交易笔数
464
获利因子
1.31
最大回撤 %
0.32
净利润
38.1
年均交易笔数
52
测试区间（UTC）
2010-01-01
→
2018-12-31
时长： 9.00 年
品种／时间周期
USDJPY
/
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： 667,095
Tick 数： 191,101,632
测试备注
pv 0.3.0 = pv 0.1.0 + Japanese holiday calendar (engine build 0.2.0, InpSkipJpHolidays=true): no banks, no fix, so JP holidays are skipped and a gotobi flow that lands on one rolls back to the previous business day, the same way weekends already did. OUT-OF-SAMPLE 2010-2018; pv 0.1.0 on the same window: 469 / 1.26 / +$33 (trades / PF / net). About 30 holiday-day trades are replaced by ~30 rolled-back ones; the money is a wash (the holiday days had been carrying a few lucky outliers), the rule is now correct by construction. Headless run; generated ticks before 2026.
全部字段
取自 MT5 报告与数据导入时记录的原始值。
| RowKey | 0.3.0|20260911T070845Z |
| EA 版本 | 0.3.0 |
| 品种 | USDJPY |
| 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 | 464 |
| 获利因子 | 1.31 |
| 净利润 | 38.1 |
| 余额最大回撤 % | 0.32 |
| 净值最大回撤 % | 0.48 |
| K 线数 | 667,095 |
| Tick 数 | 191,101,632 |
| 模拟质量 % | 0.00 |
| 测试备注 | pv 0.3.0 = pv 0.1.0 + Japanese holiday calendar (engine build 0.2.0, InpSkipJpHolidays=true): no banks, no fix, so JP holidays are skipped and a gotobi flow that lands on one rolls back to the previous business day, the same way weekends already did. OUT-OF-SAMPLE 2010-2018; pv 0.1.0 on the same window: 469 / 1.26 / +$33 (trades / PF / net). About 30 holiday-day trades are replaced by ~30 rolled-back ones; the money is a wash (the holiday days had been carrying a few lucky outliers), the rule is now correct by construction. Headless run; generated ticks before 2026. |
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。