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xfxyldj
172
xfxyldj 2007.06.19 13:16 

智能交易系统测试报告 ,图片怎么看不到呢?很漂亮的曲线。

OneOrder

商品 GBPUSD (Great Britain Pound vs US Dollar)
时间周期 日线图 2006.08.01 00:00 - 2007.06.18 00:00 (2006.08.01 - 2007.06.18)
复盘模型 每个即时价位(基于所有可利用的最小时段的每一个价位的分形插值计算)
参数 Magic=1; MagicBuy=1; MagicSell=1; LotsB=1; price=10; slippage=3; StopLoss=100; TakeProfit=35; MoveStopPoint=2000; MA_Model=2; PRICE_Model=1; PeriodX=0; SMA=3; Macd_MA1=2; Macd_MA2=2; Macd_Signal=2; Macd_Sift=0;
经测试过的柱数 2204 用于复盘的即时价数量 1291090 复盘模型的质量 90.00%
起始资金 2000.00
总净盈利 8716.82 总获利 13192.13 总亏损 -4475.31
盈利比 2.95 预期盈利 138.36
绝对亏损 28.00 最大亏损 1610.91 (19.56%) 相对亏损 28.21% (959.00)
交易单总计 63 卖单 (获利百分比) 33 (87.88%) 买单 (获利百分比) 30 (83.33%)
盈利交易(占总百分比) 54 (85.71%) 亏损交易(占总百分比) 9 (14.29%)
最大: 获利交易 245.00 亏损交易 -702.73
平均: 获利交易 244.30 亏损交易 -497.26
最大: 连续获利金额 14 (3420.55) 连续亏损金额 2 (-516.88)
最多: 连续获利次数 3420.55 (14) 连续亏损次数 -702.73 (1)
平均: 连续获利 6 连续亏损 1

xfxyldj
172
xfxyldj 2007.06.19 13:40  
OneOrder

商品 GBPUSD (Great Britain Pound vs US Dollar)
时间周期 日线图 2006.08.01 00:00 - 2007.06.18 00:00 (2006.08.01 - 2007.06.18)
# 时间 类型 定单 手数 价位 止损 获利 获利 余额
1 2006.08.10 16:17 sell limit 1 1.00 1.8978 1.9078 1.8943
2 2006.08.10 16:18 sell 1 1.00 1.8978 1.9078 1.8943
3 2006.08.10 16:25 t/p 1 1.00 1.8943 1.9078 1.8943 245.00 2245.00
4 2006.08.16 14:31 buy limit 2 1.00 1.8973 1.8873 1.9008
5 2006.08.16 14:31 buy 2 1.00 1.8973 1.8873 1.9008
6 2006.08.16 15:16 t/p 2 1.00 1.9008 1.8873 1.9008 245.00 2490.00
7 2006.08.17 19:00 sell limit 3 1.00 1.8903 1.9003 1.8868
8 2006.08.17 19:13 sell 3 1.00 1.8903 1.9003 1.8868
9 2006.08.17 19:22 t/p 3 1.00 1.8868 1.9003 1.8868 245.00 2735.00
10 2006.08.21 11:10 buy limit 4 1.00 1.8964 1.8864 1.8999
11 2006.08.21 11:13 buy 4 1.00 1.8964 1.8864 1.8999
12 2006.08.21 16:09 t/p 4 1.00 1.8999 1.8864 1.8999 245.00 2980.00
13 2006.08.22 00:00 buy limit 5 1.00 1.8918 1.8818 1.8953
14 2006.08.22 00:09 buy 5 1.00 1.8918 1.8818 1.8953
15 2006.08.22 09:01 t/p 5 1.00 1.8953 1.8818 1.8953 245.00 3225.00
16 2006.08.23 00:00 sell limit 6 1.00 1.8890 1.8990 1.8855
17 2006.08.23 00:51 sell 6 1.00 1.8890 1.8990 1.8855
18 2006.08.23 16:01 s/l 6 1.00 1.8990 1.8990 1.8855 -700.00 2525.00
19 2006.08.25 00:00 sell limit 7 1.00 1.8885 1.8985 1.8850
20 2006.08.25 03:33 sell 7 1.00 1.8885 1.8985 1.8850
21 2006.08.25 08:29 t/p 7 1.00 1.8850 1.8985 1.8850 245.00 2770.00
22 2006.08.28 09:01 buy limit 8 1.00 1.8919 1.8819 1.8954
23 2006.08.29 16:53 buy 8 1.00 1.8919 1.8819 1.8954
24 2006.08.29 20:07 t/p 8 1.00 1.8954 1.8819 1.8954 245.00 3015.00
25 2006.09.05 09:35 sell limit 9 1.00 1.9004 1.9104 1.8969
26 2006.09.05 11:39 sell 9 1.00 1.9004 1.9104 1.8969
27 2006.09.05 15:21 t/p 9 1.00 1.8969 1.9104 1.8969 245.00 3260.00
28 2006.09.13 00:00 buy limit 10 1.00 1.8731 1.8631 1.8766
29 2006.09.13 02:14 buy 10 1.00 1.8731 1.8631 1.8766
30 2006.09.13 17:50 t/p 10 1.00 1.8766 1.8631 1.8766 245.00 3505.00
31 2006.09.18 00:33 sell limit 11 1.00 1.8774 1.8874 1.8739
32 2006.09.18 00:38 sell 11 1.00 1.8774 1.8874 1.8739
33 2006.09.18 13:29 t/p 11 1.00 1.8739 1.8874 1.8739 245.00 3750.00
34 2006.09.27 00:00 sell limit 12 1.00 1.8954 1.9054 1.8919
35 2006.09.27 01:23 sell 12 1.00 1.8954 1.9054 1.8919
36 2006.09.27 09:45 t/p 12 1.00 1.8919 1.9054 1.8919 245.00 3995.00
37 2006.10.03 00:00 buy limit 13 1.00 1.8858 1.8758 1.8893
38 2006.10.03 04:24 buy 13 1.00 1.8858 1.8758 1.8893
39 2006.10.03 09:40 t/p 13 1.00 1.8893 1.8758 1.8893 245.00 4240.00
40 2006.10.05 14:21 sell limit 14 1.00 1.8815 1.8915 1.8780
41 2006.10.06 14:09 sell 14 1.00 1.8815 1.8915 1.8780
42 2006.10.06 14:51 t/p 14 1.00 1.8780 1.8915 1.8780 245.00 4485.00
43 2006.10.16 14:42 buy limit 15 1.00 1.8632 1.8532 1.8667
44 2006.10.16 14:54 buy 15 1.00 1.8632 1.8532 1.8667
45 2006.10.17 11:05 t/p 15 1.00 1.8667 1.8532 1.8667 244.09 4729.09
46 2006.10.24 00:00 sell limit 16 1.00 1.8738 1.8838 1.8703
47 2006.10.24 17:25 sell 16 1.00 1.8738 1.8838 1.8703
48 2006.10.25 09:34 buy limit 17 1.00 1.8756 1.8656 1.8791
49 2006.10.25 09:34 close 16 1.00 1.8766 1.8838 1.8703 -199.15 4529.94
50 2006.10.25 15:20 buy 17 1.00 1.8756 1.8656 1.8791
51 2006.10.25 20:20 t/p 17 1.00 1.8791 1.8656 1.8791 245.00 4774.94
52 2006.11.03 14:54 sell limit 18 1.00 1.8991 1.9091 1.8956
53 2006.11.03 14:56 sell 18 1.00 1.8991 1.9091 1.8956
54 2006.11.06 10:40 t/p 18 1.00 1.8956 1.9091 1.8956 241.85 5016.79
55 2006.11.07 15:02 buy limit 19 1.00 1.9068 1.8968 1.9103
56 2006.11.07 20:41 buy 19 1.00 1.9068 1.8968 1.9103
57 2006.11.09 14:30 sell limit 20 1.00 1.9021 1.9121 1.8986
58 2006.11.09 14:30 close 19 1.00 1.9011 1.8968 1.9103 -402.64 4614.15
59 2006.11.09 14:33 sell 20 1.00 1.9021 1.9121 1.8986
60 2006.11.09 14:42 t/p 20 1.00 1.8986 1.9121 1.8986 245.00 4859.15
61 2006.11.14 00:00 sell limit 21 1.00 1.9026 1.9126 1.8991
62 2006.11.14 00:50 sell 21 1.00 1.9026 1.9126 1.8991
63 2006.11.14 10:34 t/p 21 1.00 1.8991 1.9126 1.8991 245.00 5104.15
64 2006.11.20 00:00 buy limit 22 1.00 1.8938 1.8838 1.8973
65 2006.11.20 01:02 buy 22 1.00 1.8938 1.8838 1.8973
66 2006.11.20 10:55 t/p 22 1.00 1.8973 1.8838 1.8973 245.00 5349.15
67 2006.12.06 10:31 sell limit 23 1.00 1.9665 1.9765 1.9630
68 2006.12.06 10:33 sell 23 1.00 1.9665 1.9765 1.9630
69 2006.12.06 14:18 t/p 23 1.00 1.9630 1.9765 1.9630 245.00 5594.15
70 2006.12.12 15:37 buy limit 24 1.00 1.9670 1.9570 1.9705
xfxyldj
172
xfxyldj 2007.06.19 13:44  
OneOrder

商品 GBPUSD (Great Britain Pound vs US Dollar)
时间周期 日线图 2006.08.01 00:00 - 2007.06.18 00:00 (2006.08.01 - 2007.06.18)
# 时间 类型 定单 手数 价位 止损 获利 获利 余额
71 2006.12.12 15:47 buy 24 1.00 1.9670 1.9570 1.9705
72 2006.12.12 20:33 t/p 24 1.00 1.9705 1.9570 1.9705 245.00 5839.15
73 2006.12.14 16:30 sell limit 25 1.00 1.9590 1.9690 1.9555
74 2006.12.14 16:34 sell 25 1.00 1.9590 1.9690 1.9555
75 2006.12.15 16:02 t/p 25 1.00 1.9555 1.9690 1.9555 241.85 6081.00
76 2006.12.19 18:21 buy limit 26 1.00 1.9661 1.9561 1.9696
77 2006.12.19 18:25 buy 26 1.00 1.9661 1.9561 1.9696
78 2006.12.19 19:33 t/p 26 1.00 1.9696 1.9561 1.9696 245.00 6326.00
79 2006.12.22 16:26 sell limit 27 1.00 1.9587 1.9687 1.9552
80 2006.12.22 16:32 sell 27 1.00 1.9587 1.9687 1.9552
81 2006.12.26 18:28 t/p 27 1.00 1.9552 1.9687 1.9552 238.70 6564.70
82 2006.12.28 12:13 buy limit 28 1.00 1.9608 1.9508 1.9643
83 2006.12.28 12:18 buy 28 1.00 1.9608 1.9508 1.9643
84 2006.12.28 14:26 t/p 28 1.00 1.9643 1.9508 1.9643 245.00 6809.70
85 2007.01.03 16:04 sell limit 29 1.00 1.9546 1.9646 1.9511
86 2007.01.08 00:00 expiration 29 1.00 1.9546 1.9646 1.9511
87 2007.01.11 13:00 buy limit 30 1.00 1.9436 1.9336 1.9471
88 2007.01.11 13:00 buy 30 1.00 1.9436 1.9336 1.9471
89 2007.01.11 13:00 t/p 30 1.00 1.9471 1.9336 1.9471 245.00 7054.70
90 2007.01.24 15:00 sell limit 31 1.00 1.9685 1.9785 1.9650
91 2007.01.24 15:32 sell 31 1.00 1.9685 1.9785 1.9650
92 2007.01.24 16:27 t/p 31 1.00 1.9650 1.9785 1.9650 245.00 7299.70
93 2007.02.01 00:00 buy limit 32 1.00 1.9634 1.9534 1.9669
94 2007.02.01 00:56 buy 32 1.00 1.9634 1.9534 1.9669
95 2007.02.01 11:58 t/p 32 1.00 1.9669 1.9534 1.9669 245.00 7544.70
96 2007.02.05 06:42 sell limit 33 1.00 1.9640 1.9740 1.9605
97 2007.02.05 07:44 sell 33 1.00 1.9640 1.9740 1.9605
98 2007.02.05 10:42 t/p 33 1.00 1.9605 1.9740 1.9605 245.00 7789.70
99 2007.02.06 12:37 buy limit 34 1.00 1.9673 1.9573 1.9708
100 2007.02.06 14:46 buy 34 1.00 1.9673 1.9573 1.9708
101 2007.02.06 19:23 t/p 34 1.00 1.9708 1.9573 1.9708 245.00 8034.70
102 2007.02.08 13:19 sell limit 35 1.00 1.9625 1.9725 1.9590
103 2007.02.12 13:19 expiration 35 1.00 1.9625 1.9725 1.9590
104 2007.02.14 16:02 buy limit 36 1.00 1.9590 1.9490 1.9625
105 2007.02.15 10:31 buy 36 1.00 1.9590 1.9490 1.9625
106 2007.02.16 00:00 sell limit 37 1.00 1.9521 1.9621 1.9486
107 2007.02.16 00:00 close 36 1.00 1.9511 1.9490 1.9625 -553.91 7480.79
108 2007.02.16 01:25 sell 37 1.00 1.9521 1.9621 1.9486
109 2007.02.16 09:17 t/p 37 1.00 1.9486 1.9621 1.9486 245.00 7725.79
110 2007.02.19 00:00 buy limit 38 1.00 1.9536 1.9436 1.9571
111 2007.02.19 00:09 buy 38 1.00 1.9536 1.9436 1.9571
112 2007.02.19 11:31 s/l 38 1.00 1.9436 1.9436 1.9571 -700.00 7025.79
113 2007.02.20 03:08 buy limit 39 1.00 1.9534 1.9434 1.9569
114 2007.02.20 03:12 buy 39 1.00 1.9534 1.9434 1.9569
115 2007.02.20 16:55 t/p 39 1.00 1.9569 1.9434 1.9569 245.00 7270.79
116 2007.02.22 08:15 sell limit 40 1.00 1.9520 1.9620 1.9485
117 2007.02.22 08:31 sell 40 1.00 1.9520 1.9620 1.9485
118 2007.02.22 08:51 t/p 40 1.00 1.9485 1.9620 1.9485 245.00 7515.79
119 2007.02.28 08:12 sell limit 41 1.00 1.9578 1.9678 1.9543
120 2007.02.28 08:23 sell 41 1.00 1.9578 1.9678 1.9543
121 2007.02.28 09:30 t/p 41 1.00 1.9543 1.9678 1.9543 245.00 7760.79
122 2007.03.01 07:58 sell limit 42 1.00 1.9596 1.9696 1.9561
123 2007.03.01 08:10 sell 42 1.00 1.9596 1.9696 1.9561
124 2007.03.01 17:03 t/p 42 1.00 1.9561 1.9696 1.9561 245.00 8005.79
125 2007.03.12 00:00 buy limit 43 1.00 1.9339 1.9239 1.9374
126 2007.03.12 01:42 buy 43 1.00 1.9339 1.9239 1.9374
127 2007.03.12 08:34 t/p 43 1.00 1.9374 1.9239 1.9374 245.00 8250.79
128 2007.03.13 01:41 sell limit 44 1.00 1.9318 1.9418 1.9283
129 2007.03.13 03:09 sell 44 1.00 1.9318 1.9418 1.9283
130 2007.03.13 07:25 t/p 44 1.00 1.9283 1.9418 1.9283 245.00 8495.79
131 2007.03.14 20:55 buy limit 45 1.00 1.9365 1.9265 1.9400
132 2007.03.14 20:59 buy 45 1.00 1.9365 1.9265 1.9400
133 2007.03.16 03:05 t/p 45 1.00 1.9400 1.9265 1.9400 241.36 8737.15
134 2007.03.26 00:47 sell limit 46 1.00 1.9594 1.9694 1.9559
135 2007.03.26 01:00 sell 46 1.00 1.9594 1.9694 1.9559
136 2007.03.26 16:01 s/l 46 1.00 1.9694 1.9694 1.9559 -700.00 8037.15
137 2007.03.28 10:30 sell limit 47 1.00 1.9629 1.9729 1.9594
138 2007.03.28 11:51 sell 47 1.00 1.9629 1.9729 1.9594
139 2007.03.30 09:33 t/p 47 1.00 1.9594 1.9729 1.9594 232.40 8269.55
140 2007.03.30 17:27 buy limit 48 1.00 1.9686 1.9586 1.9721
xfxyldj
172
xfxyldj 2007.06.19 13:45  
OneOrder

商品 GBPUSD (Great Britain Pound vs US Dollar)
时间周期 日线图 2006.08.01 00:00 - 2007.06.18 00:00 (2006.08.01 - 2007.06.18)
# 时间 类型 定单 手数 价位 止损 获利 获利 余额
141 2007.03.30 17:35 buy 48 1.00 1.9686 1.9586 1.9721
142 2007.04.02 09:20 t/p 48 1.00 1.9721 1.9586 1.9721 244.09 8513.64
143 2007.04.05 13:00 sell limit 49 1.00 1.9696 1.9796 1.9661
144 2007.04.05 13:01 sell 49 1.00 1.9696 1.9796 1.9661
145 2007.04.06 14:30 t/p 49 1.00 1.9661 1.9796 1.9661 241.85 8755.49
146 2007.04.10 14:18 buy limit 50 1.00 1.9741 1.9641 1.9776
147 2007.04.10 14:29 buy 50 1.00 1.9741 1.9641 1.9776
148 2007.04.11 04:08 t/p 50 1.00 1.9776 1.9641 1.9776 244.09 8999.58
149 2007.04.23 08:48 sell limit 51 1.00 1.9992 2.0092 1.9957
150 2007.04.23 08:50 sell 51 1.00 1.9992 2.0092 1.9957
151 2007.04.24 04:23 t/p 51 1.00 1.9957 2.0092 1.9957 241.85 9241.43
152 2007.04.25 00:00 buy limit 52 1.00 2.0011 1.9911 2.0046
153 2007.04.25 00:28 buy 52 1.00 2.0011 1.9911 2.0046
154 2007.04.25 08:09 t/p 52 1.00 2.0046 1.9911 2.0046 245.00 9486.43
155 2007.04.26 11:33 sell limit 53 1.00 2.0002 2.0102 1.9967
156 2007.04.26 11:48 sell 53 1.00 2.0002 2.0102 1.9967
157 2007.04.26 12:02 t/p 53 1.00 1.9967 2.0102 1.9967 245.00 9731.43
158 2007.05.01 00:00 buy limit 54 1.00 1.9989 1.9889 2.0024
159 2007.05.01 08:08 buy 54 1.00 1.9989 1.9889 2.0024
160 2007.05.01 08:59 t/p 54 1.00 2.0024 1.9889 2.0024 245.00 9976.43
161 2007.05.02 02:37 sell limit 55 1.00 1.9979 2.0079 1.9944
162 2007.05.02 02:52 sell 55 1.00 1.9979 2.0079 1.9944
163 2007.05.02 03:14 t/p 55 1.00 1.9944 2.0079 1.9944 245.00 10221.43
164 2007.05.07 00:00 buy limit 56 1.00 1.9933 1.9833 1.9968
165 2007.05.07 00:21 buy 56 1.00 1.9933 1.9833 1.9968
166 2007.05.07 07:49 t/p 56 1.00 1.9968 1.9833 1.9968 245.00 10466.43
167 2007.05.08 16:20 sell limit 57 1.00 1.9909 2.0009 1.9874
168 2007.05.08 17:27 sell 57 1.00 1.9909 2.0009 1.9874
169 2007.05.09 14:53 buy limit 58 1.00 1.9936 1.9836 1.9971
170 2007.05.09 14:53 close 57 1.00 1.9946 2.0009 1.9874 -262.15 10204.28
171 2007.05.09 20:19 buy 58 1.00 1.9936 1.9836 1.9971
172 2007.05.10 10:18 sell limit 59 1.00 1.9910 2.0010 1.9875
173 2007.05.10 10:18 close 58 1.00 1.9900 1.9836 1.9971 -254.73 9949.55
174 2007.05.10 10:19 sell 59 1.00 1.9910 2.0010 1.9875
175 2007.05.10 11:18 t/p 59 1.00 1.9875 2.0010 1.9875 245.00 10194.55
176 2007.05.16 00:00 buy limit 60 1.00 1.9849 1.9749 1.9884
177 2007.05.16 03:36 buy 60 1.00 1.9849 1.9749 1.9884
178 2007.05.17 13:16 s/l 60 1.00 1.9749 1.9749 1.9884 -702.73 9491.82
179 2007.05.23 00:00 buy limit 61 1.00 1.9741 1.9641 1.9776
180 2007.05.23 00:32 buy 61 1.00 1.9741 1.9641 1.9776
181 2007.05.23 11:12 t/p 61 1.00 1.9776 1.9641 1.9776 245.00 9736.82
182 2007.05.29 00:00 sell limit 62 1.00 1.9833 1.9933 1.9798
183 2007.05.29 05:58 sell 62 1.00 1.9833 1.9933 1.9798
184 2007.05.29 19:47 t/p 62 1.00 1.9798 1.9933 1.9798 245.00 9981.82
185 2007.05.30 00:00 sell limit 63 1.00 1.9820 1.9920 1.9785
186 2007.05.30 03:34 sell 63 1.00 1.9820 1.9920 1.9785
187 2007.05.30 08:50 t/p 63 1.00 1.9785 1.9920 1.9785 245.00 10226.82
188 2007.06.04 00:00 buy limit 64 1.00 1.9813 1.9713 1.9848
189 2007.06.07 13:44 delete 64 1.00 1.9813 1.9713 1.9848
190 2007.06.07 13:44 sell limit 65 1.00 1.9852 1.9952 1.9817
191 2007.06.07 13:47 sell 65 1.00 1.9852 1.9952 1.9817
192 2007.06.07 15:32 t/p 65 1.00 1.9817 1.9952 1.9817 245.00 10471.82
193 2007.06.15 15:16 buy limit 66 1.00 1.9741 1.9641 1.9776
194 2007.06.15 15:50 buy 66 1.00 1.9741 1.9641 1.9776
195 2007.06.15 17:14 t/p 66 1.00 1.9776 1.9641 1.9776 245.00 10716.82
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