
时长： 9.00 年
品种／时间周期
CHFJPY
/
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： 666,957
Tick 数： 223,349,718
测试备注
pv 0.3.2 = the live USDJPY fix values unchanged (sell 09:55 JST on gotobi + month-end, 25-min hold, 20-pip stop, JP holidays skipped, portfolio cap 4/1.0/2.0/4); only pair, eaId and magic changed. Tracking was off for the screening run. Headless run, 2026-10-16. OUT-OF-SAMPLE 2010-2018, generated ticks: 161 trades PF 1.17 +$6.0, $0.037/trade, t 0.73 (2019-2026: 469 trades PF 1.76, $0.157/trade). PF >= 1 on both windows (rule 8 passes) but the out-of-sample edge is below one spread and t < 2 (rule 9 fails) -> tier candidate, the NZDJPY pattern. No trades in 2010, 2012, 2016 (15-point spread cap).
全部字段
取自 MT5 报告与数据导入时记录的原始值。
| RowKey | 0.3.2|20261016T024228Z |
| EA 版本 | 0.3.2 |
| 品种 | CHFJPY |
| 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 | 161 |
| 获利因子 | 1.17 |
| 净利润 | 6.0 |
| 余额最大回撤 % | 0.21 |
| 净值最大回撤 % | 0.25 |
| K 线数 | 666,957 |
| Tick 数 | 223,349,718 |
| 模拟质量 % | 0.00 |
| 测试备注 | pv 0.3.2 = the live USDJPY fix values unchanged (sell 09:55 JST on gotobi + month-end, 25-min hold, 20-pip stop, JP holidays skipped, portfolio cap 4/1.0/2.0/4); only pair, eaId and magic changed. Tracking was off for the screening run. Headless run, 2026-10-16. OUT-OF-SAMPLE 2010-2018, generated ticks: 161 trades PF 1.17 +$6.0, $0.037/trade, t 0.73 (2019-2026: 469 trades PF 1.76, $0.157/trade). PF >= 1 on both windows (rule 8 passes) but the out-of-sample edge is below one spread and t < 2 (rule 9 fails) -> tier candidate, the NZDJPY pattern. No trades in 2010, 2012, 2016 (15-point spread cap). |
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。