备注
Screening stopped after 3 of 10 pairs (EURUSD/GBPUSD/USDJPY, 846 trades, real ticks, 2025-01-01 to 2026-09-05): PF 0.92 / 0.85 / 0.93. Same signature on all three - SL hit 2.5x as often as TP, TP reached on 21-26% of SL-or-TP trades against a 33% breakeven at 2.2R. Exit-geometry optimisation on EURUSD (TpR 0.8-2.4 x MaxHold 140-620, 25 passes, 2026-09-08) found NO positive pass: best -$4.60 at TpR 1.6 / hold 380; tighter targets were worse (-$14 to -$26). The entry has no edge net of spread at any exit geometry on M15. Not a tuning problem.
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
0.93
最小回撤 %
0.81
总交易笔数
846
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。