运行次数
2
最高获利因子
2.21
平均获利因子
1.77
总交易笔数
942
最小回撤 %
0.18
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 % | |
|---|---|---|---|---|---|---|
0.1.0|20260911T015639Z
Tier set: PROVEN (PF >= 1.0 on 2010-2018 and 2019-2026, cause stated). Status: live.
|
0.1.0
evidence 样本外 EveryTick 0%
|
EURJPY
/
PERIOD_M5
|
400 | 1.32 | 0.30 | 详情 |
0.1.0|20260910T114130Z
Tokyo fix fade, first build. Hypothesis stated before the data was cut (fix-time flows, item 1 of the techniques-map article): EURJPY falls after the 09:55 JST fix on gotobi (5/10/15/20/25, rolled back) and month-end days. Short at the fix, exit on the clock 25 min later, 20-pip stop, no TP, one trade per day. The whole 2019-2026 window is the sample - no held-out window remains - so this is filed in-sample by construction; the evidence is the year-by-year consistency. Headless run; generated ticks before 2026 (7-8% real). | Live at 0.01 lot from 2026-09-10 22:12 JST as a forward test (candidate status kept). First admitted day: 2026-09-15.
|
0.1.0
evidence 样本内 Mixed 8%
|
EURJPY
/
PERIOD_M5
|
542 | 2.21 | 0.18 | 详情 |
没有符合筛选条件的结果。