本帖最后由 总忘密码 于 2016-4-28 00:49 编辑 这几天我不也搞了个myfxbook帐户吗，照片上的几个词和对应的数字不明白什么意思。我知道这肯定是对我做的单进行统计的，但它说明我做的好还是差？谢谢！谢谢！

本帖最后由 scalping 于 2016-4-28 05:26 编辑 看见楼主的真名拼音了。 我说第一个吧，其他的留给后面的人。 利润因子就是我们常说的profit factor，对交易结果分析第二重要参数，也叫盈亏比，总盈利除以总损失，当然越大越好。5.83就是说每输1刀能带来5.73刀盈利，赚多赔少，怎么做到的？

主要看利润期待值。

谢谢，明白了。经过一宿，它已经变成4.06了。照这个速度，要奔着0去呀:lol

本帖最后由 总忘密码 于 2016-4-28 08:28 编辑 能讲得再详细点吗？而且4.7点现在变成了3.7点。$3.22变成了2.71。

我知道哪里的问题了，重新发了个链接myfxbook.com/members/zongwangmima/zongwangmima/1601900:lol

望总不用两点战法了?

本帖最后由 scalping 于 2016-4-28 09:42 编辑 我看了一眼，很厉害！还以为忘总只做欧元呢，开始把短线技术用在了澳元英镑上了。 入场都很好。亏的也是因为入场后小赚不跑，错过了就扛，扛回来就OK了，时间实在太长抗不住的就止损。总而言之言而总之，能短能长，长短结合。

也用，但规定第一单绝对不用:lol

涨跌出一定幅度才会在镑和澳上用，但对它俩还是心有余悸，因为点差大了自己没把握。你没看欧上最少0.05，镑和澳上才0.02甚至0.01，没信心的表现:lol 如果那几个数据你都知道，给我都讲了吧。:handshake

你点这个看，都写的很明白。 www】myfxbook】com/help#help_37

其他的找坛子里概率大师们给你讲讲吧，以前我只要一提到概率的事就会被穷最猛打到哭。

再附一些名词解释，经常遇到的。 Net Profit Net Profit is a total profit/loss the strategy produced. Drawdown, Max DD % Drawdown is the measure of the decline from a historical peak in running cumulative profit of the strategy. Max DD % is the maximum percentage drawdown of the strategy. Stagnation, % Stagnation stagnation is a maximum number of days during which strategy stagnates - which means it doesn't make a new high on the equity. Obviously you'd want strategy with as little stagnation as possible. % of Wins percentage of winning trades Annual % Return average annual percentage return of the strategy. If it is 30 %, it means the strategy makes 30% every year in average. Annual % Return / Max DD % important ratio between annual percentage and maximum percentage drawdown. You'd want this number to be as high as possible. Avg Daily, Monthly, Yearly profit average profit for given period in $ Return/DD Ratio a very good measure of strategy quality, the higher the number, the bigger are profits in relation to maximum drawdown. Expectancy performance metrics developed by Van Tharp, it is computed as (percentage wins * average win) - (percentage losses * average loss) R-Expectancy performance metrics developed by Van Tharp, it gives you the average profit value related to average risk (R) that you can expect from a system over many trades. You can find more at: http://www.vantharp.com/tharp-concepts/expectancy.asp R-Expectancy Score standard R-Expectancy doesn't consider the length of testing period and number of trades produced. There is a difference is you'll make let's say $2000 per year by making 10 trades, or by making 100 trades. R-Expectancy Score adds a score for trades frequency. It is computed as: R-Expectancy * averageTradesPerYear SQN (System Quality Number) performance metrics developed by Van Tharp, it is the measure of the quality of a trading system. You can find more at: http://www.vantharp.com/tharp-concepts/sqn.asp Standard interpretation of SQN is: Score: 1.6 – 1.9 Below average, but trade-able Score: 2.0 – 2.4 Average Score: 2.5 – 2.9 Good Score: 3.0 – 5.0 Excellent Score: 5.1 – 6.9 Superb Score: 7.0 - Keep this up, and you may have the Holy Grail. SQN Score (System Quality Number Score) just like in case of R-Expectancy, SQN doesn't consider the length of testing period and number of trades produced. In fact it is more favorable for systems that produce more trades, without considering the length of the testing period. It is computed as: SQN * (averageTradesPerYear / 100) Number of trades simply a number of trades of this strategy in the backtest. You can use this criterion to approximate some preset value you would like to achieve (for example total 100 trades ). The value of this criterion will be bigger for strategies closer to the desired number of trades. Stability a special value in range from 0 (worst) to 1 (best) that measures how stable is growth of the equity chart. You can see three sample strategies on the picture above. All of them finished with the same profit, but Strategy 1 was growing almost linearly (very stabile), Strategy 2 was growing with occasional big drawdowns (less stabile) and Strategy 3 was moving up and down (very little stability of growth). Stability is a value that is quite good in representing a "quality" of the trading strategy and it can be used as the only one or the main criterion to compute the total strategy Fitness. Symmetry criterion to maximize strategy symmetry. Symmetry value is in %, and it is measuring how much is the Profit/Loss for Long direction similar to Short direction. For example, if strategy makes $600 on Long trades, and $400 on Short trades, symmetry in this case is 66%. ($400 is 66% from $600). If the strategy makes the same profit on both directions, the symmetry will be 100%. If one of the directions produces loss or 0 profit, the symmetry will be 0%. Win/Loss Ratio criterion to maximize the ratio of winning trades vs. losing ones Average Win, Average Loss criterion to maximize average win or minimize average loss per trade Average Bars in Trade criterion to minimize the average number of bars the trade is open Average Bars Win, Average Bars Loss criterion to minimize the average number of bars for the winning/losing trade Degrees of Freedom in a trading system relates to the number of criteria that are used to filter price action and/or volume and determine entry points. The more criteria and variables used to determine entry timing points, the fewer degrees of freedom the system will have and vice versa. Degrees of freedom are compute from strategy complexity and number of trades. The simpler the strategy is, the more degrees of freedom it will have. For this property, the bigger value is better. Complexity measures the complexity of the strategy. It is simply a count of all the indicators, prices, operators and other building blocks that are used in the strategy. The higher this number is, the more “complicated” the strategy is. For this property, the smaller value is better. Both properties can be used also in the ranking to influence the Fitness function.

看懂了个50%，因为都是翻译过来的中文。结合到我帐户所体现的数字上，还是不懂 还是要谢谢你

Profit Factor The profit factor shows how many times the gross profit (Sum of all the winning trades) exceeds the gross loss (Sum of all the losing trades). The higher the value, the better. Standard Deviation Standard Deviation is a statistical measure of volatility. It shows how much variation or dispersion there is from the mean (Expectancy). Sharpe Ratio The Sharpe ratio is used to characterize how well the return of an asset compensates the investor for the risk taken. The higher the value, the better. Z-Score Z-Score is used for calculating the ability of a trading system to generate wins and losses in streaks. It enables us to see if the streaks generated are of a random pattern or not. In this system, there is a 10.35% chance that a profit will be followed by a profit and a loss by a loss. Expectancy Expectancy tells you what you can expect to make (win or lose) on every trade. The account is expected to make $2.71 on each trade. AHPR Arithmetic Average Holding Period, or AHPR, is the average holding period return. The system makes on average 0.26% return on each trade. GHPR Geometric Average Holding Period, or GHPR, is the geometric holding period return. A system having the largest GHPR will make the highest profits if compounded. A GHPR<0% means that the system will lose money if compounded.

因为你的交易笔数太少了，所以受账面浮动影响较大。再积累一段时间就会获得相当稳定的数值了。

看来这个数值也是越大越好，谢谢。

期望为正，越高越好，哈哈