运行次数
2
最高获利因子
1.21
平均获利因子
1.13
总交易笔数
645
最小回撤 %
0.28
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|20260915T081151Z
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).
|
0.1.0
evidence 样本外 EveryTick 0%
|
NZDJPY
/
PERIOD_M5
|
164 | 1.04 | 0.41 | 详情 |
0.1.0|20260915T081023Z
Tokyo fix fade on NZDJPY, same pv 0.1.0 values as the other yen crosses (holidays off, as filed for them). 2019-2026. Same participant, fifth instrument. Headless run; generated ticks before 2026. | 2019-2026: PF 1.21 but only $0.045 per trade (about half a pip after a 0.8-1.0 pip spread); 2020 and 2026 negative, 2024 carries most of the money. The fix flow is thin in NZD.
|
0.1.0
evidence 样本内 Mixed 8%
|
NZDJPY
/
PERIOD_M5
|
481 | 1.21 | 0.28 | 详情 |
没有符合筛选条件的结果。