Strategy Tester Report
AutoRKdj
Waihui-MT4 Demo Server (Build 211)
商品 | EURUSD (Euro vs. United States Dollar) |
时间周期 | 日线图 2007.01.22 00:00 - 2008.02.29 23:59 (2007.01.20 - 2008.03.03) |
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 | whichmethod=2; Lots=0.1; MaximumRisk=0.2; DecreaseFactor=0.3; tp=200; sl=100; Leverage=100; |
|
经测试过的柱数 | 1290 | 用于复盘的即时价数量 | 1577 | 复盘模型的质量 | n/a |
Mismatched charts errors | 0 | | | | |
|
起始资金 | 10000.00 | | | | |
总净盈利 | 157036.29 | 总获利 | 172881.91 | 总亏损 | -15845.62 |
盈利比 | 10.91 | 预期盈利 | 4362.12 | | |
绝对亏损 | 3646.76 | 最大亏损 | 7375.61 (42.65%) | 相对亏损 | 46.67% (5560.13) |
|
交易单总计 | 36 | 卖单 (获利百分比) | 19 (47.37%) | 买单 (获利百分比) | 17 (70.59%) |
| 盈利交易(占总百分比) | 21 (58.33%) | 亏损交易(占总百分比) | 15 (41.67%) |
最大: | 获利交易 | 92720.67 | 亏损交易 | -3427.50 |
平均: | 获利交易 | 8232.47 | 亏损交易 | -1056.37 |
最大: | 连续获利金额 | 9 (157120.40) | 连续亏损金额 | 5 (-1138.90) |
最多: | 连续获利次数 | 157120.40 (9) | 连续亏损次数 | -5672.81 (2) |
平均: | 连续获利 | 3 | 连续亏损 | 2 |
# | 时间 | 类型 | 定单 | 手数 | 价位 | 止损 | 获利 | 获利 | 余额 |
1 | 2007.01.26 00:00 | sell | 1 | 2.00 | 1.2931 | 1.3031 | 0.0000 | |
2 | 2007.01.30 00:00 | close | 1 | 2.00 | 1.2958 | 1.3031 | 0.0000 | -556.18 | 9443.82 |
3 | 2007.01.31 00:00 | buy | 2 | 1.90 | 1.2971 | 1.2871 | 0.0000 | |
4 | 2007.02.05 00:00 | close | 2 | 1.90 | 1.2962 | 1.2871 | 0.0000 | -150.19 | 9293.63 |
5 | 2007.02.08 00:00 | buy | 3 | 0.80 | 1.3015 | 1.2915 | 0.0000 | |
6 | 2007.02.12 00:00 | close | 3 | 0.80 | 1.2990 | 1.2915 | 0.0000 | -196.49 | 9097.14 |
7 | 2007.02.13 00:00 | sell | 4 | 0.20 | 1.2967 | 1.3067 | 0.0000 | |
8 | 2007.02.15 00:00 | s/l | 4 | 0.20 | 1.3067 | 1.3067 | 0.0000 | -203.24 | 8893.90 |
9 | 2007.02.22 00:00 | sell | 5 | 0.10 | 1.3139 | 1.3239 | 0.0000 | |
10 | 2007.02.26 00:00 | close | 5 | 0.10 | 1.3171 | 1.3239 | 0.0000 | -32.81 | 8861.10 |
11 | 2007.03.02 00:00 | sell | 6 | 0.10 | 1.3187 | 1.3287 | 0.0000 | |
12 | 2007.03.08 00:00 | close | 6 | 0.10 | 1.3179 | 1.3287 | 0.0000 | 5.57 | 8866.67 |
13 | 2007.03.13 00:00 | buy | 7 | 1.80 | 1.3190 | 1.3090 | 0.0000 | |
14 | 2007.03.20 00:00 | close | 7 | 1.80 | 1.3302 | 1.3090 | 0.0000 | 2043.61 | 10910.27 |
15 | 2007.03.23 00:00 | sell | 8 | 2.20 | 1.3332 | 1.3432 | 0.0000 | |
16 | 2007.03.28 00:00 | close | 8 | 2.20 | 1.3352 | 1.3432 | 0.0000 | -466.70 | 10443.58 |
17 | 2007.04.02 00:00 | buy | 9 | 2.10 | 1.3376 | 1.3276 | 0.0000 | |
18 | 2007.04.04 00:00 | close | 9 | 2.10 | 1.3330 | 1.3276 | 0.0000 | -956.80 | 9486.78 |
19 | 2007.04.10 00:00 | sell | 10 | 0.80 | 1.3353 | 1.3453 | 0.0000 | |
20 | 2007.04.11 00:00 | s/l | 10 | 0.80 | 1.3453 | 1.3453 | 0.0000 | -803.24 | 8683.54 |
21 | 2007.04.11 00:00 | buy | 11 | 0.20 | 1.3441 | 1.3341 | 0.0000 | |
22 | 2007.04.13 00:00 | close | 11 | 0.20 | 1.3482 | 1.3341 | 0.0000 | 83.75 | 8767.30 |
23 | 2007.04.23 00:00 | sell | 12 | 1.80 | 1.3598 | 1.3698 | 0.0000 | |
24 | 2007.04.25 00:00 | close | 12 | 1.80 | 1.3642 | 1.3698 | 0.0000 | -806.56 | 7960.74 |
25 | 2007.04.26 00:00 | buy | 13 | 1.60 | 1.3639 | 1.3539 | 0.0000 | |
26 | 2007.05.07 00:00 | s/l | 13 | 1.60 | 1.3539 | 1.3539 | 0.0000 | -1568.45 | 6392.29 |
27 | 2007.05.17 00:00 | sell | 14 | 0.50 | 1.3513 | 1.3613 | 0.0000 | |
28 | 2007.05.29 00:00 | close | 14 | 0.50 | 1.3454 | 1.3613 | 0.0000 | 274.78 | 6667.06 |
29 | 2007.06.08 00:00 | sell | 15 | 1.30 | 1.3433 | 1.3533 | 0.0000 | |
30 | 2007.06.14 00:00 | close | 15 | 1.30 | 1.3313 | 1.3533 | 0.0000 | 1528.45 | 8195.51 |
31 | 2007.06.15 00:00 | buy | 16 | 1.60 | 1.3314 | 1.3214 | 0.0000 | |
32 | 2007.06.21 00:00 | close | 16 | 1.60 | 1.3403 | 1.3214 | 0.0000 | 1445.03 | 9640.55 |
33 | 2007.07.09 00:00 | sell | 17 | 1.90 | 1.3634 | 1.3734 | 0.0000 | |
34 | 2007.07.10 00:00 | close | 17 | 1.90 | 1.3628 | 1.3734 | 0.0000 | 106.31 | 9746.86 |
35 | 2007.07.17 00:00 | sell | 18 | 1.90 | 1.3774 | 1.3874 | 0.0000 | |
36 | 2007.07.19 00:00 | close | 18 | 1.90 | 1.3804 | 1.3874 | 0.0000 | -600.74 | 9146.12 |
37 | 2007.07.20 00:00 | buy | 19 | 1.80 | 1.3806 | 1.3706 | 0.0000 | |
38 | 2007.07.24 00:00 | close | 19 | 1.80 | 1.3806 | 1.3706 | 0.0000 | 7.89 | 9154.01 |
39 | 2007.07.25 00:00 | sell | 20 | 1.80 | 1.3823 | 1.3923 | 0.0000 | |
40 | 2007.08.01 00:00 | close | 20 | 1.80 | 1.3684 | 1.3923 | 0.0000 | 2451.04 | 11605.04 |
41 | 2007.08.20 00:00 | buy | 21 | 2.30 | 1.3483 | 1.3383 | 0.0000 | |
42 | 2007.08.22 00:00 | close | 21 | 2.30 | 1.3465 | 1.3383 | 0.0000 | -403.92 | 11201.12 |
43 | 2007.09.03 00:00 | sell | 22 | 2.20 | 1.3632 | 1.3732 | 0.0000 | |
44 | 2007.09.04 00:00 | close | 22 | 2.20 | 1.3624 | 1.3732 | 0.0000 | 167.10 | 11368.22 |
45 | 2007.09.06 00:00 | buy | 23 | 2.30 | 1.3648 | 1.3548 | 0.0000 | |
46 | 2007.09.14 00:00 | close | 23 | 2.30 | 1.3885 | 1.3548 | 0.0000 | 5491.31 | 16859.54 |
47 | 2007.09.17 00:00 | sell | 24 | 3.40 | 1.3866 | 1.3966 | 0.0000 | |
48 | 2007.09.19 00:00 | s/l | 24 | 3.40 | 1.3966 | 1.3966 | 0.0000 | -3427.50 | 13432.03 |
49 | 2007.09.19 00:00 | buy | 25 | 2.70 | 1.3986 | 1.3886 | 0.0000 | |
50 | 2007.09.21 00:00 | close | 25 | 2.70 | 1.4065 | 1.3886 | 0.0000 | 2156.66 | 15588.69 |
51 | 2007.09.25 00:00 | sell | 26 | 3.10 | 1.4085 | 1.4185 | 0.0000 | |
52 | 2007.09.28 00:00 | s/l | 26 | 3.10 | 1.4185 | 1.4185 | 0.0000 | -3162.69 | 12426.00 |
53 | 2007.09.28 00:00 | sell | 27 | 2.50 | 1.4153 | 1.4253 | 0.0000 | |
54 | 2007.10.01 00:00 | s/l | 27 | 2.50 | 1.4253 | 1.4253 | 0.0000 | -2510.11 | 9915.89 |
55 | 2007.10.11 00:00 | buy | 28 | 0.80 | 1.4146 | 1.4046 | 0.0000 | |
56 | 2007.10.17 00:00 | close | 28 | 0.80 | 1.4172 | 1.4046 | 0.0000 | 215.01 | 10130.90 |
57 | 2007.11.09 00:00 | sell | 29 | 2.00 | 1.4678 | 1.4778 | 0.0000 | |
58 | 2007.11.12 00:00 | close | 29 | 2.00 | 1.4672 | 1.4778 | 0.0000 | 111.91 | 10242.81 |
59 | 2007.11.16 00:00 | buy | 30 | 2.00 | 1.4614 | 1.4514 | 0.0000 | |
60 | 2007.11.23 00:00 | close | 30 | 2.00 | 1.4848 | 1.4514 | 0.0000 | 4710.67 | 14953.48 |
61 | 2007.11.26 00:00 | sell | 31 | 3.00 | 1.4821 | 1.4921 | 0.0000 | |
62 | 2007.12.05 00:00 | close | 31 | 3.00 | 1.4763 | 1.4921 | 0.0000 | 1630.79 | 16584.27 |
63 | 2007.12.26 00:00 | buy | 32 | 3.30 | 1.4416 | 1.4316 | 0.0000 | |
64 | 2008.01.03 00:00 | close | 32 | 3.30 | 1.4711 | 1.4316 | 0.0000 | 9807.30 | 26391.57 |
65 | 2008.01.10 00:00 | buy | 33 | 5.30 | 1.4660 | 1.4560 | 0.0000 | |
66 | 2008.01.16 00:00 | close | 33 | 5.30 | 1.4804 | 1.4560 | 0.0000 | 7678.45 | 34070.02 |
67 | 2008.01.24 00:00 | buy | 34 | 6.80 | 1.4628 | 1.4528 | 0.0000 | |
68 | 2008.02.04 00:00 | close | 34 | 6.80 | 1.4805 | 1.4528 | 0.0000 | 12170.08 | 46240.10 |
69 | 2008.02.05 00:00 | sell | 35 | 9.20 | 1.4829 | 1.4929 | 0.0000 | |
70 | 2008.02.12 00:00 | close | 35 | 9.20 | 1.4521 | 1.4929 | 0.0000 | 28075.52 | 74315.62 |
71 | 2008.02.14 00:00 | buy | 36 | 14.90 | 1.4574 | 1.4474 | 0.0000 | |
72 | 2008.02.29 00:00 | close | 36 | 14.90 | 1.5193 | 1.4474 | 0.0000 | 92720.67 | 167036.29 |