Strategy Tester Report
无止损EA--Band+kd
商品 | USDCHF (United States Dollar vs. Swiss Franc) | ||||
时间周期 | 1 分钟图 2007.04.04 22:40 - 2007.05.25 11:53 | ||||
模式 | 每个 tick (根据所有可利用最少期限的每一个Tick的分数维插值法) | ||||
参数 | k=21; d=14; s=12; a=26; stoploss=20; TrailingStop=15; TakeProfit=28; Lots=0.5; Slippage=3; MaximumRisk=0.1; DecreaseFactor=3; ExpertMagicNumber=2002; | ||||
Bars in test | 37249 | Ticks modelled | 127705 | Modelling quality | 24.93% |
初期存款 | 1000.00 | ||||
总净盈利 | 4306.21 | 总获利 | 5243.67 | 总损失 | -937.46 |
利润比率 | 5.59 | Expected payoff | 84.44 | ||
绝对亏损 | 0.00 | 最多下降 % | 937.46 (15.01%) | Relative drawdown | 15.01% (937.46) |
交易订单总计 | 51 | Short positions (won %) | 40 (87.50%) | Long positions (won %) | 11 (100.00%) |
获利交易(占总百分比) | 46 (90.20%) | 亏损交易(占总百分比) | 5 (9.80%) | ||
Largest | 最大获利的交易 | 167.70 | 最大亏损的交易 | -740.10 | |
Average | 最大获利的交易 | 113.99 | 最大亏损的交易 | -187.49 | |
最大值 | 最大连续获利金额 | 46 (5243.67) | 最大连续亏损金额 | 5 (-937.46) | |
最大的 | 最大连续获利次数 | 5243.67 (46) | 最大连续亏损次数 | -937.46 (5) | |
Average | 最大连续获利 | 46 | 最大连续亏损 | 5 |
# | 时间 | 类型 | 定单 | 手数 | 价格 | 止损 | 获利 | 获利 | 余额 |
1 | 2007.04.05 11:28 | sell | 1 | 0.50 | 1.2206 | 0.0000 | 1.2178 | ||
2 | 2007.04.05 12:20 | sell | 2 | 0.50 | 1.2207 | 0.0000 | 1.2179 | ||
3 | 2007.04.05 16:10 | t/p | 2 | 0.50 | 1.2179 | 0.0000 | 1.2179 | 114.95 | 1114.95 |
4 | 2007.04.05 16:10 | t/p | 1 | 0.50 | 1.2178 | 0.0000 | 1.2178 | 114.96 | 1229.91 |
5 | 2007.04.06 18:48 | sell | 3 | 0.50 | 1.2216 | 0.0000 | 1.2188 | ||
6 | 2007.04.06 20:50 | sell | 4 | 0.50 | 1.2215 | 0.0000 | 1.2187 | ||
7 | 2007.04.10 12:49 | buy | 5 | 0.50 | 1.2193 | 0.0000 | 1.2221 | ||
8 | 2007.04.10 15:00 | t/p | 3 | 0.50 | 1.2188 | 0.0000 | 1.2188 | 105.59 | 1335.50 |
9 | 2007.04.10 15:01 | t/p | 4 | 0.50 | 1.2187 | 0.0000 | 1.2187 | 105.60 | 1441.10 |
10 | 2007.04.11 02:08 | sell | 6 | 0.50 | 1.2175 | 0.0000 | 1.2147 | ||
11 | 2007.04.11 21:13 | t/p | 5 | 0.50 | 1.2221 | 0.0000 | 1.2221 | 118.31 | 1559.40 |
12 | 2007.04.12 17:19 | t/p | 6 | 0.50 | 1.2147 | 0.0000 | 1.2147 | 101.33 | 1660.73 |
13 | 2007.04.13 09:48 | buy | 7 | 0.50 | 1.2127 | 0.0000 | 1.2155 | ||
14 | 2007.04.13 17:57 | t/p | 7 | 0.50 | 1.2155 | 0.0000 | 1.2155 | 115.18 | 1775.91 |
15 | 2007.04.16 23:34 | sell | 8 | 0.50 | 1.2141 | 0.0000 | 1.2113 | ||
16 | 2007.04.17 00:07 | sell | 9 | 0.50 | 1.2144 | 0.0000 | 1.2116 | ||
17 | 2007.04.17 09:31 | buy | 10 | 0.50 | 1.2124 | 0.0000 | 1.2152 | ||
18 | 2007.04.17 11:16 | t/p | 9 | 0.50 | 1.2116 | 0.0000 | 1.2116 | 115.55 | 1891.46 |
19 | 2007.04.17 11:23 | buy | 11 | 0.50 | 1.2117 | 0.0000 | 1.2145 | ||
20 | 2007.04.17 13:28 | t/p | 8 | 0.50 | 1.2113 | 0.0000 | 1.2113 | 110.95 | 2002.41 |
21 | 2007.04.18 09:57 | buy | 12 | 0.50 | 1.2060 | 0.0000 | 1.2088 | ||
22 | 2007.04.18 12:08 | buy | 13 | 0.50 | 1.2035 | 0.0000 | 1.2063 | ||
23 | 2007.04.18 15:16 | t/p | 13 | 0.50 | 1.2063 | 0.0000 | 1.2063 | 116.06 | 2118.47 |
24 | 2007.04.19 20:57 | sell | 14 | 0.50 | 1.2055 | 0.0000 | 1.2027 | ||
25 | 2007.04.19 23:11 | sell | 15 | 0.50 | 1.2050 | 0.0000 | 1.2022 | ||
26 | 2007.04.20 16:01 | sell | 16 | 0.50 | 1.2074 | 0.0000 | 1.2046 | ||
27 | 2007.04.20 16:18 | t/p | 12 | 0.50 | 1.2088 | 0.0000 | 1.2088 | 130.80 | 2249.27 |
28 | 2007.04.23 16:35 | sell | 17 | 0.50 | 1.2120 | 0.0000 | 1.2092 | ||
29 | 2007.04.23 18:33 | t/p | 17 | 0.50 | 1.2092 | 0.0000 | 1.2092 | 115.80 | 2365.07 |
30 | 2007.04.24 17:00 | t/p | 16 | 0.50 | 1.2046 | 0.0000 | 1.2046 | 106.94 | 2472.01 |
31 | 2007.04.24 17:07 | buy | 18 | 0.50 | 1.2042 | 0.0000 | 1.2070 | ||
32 | 2007.04.24 17:13 | buy | 19 | 0.50 | 1.2034 | 0.0000 | 1.2062 | ||
33 | 2007.04.24 17:19 | t/p | 14 | 0.50 | 1.2027 | 0.0000 | 1.2027 | 102.48 | 2574.49 |
34 | 2007.04.24 17:22 | t/p | 15 | 0.50 | 1.2022 | 0.0000 | 1.2022 | 102.53 | 2677.02 |
35 | 2007.04.24 17:38 | buy | 20 | 0.50 | 1.2015 | 0.0000 | 1.2043 | ||
36 | 2007.04.24 19:17 | t/p | 20 | 0.50 | 1.2043 | 0.0000 | 1.2043 | 116.25 | 2793.27 |
37 | 2007.04.26 01:46 | sell | 21 | 0.50 | 1.2050 | 0.0000 | 1.2022 | ||
38 | 2007.04.26 02:08 | sell | 22 | 0.50 | 1.2054 | 0.0000 | 1.2026 | ||
39 | 2007.04.26 12:19 | t/p | 19 | 0.50 | 1.2062 | 0.0000 | 1.2062 | 131.05 | 2924.32 |
40 | 2007.04.26 12:34 | t/p | 18 | 0.50 | 1.2070 | 0.0000 | 1.2070 | 130.97 | 3055.29 |
41 | 2007.04.26 16:27 | sell | 23 | 0.50 | 1.2081 | 0.0000 | 1.2053 | ||
42 | 2007.04.26 17:38 | sell | 24 | 0.50 | 1.2074 | 0.0000 | 1.2046 | ||
43 | 2007.04.27 04:39 | sell | 25 | 0.50 | 1.2088 | 0.0000 | 1.2060 | ||
44 | 2007.04.27 11:12 | t/p | 25 | 0.50 | 1.2060 | 0.0000 | 1.2060 | 116.09 | 3171.38 |
45 | 2007.04.27 13:59 | t/p | 23 | 0.50 | 1.2053 | 0.0000 | 1.2053 | 111.51 | 3282.89 |
46 | 2007.04.27 14:12 | t/p | 24 | 0.50 | 1.2046 | 0.0000 | 1.2046 | 111.58 | 3394.47 |
47 | 2007.04.27 15:30 | t/p | 22 | 0.50 | 1.2026 | 0.0000 | 1.2026 | 111.77 | 3506.24 |
48 | 2007.04.27 15:30 | t/p | 21 | 0.50 | 1.2022 | 0.0000 | 1.2022 | 111.82 | 3618.06 |
49 | 2007.04.27 15:31 | buy | 26 | 0.50 | 1.2020 | 0.0000 | 1.2048 | ||
50 | 2007.04.27 18:04 | t/p | 26 | 0.50 | 1.2048 | 0.0000 | 1.2048 | 116.17 | 3734.23 |
51 | 2007.04.30 14:52 | sell | 27 | 0.50 | 1.2092 | 0.0000 | 1.2064 | ||
52 | 2007.04.30 16:52 | t/p | 27 | 0.50 | 1.2064 | 0.0000 | 1.2064 | 116.05 | 3850.28 |
53 | 2007.05.01 10:45 | sell | 28 | 0.50 | 1.2090 | 0.0000 | 1.2062 | ||
54 | 2007.05.01 16:15 | t/p | 28 | 0.50 | 1.2062 | 0.0000 | 1.2062 | 116.07 | 3966.36 |
55 | 2007.05.01 17:58 | t/p | 11 | 0.50 | 1.2145 | 0.0000 | 1.2145 | 167.70 | 4134.06 |
56 | 2007.05.01 18:44 | t/p | 10 | 0.50 | 1.2152 | 0.0000 | 1.2152 | 167.64 | 4301.70 |
57 | 2007.05.01 23:11 | sell | 29 | 0.50 | 1.2140 | 0.0000 | 1.2112 | ||
58 | 2007.05.02 00:07 | sell | 30 | 0.50 | 1.2143 | 0.0000 | 1.2115 | ||
59 | 2007.05.02 09:41 | sell | 31 | 0.50 | 1.2154 | 0.0000 | 1.2126 | ||
60 | 2007.05.02 10:28 | sell | 32 | 0.50 | 1.2164 | 0.0000 | 1.2136 | ||
61 | 2007.05.02 16:55 | t/p | 32 | 0.50 | 1.2136 | 0.0000 | 1.2136 | 115.36 | 4417.06 |
62 | 2007.05.02 17:25 | t/p | 31 | 0.50 | 1.2126 | 0.0000 | 1.2126 | 115.45 | 4532.51 |
63 | 2007.05.03 08:56 | t/p | 30 | 0.50 | 1.2115 | 0.0000 | 1.2115 | 101.65 | 4634.15 |
64 | 2007.05.03 09:01 | t/p | 29 | 0.50 | 1.2112 | 0.0000 | 1.2112 | 97.03 | 4731.18 |
65 | 2007.05.03 21:38 | sell | 33 | 0.50 | 1.2164 | 0.0000 | 1.2136 | ||
66 | 2007.05.03 22:49 | sell | 34 | 0.50 | 1.2164 | 0.0000 | 1.2136 | ||
67 | 2007.05.04 15:30 | t/p | 33 | 0.50 | 1.2136 | 0.0000 | 1.2136 | 110.72 | 4841.90 |
68 | 2007.05.04 15:30 | t/p | 34 | 0.50 | 1.2136 | 0.0000 | 1.2136 | 110.72 | 4952.62 |
69 | 2007.05.07 08:47 | buy | 35 | 0.50 | 1.2085 | 0.0000 | 1.2113 | ||
70 | 2007.05.07 21:54 | t/p | 35 | 0.50 | 1.2113 | 0.0000 | 1.2113 | 115.58 | 5068.20 |
71 | 2007.05.08 01:33 | sell | 36 | 0.50 | 1.2111 | 0.0000 | 1.2083 | ||
72 | 2007.05.08 15:32 | sell | 37 | 0.50 | 1.2157 | 0.0000 | 1.2129 | ||
73 | 2007.05.08 17:30 | sell | 38 | 0.50 | 1.2186 | 0.0000 | 1.2158 | ||
74 | 2007.05.08 18:54 | sell | 39 | 0.50 | 1.2181 | 0.0000 | 1.2153 | ||
75 | 2007.05.09 16:05 | t/p | 38 | 0.50 | 1.2158 | 0.0000 | 1.2158 | 110.51 | 5178.71 |
76 | 2007.05.09 16:17 | t/p | 39 | 0.50 | 1.2153 | 0.0000 | 1.2153 | 110.56 | 5289.27 |
77 | 2007.05.10 02:15 | sell | 40 | 0.50 | 1.2189 | 0.0000 | 1.2161 | ||
78 | 2007.05.10 10:59 | t/p | 40 | 0.50 | 1.2161 | 0.0000 | 1.2161 | 115.12 | 5404.39 |
79 | 2007.05.10 19:48 | sell | 41 | 0.50 | 1.2195 | 0.0000 | 1.2167 | ||
80 | 2007.05.10 20:16 | sell | 42 | 0.50 | 1.2210 | 0.0000 | 1.2182 | ||
81 | 2007.05.11 12:02 | t/p | 42 | 0.50 | 1.2182 | 0.0000 | 1.2182 | 110.28 | 5514.67 |
82 | 2007.05.15 17:39 | t/p | 41 | 0.50 | 1.2167 | 0.0000 | 1.2167 | 101.15 | 5615.82 |
83 | 2007.05.15 18:04 | t/p | 37 | 0.50 | 1.2129 | 0.0000 | 1.2129 | 82.95 | 5698.77 |
84 | 2007.05.16 19:16 | sell | 43 | 0.50 | 1.2239 | 0.0000 | 1.2211 | ||
85 | 2007.05.16 23:09 | sell | 44 | 0.50 | 1.2230 | 0.0000 | 1.2202 | ||
86 | 2007.05.17 01:23 | sell | 45 | 0.50 | 1.2229 | 0.0000 | 1.2201 | ||
87 | 2007.05.17 09:45 | t/p | 43 | 0.50 | 1.2211 | 0.0000 | 1.2211 | 100.74 | 5799.51 |
88 | 2007.05.17 09:47 | t/p | 44 | 0.50 | 1.2202 | 0.0000 | 1.2202 | 100.82 | 5900.33 |
89 | 2007.05.17 09:47 | t/p | 45 | 0.50 | 1.2201 | 0.0000 | 1.2201 | 114.75 | 6015.08 |
90 | 2007.05.17 18:53 | sell | 46 | 0.50 | 1.2270 | 0.0000 | 1.2242 | ||
91 | 2007.05.17 20:04 | sell | 47 | 0.50 | 1.2266 | 0.0000 | 1.2238 | ||
92 | 2007.05.17 20:16 | sell | 48 | 0.50 | 1.2268 | 0.0000 | 1.2240 | ||
93 | 2007.05.17 20:29 | sell | 49 | 0.50 | 1.2268 | 0.0000 | 1.2240 | ||
94 | 2007.05.18 08:41 | sell | 50 | 0.50 | 1.2278 | 0.0000 | 1.2250 | ||
95 | 2007.05.18 08:43 | sell | 51 | 0.50 | 1.2276 | 0.0000 | 1.2248 | ||
96 | 2007.05.18 11:12 | t/p | 50 | 0.50 | 1.2250 | 0.0000 | 1.2250 | 114.29 | 6129.37 |
97 | 2007.05.18 11:12 | t/p | 51 | 0.50 | 1.2248 | 0.0000 | 1.2248 | 114.30 | 6243.67 |
98 | 2007.05.25 11:53 | close at stop | 49 | 0.50 | 1.2271 | 0.0000 | 1.2240 | -49.34 | 6194.33 |
99 | 2007.05.25 11:53 | close at stop | 48 | 0.50 | 1.2271 | 0.0000 | 1.2240 | -49.34 | 6144.99 |
100 | 2007.05.25 11:53 | close at stop | 47 | 0.50 | 1.2271 | 0.0000 | 1.2238 | -57.49 | 6087.50 |
101 | 2007.05.25 11:53 | close at stop | 46 | 0.50 | 1.2271 | 0.0000 | 1.2242 | -41.19 | 6046.31 |
102 | 2007.05.25 11:53 | close at stop | 36 | 0.50 | 1.2271 | 0.0000 | 1.2083 | -740.10 | 5306.21 |
- 需要编码方面的帮助
- Need help with coding please
- PREDICT time period
Modelling quality 24.93% 太低 无实际意义 |
24.93% |
扛住亏损,才能最终盈利,去年一年下来,止损超过了3万元美元,实际盈利只有区区1500美元
Strategy Tester Report
无止损EA--Band+kd
商品 | EURUSD (Euro vs. United States Dollar) | ||||
时间周期 | 1 分钟图 2007.04.04 08:59 - 2007.05.25 12:07 | ||||
模式 | 每个 tick (根据所有可利用最少期限的每一个Tick的分数维插值法) | ||||
参数 | k=21; d=14; s=12; a=29; stoploss=20; TrailingStop=15; TakeProfit=33; Lots=0.1; Slippage=3; MaximumRisk=0.1; DecreaseFactor=3; ExpertMagicNumber=2002; | ||||
Bars in test | 39232 | Ticks modelled | 127266 | Modelling quality | 24.94% |
初期存款 | 3000.00 | ||||
总净盈利 | 2694.60 | 总获利 | 2948.83 | 总损失 | -254.23 |
利润比率 | 11.60 | Expected payoff | 29.29 | ||
绝对亏损 | 0.00 | 最多下降 % | 242.23 (4.08%) | Relative drawdown | 4.08% (242.23) |
交易订单总计 | 92 | Short positions (won %) | 81 (98.77%) | Long positions (won %) | 11 (63.64%) |
获利交易(占总百分比) | 87 (94.57%) | 亏损交易(占总百分比) | 5 (5.43%) | ||
Largest | 最大获利的交易 | 50.01 | 最大亏损的交易 | -120.04 | |
Average | 最大获利的交易 | 33.89 | 最大亏损的交易 | -50.85 | |
最大值 | 最大连续获利金额 | 85 (2936.83) | 最大连续亏损金额 | 4 (-208.16) | |
最大的 | 最大连续获利次数 | 2936.83 (85) | 最大连续亏损次数 | -208.16 (4) | |
Average | 最大连续获利 | 44 | 最大连续亏损 | 3 |
# | 时间 | 类型 | 定单 | 手数 | 价格 | 止损 | 获利 | 获利 | 余额 |
1 | 2007.04.05 18:08 | sell | 1 | 0.10 | 1.3432 | 0.0000 | 1.3399 | ||
2 | 2007.04.05 20:50 | sell | 2 | 0.10 | 1.3428 | 0.0000 | 1.3395 | ||
3 | 2007.04.06 15:30 | t/p | 1 | 0.10 | 1.3399 | 0.0000 | 1.3399 | 33.44 | 3033.44 |
4 | 2007.04.06 15:30 | t/p | 2 | 0.10 | 1.3395 | 0.0000 | 1.3395 | 33.44 | 3066.87 |
5 | 2007.04.09 09:41 | buy | 3 | 0.10 | 1.3358 | 0.0000 | 1.3391 | ||
6 | 2007.04.09 16:57 | sell | 4 | 0.10 | 1.3364 | 0.0000 | 1.3331 | ||
7 | 2007.04.10 04:52 | t/p | 3 | 0.10 | 1.3391 | 0.0000 | 1.3391 | 32.36 | 3099.23 |
8 | 2007.04.10 07:36 | sell | 5 | 0.10 | 1.3415 | 0.0000 | 1.3382 | ||
9 | 2007.04.10 08:17 | sell | 6 | 0.10 | 1.3418 | 0.0000 | 1.3385 | ||
10 | 2007.04.12 04:52 | sell | 7 | 0.10 | 1.3456 | 0.0000 | 1.3423 | ||
11 | 2007.04.12 05:50 | sell | 8 | 0.10 | 1.3465 | 0.0000 | 1.3432 | ||
12 | 2007.04.13 05:51 | sell | 9 | 0.10 | 1.3516 | 0.0000 | 1.3483 | ||
13 | 2007.04.13 08:51 | sell | 10 | 0.10 | 1.3512 | 0.0000 | 1.3479 | ||
14 | 2007.04.13 09:39 | sell | 11 | 0.10 | 1.3525 | 0.0000 | 1.3492 | ||
15 | 2007.04.13 09:46 | sell | 12 | 0.10 | 1.3521 | 0.0000 | 1.3488 | ||
16 | 2007.04.13 10:30 | sell | 13 | 0.10 | 1.3529 | 0.0000 | 1.3496 | ||
17 | 2007.04.13 16:07 | sell | 14 | 0.10 | 1.3534 | 0.0000 | 1.3501 | ||
18 | 2007.04.13 16:53 | sell | 15 | 0.10 | 1.3544 | 0.0000 | 1.3511 | ||
19 | 2007.04.13 17:57 | t/p | 15 | 0.10 | 1.3511 | 0.0000 | 1.3511 | 33.00 | 3132.23 |
20 | 2007.04.13 18:17 | t/p | 14 | 0.10 | 1.3501 | 0.0000 | 1.3501 | 33.00 | 3165.23 |
21 | 2007.04.13 18:18 | t/p | 13 | 0.10 | 1.3496 | 0.0000 | 1.3496 | 33.00 | 3198.23 |
22 | 2007.04.13 18:18 | t/p | 11 | 0.10 | 1.3492 | 0.0000 | 1.3492 | 33.00 | 3231.23 |
23 | 2007.04.13 18:18 | t/p | 12 | 0.10 | 1.3488 | 0.0000 | 1.3488 | 33.00 | 3264.23 |
24 | 2007.04.13 18:52 | sell | 16 | 0.10 | 1.3514 | 0.0000 | 1.3481 | ||
25 | 2007.04.17 18:52 | sell | 17 | 0.10 | 1.3573 | 0.0000 | 1.3540 | ||
26 | 2007.04.18 08:34 | sell | 18 | 0.10 | 1.3592 | 0.0000 | 1.3559 | ||
27 | 2007.04.18 09:31 | sell | 19 | 0.10 | 1.3590 | 0.0000 | 1.3557 | ||
28 | 2007.04.18 10:02 | sell | 20 | 0.10 | 1.3595 | 0.0000 | 1.3562 | ||
29 | 2007.04.18 12:10 | sell | 21 | 0.10 | 1.3609 | 0.0000 | 1.3576 | ||
30 | 2007.04.18 15:05 | t/p | 21 | 0.10 | 1.3576 | 0.0000 | 1.3576 | 33.00 | 3297.23 |
31 | 2007.04.18 15:33 | t/p | 20 | 0.10 | 1.3562 | 0.0000 | 1.3562 | 33.00 | 3330.23 |
32 | 2007.04.18 15:35 | t/p | 18 | 0.10 | 1.3559 | 0.0000 | 1.3559 | 33.00 | 3363.23 |
33 | 2007.04.19 02:04 | sell | 22 | 0.10 | 1.3611 | 0.0000 | 1.3578 | ||
34 | 2007.04.19 02:12 | sell | 23 | 0.10 | 1.3615 | 0.0000 | 1.3582 | ||
35 | 2007.04.19 02:21 | sell | 24 | 0.10 | 1.3617 | 0.0000 | 1.3584 | ||
36 | 2007.04.19 05:37 | t/p | 24 | 0.10 | 1.3584 | 0.0000 | 1.3584 | 33.00 | 3396.23 |
37 | 2007.04.19 05:40 | t/p | 23 | 0.10 | 1.3582 | 0.0000 | 1.3582 | 33.00 | 3429.23 |
38 | 2007.04.19 06:18 | sell | 25 | 0.10 | 1.3589 | 0.0000 | 1.3556 | ||
39 | 2007.04.19 09:28 | t/p | 22 | 0.10 | 1.3578 | 0.0000 | 1.3578 | 33.00 | 3462.23 |
40 | 2007.04.19 17:37 | sell | 26 | 0.10 | 1.3599 | 0.0000 | 1.3566 | ||
41 | 2007.04.20 05:11 | sell | 27 | 0.10 | 1.3615 | 0.0000 | 1.3582 | ||
42 | 2007.04.20 16:47 | buy | 28 | 0.10 | 1.3596 | 0.0000 | 1.3629 | ||
43 | 2007.04.23 08:54 | t/p | 27 | 0.10 | 1.3582 | 0.0000 | 1.3582 | 33.44 | 3495.67 |
44 | 2007.04.23 11:16 | buy | 29 | 0.10 | 1.3568 | 0.0000 | 1.3601 | ||
45 | 2007.04.23 11:23 | t/p | 26 | 0.10 | 1.3566 | 0.0000 | 1.3566 | 33.87 | 3529.54 |
46 | 2007.04.23 11:36 | buy | 30 | 0.10 | 1.3563 | 0.0000 | 1.3596 | ||
47 | 2007.04.23 12:06 | t/p | 19 | 0.10 | 1.3557 | 0.0000 | 1.3557 | 35.18 | 3564.72 |
48 | 2007.04.23 13:57 | t/p | 25 | 0.10 | 1.3556 | 0.0000 | 1.3556 | 33.87 | 3598.59 |
49 | 2007.04.23 23:08 | sell | 31 | 0.10 | 1.3572 | 0.0000 | 1.3539 | ||
50 | 2007.04.24 00:15 | sell | 32 | 0.10 | 1.3576 | 0.0000 | 1.3543 | ||
51 | 2007.04.24 17:00 | t/p | 30 | 0.10 | 1.3596 | 0.0000 | 1.3596 | 32.36 | 3630.95 |
52 | 2007.04.24 17:00 | t/p | 29 | 0.10 | 1.3601 | 0.0000 | 1.3601 | 32.36 | 3663.31 |
53 | 2007.04.24 17:25 | t/p | 28 | 0.10 | 1.3629 | 0.0000 | 1.3629 | 31.72 | 3695.03 |
54 | 2007.04.24 17:33 | sell | 33 | 0.10 | 1.3631 | 0.0000 | 1.3598 | ||
55 | 2007.04.24 20:29 | sell | 34 | 0.10 | 1.3622 | 0.0000 | 1.3589 | ||
56 | 2007.04.24 23:09 | sell | 35 | 0.10 | 1.3636 | 0.0000 | 1.3603 | ||
57 | 2007.04.24 23:47 | sell | 36 | 0.10 | 1.3640 | 0.0000 | 1.3607 | ||
58 | 2007.04.25 02:40 | sell | 37 | 0.10 | 1.3638 | 0.0000 | 1.3605 | ||
59 | 2007.04.25 04:38 | sell | 38 | 0.10 | 1.3635 | 0.0000 | 1.3602 | ||
60 | 2007.04.25 16:11 | sell | 39 | 0.10 | 1.3635 | 0.0000 | 1.3602 | ||
61 | 2007.04.26 11:23 | sell | 40 | 0.10 | 1.3641 | 0.0000 | 1.3608 | ||
62 | 2007.04.26 12:41 | t/p | 40 | 0.10 | 1.3608 | 0.0000 | 1.3608 | 33.00 | 3728.03 |
63 | 2007.04.26 12:42 | t/p | 36 | 0.10 | 1.3607 | 0.0000 | 1.3607 | 34.74 | 3762.78 |
64 | 2007.04.26 12:42 | t/p | 37 | 0.10 | 1.3605 | 0.0000 | 1.3605 | 34.31 | 3797.09 |
65 | 2007.04.26 13:02 | t/p | 35 | 0.10 | 1.3603 | 0.0000 | 1.3603 | 34.74 | 3831.83 |
66 | 2007.04.26 13:02 | t/p | 38 | 0.10 | 1.3602 | 0.0000 | 1.3602 | 34.31 | 3866.14 |
67 | 2007.04.26 13:02 | t/p | 39 | 0.10 | 1.3602 | 0.0000 | 1.3602 | 34.31 | 3900.45 |
68 | 2007.04.26 14:33 | t/p | 33 | 0.10 | 1.3598 | 0.0000 | 1.3598 | 34.74 | 3935.19 |
69 | 2007.04.26 15:33 | t/p | 34 | 0.10 | 1.3589 | 0.0000 | 1.3589 | 34.74 | 3969.94 |
70 | 2007.04.27 09:42 | sell | 41 | 0.10 | 1.3595 | 0.0000 | 1.3562 | ||
71 | 2007.04.27 15:16 | sell | 42 | 0.10 | 1.3644 | 0.0000 | 1.3611 | ||
72 | 2007.04.27 15:41 | sell | 43 | 0.10 | 1.3663 | 0.0000 | 1.3630 | ||
73 | 2007.04.27 16:23 | sell | 44 | 0.10 | 1.3668 | 0.0000 | 1.3635 | ||
74 | 2007.04.27 17:52 | sell | 45 | 0.10 | 1.3665 | 0.0000 | 1.3632 | ||
75 | 2007.04.27 18:05 | t/p | 44 | 0.10 | 1.3635 | 0.0000 | 1.3635 | 33.00 | 4002.94 |
76 | 2007.04.27 18:05 | t/p | 45 | 0.10 | 1.3632 | 0.0000 | 1.3632 | 33.00 | 4035.94 |
77 | 2007.04.27 18:05 | t/p | 43 | 0.10 | 1.3630 | 0.0000 | 1.3630 | 33.00 | 4068.94 |
78 | 2007.04.27 18:16 | t/p | 42 | 0.10 | 1.3611 | 0.0000 | 1.3611 | 33.00 | 4101.94 |
79 | 2007.04.27 19:27 | sell | 46 | 0.10 | 1.3627 | 0.0000 | 1.3594 | ||
80 | 2007.04.30 10:27 | t/p | 46 | 0.10 | 1.3594 | 0.0000 | 1.3594 | 33.44 | 4135.37 |
81 | 2007.04.30 20:08 | sell | 47 | 0.10 | 1.3668 | 0.0000 | 1.3635 | ||
82 | 2007.05.01 10:30 | t/p | 47 | 0.10 | 1.3635 | 0.0000 | 1.3635 | 33.44 | 4168.81 |
83 | 2007.05.02 06:31 | buy | 48 | 0.10 | 1.3569 | 0.0000 | 1.3602 | ||
84 | 2007.05.02 07:23 | t/p | 41 | 0.10 | 1.3562 | 0.0000 | 1.3562 | 34.31 | 4203.12 |
85 | 2007.05.02 17:25 | t/p | 48 | 0.10 | 1.3602 | 0.0000 | 1.3602 | 33.00 | 4236.12 |
86 | 2007.05.03 07:24 | sell | 49 | 0.10 | 1.3606 | 0.0000 | 1.3573 | ||
87 | 2007.05.03 09:13 | sell | 50 | 0.10 | 1.3616 | 0.0000 | 1.3583 | ||
88 | 2007.05.03 10:54 | sell | 51 | 0.10 | 1.3605 | 0.0000 | 1.3572 | ||
89 | 2007.05.03 12:26 | sell | 52 | 0.10 | 1.3608 | 0.0000 | 1.3575 | ||
90 | 2007.05.03 16:27 | t/p | 50 | 0.10 | 1.3583 | 0.0000 | 1.3583 | 33.00 | 4269.12 |
91 | 2007.05.03 16:46 | t/p | 52 | 0.10 | 1.3575 | 0.0000 | 1.3575 | 33.00 | 4302.12 |
92 | 2007.05.03 16:59 | t/p | 49 | 0.10 | 1.3573 | 0.0000 | 1.3573 | 33.00 | 4335.12 |
93 | 2007.05.03 17:00 | t/p | 51 | 0.10 | 1.3572 | 0.0000 | 1.3572 | 33.00 | 4368.12 |
94 | 2007.05.04 04:36 | t/p | 32 | 0.10 | 1.3543 | 0.0000 | 1.3543 | 38.23 | 4406.35 |
95 | 2007.05.04 05:25 | t/p | 17 | 0.10 | 1.3540 | 0.0000 | 1.3540 | 41.29 | 4447.64 |
96 | 2007.05.04 05:26 | t/p | 31 | 0.10 | 1.3539 | 0.0000 | 1.3539 | 38.67 | 4486.31 |
97 | 2007.05.07 08:08 | sell | 53 | 0.10 | 1.3600 | 0.0000 | 1.3567 | ||
98 | 2007.05.07 08:54 | sell | 54 | 0.10 | 1.3608 | 0.0000 | 1.3575 | ||
99 | 2007.05.07 09:54 | sell | 55 | 0.10 | 1.3606 | 0.0000 | 1.3573 | ||
100 | 2007.05.08 08:50 | sell | 56 | 0.10 | 1.3618 | 0.0000 | 1.3585 | ||
101 | 2007.05.08 11:15 | t/p | 56 | 0.10 | 1.3585 | 0.0000 | 1.3585 | 33.00 | 4519.31 |
102 | 2007.05.08 11:38 | t/p | 54 | 0.10 | 1.3575 | 0.0000 | 1.3575 | 33.44 | 4552.74 |
103 | 2007.05.08 11:50 | t/p | 55 | 0.10 | 1.3573 | 0.0000 | 1.3573 | 33.44 | 4586.18 |
104 | 2007.05.08 13:07 | t/p | 53 | 0.10 | 1.3567 | 0.0000 | 1.3567 | 33.44 | 4619.62 |
105 | 2007.05.08 17:31 | buy | 57 | 0.10 | 1.3525 | 0.0000 | 1.3558 | ||
106 | 2007.05.09 16:17 | t/p | 57 | 0.10 | 1.3558 | 0.0000 | 1.3558 | 32.36 | 4651.98 |
107 | 2007.05.10 12:59 | sell | 58 | 0.10 | 1.3535 | 0.0000 | 1.3502 | ||
108 | 2007.05.10 16:18 | t/p | 58 | 0.10 | 1.3502 | 0.0000 | 1.3502 | 33.00 | 4684.98 |
109 | 2007.05.10 19:57 | t/p | 9 | 0.10 | 1.3483 | 0.0000 | 1.3483 | 44.78 | 4729.75 |
110 | 2007.05.10 20:04 | t/p | 16 | 0.10 | 1.3481 | 0.0000 | 1.3481 | 44.78 | 4774.53 |
111 | 2007.05.10 20:04 | t/p | 10 | 0.10 | 1.3479 | 0.0000 | 1.3479 | 44.78 | 4819.30 |
112 | 2007.05.11 11:06 | sell | 59 | 0.10 | 1.3479 | 0.0000 | 1.3446 | ||
113 | 2007.05.11 17:44 | sell | 60 | 0.10 | 1.3524 | 0.0000 | 1.3491 | ||
114 | 2007.05.11 17:56 | sell | 61 | 0.10 | 1.3521 | 0.0000 | 1.3488 | ||
115 | 2007.05.11 21:06 | sell | 62 | 0.10 | 1.3523 | 0.0000 | 1.3490 | ||
116 | 2007.05.11 21:52 | sell | 63 | 0.10 | 1.3526 | 0.0000 | 1.3493 | ||
117 | 2007.05.14 00:35 | sell | 64 | 0.10 | 1.3534 | 0.0000 | 1.3501 | ||
118 | 2007.05.14 02:07 | sell | 65 | 0.10 | 1.3536 | 0.0000 | 1.3503 | ||
119 | 2007.05.14 02:36 | sell | 66 | 0.10 | 1.3542 | 0.0000 | 1.3509 | ||
120 | 2007.05.14 02:54 | sell | 67 | 0.10 | 1.3542 | 0.0000 | 1.3509 | ||
121 | 2007.05.14 05:09 | sell | 68 | 0.10 | 1.3542 | 0.0000 | 1.3509 | ||
122 | 2007.05.14 05:27 | sell | 69 | 0.10 | 1.3543 | 0.0000 | 1.3510 | ||
123 | 2007.05.14 05:30 | sell | 70 | 0.10 | 1.3544 | 0.0000 | 1.3511 | ||
124 | 2007.05.14 05:43 | sell | 71 | 0.10 | 1.3545 | 0.0000 | 1.3512 | ||
125 | 2007.05.14 05:49 | sell | 72 | 0.10 | 1.3546 | 0.0000 | 1.3513 | ||
126 | 2007.05.14 05:52 | sell | 73 | 0.10 | 1.3546 | 0.0000 | 1.3513 | ||
127 | 2007.05.14 05:58 | sell | 74 | 0.10 | 1.3545 | 0.0000 | 1.3512 | ||
128 | 2007.05.14 06:33 | sell | 75 | 0.10 | 1.3548 | 0.0000 | 1.3515 | ||
129 | 2007.05.14 10:59 | sell | 76 | 0.10 | 1.3540 | 0.0000 | 1.3507 | ||
130 | 2007.05.16 00:26 | sell | 77 | 0.10 | 1.3591 | 0.0000 | 1.3558 | ||
131 | 2007.05.16 11:46 | sell | 78 | 0.10 | 1.3600 | 0.0000 | 1.3567 | ||
132 | 2007.05.16 15:42 | t/p | 78 | 0.10 | 1.3567 | 0.0000 | 1.3567 | 33.00 | 4852.30 |
133 | 2007.05.16 18:09 | t/p | 77 | 0.10 | 1.3558 | 0.0000 | 1.3558 | 33.00 | 4885.30 |
134 | 2007.05.16 18:24 | buy | 79 | 0.10 | 1.3542 | 0.0000 | 1.3575 | ||
135 | 2007.05.16 19:03 | t/p | 75 | 0.10 | 1.3515 | 0.0000 | 1.3515 | 33.87 | 4919.18 |
136 | 2007.05.16 19:07 | t/p | 72 | 0.10 | 1.3513 | 0.0000 | 1.3513 | 33.87 | 4953.05 |
137 | 2007.05.16 19:07 | t/p | 73 | 0.10 | 1.3513 | 0.0000 | 1.3513 | 33.87 | 4986.92 |
138 | 2007.05.16 19:08 | t/p | 71 | 0.10 | 1.3512 | 0.0000 | 1.3512 | 33.87 | 5020.79 |
139 | 2007.05.16 19:08 | t/p | 74 | 0.10 | 1.3512 | 0.0000 | 1.3512 | 33.87 | 5054.67 |
140 | 2007.05.16 19:11 | t/p | 69 | 0.10 | 1.3510 | 0.0000 | 1.3510 | 33.87 | 5088.54 |
141 | 2007.05.16 19:11 | t/p | 70 | 0.10 | 1.3511 | 0.0000 | 1.3511 | 33.87 | 5122.41 |
142 | 2007.05.16 19:11 | t/p | 66 | 0.10 | 1.3509 | 0.0000 | 1.3509 | 33.87 | 5156.28 |
143 | 2007.05.16 19:11 | t/p | 67 | 0.10 | 1.3509 | 0.0000 | 1.3509 | 33.87 | 5190.16 |
144 | 2007.05.16 19:11 | t/p | 68 | 0.10 | 1.3509 | 0.0000 | 1.3509 | 33.87 | 5224.03 |
145 | 2007.05.16 19:11 | t/p | 76 | 0.10 | 1.3507 | 0.0000 | 1.3507 | 33.87 | 5257.90 |
146 | 2007.05.17 05:45 | sell | 80 | 0.10 | 1.3526 | 0.0000 | 1.3493 | ||
147 | 2007.05.17 06:15 | sell | 81 | 0.10 | 1.3526 | 0.0000 | 1.3493 | ||
148 | 2007.05.17 07:26 | sell | 82 | 0.10 | 1.3529 | 0.0000 | 1.3496 | ||
149 | 2007.05.17 15:30 | t/p | 65 | 0.10 | 1.3503 | 0.0000 | 1.3503 | 35.18 | 5293.08 |
150 | 2007.05.17 15:31 | t/p | 64 | 0.10 | 1.3501 | 0.0000 | 1.3501 | 35.18 | 5328.26 |
151 | 2007.05.17 15:33 | t/p | 82 | 0.10 | 1.3496 | 0.0000 | 1.3496 | 33.00 | 5361.26 |
152 | 2007.05.17 15:33 | t/p | 63 | 0.10 | 1.3493 | 0.0000 | 1.3493 | 35.62 | 5396.88 |
153 | 2007.05.17 15:33 | t/p | 80 | 0.10 | 1.3493 | 0.0000 | 1.3493 | 33.00 | 5429.88 |
154 | 2007.05.17 15:33 | t/p | 81 | 0.10 | 1.3493 | 0.0000 | 1.3493 | 33.00 | 5462.88 |
155 | 2007.05.17 15:33 | t/p | 60 | 0.10 | 1.3491 | 0.0000 | 1.3491 | 35.62 | 5498.50 |
156 | 2007.05.17 15:33 | t/p | 62 | 0.10 | 1.3490 | 0.0000 | 1.3490 | 35.62 | 5534.11 |
157 | 2007.05.17 15:38 | t/p | 61 | 0.10 | 1.3488 | 0.0000 | 1.3488 | 35.62 | 5569.73 |
158 | 2007.05.21 00:19 | sell | 83 | 0.10 | 1.3522 | 0.0000 | 1.3489 | ||
159 | 2007.05.21 01:40 | sell | 84 | 0.10 | 1.3523 | 0.0000 | 1.3490 | ||
160 | 2007.05.21 01:58 | sell | 85 | 0.10 | 1.3521 | 0.0000 | 1.3488 | ||
161 | 2007.05.21 12:46 | t/p | 84 | 0.10 | 1.3490 | 0.0000 | 1.3490 | 33.00 | 5602.73 |
162 | 2007.05.21 12:47 | t/p | 83 | 0.10 | 1.3489 | 0.0000 | 1.3489 | 33.00 | 5635.73 |
163 | 2007.05.21 12:47 | t/p | 85 | 0.10 | 1.3488 | 0.0000 | 1.3488 | 33.00 | 5668.73 |
164 | 2007.05.21 12:57 | buy | 86 | 0.10 | 1.3489 | 0.0000 | 1.3522 | ||
165 | 2007.05.21 13:38 | t/p | 59 | 0.10 | 1.3446 | 0.0000 | 1.3446 | 36.49 | 5705.22 |
166 | 2007.05.21 13:41 | buy | 87 | 0.10 | 1.3447 | 0.0000 | 1.3480 | ||
167 | 2007.05.22 00:12 | sell | 88 | 0.10 | 1.3467 | 0.0000 | 1.3434 | ||
168 | 2007.05.22 01:46 | sell | 89 | 0.10 | 1.3467 | 0.0000 | 1.3434 | ||
169 | 2007.05.23 10:45 | t/p | 8 | 0.10 | 1.3432 | 0.0000 | 1.3432 | 50.01 | 5755.23 |
170 | 2007.05.23 10:45 | t/p | 88 | 0.10 | 1.3434 | 0.0000 | 1.3434 | 33.44 | 5788.66 |
171 | 2007.05.23 10:45 | t/p | 89 | 0.10 | 1.3434 | 0.0000 | 1.3434 | 33.44 | 5822.10 |
172 | 2007.05.23 10:51 | t/p | 7 | 0.10 | 1.3423 | 0.0000 | 1.3423 | 50.01 | 5872.11 |
173 | 2007.05.23 14:46 | t/p | 87 | 0.10 | 1.3480 | 0.0000 | 1.3480 | 31.72 | 5903.83 |
174 | 2007.05.23 18:11 | sell | 90 | 0.10 | 1.3485 | 0.0000 | 1.3452 | ||
175 | 2007.05.23 21:15 | t/p | 90 | 0.10 | 1.3452 | 0.0000 | 1.3452 | 33.00 | 5936.83 |
176 | 2007.05.24 09:46 | buy | 91 | 0.10 | 1.3445 | 0.0000 | 1.3478 | ||
177 | 2007.05.24 11:00 | buy | 92 | 0.10 | 1.3436 | 0.0000 | 1.3469 | ||
178 | 2007.05.25 12:07 | close at stop | 92 | 0.10 | 1.3429 | 0.0000 | 1.3469 | -7.64 | 5929.19 |
179 | 2007.05.25 12:07 | close at stop | 91 | 0.10 | 1.3429 | 0.0000 | 1.3478 | -16.64 | 5912.55 |
180 | 2007.05.25 12:07 | close at stop | 86 | 0.10 | 1.3429 | 0.0000 | 1.3522 | -63.84 | 5848.71 |
181 | 2007.05.25 12:07 | close at stop | 79 | 0.10 | 1.3429 | 0.0000 | 1.3575 | -120.04 | 5728.67 |
182 | 2007.05.25 12:07 | close at stop | 6 | 0.10 | 1.3431 | 0.0000 | 1.3385 | 7.50 | 5736.17 |
183 | 2007.05.25 12:07 | close at stop | 5 | 0.10 | 1.3431 | 0.0000 | 1.3382 | 4.50 | 5740.66 |
184 | 2007.05.25 12:07 | close at stop | 4 | 0.10 | 1.3431 | 0.0000 | 1.3331 | -46.06 | 5694.60 |
我带着你慢慢地往上走
Strategy Tester Report
无止损EA--Band+kd
商品 | EURUSD (Euro vs. United States Dollar) | ||||
时间周期 | 1 分钟图 2007.04.04 08:59 - 2007.05.25 12:35 | ||||
模式 | 每个 tick (根据所有可利用最少期限的每一个Tick的分数维插值法) | ||||
参数 | k=21; d=14; s=12; a=29; Bandperiod=23; Bandxx=3; stoploss=20; TakeProfit=14; Lots=0. 1; | ||||
Bars in test | 39250 | Ticks modelled | 127310 | Modelling quality | 24.94% |
初期存款 | 1000.00 | ||||
总净盈利 | 1199.91 | 总获利 | 1199.91 | 总损失 | 0.00 |
利润比率 | Expected payoff | 14.46 | |||
绝对亏损 | 0.00 | 最多下降 % | 0.00 (0.00%) | Relative drawdown | 0.00% (0.00) |
交易订单总计 | 83 | Short positions (won %) | 81 (100.00%) | Long positions (won %) | 2 (100.00%) |
获利交易(占总百分比) | 83 (100.00%) | 亏损交易(占总百分比) | 0 (0.00%) | ||
Largest | 最大获利的交易 | 30.14 | 最大亏损的交易 | 0.00 | |
Average | 最大获利的交易 | 14.46 | 最大亏损的交易 | 0.00 | |
最大值 | 最大连续获利金额 | 83 (1199.91) | 最大连续亏损金额 | 0 (0.00) | |
最大的 | 最大连续获利次数 | 1199.91 (83) | 最大连续亏损次数 | 0.00 (0) | |
Average | 最大连续获利 | 83 | 最大连续亏损 | 0 |
# | 时间 | 类型 | 定单 | 手数 | 价格 | 止损 | 获利 | 获利 | 余额 |
1 | 2007.04.05 18:08 | sell | 1 | 0.10 | 1.3432 | 0.0000 | 1.3418 | ||
2 | 2007.04.05 20:50 | sell | 2 | 0.10 | 1.3428 | 0.0000 | 1.3414 | ||
3 | 2007.04.06 07:45 | t/p | 1 | 0.10 | 1.3418 | 0.0000 | 1.3418 | 14.44 | 1014.44 |
4 | 2007.04.06 09:20 | t/p | 2 | 0.10 | 1.3414 | 0.0000 | 1.3414 | 14.44 | 1028.87 |
5 | 2007.04.09 16:57 | sell | 3 | 0.10 | 1.3364 | 0.0000 | 1.3350 | ||
6 | 2007.04.09 19:42 | t/p | 3 | 0.10 | 1.3350 | 0.0000 | 1.3350 | 14.00 | 1042.87 |
7 | 2007.04.10 07:36 | sell | 4 | 0.10 | 1.3415 | 0.0000 | 1.3401 | ||
8 | 2007.04.10 08:17 | sell | 5 | 0.10 | 1.3418 | 0.0000 | 1.3404 | ||
9 | 2007.04.10 11:21 | t/p | 5 | 0.10 | 1.3404 | 0.0000 | 1.3404 | 14.00 | 1056.87 |
10 | 2007.04.12 04:52 | sell | 6 | 0.10 | 1.3456 | 0.0000 | 1.3442 | ||
11 | 2007.04.12 05:50 | sell | 7 | 0.10 | 1.3465 | 0.0000 | 1.3451 | ||
12 | 2007.04.12 11:49 | t/p | 7 | 0.10 | 1.3451 | 0.0000 | 1.3451 | 14.00 | 1070.87 |
13 | 2007.04.13 05:51 | sell | 8 | 0.10 | 1.3516 | 0.0000 | 1.3502 | ||
14 | 2007.04.13 08:51 | sell | 9 | 0.10 | 1.3512 | 0.0000 | 1.3498 | ||
15 | 2007.04.13 09:39 | sell | 10 | 0.10 | 1.3525 | 0.0000 | 1.3511 | ||
16 | 2007.04.13 09:46 | sell | 11 | 0.10 | 1.3521 | 0.0000 | 1.3507 | ||
17 | 2007.04.13 10:30 | sell | 12 | 0.10 | 1.3529 | 0.0000 | 1.3515 | ||
18 | 2007.04.13 16:07 | sell | 13 | 0.10 | 1.3534 | 0.0000 | 1.3520 | ||
19 | 2007.04.13 16:53 | sell | 14 | 0.10 | 1.3544 | 0.0000 | 1.3530 | ||
20 | 2007.04.13 17:38 | t/p | 14 | 0.10 | 1.3530 | 0.0000 | 1.3530 | 14.00 | 1084.87 |
21 | 2007.04.13 17:40 | t/p | 13 | 0.10 | 1.3520 | 0.0000 | 1.3520 | 14.00 | 1098.87 |
22 | 2007.04.13 17:41 | t/p | 12 | 0.10 | 1.3515 | 0.0000 | 1.3515 | 14.00 | 1112.87 |
23 | 2007.04.13 17:57 | t/p | 10 | 0.10 | 1.3511 | 0.0000 | 1.3511 | 14.00 | 1126.87 |
24 | 2007.04.13 18:10 | t/p | 11 | 0.10 | 1.3507 | 0.0000 | 1.3507 | 14.00 | 1140.87 |
25 | 2007.04.13 18:17 | t/p | 8 | 0.10 | 1.3502 | 0.0000 | 1.3502 | 14.00 | 1154.87 |
26 | 2007.04.13 18:17 | t/p | 9 | 0.10 | 1.3498 | 0.0000 | 1.3498 | 14.00 | 1168.87 |
27 | 2007.04.13 18:52 | sell | 15 | 0.10 | 1.3514 | 0.0000 | 1.3500 | ||
28 | 2007.04.17 18:52 | sell | 16 | 0.10 | 1.3573 | 0.0000 | 1.3559 | ||
29 | 2007.04.17 19:22 | t/p | 16 | 0.10 | 1.3559 | 0.0000 | 1.3559 | 14.00 | 1182.87 |
30 | 2007.04.18 08:34 | sell | 17 | 0.10 | 1.3592 | 0.0000 | 1.3578 | ||
31 | 2007.04.18 09:31 | sell | 18 | 0.10 | 1.3590 | 0.0000 | 1.3576 | ||
32 | 2007.04.18 10:02 | sell | 19 | 0.10 | 1.3595 | 0.0000 | 1.3581 | ||
33 | 2007.04.18 12:10 | sell | 20 | 0.10 | 1.3609 | 0.0000 | 1.3595 | ||
34 | 2007.04.18 14:22 | t/p | 20 | 0.10 | 1.3595 | 0.0000 | 1.3595 | 14.00 | 1196.87 |
35 | 2007.04.18 15:05 | t/p | 19 | 0.10 | 1.3581 | 0.0000 | 1.3581 | 14.00 | 1210.87 |
36 | 2007.04.18 15:05 | t/p | 17 | 0.10 | 1.3578 | 0.0000 | 1.3578 | 14.00 | 1224.87 |
37 | 2007.04.18 15:05 | t/p | 18 | 0.10 | 1.3576 | 0.0000 | 1.3576 | 14.00 | 1238.87 |
38 | 2007.04.19 02:04 | sell | 21 | 0.10 | 1.3611 | 0.0000 | 1.3597 | ||
39 | 2007.04.19 02:12 | sell | 22 | 0.10 | 1.3615 | 0.0000 | 1.3601 | ||
40 | 2007.04.19 02:21 | sell | 23 | 0.10 | 1.3617 | 0.0000 | 1.3603 | ||
41 | 2007.04.19 03:47 | t/p | 23 | 0.10 | 1.3603 | 0.0000 | 1.3603 | 14.00 | 1252.87 |
42 | 2007.04.19 03:48 | t/p | 22 | 0.10 | 1.3601 | 0.0000 | 1.3601 | 14.00 | 1266.87 |
43 | 2007.04.19 04:12 | t/p | 21 | 0.10 | 1.3597 | 0.0000 | 1.3597 | 14.00 | 1280.87 |
44 | 2007.04.19 06:18 | sell | 24 | 0.10 | 1.3589 | 0.0000 | 1.3575 | ||
45 | 2007.04.19 09:44 | t/p | 24 | 0.10 | 1.3575 | 0.0000 | 1.3575 | 14.00 | 1294.87 |
46 | 2007.04.19 17:37 | sell | 25 | 0.10 | 1.3599 | 0.0000 | 1.3585 | ||
47 | 2007.04.20 05:11 | sell | 26 | 0.10 | 1.3615 | 0.0000 | 1.3601 | ||
48 | 2007.04.20 15:55 | t/p | 26 | 0.10 | 1.3601 | 0.0000 | 1.3601 | 14.00 | 1308.87 |
49 | 2007.04.23 06:51 | t/p | 25 | 0.10 | 1.3585 | 0.0000 | 1.3585 | 14.87 | 1323.74 |
50 | 2007.04.23 23:08 | sell | 27 | 0.10 | 1.3572 | 0.0000 | 1.3558 | ||
51 | 2007.04.24 00:15 | sell | 28 | 0.10 | 1.3576 | 0.0000 | 1.3562 | ||
52 | 2007.04.24 04:35 | t/p | 28 | 0.10 | 1.3562 | 0.0000 | 1.3562 | 14.00 | 1337.74 |
53 | 2007.04.24 04:56 | t/p | 27 | 0.10 | 1.3558 | 0.0000 | 1.3558 | 14.44 | 1352.18 |
54 | 2007.04.24 17:33 | sell | 29 | 0.10 | 1.3631 | 0.0000 | 1.3617 | ||
55 | 2007.04.24 18:45 | t/p | 29 | 0.10 | 1.3617 | 0.0000 | 1.3617 | 14.00 | 1366.18 |
56 | 2007.04.24 20:29 | sell | 30 | 0.10 | 1.3622 | 0.0000 | 1.3608 | ||
57 | 2007.04.24 23:09 | sell | 31 | 0.10 | 1.3636 | 0.0000 | 1.3622 | ||
58 | 2007.04.24 23:47 | sell | 32 | 0.10 | 1.3640 | 0.0000 | 1.3626 | ||
59 | 2007.04.25 02:40 | sell | 33 | 0.10 | 1.3638 | 0.0000 | 1.3624 | ||
60 | 2007.04.25 03:18 | t/p | 32 | 0.10 | 1.3626 | 0.0000 | 1.3626 | 14.44 | 1380.62 |
61 | 2007.04.25 03:54 | t/p | 33 | 0.10 | 1.3624 | 0.0000 | 1.3624 | 14.00 | 1394.62 |
62 | 2007.04.25 04:38 | sell | 34 | 0.10 | 1.3635 | 0.0000 | 1.3621 | ||
63 | 2007.04.25 15:41 | t/p | 31 | 0.10 | 1.3622 | 0.0000 | 1.3622 | 14.44 | 1409.05 |
64 | 2007.04.25 16:11 | sell | 35 | 0.10 | 1.3635 | 0.0000 | 1.3621 | ||
65 | 2007.04.26 11:23 | sell | 36 | 0.10 | 1.3641 | 0.0000 | 1.3627 | ||
66 | 2007.04.26 12:31 | t/p | 36 | 0.10 | 1.3627 | 0.0000 | 1.3627 | 14.00 | 1423.05 |
67 | 2007.04.26 12:33 | t/p | 34 | 0.10 | 1.3621 | 0.0000 | 1.3621 | 15.31 | 1438.36 |
68 | 2007.04.26 12:33 | t/p | 35 | 0.10 | 1.3621 | 0.0000 | 1.3621 | 15.31 | 1453.67 |
69 | 2007.04.26 12:41 | t/p | 30 | 0.10 | 1.3608 | 0.0000 | 1.3608 | 15.74 | 1469.41 |
70 | 2007.04.27 09:42 | sell | 37 | 0.10 | 1.3595 | 0.0000 | 1.3581 | ||
71 | 2007.04.27 15:16 | sell | 38 | 0.10 | 1.3644 | 0.0000 | 1.3630 | ||
72 | 2007.04.27 15:41 | sell | 39 | 0.10 | 1.3663 | 0.0000 | 1.3649 | ||
73 | 2007.04.27 16:23 | sell | 40 | 0.10 | 1.3668 | 0.0000 | 1.3654 | ||
74 | 2007.04.27 17:02 | t/p | 40 | 0.10 | 1.3654 | 0.0000 | 1.3654 | 14.00 | 1483.41 |
75 | 2007.04.27 17:52 | sell | 41 | 0.10 | 1.3665 | 0.0000 | 1.3651 | ||
76 | 2007.04.27 18:04 | t/p | 39 | 0.10 | 1.3649 | 0.0000 | 1.3649 | 14.00 | 1497.41 |
77 | 2007.04.27 18:04 | t/p | 41 | 0.10 | 1.3651 | 0.0000 | 1.3651 | 14.00 | 1511.41 |
78 | 2007.04.27 18:05 | t/p | 38 | 0.10 | 1.3630 | 0.0000 | 1.3630 | 14.00 | 1525.41 |
79 | 2007.04.27 19:27 | sell | 42 | 0.10 | 1.3627 | 0.0000 | 1.3613 | ||
80 | 2007.04.30 09:11 | t/p | 42 | 0.10 | 1.3613 | 0.0000 | 1.3613 | 14.44 | 1539.85 |
81 | 2007.04.30 20:08 | sell | 43 | 0.10 | 1.3668 | 0.0000 | 1.3654 | ||
82 | 2007.04.30 21:46 | t/p | 43 | 0.10 | 1.3654 | 0.0000 | 1.3654 | 14.00 | 1553.85 |
83 | 2007.05.02 06:18 | t/p | 37 | 0.10 | 1.3581 | 0.0000 | 1.3581 | 15.31 | 1569.16 |
84 | 2007.05.02 06:31 | buy | 44 | 0.10 | 1.3569 | 0.0000 | 1.3583 | ||
85 | 2007.05.02 08:41 | t/p | 44 | 0.10 | 1.3583 | 0.0000 | 1.3583 | 14.00 | 1583.16 |
86 | 2007.05.03 07:24 | sell | 45 | 0.10 | 1.3606 | 0.0000 | 1.3592 | ||
87 | 2007.05.03 09:13 | sell | 46 | 0.10 | 1.3616 | 0.0000 | 1.3602 | ||
88 | 2007.05.03 10:54 | sell | 47 | 0.10 | 1.3605 | 0.0000 | 1.3591 | ||
89 | 2007.05.03 12:26 | sell | 48 | 0.10 | 1.3608 | 0.0000 | 1.3594 | ||
90 | 2007.05.03 15:32 | t/p | 46 | 0.10 | 1.3602 | 0.0000 | 1.3602 | 14.00 | 1597.16 |
91 | 2007.05.03 15:55 | t/p | 48 | 0.10 | 1.3594 | 0.0000 | 1.3594 | 14.00 | 1611.16 |
92 | 2007.05.03 15:57 | t/p | 45 | 0.10 | 1.3592 | 0.0000 | 1.3592 | 14.00 | 1625.16 |
93 | 2007.05.03 16:01 | t/p | 47 | 0.10 | 1.3591 | 0.0000 | 1.3591 | 14.00 | 1639.16 |
94 | 2007.05.07 08:08 | sell | 49 | 0.10 | 1.3600 | 0.0000 | 1.3586 | ||
95 | 2007.05.07 08:54 | sell | 50 | 0.10 | 1.3608 | 0.0000 | 1.3594 | ||
96 | 2007.05.07 09:54 | sell | 51 | 0.10 | 1.3606 | 0.0000 | 1.3592 | ||
97 | 2007.05.08 08:50 | sell | 52 | 0.10 | 1.3618 | 0.0000 | 1.3604 | ||
98 | 2007.05.08 10:26 | t/p | 52 | 0.10 | 1.3604 | 0.0000 | 1.3604 | 14.00 | 1653.16 |
99 | 2007.05.08 11:11 | t/p | 50 | 0.10 | 1.3594 | 0.0000 | 1.3594 | 14.44 | 1667.60 |
100 | 2007.05.08 11:12 | t/p | 51 | 0.10 | 1.3592 | 0.0000 | 1.3592 | 14.44 | 1682.03 |
101 | 2007.05.08 11:15 | t/p | 49 | 0.10 | 1.3586 | 0.0000 | 1.3586 | 14.44 | 1696.47 |
102 | 2007.05.10 12:59 | sell | 53 | 0.10 | 1.3535 | 0.0000 | 1.3521 | ||
103 | 2007.05.10 15:50 | t/p | 53 | 0.10 | 1.3521 | 0.0000 | 1.3521 | 14.00 | 1710.47 |
104 | 2007.05.10 16:20 | t/p | 15 | 0.10 | 1.3500 | 0.0000 | 1.3500 | 25.78 | 1736.24 |
105 | 2007.05.11 11:06 | sell | 54 | 0.10 | 1.3479 | 0.0000 | 1.3465 | ||
106 | 2007.05.11 17:44 | sell | 55 | 0.10 | 1.3524 | 0.0000 | 1.3510 | ||
107 | 2007.05.11 17:56 | sell | 56 | 0.10 | 1.3521 | 0.0000 | 1.3507 | ||
108 | 2007.05.11 20:01 | t/p | 55 | 0.10 | 1.3510 | 0.0000 | 1.3510 | 14.00 | 1750.24 |
109 | 2007.05.11 21:06 | sell | 57 | 0.10 | 1.3523 | 0.0000 | 1.3509 | ||
110 | 2007.05.11 21:52 | sell | 58 | 0.10 | 1.3526 | 0.0000 | 1.3512 | ||
111 | 2007.05.14 00:35 | sell | 59 | 0.10 | 1.3534 | 0.0000 | 1.3520 | ||
112 | 2007.05.14 02:07 | sell | 60 | 0.10 | 1.3536 | 0.0000 | 1.3522 | ||
113 | 2007.05.14 02:36 | sell | 61 | 0.10 | 1.3542 | 0.0000 | 1.3528 | ||
114 | 2007.05.14 02:54 | sell | 62 | 0.10 | 1.3542 | 0.0000 | 1.3528 | ||
115 | 2007.05.14 05:09 | sell | 63 | 0.10 | 1.3542 | 0.0000 | 1.3528 | ||
116 | 2007.05.14 05:27 | sell | 64 | 0.10 | 1.3543 | 0.0000 | 1.3529 | ||
117 | 2007.05.14 05:30 | sell | 65 | 0.10 | 1.3544 | 0.0000 | 1.3530 | ||
118 | 2007.05.14 05:43 | sell | 66 | 0.10 | 1.3545 | 0.0000 | 1.3531 | ||
119 | 2007.05.14 05:49 | sell | 67 | 0.10 | 1.3546 | 0.0000 | 1.3532 | ||
120 | 2007.05.14 05:52 | sell | 68 | 0.10 | 1.3546 | 0.0000 | 1.3532 | ||
121 | 2007.05.14 05:58 | sell | 69 | 0.10 | 1.3545 | 0.0000 | 1.3531 | ||
122 | 2007.05.14 06:33 | sell | 70 | 0.10 | 1.3548 | 0.0000 | 1.3534 | ||
123 | 2007.05.14 09:38 | t/p | 70 | 0.10 | 1.3534 | 0.0000 | 1.3534 | 14.00 | 1764.24 |
124 | 2007.05.14 09:41 | t/p | 67 | 0.10 | 1.3532 | 0.0000 | 1.3532 | 14.00 | 1778.24 |
125 | 2007.05.14 09:41 | t/p | 68 | 0.10 | 1.3532 | 0.0000 | 1.3532 | 14.00 | 1792.24 |
126 | 2007.05.14 09:42 | t/p | 66 | 0.10 | 1.3531 | 0.0000 | 1.3531 | 14.00 | 1806.24 |
127 | 2007.05.14 09:42 | t/p | 69 | 0.10 | 1.3531 | 0.0000 | 1.3531 | 14.00 | 1820.24 |
128 | 2007.05.14 10:25 | t/p | 65 | 0.10 | 1.3530 | 0.0000 | 1.3530 | 14.00 | 1834.24 |
129 | 2007.05.14 10:26 | t/p | 61 | 0.10 | 1.3528 | 0.0000 | 1.3528 | 14.00 | 1848.24 |
130 | 2007.05.14 10:26 | t/p | 62 | 0.10 | 1.3528 | 0.0000 | 1.3528 | 14.00 | 1862.24 |
131 | 2007.05.14 10:26 | t/p | 63 | 0.10 | 1.3528 | 0.0000 | 1.3528 | 14.00 | 1876.24 |
132 | 2007.05.14 10:26 | t/p | 64 | 0.10 | 1.3529 | 0.0000 | 1.3529 | 14.00 | 1890.24 |
133 | 2007.05.14 10:59 | sell | 71 | 0.10 | 1.3540 | 0.0000 | 1.3526 | ||
134 | 2007.05.16 00:26 | sell | 72 | 0.10 | 1.3591 | 0.0000 | 1.3577 | ||
135 | 2007.05.16 11:46 | sell | 73 | 0.10 | 1.3600 | 0.0000 | 1.3586 | ||
136 | 2007.05.16 14:38 | t/p | 73 | 0.10 | 1.3586 | 0.0000 | 1.3586 | 14.00 | 1904.24 |
137 | 2007.05.16 15:01 | t/p | 72 | 0.10 | 1.3577 | 0.0000 | 1.3577 | 14.00 | 1918.24 |
138 | 2007.05.16 18:30 | t/p | 71 | 0.10 | 1.3526 | 0.0000 | 1.3526 | 14.87 | 1933.12 |
139 | 2007.05.16 18:48 | t/p | 60 | 0.10 | 1.3522 | 0.0000 | 1.3522 | 14.87 | 1947.99 |
140 | 2007.05.16 18:48 | t/p | 59 | 0.10 | 1.3520 | 0.0000 | 1.3520 | 14.87 | 1962.86 |
141 | 2007.05.16 19:08 | t/p | 58 | 0.10 | 1.3512 | 0.0000 | 1.3512 | 15.31 | 1978.17 |
142 | 2007.05.16 19:11 | t/p | 57 | 0.10 | 1.3509 | 0.0000 | 1.3509 | 15.31 | 1993.48 |
143 | 2007.05.16 19:11 | t/p | 56 | 0.10 | 1.3507 | 0.0000 | 1.3507 | 15.31 | 2008.79 |
144 | 2007.05.17 05:45 | sell | 74 | 0.10 | 1.3526 | 0.0000 | 1.3512 | ||
145 | 2007.05.17 06:15 | sell | 75 | 0.10 | 1.3526 | 0.0000 | 1.3512 | ||
146 | 2007.05.17 07:26 | sell | 76 | 0.10 | 1.3529 | 0.0000 | 1.3515 | ||
147 | 2007.05.17 14:07 | t/p | 76 | 0.10 | 1.3515 | 0.0000 | 1.3515 | 14.00 | 2022.79 |
148 | 2007.05.17 14:15 | t/p | 74 | 0.10 | 1.3512 | 0.0000 | 1.3512 | 14.00 | 2036.79 |
149 | 2007.05.17 14:15 | t/p | 75 | 0.10 | 1.3512 | 0.0000 | 1.3512 | 14.00 | 2050.79 |
150 | 2007.05.21 00:19 | sell | 77 | 0.10 | 1.3522 | 0.0000 | 1.3508 | ||
151 | 2007.05.21 01:40 | sell | 78 | 0.10 | 1.3523 | 0.0000 | 1.3509 | ||
152 | 2007.05.21 01:58 | sell | 79 | 0.10 | 1.3521 | 0.0000 | 1.3507 | ||
153 | 2007.05.21 09:53 | t/p | 78 | 0.10 | 1.3509 | 0.0000 | 1.3509 | 14.00 | 2064.79 |
154 | 2007.05.21 09:54 | t/p | 77 | 0.10 | 1.3508 | 0.0000 | 1.3508 | 14.00 | 2078.79 |
155 | 2007.05.21 09:58 | t/p | 79 | 0.10 | 1.3507 | 0.0000 | 1.3507 | 14.00 | 2092.79 |
156 | 2007.05.21 13:34 | t/p | 54 | 0.10 | 1.3465 | 0.0000 | 1.3465 | 17.49 | 2110.28 |
157 | 2007.05.21 13:38 | t/p | 6 | 0.10 | 1.3442 | 0.0000 | 1.3442 | 30.14 | 2140.41 |
158 | 2007.05.21 13:41 | buy | 80 | 0.10 | 1.3447 | 0.0000 | 1.3461 | ||
159 | 2007.05.21 19:06 | t/p | 80 | 0.10 | 1.3461 | 0.0000 | 1.3461 | 14.00 | 2154.41 |
160 | 2007.05.22 00:12 | sell | 81 | 0.10 | 1.3467 | 0.0000 | 1.3453 | ||
161 | 2007.05.22 01:46 | sell | 82 | 0.10 | 1.3467 | 0.0000 | 1.3453 | ||
162 | 2007.05.22 12:31 | t/p | 81 | 0.10 | 1.3453 | 0.0000 | 1.3453 | 14.00 | 2168.41 |
163 | 2007.05.22 12:31 | t/p | 82 | 0.10 | 1.3453 | 0.0000 | 1.3453 | 14.00 | 2182.41 |
164 | 2007.05.23 18:11 | sell | 83 | 0.10 | 1.3485 | 0.0000 | 1.3471 | ||
165 | 2007.05.23 19:52 | t/p | 83 | 0.10 | 1.3471 | 0.0000 | 1.3471 | 14.00 | 2196.41 |
166 | 2007.05.25 12:35 | close at stop | 4 | 0.10 | 1.3432 | 0.0000 | 1.3401 | 3.50 | 2199.91 |
搂主
也许扫你的兴
Modelling quality
的质量才24.93%太低
一般要在90%以上
你的ea测试无实际意义
也许扫你的兴
Modelling quality
的质量才24.93%太低
一般要在90%以上
你的ea测试无实际意义
大家应该明白,其实这个EA不依赖技术指标判断,关键是资金,要有资金能够铺垫,我用的起始资金都是$1000,
单子是0.1手开的,但是一开往往是连续的,所以要么连续浮亏,要么连续盈利,最重要的是根据长期与短期趋势是否相矛盾,
如果趋势不一致,那么所有多空单子都能够在短期内盈利,如期趋势一致,那么则暴仓终止,
所以抓住长短期趋势相悖是本EA获利关键,这是唯一需要看一看的东西,至于各种技术指标及进出点位,
,不需要费神考虑,我连测试都不愿意去仔细做,一句话,无所谓,这个EA的盈利不需要技术上的保证,
它一定会盈利.
有下载的地方么
无聊之极