Strategy 比較
同一 MNQ 5分足、2025年 IS。Score は次の調査候補を選ぶためだけに使用。
| Strategy | Symbol | TF | Trades | Win Rate | PF | Expectancy | Max DD | OOS PF | Robustness |
|---|---|---|---|---|---|---|---|---|---|
| squeeze_release | MNQ | 5m | 2022 | 37.6% | 1.09 | 2.01 | 2605.57 | 0.86 | 3/3 PF>1 |
| supertrend_flip | MNQ | 5m | 1654 | 35.3% | 1.02 | 0.86 | 5580.57 | 0.99 | 1/3 PF>1 |
| displacement_fvg | MNQ | 5m | 1251 | 34.6% | 0.98 | -0.39 | 3375.94 | 1.02 | 1/3 PF>1 |
| donchian_ema_atr | MNQ | 5m | 1948 | 30.2% | 1.01 | 0.34 | 6867.95 | 0.96 | 3/3 PF>1 |
| opening_range | MNQ | 5m | 450 | 39.6% | 0.97 | -2.73 | 3999.13 | 0.98 | 1/3 PF>1 |
| chandelier_flip | MNQ | 5m | 2345 | 32.0% | 0.99 | -0.64 | 5801.56 | 1.00 | 0/3 PF>1 |
| ema_ribbon | MNQ | 5m | 2287 | 31.1% | 0.98 | -1.15 | 6921.12 | 0.94 | 1/3 PF>1 |
| donchian_20_10 | MNQ | 5m | 2819 | 33.6% | 0.98 | -1.07 | 7397.30 | 0.98 | 0/3 PF>1 |
| adx_di_cross | MNQ | 5m | 1826 | 28.0% | 0.89 | -3.42 | 6561.09 | 0.80 | 0/3 PF>1 |
| bbw_release | MNQ | 5m | 734 | 24.8% | 0.71 | -6.14 | 4521.01 | 0.94 | 0/3 PF>1 |
| rolling_zscore | MNQ | 5m | 3340 | 53.4% | 0.92 | -3.05 | 11597.36 | 0.91 | 0/3 PF>1 |
| kaufman_efficiency | MNQ | 5m | 4965 | 33.1% | 0.87 | -2.28 | 11633.87 | 0.86 | 0/3 PF>1 |
| madz_reversion | MNQ | 5m | 964 | 33.6% | 0.82 | -10.58 | 13257.73 | 1.10 | 0/3 PF>1 |
| vwap_deviation | MNQ | 5m | 2091 | 43.7% | 0.82 | -8.61 | 19873.01 | 0.87 | 0/3 PF>1 |
| connors_rsi | MNQ | 5m | 15477 | 58.7% | 0.85 | -2.18 | 34592.63 | 0.88 | 0/3 PF>1 |