如果要投入实战的EA,ProftFactor需要多少才合适?

如题,希望各位大侠可指点一下.

镑美 2009.01.01-2009-12.30
手数均为0.1手
--------------------------------------------------------------
Bars in test 28508
Ticks modelled 52778
Modelling quality n/a
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 48019.18
Gross profit 110901.67
Gross loss -62882.49
Profit factor 1.76
Expected payoff 6.13
Absolute drawdown 0.00
Maximal drawdown 812.61 (2.64%)
Relative drawdown 4.03% (473.92)
Total trades 7835
Short positions (won %) 3777 (41.99%)
Long positions (won %) 4058 (43.45%)
Profit trades (% of total) 3349 (42.74%)
Loss trades (% of total) 4486 (57.26%)
Largest
profit trade 120.00
loss trade -40.69
Average
profit trade 33.11
loss trade -14.02
Maximum
consecutive wins (profit in money) 9 (481.00)
consecutive losses (loss in money) 17 (-258.46)
Maximal
consecutive profit (count of wins) 857.00 (8)
consecutive loss (count of losses) -258.46 (17)
Average
consecutive wins 2
consecutive losses 3
--------------------------------------------------------------

欧美 2009.01.01-2009-12.30
手数均为0.1手
--------------------------------------------------------------
Bars in test 16065
Ticks modelled 30041
Modelling quality n/a
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 32714.34
Gross profit 64688.99
Gross loss -31974.65
Profit factor 2.02
Expected payoff 7.27
Absolute drawdown 0.00
Maximal drawdown 423.28 (1.20%)
Relative drawdown 2.58% (325.18)
Total trades 4498
Short positions (won %) 2156 (43.51%)
Long positions (won %) 2342 (44.79%)
Profit trades (% of total) 1987 (44.18%)
Loss trades (% of total) 2511 (55.82%)
Largest
profit trade 120.00
loss trade -40.00
Average
profit trade 32.56
loss trade -12.73
Maximum
consecutive wins (profit in money) 10 (825.00)
consecutive losses (loss in money) 13 (-224.60)
Maximal
consecutive profit (count of wins) 825.00 (10)
consecutive loss (count of losses) -224.60 (13)
Average
consecutive wins 2
consecutive losses 3

回测与挂机测试,差别非常大,不知如何修正过来

 

建模质量不行啊n/a，你要用“每个即时价位”那项来测试，在小周期的图表回测，有太多的数据输入错误，凭一个测试结果？还是早了点。

 

其实我最关心的事最大回调，你在运用系统的时候回调大了，你很有可能会撤掉系统。
另外还有成功率，凡是哪些影响情绪的指标你都要关注，看会不会冲击你的信念

看了你的报告，那么小的回调，那么大的收益。。。你确定么，如果是充分测试过的，你可以实战了

稳妥点，用一下dukascopy数据测一下

 

或者mt4本身的tick data先测一下