智能交易
Strategy Tester Report
1
34-MetaTrader 4 Demo Server (Build 211)
[tr=#c0c0c0]
商品 | GBPUSD (Great Britain Dollar vs. United States Dollar) | ||||
时间周期 | 日线图 2007.11.01 00:00 - 2007.11.08 00:00 (2007.11.01 - 2007.11.08) | ||||
复盘模型 | 控制点(基于最近的小一级时段内的12个控制点的分形插值计算) | ||||
参数 | TakeProfit=400; Lots=0.1; TrailingStop=30; Stops=10; MAPeriod=21; TimeframeCurrent=1; TimeframePrevious=11; | ||||
经测试过的柱数 | 1006 | 用于复盘的即时价数量 | 1206 | 复盘模型的质量 | n/a |
Mismatched charts errors | 0 | ||||
起始资金 | |||||
起始资金 | 10000.00 | ||||
总净盈利 | 688.53 | 总获利 | 818.02 | 总亏损 | -129.49 |
盈利比 | 6.32 | 预期盈利 | 24.59 | ||
绝对亏损 | 28.00 | 最大亏损 | 45.00 (0.45%) | 相对亏损 | 0.45% (45.00) |
交易单总计 | |||||
交易单总计 | 28 | 卖单 (获利百分比) | 0 (0.00%) | 买单 (获利百分比) | 28 (64.29%) |
盈利交易(占总百分比) | 盈利交易(占总百分比) | 18 (64.29%) | 亏损交易(占总百分比) | 10 (35.71%) | |
最大: | 获利交易 | 127.00 | 亏损交易 | -14.00 | |
平均: | 获利交易 | 45.45 | 亏损交易 | -12.95 | |
最大: | 连续获利金额 | 6 (325.00) | 连续亏损金额 | 2 (-28.00) | |
最多: | 连续获利次数 | 325.00 (6) | 连续亏损次数 | -28.00 (2) | |
平均: | 连续获利 | 2 | 连续亏损 | 1 |
# | 时间 | 类型 | 定单 | 手数 | 价位 | 止损 | 获利 | 获利 | 余额 |
1 | 2007.11.01 00:00 | buy | 1 | 0.10 | 2.0799 | 2.0785 | 2.1199 | 2 | [tr=#e0e0e0]2 | 2007.11.01 04:40 | s/l | 1 | 0.10 | 2.0785 | 2.0785 | 2.1199 | -14.00 | 9986.00 |
3 | 2007.11.01 04:40 | buy | 2 | 0.10 | 2.0784 | 2.0770 | 2.1184 | 4 | [tr=#e0e0e0]4 | 2007.11.01 08:40 | s/l | 2 | 0.10 | 2.0770 | 2.0770 | 2.1184 | -14.00 | 9972.00 |
5 | 2007.11.01 08:40 | buy | 3 | 0.10 | 2.0772 | 2.0758 | 2.1172 | 6 | [tr=#e0e0e0]6 | 2007.11.01 10:00 | modify | 3 | 0.10 | 2.0772 | 2.0779 | 2.1172 |
7 | |||||||||
7 | 2007.11.01 12:40 | s/l | 3 | 0.10 | 2.0779 | 2.0779 | 2.1172 | 7.00 | 9979.00 | 8 | 2007.11.01 12:40 | buy | 4 | 0.10 | 2.0757 | 2.0743 | 2.1157 |
9 | |||||||||
9 | 2007.11.01 13:20 | modify | 4 | 0.10 | 2.0757 | 2.0820 | 2.1157 | 10 | [tr=#e0e0e0]10 | 2007.11.01 14:40 | s/l | 4 | 0.10 | 2.0820 | 2.0820 | 2.1157 | 63.00 | 10042.00 |
11 | 2007.11.01 14:40 | buy | 5 | 0.10 | 2.0780 | 2.0766 | 2.1180 | 12 | [tr=#e0e0e0]12 | 2007.11.01 14:40 | modify | 5 | 0.10 | 2.0780 | 2.0800 | 2.1180 |
13 | |||||||||
13 | 2007.11.01 16:40 | modify | 5 | 0.10 | 2.0780 | 2.0843 | 2.1180 | 14 | [tr=#e0e0e0]14 | 2007.11.01 18:00 | s/l | 5 | 0.10 | 2.0843 | 2.0843 | 2.1180 | 63.00 | 10105.00 |
15 | 2007.11.01 18:00 | buy | 6 | 0.10 | 2.0784 | 2.0770 | 2.1184 | 16 | [tr=#e0e0e0]16 | 2007.11.01 18:40 | modify | 6 | 0.10 | 2.0784 | 2.0818 | 2.1184 |
17 | |||||||||
17 | 2007.11.01 20:40 | s/l | 6 | 0.10 | 2.0818 | 2.0818 | 2.1184 | 34.00 | 10139.00 | 18 | 2007.11.01 20:40 | buy | 7 | 0.10 | 2.0801 | 2.0787 | 2.1201 |
19 | |||||||||
19 | 2007.11.01 21:20 | s/l | 7 | 0.10 | 2.0787 | 2.0787 | 2.1201 | -14.00 | 10125.00 | 20 | 2007.11.01 21:20 | buy | 8 | 0.10 | 2.0781 | 2.0767 | 2.1181 |
21 | |||||||||
21 | 2007.11.01 22:40 | modify | 8 | 0.10 | 2.0781 | 2.0821 | 2.1181 | 22 | [tr=#e0e0e0]22 | 2007.11.01 23:59 | s/l | 8 | 0.10 | 2.0821 | 2.0821 | 2.1181 | 40.00 | 10165.00 |
23 | 2007.11.01 23:59 | buy | 9 | 0.10 | 2.0804 | 2.0790 | 2.1204 | 24 | [tr=#e0e0e0]24 | 2007.11.02 00:40 | s/l | 9 | 0.10 | 2.0790 | 2.0790 | 2.1204 | -13.49 | 10151.51 |
25 | 2007.11.02 00:40 | buy | 10 | 0.10 | 2.0768 | 2.0754 | 2.1168 | 26 | [tr=#e0e0e0]26 | 2007.11.02 02:40 | modify | 10 | 0.10 | 2.0768 | 2.0773 | 2.1168 |
27 | |||||||||
27 | 2007.11.02 04:40 | s/l | 10 | 0.10 | 2.0773 | 2.0773 | 2.1168 | 5.00 | 10156.51 | 28 | 2007.11.02 04:40 | buy | 11 | 0.10 | 2.0775 | 2.0761 | 2.1175 |
29 | |||||||||
29 | 2007.11.02 06:00 | modify | 11 | 0.10 | 2.0775 | 2.0777 | 2.1175 | 30 | [tr=#e0e0e0]30 | 2007.11.02 08:40 | modify | 11 | 0.10 | 2.0775 | 2.0799 | 2.1175 |
31 | |||||||||
31 | 2007.11.02 09:20 | modify | 11 | 0.10 | 2.0775 | 2.0824 | 2.1175 | 32 | [tr=#e0e0e0]32 | 2007.11.02 10:00 | s/l | 11 | 0.10 | 2.0824 | 2.0824 | 2.1175 | 49.00 | 10205.51 |
33 | 2007.11.02 10:00 | buy | 12 | 0.10 | 2.0791 | 2.0777 | 2.1191 | 34 | [tr=#e0e0e0]34 | 2007.11.02 10:40 | s/l | 12 | 0.10 | 2.0777 | 2.0777 | 2.1191 | -14.00 | 10191.51 |
35 | 2007.11.02 10:40 | buy | 13 | 0.10 | 2.0773 | 2.0759 | 2.1173 | 36 | [tr=#e0e0e0]36 | 2007.11.02 10:40 | modify | 13 | 0.10 | 2.0773 | 2.0817 | 2.1173 |
37 | |||||||||
37 | 2007.11.02 12:40 | modify | 13 | 0.10 | 2.0773 | 2.0838 | 2.1173 | 38 | [tr=#e0e0e0]38 | 2007.11.02 13:20 | s/l | 13 | 0.10 | 2.0838 | 2.0838 | 2.1173 | 65.00 | 10256.51 |
39 | 2007.11.02 13:20 | buy | 14 | 0.10 | 2.0807 | 2.0793 | 2.1207 | 40 | [tr=#e0e0e0]40 | 2007.11.02 14:00 | s/l | 14 | 0.10 | 2.0793 | 2.0793 | 2.1207 | -14.00 | 10242.51 |
41 | 2007.11.02 14:00 | buy | 15 | 0.10 | 2.0790 | 2.0776 | 2.1190 | 42 | [tr=#e0e0e0]42 | 2007.11.02 18:40 | modify | 15 | 0.10 | 2.0790 | 2.0864 | 2.1190 |
43 | |||||||||
43 | 2007.11.02 22:00 | modify | 15 | 0.10 | 2.0790 | 2.0865 | 2.1190 | 44 | [tr=#e0e0e0]44 | 2007.11.05 00:40 | s/l | 15 | 0.10 | 2.0865 | 2.0865 | 2.1190 | 75.51 | 10318.02 |
45 | 2007.11.05 00:40 | buy | 16 | 0.10 | 2.0868 | 2.0854 | 2.1268 | 46 | [tr=#e0e0e0]46 | 2007.11.05 08:40 | s/l | 16 | 0.10 | 2.0854 | 2.0854 | 2.1268 | -14.00 | 10304.02 |
47 | 2007.11.05 08:40 | buy | 17 | 0.10 | 2.0807 | 2.0793 | 2.1207 | 48 | [tr=#e0e0e0]48 | 2007.11.05 10:00 | modify | 17 | 0.10 | 2.0807 | 2.0863 | 2.1207 |
49 | |||||||||
49 | 2007.11.05 10:40 | s/l | 17 | 0.10 | 2.0863 | 2.0863 | 2.1207 | 56.00 | 10360.02 | 50 | 2007.11.05 10:40 | buy | 18 | 0.10 | 2.0815 | 2.0801 | 2.1215 |
51 | |||||||||
51 | 2007.11.05 14:40 | s/l | 18 | 0.10 | 2.0801 | 2.0801 | 2.1215 | -14.00 | 10346.02 | 52 | 2007.11.05 14:40 | buy | 19 | 0.10 | 2.0785 | 2.0771 | 2.1185 |
53 | |||||||||
53 | 2007.11.05 16:40 | modify | 19 | 0.10 | 2.0785 | 2.0790 | 2.1185 | 54 | [tr=#e0e0e0]54 | 2007.11.05 18:40 | s/l | 19 | 0.10 | 2.0790 | 2.0790 | 2.1185 | 5.00 | 10351.02 |
55 | 2007.11.05 18:40 | buy | 20 | 0.10 | 2.0790 | 2.0776 | 2.1190 | 56 | [tr=#e0e0e0]56 | 2007.11.06 04:40 | modify | 20 | 0.10 | 2.0790 | 2.0820 | 2.1190 |
57 | |||||||||
57 | 2007.11.06 05:20 | s/l | 20 | 0.10 | 2.0820 | 2.0820 | 2.1190 | 30.51 | 10381.53 | 58 | 2007.11.07 00:00 | buy | 21 | 0.10 | 2.0881 | 2.0867 | 2.1281 |
59 | |||||||||
59 | 2007.11.07 01:20 | s/l | 21 | 0.10 | 2.0867 | 2.0867 | 2.1281 | -14.00 | 10367.53 | 60 | 2007.11.07 01:20 | buy | 22 | 0.10 | 2.0863 | 2.0849 | 2.1263 |
61 | |||||||||
61 | 2007.11.07 05:20 | modify | 22 | 0.10 | 2.0863 | 2.0917 | 2.1263 | 62 | [tr=#e0e0e0]62 | 2007.11.07 06:00 | s/l | 22 | 0.10 | 2.0917 | 2.0917 | 2.1263 | 54.00 | 10421.53 |
63 | 2007.11.07 06:00 | buy | 23 | 0.10 | 2.0881 | 2.0867 | 2.1281 | 64 | [tr=#e0e0e0]64 | 2007.11.07 06:40 | modify | 23 | 0.10 | 2.0881 | 2.0895 | 2.1281 |
65 | |||||||||
65 | 2007.11.07 06:40 | modify | 23 | 0.10 | 2.0881 | 2.0914 | 2.1281 | 66 | [tr=#e0e0e0]66 | 2007.11.07 08:00 | modify | 23 | 0.10 | 2.0881 | 2.0915 | 2.1281 |
67 | |||||||||
67 | 2007.11.07 08:40 | modify | 23 | 0.10 | 2.0881 | 2.1008 | 2.1281 | 68 | [tr=#e0e0e0]68 | 2007.11.07 09:20 | s/l | 23 | 0.10 | 2.1008 | 2.1008 | 2.1281 | 127.00 | 10548.53 |
69 | 2007.11.07 09:20 | buy | 24 | 0.10 | 2.0933 | 2.0919 | 2.1333 | 70 | [tr=#e0e0e0]70 | 2007.11.07 10:00 | modify | 24 | 0.10 | 2.0933 | 2.0973 | 2.1333 |
71 | |||||||||
71 | 2007.11.07 10:40 | modify | 24 | 0.10 | 2.0933 | 2.1006 | 2.1333 | 72 | [tr=#e0e0e0]72 | 2007.11.07 12:00 | modify | 24 | 0.10 | 2.0933 | 2.1007 | 2.1333 |
73 | |||||||||
73 | 2007.11.07 12:40 | s/l | 24 | 0.10 | 2.1007 | 2.1007 | 2.1333 | 74.00 | 10622.53 | 74 | 2007.11.07 12:40 | buy | 25 | 0.10 | 2.0989 | 2.0975 | 2.1389 |
75 | |||||||||
75 | 2007.11.07 14:40 | modify | 25 | 0.10 | 2.0989 | 2.1040 | 2.1389 | 76 | [tr=#e0e0e0]76 | 2007.11.07 16:40 | s/l | 25 | 0.10 | 2.1040 | 2.1040 | 2.1389 | 51.00 | 10673.53 |
77 | 2007.11.07 16:40 | buy | 26 | 0.10 | 2.1030 | 2.1016 | 2.1430 | 78 | [tr=#e0e0e0]78 | 2007.11.07 18:40 | modify | 26 | 0.10 | 2.1030 | 2.1031 | 2.1430 |
79 | |||||||||
79 | 2007.11.07 20:40 | s/l | 26 | 0.10 | 2.1031 | 2.1031 | 2.1430 | 1.00 | 10674.53 | 80 | 2007.11.07 20:40 | buy | 27 | 0.10 | 2.1005 | 2.0991 | 2.1405 |
81 | |||||||||
81 | 2007.11.07 22:00 | modify | 27 | 0.10 | 2.1005 | 2.1020 | 2.1405 | 82 | [tr=#e0e0e0]82 | 2007.11.07 22:40 | modify | 27 | 0.10 | 2.1005 | 2.1023 | 2.1405 |
83 | |||||||||
83 | 2007.11.07 23:59 | s/l | 27 | 0.10 | 2.1023 | 2.1023 | 2.1405 | 18.00 | 10692.53 | 84 | 2007.11.07 23:59 | buy | 28 | 0.10 | 2.1023 | 2.1009 | 2.1423 |
85 | |||||||||
85 | 2007.11.07 23:59 | close at stop | 28 | 0.10 | 2.1019 | 2.1009 | 2.1423 | -4.00 | 10688.53 |
发表于:2007-11-09 04:08只看该作者
2楼
:lol :lol :lol
韬客社区www.talkfx.co
发表于:2008-01-10 12:21只看该作者
4楼
能不能发上来试试,盈利就是好东东。
韬客社区www.talkfx.co