运行次数
2
最高获利因子
2.10
平均获利因子
1.71
总交易笔数
1,002
最小回撤 %
0.53
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 % | |
|---|---|---|---|---|---|---|
0.3.3|20261102T083239Z
pv 0.3.3 (2026-11-02): fixed lot 0.01 -> 0.03 after the owner funded the account to JPY 260,000; nothing else changed. Same trades as pv 0.3.2 on this window, profit exactly 3x. Sizing: 3 x worst 2010-26 drawdown of the four fix charts (~JPY 12,300 at 0.03) < 20% of balance; 4 x JPY 600 risk at the fix fits the 1.0% open-risk cap. Headless run. 2019-2026.
|
0.3.3
evidence 样本内 Mixed 7%
|
USDJPY
/
PERIOD_M5
|
538 | 2.10 | 0.53 | 详情 |
0.3.3|20261102T082856Z
pv 0.3.3 (2026-11-02): fixed lot 0.01 -> 0.03 after the owner funded the account to JPY 260,000; nothing else changed. Same trades as pv 0.3.2 on this window, profit exactly 3x. Sizing: 3 x worst 2010-26 drawdown of the four fix charts (~JPY 12,300 at 0.03) < 20% of balance; 4 x JPY 600 risk at the fix fits the 1.0% open-risk cap. Headless run. OUT-OF-SAMPLE 2010-2018, generated ticks.
|
0.3.3
evidence 样本外 EveryTick 0%
|
USDJPY
/
PERIOD_M5
|
464 | 1.31 | 0.96 | 详情 |
没有符合筛选条件的结果。