交易笔数
542
获利因子
2.23
最大回撤 %
0.18
净利润
132.0
年均交易笔数
71
测试区间（UTC）
2019-01-01
→
2026-09-05
时长： 7.68 年
品种／时间周期
USDJPY
/
PERIOD_M5
模拟方式： Mixed
· 区间内真实 Tick 占 7%
evidence 样本内 参数拟合区间 2019-01-01 → 2026-09-05
运行信息
K 线数： 573,252
Tick 数： 270,400,569
测试备注
Tokyo fix fade, first build. Hypothesis stated before the data was cut (fix-time flows, item 1 of the techniques-map article): USDJPY 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.
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|20260910T113950Z |
| EA 版本 | 0.1.0 |
| 品种 | USDJPY |
| 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 | 542 |
| 获利因子 | 2.23 |
| 净利润 | 132.0 |
| 余额最大回撤 % | 0.18 |
| 净值最大回撤 % | 0.20 |
| K 线数 | 573,252 |
| Tick 数 | 270,400,569 |
| 模拟质量 % | 7.00 |
| 测试备注 | Tokyo fix fade, first build. Hypothesis stated before the data was cut (fix-time flows, item 1 of the techniques-map article): USDJPY 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. |
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。