回测详情

EA: ea-tokyofix-gbpjpy-m5 / 0.1.0 / 0.1.0|20260911T010407Z
交易笔数
483
获利因子
1.96
最大回撤 %
0.18
净利润
118.7
年均交易笔数
63
测试区间(UTC)
2019-01-01 2026-09-05
时长: 7.68 年
品种/时间周期
GBPJPY / PERIOD_M5
模拟方式: Mixed · 区间内真实 Tick 占 8%
evidence 样本内 参数拟合区间 2019-01-01 → 2026-09-05
运行信息
K 线数: 573,192 Tick 数: 412,790,043
测试备注
Tokyo fix fade on another yen cross, same values as the USDJPY/EURJPY sets (pv 0.1.0: short at 09:55 JST on gotobi + month-end days, exit 25 min later, 20-pip stop). Same participant, new instrument: a test of the cause, not a tune. Whole window in-sample by construction. Headless run; generated ticks before 2026. | Same cause, third instrument: PF 1.96, $0.25/trade, every full year 2020-2025 positive (2019 has only 7 trades: the broker's GBPJPY M5 history starts late 2019). Matches USDJPY/EURJPY ($0.24/trade). Candidate. | Live at 0.01 lot from 2026-09-11 10:51 JST as a forward test (candidate status kept).
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|20260911T010407Z
EA 版本 0.1.0
品种 GBPJPY
时间周期 PERIOD_M5
测试开始(UTC) 2019-01-01
测试结束(UTC) 2026-09-05
总交易笔数 483
获利因子 1.96
净利润 118.7
余额最大回撤 % 0.18
净值最大回撤 % 0.22
K 线数 573,192
Tick 数 412,790,043
模拟质量 % 8.00
测试备注 Tokyo fix fade on another yen cross, same values as the USDJPY/EURJPY sets (pv 0.1.0: short at 09:55 JST on gotobi + month-end days, exit 25 min later, 20-pip stop). Same participant, new instrument: a test of the cause, not a tune. Whole window in-sample by construction. Headless run; generated ticks before 2026. | Same cause, third instrument: PF 1.96, $0.25/trade, every full year 2020-2025 positive (2019 has only 7 trades: the broker's GBPJPY M5 history starts late 2019). Matches USDJPY/EURJPY ($0.24/trade). Candidate. | Live at 0.01 lot from 2026-09-11 10:51 JST as a forward test (candidate status kept).
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。