交易笔数
164
获利因子
1.04
最大回撤 %
0.41
净利润
2.4
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
NZDJPY
/
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： 665,269
Tick 数： 187,581,453
测试备注
Tokyo fix fade on NZDJPY, same pv 0.1.0 values as the other yen crosses (holidays off, as filed for them). OUT-OF-SAMPLE 2010-2018. Same participant, fifth instrument. Headless run; generated ticks before 2026. | Out of sample 2010-2018: PF 1.04, +$2.4 over 164 trades = $0.015 per trade, years flipping sign (2012 -$8.9, 2013 +$9.9). Both windows sit at or above 1.0, but an edge this close to zero is not a claim we will make: tier stays candidate. Broker NZDJPY M5 history has holes (2015-2016).
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|20260915T081151Z |
| EA 版本 | 0.1.0 |
| 品种 | NZDJPY |
| 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 | 164 |
| 获利因子 | 1.04 |
| 净利润 | 2.4 |
| 余额最大回撤 % | 0.41 |
| 净值最大回撤 % | 0.41 |
| K 线数 | 665,269 |
| Tick 数 | 187,581,453 |
| 模拟质量 % | 0.00 |
| 测试备注 | Tokyo fix fade on NZDJPY, same pv 0.1.0 values as the other yen crosses (holidays off, as filed for them). OUT-OF-SAMPLE 2010-2018. Same participant, fifth instrument. Headless run; generated ticks before 2026. | Out of sample 2010-2018: PF 1.04, +$2.4 over 164 trades = $0.015 per trade, years flipping sign (2012 -$8.9, 2013 +$9.9). Both windows sit at or above 1.0, but an edge this close to zero is not a claim we will make: tier stays candidate. Broker NZDJPY M5 history has holes (2015-2016). |
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。