Strategy Tester Report
DaleMA0
FXSolutions-Demo Server (Build 225)
商品 | EURUSD (Euro vs US Dollar) | ||||
时间周期 | 15 分钟图 2009.10.01 00:00 - 2009.11.19 23:59 (2009.10.01 - 2009.11.20) | ||||
复盘模型 | 仅用开盘价(以最快速的方法分析刚形成的柱线) | ||||
参数 | MaximumRisk=0.6; MX=100; Mup=false; Mdown=false; | ||||
经测试过的柱数 | 4296 | 用于复盘的即时价数量 | 7753 | 复盘模型的质量 | n/a |
输入图表错误 | 0 | ||||
起始资金 | 1000.00 | ||||
总净盈利 | 16824.09 | 总获利 | 20297.22 | 总亏损 | -3473.14 |
盈利比 | 5.84 | 预期盈利 | 672.96 | ||
绝对亏损 | 8.20 | 最大亏损 | 5359.70 (28.25%) | 相对亏损 | 33.75% (3456.36) |
交易单总计 | 25 | 卖单 (获利百分比) | 3 (66.67%) | 买单 (获利百分比) | 22 (81.82%) |
盈利交易(占总百分比) | 20 (80.00%) | 亏损交易(占总百分比) | 5 (20.00%) | ||
最大: | 获利交易 | 3706.78 | 亏损交易 | -1302.60 | |
平均: | 获利交易 | 1014.86 | 亏损交易 | -694.63 | |
最大: | 连续获利金额 | 8 (3823.43) | 连续亏损金额 | 2 (-940.51) | |
最多: | 连续获利次数 | 7202.24 (6) | 连续亏损次数 | -1302.60 (1) | |
平均: | 连续获利 | 4 | 连续亏损 | 1 |
# | 时间 | 类型 | 定单 | 手数 | 价位 | 止损 | 获利 | 获利 | 余额 |
1 | 2009.10.01 00:15 | sell | 1 | 0.41 | 1.4627 | 0.0000 | 0.0000 | ||
2 | 2009.10.01 22:15 | close | 1 | 0.41 | 1.4538 | 0.0000 | 0.0000 | 364.90 | 1364.90 |
3 | 2009.10.02 04:45 | buy | 2 | 0.56 | 1.4545 | 0.0000 | 0.0000 | ||
4 | 2009.10.02 05:30 | close | 2 | 0.56 | 1.4550 | 0.0000 | 0.0000 | 28.00 | 1392.90 |
5 | 2009.10.02 09:15 | buy | 3 | 0.57 | 1.4558 | 0.0000 | 0.0000 | ||
6 | 2009.10.06 21:15 | close | 3 | 0.57 | 1.4696 | 0.0000 | 0.0000 | 783.06 | 2175.96 |
7 | 2009.10.08 22:15 | sell | 4 | 0.88 | 1.4743 | 0.0000 | 0.0000 | ||
8 | 2009.10.09 06:00 | close | 4 | 0.88 | 1.4736 | 0.0000 | 0.0000 | 55.45 | 2231.40 |
9 | 2009.10.12 04:45 | buy | 5 | 0.90 | 1.4717 | 0.0000 | 0.0000 | ||
10 | 2009.10.15 07:15 | close | 5 | 0.90 | 1.4904 | 0.0000 | 0.0000 | 1669.02 | 3900.42 |
11 | 2009.10.19 02:30 | buy | 6 | 1.57 | 1.4897 | 0.0000 | 0.0000 | ||
12 | 2009.10.20 10:30 | close | 6 | 1.57 | 1.4928 | 0.0000 | 0.0000 | 481.82 | 4382.24 |
13 | 2009.10.21 00:45 | buy | 7 | 1.76 | 1.4931 | 0.0000 | 0.0000 | ||
14 | 2009.10.21 06:00 | close | 7 | 1.76 | 1.4932 | 0.0000 | 0.0000 | 17.60 | 4399.84 |
15 | 2009.10.21 09:15 | buy | 8 | 1.76 | 1.4948 | 0.0000 | 0.0000 | ||
16 | 2009.10.22 04:00 | close | 8 | 1.76 | 1.4973 | 0.0000 | 0.0000 | 423.59 | 4823.43 |
17 | 2009.10.26 21:15 | buy | 9 | 1.94 | 1.4874 | 0.0000 | 0.0000 | ||
18 | 2009.10.27 05:45 | close | 9 | 1.94 | 1.4874 | 0.0000 | 0.0000 | -6.03 | 4817.40 |
19 | 2009.10.28 01:00 | buy | 10 | 1.95 | 1.4813 | 0.0000 | 0.0000 | ||
20 | 2009.10.28 03:15 | close | 10 | 1.95 | 1.4830 | 0.0000 | 0.0000 | 331.50 | 5148.90 |
21 | 2009.10.28 18:45 | buy | 11 | 2.09 | 1.4723 | 0.0000 | 0.0000 | ||
22 | 2009.10.29 05:30 | close | 11 | 2.09 | 1.4747 | 0.0000 | 0.0000 | 482.11 | 5631.02 |
23 | 2009.10.29 08:15 | buy | 12 | 2.29 | 1.4732 | 0.0000 | 0.0000 | ||
24 | 2009.10.30 08:45 | close | 12 | 2.29 | 1.4805 | 0.0000 | 0.0000 | 1664.58 | 7295.60 |
25 | 2009.11.01 19:45 | buy | 13 | 2.97 | 1.4735 | 0.0000 | 0.0000 | ||
26 | 2009.11.02 01:30 | close | 13 | 2.97 | 1.4767 | 0.0000 | 0.0000 | 941.17 | 8236.77 |
27 | 2009.11.02 04:45 | buy | 14 | 3.34 | 1.4776 | 0.0000 | 0.0000 | ||
28 | 2009.11.02 14:15 | close | 14 | 3.34 | 1.4737 | 0.0000 | 0.0000 | -1302.60 | 6934.17 |
29 | 2009.11.03 22:45 | buy | 15 | 2.82 | 1.4727 | 0.0000 | 0.0000 | ||
30 | 2009.11.06 08:45 | close | 15 | 2.82 | 1.4860 | 0.0000 | 0.0000 | 3706.78 | 10640.95 |
31 | 2009.11.10 03:15 | sell | 16 | 4.26 | 1.4970 | 0.0000 | 0.0000 | ||
32 | 2009.11.10 04:15 | close | 16 | 4.26 | 1.4989 | 0.0000 | 0.0000 | -809.40 | 9831.55 |
33 | 2009.11.12 19:30 | buy | 17 | 3.96 | 1.4863 | 0.0000 | 0.0000 | ||
34 | 2009.11.13 00:15 | close | 17 | 3.96 | 1.4860 | 0.0000 | 0.0000 | -131.11 | 9700.45 |
35 | 2009.11.13 01:00 | buy | 18 | 3.91 | 1.4871 | 0.0000 | 0.0000 | ||
36 | 2009.11.13 07:15 | close | 18 | 3.91 | 1.4885 | 0.0000 | 0.0000 | 547.40 | 10247.85 |
37 | 2009.11.13 08:30 | buy | 19 | 4.13 | 1.4877 | 0.0000 | 0.0000 | ||
38 | 2009.11.13 09:00 | close | 19 | 4.13 | 1.4878 | 0.0000 | 0.0000 | 41.30 | 10289.15 |
39 | 2009.11.13 11:00 | buy | 20 | 4.14 | 1.4887 | 0.0000 | 0.0000 | ||
40 | 2009.11.16 21:30 | close | 20 | 4.14 | 1.4951 | 0.0000 | 0.0000 | 2636.73 | 12925.88 |
41 | 2009.11.17 14:45 | buy | 21 | 5.21 | 1.4863 | 0.0000 | 0.0000 | ||
42 | 2009.11.18 02:45 | close | 21 | 5.21 | 1.4889 | 0.0000 | 0.0000 | 1338.41 | 14264.29 |
43 | 2009.11.18 03:15 | buy | 22 | 5.74 | 1.4904 | 0.0000 | 0.0000 | ||
44 | 2009.11.18 22:15 | close | 22 | 5.74 | 1.4924 | 0.0000 | 0.0000 | 1148.00 | 15412.29 |
45 | 2009.11.19 09:15 | buy | 23 | 6.21 | 1.4887 | 0.0000 | 0.0000 | ||
46 | 2009.11.19 15:15 | close | 23 | 6.21 | 1.4911 | 0.0000 | 0.0000 | 1490.40 | 16902.69 |
47 | 2009.11.19 20:45 | buy | 24 | 6.80 | 1.4902 | 0.0000 | 0.0000 | ||
48 | 2009.11.19 21:15 | close | 24 | 6.80 | 1.4884 | 0.0000 | 0.0000 | -1224.00 | 15678.69 |
49 | 2009.11.19 22:15 | buy | 25 | 6.31 | 1.4889 | 0.0000 | 0.0000 | ||
50 | 2009.11.19 23:59 | close at stop | 25 | 6.31 | 1.4923 | 0.0000 | 0.0000 | 2145.40 | 17824.09 |
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