RangeRevert_Multi_M15_D1with

ea-rangerevert-d1with-m15 London 未采用
备注 'Buy the dips while D1 is up': proven longs-only values, a long allowed only on days the DailyTrend reading says LONG. 2025-26, 3 pairs: gated 71 trades +$35.5 vs ungated 188 trades +$94.0 - identical $0.50 per trade. The gate removed 62% of the trades and 62% of the profit. Per pair it cut both ways (EURUSD kept 92% of profit with 30% of trades; EURJPY kept 8% with 44%), which on 18-27 trades is noise, not selection. Consistent with the forward-return study: a visible D1 uptrend carries no drift the M15 dip does not already have. Rejected.
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
3
最高获利因子
3.06
最小回撤 %
0.09
总交易笔数
71
版本 品种/时间周期 获利因子 回撤 % 交易笔数 测试区间(UTC)
0.1.0 EURUSD M15 3.06 0.09 18 2025-01-01 → 2026-09-05 详情
0.1.0 USDJPY M15 2.25 0.11 26 2025-01-01 → 2026-09-05 详情
0.1.0 EURJPY M15 1.11 0.36 27 2025-01-01 → 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。