讀一份回測而不自欺

//+------------------------------------------------------------------+
//| Lesson 12 - Dump Strategy Tester statistics                      |
//| Run this FROM INSIDE the Strategy Tester, not on a live chart.   |
//+------------------------------------------------------------------+
#property copyright "Strategist Academy"
#property version   "1.00"

void OnStart()
{
   if(!MQLInfoInteger(MQL_TESTER))
   {
      Print("This script only reports inside the Strategy Tester. ");
      Print("Open the tester, pick this script, and run it.");
      return;
   }

   Print("========== Strategy Tester report ==========");
   Print("Initial deposit:   ", DoubleToString(TesterStatistics(STAT_INITIAL_DEPOSIT), 2));
   Print("Net profit:        ", DoubleToString(TesterStatistics(STAT_PROFIT), 2));
   Print("Gross profit:      ", DoubleToString(TesterStatistics(STAT_GROSS_PROFIT), 2));
   Print("Gross loss:        ", DoubleToString(TesterStatistics(STAT_GROSS_LOSS), 2));
   Print("Profit factor:     ", DoubleToString(TesterStatistics(STAT_PROFIT_FACTOR), 3));
   Print("Expected payoff:   ", DoubleToString(TesterStatistics(STAT_EXPECTED_PAYOFF), 2));
   Print("Recovery factor:   ", DoubleToString(TesterStatistics(STAT_RECOVERY_FACTOR), 3));
   Print("Sharpe ratio:      ", DoubleToString(TesterStatistics(STAT_SHARPE_RATIO), 3));
   Print("");
   Print("Max drawdown:      ", DoubleToString(TesterStatistics(STAT_EQUITY_DD), 2),
                              "  (", DoubleToString(TesterStatistics(STAT_EQUITY_DDREL_PERCENT), 2), "%)");
   Print("");
   Print("Total trades:      ", (int)TesterStatistics(STAT_TRADES));
   Print("Win rate:          ", DoubleToString(TesterStatistics(STAT_PROFIT_TRADES) /
                                  MathMax(1.0, TesterStatistics(STAT_TRADES)) * 100.0, 1), "%");
   Print("Largest win:       ", DoubleToString(TesterStatistics(STAT_LARGEST_PROFIT_TRADE), 2));
   Print("Largest loss:      ", DoubleToString(TesterStatistics(STAT_LARGEST_LOSS_TRADE), 2));
   Print("Average bars held: ", DoubleToString(TesterStatistics(STAT_BARS_HOLD_TOTAL) /
                                  MathMax(1.0, TesterStatistics(STAT_TRADES)), 1));
   Print("===========================================");
   Print("Sanity checks:");
   Print(" - Fewer than ~100 trades? Treat every figure above as noise.");
   Print(" - Profit factor under 1.2? Costs will likely erase it live.");
   Print(" - Equity curve too smooth? Suspect a curve-fit.");
}