备注
Hold 10 bars (the study's pre-registered alternative) on OANDA 2013-2026, 10 pairs: 667 trades, PF 0.99, -$31, max DD -$1,072; 2013-19 -$621 (2016 alone -$610, GBPJPY through the Brexit move -$305), 2020-26 +$589. Doubling the hold doubled exposure to the moves a fade must not be in. Hold 5 (pv 0.2.0: 742 trades, PF 1.14, +$659) stays the reference and remains a candidate, not proven.
回测
这个预设的全部回测记录：获利因子、回撤、交易笔数和建模质量，全部为 0.01 手、单一经纪商数据。
运行次数
30
最高获利因子
1.91
最小回撤 %
0.54
总交易笔数
1,846
| 版本 | 品种／时间周期 | 获利因子 | 回撤 % | 交易笔数 | 测试区间（UTC） | |
|---|---|---|---|---|---|---|
0.3.0 |
USDJPY
Daily
|
1.09 | 9.87 | 66 | 2013-04-19 → 2026-09-05 | 详情 |
0.3.0 |
EURUSD
Daily
|
1.18 | 2.83 | 38 | 2013-04-19 → 2026-09-05 | 详情 |
0.3.0 |
GBPUSD
Daily
|
1.04 | 7.44 | 73 | 2013-04-19 → 2026-09-05 | 详情 |
0.3.0 |
AUDUSD
Daily
|
1.46 | 1.61 | 49 | 2013-04-19 → 2026-09-05 | 详情 |
0.3.0 |
USDCHF
Daily
|
1.33 | 1.81 | 68 | 2013-04-19 → 2026-09-05 | 详情 |
0.3.0 |
USDCAD
Daily
|
0.71 | 3.89 | 54 | 2013-04-19 → 2026-09-05 | 详情 |
0.3.0 |
NZDUSD
Daily
|
0.80 | 4.94 | 61 | 2013-04-19 → 2026-09-05 | 详情 |
0.3.0 |
EURJPY
Daily
|
1.13 | 3.55 | 76 | 2013-04-19 → 2026-09-05 | 详情 |
0.3.0 |
GBPJPY
Daily
|
0.83 | 22.68 | 123 | 2013-04-19 → 2026-09-05 | 详情 |
0.3.0 |
EURGBP
Daily
|
1.10 | 2.56 | 59 | 2013-04-19 → 2026-09-05 | 详情 |
0.2.0 |
EURGBP
Daily
|
0.78 | 2.19 | 66 | 2013-04-19 → 2026-09-05 | 详情 |
0.2.0 |
GBPJPY
Daily
|
1.12 | 9.45 | 142 | 2013-04-19 → 2026-09-05 | 详情 |
0.2.0 |
EURJPY
Daily
|
1.18 | 5.82 | 81 | 2013-04-19 → 2026-09-05 | 详情 |
0.2.0 |
NZDUSD
Daily
|
1.07 | 2.97 | 65 | 2013-04-19 → 2026-09-05 | 详情 |
0.2.0 |
AUDUSD
Daily
|
1.18 | 1.74 | 50 | 2013-04-19 → 2026-09-05 | 详情 |
0.2.0 |
GBPUSD
Daily
|
1.30 | 6.25 | 86 | 2013-04-19 → 2026-09-05 | 详情 |
0.2.0 |
EURUSD
Daily
|
1.40 | 2.34 | 40 | 2013-04-19 → 2026-09-05 | 详情 |
0.2.0 |
USDJPY
Daily
|
1.39 | 3.80 | 73 | 2013-04-19 → 2026-09-05 | 详情 |
0.2.0 |
USDCAD
Daily
|
0.67 | 4.32 | 60 | 2013-04-19 → 2026-09-05 | 详情 |
0.2.0 |
USDCHF
Daily
|
1.20 | 2.08 | 79 | 2013-04-19 → 2026-09-05 | 详情 |
0.1.0 |
USDCHF
Daily
|
0.87 | 2.43 | 48 | 2013-04-19 → 2026-09-05 | 详情 |
0.1.0 |
USDCAD
Daily
|
0.59 | 2.29 | 32 | 2013-04-19 → 2026-09-05 | 详情 |
0.1.0 |
GBPUSD
Daily
|
1.21 | 7.76 | 47 | 2013-04-01 → 2026-09-05 | 详情 |
0.1.0 |
EURUSD
Daily
|
1.67 | 1.52 | 25 | 2013-04-01 → 2026-09-05 | 详情 |
0.1.0 |
EURGBP
Daily
|
1.01 | 1.60 | 41 | 2013-04-01 → 2026-09-05 | 详情 |
本页所有数字都是用单一经纪商的数据、以 0.01 手跑出的回测结果，公开出来是为了让人可以核对。本站内容均不构成投资建议。