[经济观察]我的EA模拟测试结果——很牛很暴利
我的自动交易系统模拟测试结果报告:
2008.03.03 00:00 - 2008.04.21 00:00 (2008.03.01 - 2008.04.21)
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)
起始资金 10000.00
总净盈利 2268097.17 总获利 2875487.27 总亏损 -607390.10
盈利比 4.73 预期盈利 1198.78
绝对亏损 77.00 最大亏损 29069.21 (4.17%) 相对亏损 6.83% (3077.83)
交易单总计 1892 卖单 (获利百分比) 807 (68.03%) 买单 (获利百分比) 1085 (74.38%)
盈利交易(占总百分比) 1356 (71.67%) 亏损交易(占总百分比) 536 (28.33%)
最大: 获利交易 32341.90 亏损交易 -2305.51
平均: 获利交易 2120.57 亏损交易 -1133.19
最大: 连续获利金额 15 (42731.47) 连续亏损金额 6 (-11355.39)
最多: 连续获利次数 87584.74 (13) 连续亏损次数 -11355.39 (6)
平均: 连续获利 4 连续亏损 1
发表于:2008-04-21 03:48只看该作者
2楼
你想说明什么啊
发表于:2008-04-21 03:51只看该作者
3楼
韬客社区www.talkfx.co
4楼
定单太多了,前面50个定单的记录如下:(货币对:EURJPY,时间:20080303)
定单 类型 手数 价位 获利 获利 余额
1 buy 1.00 156.99 157.37
1 t/p 1.00 157.19 157.19 192.51 10,192.51
2 buy 1.00 156.77 157.16
3 buy 1.00 156.91 157.05
3 s/l 1.00 156.81 156.99 -96.26 10,096.25
2 s/l 1.00 156.67 156.98 -96.26 9,999.99
4 sell 1.00 156.86 156.74
4 t/p 1.00 156.74 156.74 115.47 10,115.46
5 buy 1.00 156.67 156.75
5 t/p 1.00 156.75 156.75 77.01 10,192.47
6 buy 1.00 156.59 156.68
7 buy 1.00 156.55 156.68
6 t/p 1.00 156.69 156.69 96.26 10,288.73
7 t/p 1.00 156.69 156.69 134.76 10,423.49
8 sell 1.00 156.74 156.70
8 t/p 1.00 156.70 156.70 38.49 10,461.98
9 sell 1.00 156.70 156.61
9 close 1.00 156.73 156.68 -28.87 10,433.11
10 buy 1.00 156.67 0.00
10 t/p 1.00 156.66 156.66 -9.62 10,423.49
11 sell 1.00 156.71 156.67
11 close 1.00 156.70 156.67 9.62 10,433.11
12 sell 1.00 156.71 156.68
12 close 1.00 156.70 156.68 9.62 10,442.73
13 sell 1.00 156.74 156.69
13 close 1.00 156.75 156.69 -9.62 10,433.11
14 buy 1.00 156.59 156.68
14 t/p 1.00 156.67 156.67 77.00 10,510.11
15 sell 1.10 156.74 156.70
15 t/p 1.10 156.70 156.70 42.34 10,552.45
16 buy 1.10 156.67 156.69
16 t/p 1.10 156.69 156.69 21.17 10,573.62
17 sell 1.10 156.83 156.69
17 s/l 1.10 156.93 156.76 -105.85 10,467.77
18 sell 1.00 156.98 156.80
19 sell 1.00 157.05 156.85
20 sell 1.00 157.00 156.92
18 s/l 1.00 157.08 156.97 -96.22 10,371.55
20 s/l 1.00 157.10 156.97 -96.23 10,275.32
19 t/p 1.00 157.00 157.00 48.12 10,323.44
21 buy 1.00 156.84 157.02
21 t/p 1.00 157.02 157.02 173.26 10,496.70
22 sell 1.00 156.92 156.80
22 t/p 1.00 156.80 156.80 115.47 10,612.17
23 buy 1.10 156.58 156.90
23 s/l 1.10 156.48 156.77 -105.89 10,506.28
24 buy 1.10 156.32 156.77
25 buy 1.10 156.45 156.62
24 t/p 1.10 156.57 156.57 264.71 10,770.99
25 t/p 1.10 156.57 156.57 127.06 10,898.05
26 buy 1.10 156.18 156.45
26 s/l 1.10 156.08 156.24 -105.88 10,792.17
27 buy 1.10 156.05 156.24
27 s/l 1.10 155.95 156.20 -105.88 10,686.29
28 sell 1.10 156.21 156.00
28 s/l 1.10 156.31 156.00 -105.85 10,580.44
29 buy 1.10 156.14 156.18
29 t/p 1.10 156.19 156.19 52.94 10,633.38
30 sell 1.10 156.27 156.19
30 close 1.10 156.28 156.21 -10.58 10,622.80
31 buy 1.10 156.15 156.19
31 t/p 1.10 156.17 156.17 21.17 10,643.97
32 buy 1.10 156.19 0.00
32 s/l 1.10 156.28 0.00 95.29 10,739.26
33 buy 1.10 156.18 156.32
33 t/p 1.10 156.31 156.31 137.65 10,876.91
34 sell 1.10 156.43 156.23
34 t/p 1.10 156.23 156.23 211.70 11,088.61
35 buy 1.10 156.21 156.29
35 s/l 1.10 156.11 156.27 -105.88 10,982.73
36 sell 1.10 156.34 156.27
36 t/p 1.10 156.27 156.27 74.09 11,056.82
37 buy 1.10 156.11 156.24
37 t/p 1.10 156.21 156.21 105.88 11,162.70
38 sell 1.10 156.35 156.22
38 t/p 1.10 156.22 156.22 137.61 11,300.31
39 buy 1.10 156.09 156.21
40 buy 1.10 156.02 156.19
39 t/p 1.10 156.21 156.21 127.05 11,427.36
40 t/p 1.10 156.21 156.21 201.17 11,628.53
41 sell 1.20 156.34 156.10
41 s/l 1.20 156.44 156.24 -115.47 11,513.06
42 sell 1.20 156.87 156.56
42 s/l 1.20 156.97 156.80 -115.47 11,397.59
43 buy 1.10 157.09 0.00
43 s/l 1.10 157.18 0.00 95.29 11,492.88
44 buy 1.10 157.03 157.16
44 t/p 1.10 157.13 157.13 105.88 11,598.76
45 sell 1.20 157.25 157.05
46 sell 1.20 157.15 157.02
46 close 1.20 157.16 157.02 -11.55 11,587.21
45 close 1.20 157.16 157.05 103.93 11,691.14
47 buy 1.20 157.10 0.00
48 buy 1.20 157.14 157.18
47 t/p 1.20 157.18 157.18 92.41 11,783.55
48 t/p 1.20 157.18 157.18 46.21 11,829.76
49 sell 1.20 157.25 157.18
49 t/p 1.20 157.18 157.18 80.84 11,910.60
50 buy 1.20 157.11 157.18
50 t/p 1.20 157.16 157.16 57.75 11,968.35
韬客社区www.talkfx.co
发表于:2008-05-03 00:53只看该作者
5楼
不知所云。;P ;P ;P ;P ;P
韬客社区www.talkfx.co
发表于:2008-09-25 10:56只看该作者
7楼
:07: 请楼主把帐户历史的记录保存一份发上来好吗?
韬客社区www.talkfx.co
发表于:2010-01-26 09:15只看该作者
8楼
模拟盘里面疯狂的很多,在真仓就没那么灵了
韬客社区www.talkfx.co
发表于:2010-02-20 11:59只看该作者
10楼
应该去21点更厉害
money be god ! oil aud gold
发表于:2015-07-30 04:02只看该作者
11楼
33333333333333333
韬客社区www.talkfx.co