完美实现个人对冲基金 数学模型 有图有真相

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2010年5月21日 EUR/USD 北京时间9:00到下午16:00左右的交易情况，记录太多 无法上传 只上传 首尾部分，需求有投行经验及资金充裕者合作：联系qq：569638390 验证：“个人对冲基金”

FXPRO Financial Services Ltd


Account: 3066404 Name: keyila Currency: USD 2010 May 21, 23:59
Closed Transactions:
Ticket Open Time Type Size Item Price S / L T / P Close Time Price Commission Taxes Swap Profit
1">43246179 2010.05.21 11:36 buy 0.10 eurusd 1.25089 0.00000 1.25189 2010.05.21 11:38 1.25134 0.00 0.00 0.00 4.50
43246088 2010.05.21 11:36 sell 0.10 eurusd 1.25027 0.00000 1.24927 2010.05.21 11:38 1.25155 0.00 0.00 0.00 -12.80
43246017 2010.05.21 11:35 sell 0.10 eurusd 1.24925 0.00000 1.24825 2010.05.21 11:38 1.25155 0.00 0.00 0.00 -23.00
43245866 2010.05.21 11:33 sell 0.10 eurusd 1.24820 0.00000 1.24720 2010.05.21 11:38 1.25155 0.00 0.00 0.00 -33.50
1">43242177 2010.05.21 11:03 buy 0.10 eurusd 1.25052 0.00000 1.25152 2010.05.21 11:38 1.25135 0.00 0.00 0.00 8.30
43245828 2010.05.21 11:32 sell 0.10 eurusd 1.24819 0.00000 1.24719 2010.05.21 11:38 1.25155 0.00 0.00 0.00 -33.60
1">43242120 2010.05.21 11:03 buy 0.10 eurusd 1.25067 0.00000 1.25167 2010.05.21 11:38 1.25135 0.00 0.00 0.00 6.80
1">43242060 2010.05.21 11:03 buy 0.10 eurusd 1.25057 0.00000 1.25157 2010.05.21 11:38 1.25134 0.00 0.00 0.00 7.70
1">43242037 2010.05.21 11:03 buy 0.10 eurusd 1.25089 0.00000 1.25189 2010.05.21 11:38 1.25133 0.00 0.00 0.00 4.40
1">43242014 2010.05.21 11:03 buy 0.10 eurusd 1.25083 0.00000 1.25183 2010.05.21 11:38 1.25133 0.00 0.00 0.00 5.00
1">43242002 2010.05.21 11:03 buy 0.10 eurusd 1.25098 0.00000 1.25198 2010.05.21 11:38 1.25133 0.00 0.00 0.00 3.50
1">43241983 2010.05.21 11:03 buy 0.10 eurusd 1.25134 0.00000 1.25234 2010.05.21 11:38 1.25130 0.00 0.00 0.00 -0.40
1">43241946 2010.05.21 11:02 buy 0.10 eurusd 1.25135 0.00000 1.25235 2010.05.21 11:38 1.25134 0.00 0.00 0.00 -0.10
1">43241925 2010.05.21 11:02 buy 0.10 eurusd 1.25170 0.00000 1.25270 2010.05.21 11:38 1.25135 0.00 0.00 0.00 -3.50
1">43241669 2010.05.21 11:01 buy 0.10 eurusd 1.25086 0.00000 1.25186 2010.05.21 11:38 1.25135 0.00 0.00 0.00 4.90
1">43238442 2010.05.21 10:41 buy 0.10 eurusd 1.25074 0.00000 1.25174 2010.05.21 11:38 1.25134 0.00 0.00 0.00 6.00
1">43241639 2010.05.21 11:01 buy 0.10 eurusd 1.25102 0.00000 1.25202 2010.05.21 11:38 1.25134 0.00 0.00 0.00 3.20
1">43238412 2010.05.21 10:41 buy 0.10 eurusd 1.25088 0.00000 1.25188 2010.05.21 11:38 1.25134 0.00 0.00 0.00 4.60
1">43238363 2010.05.21 10:40 buy 0.10 eurusd 1.25088 0.00000 1.25188 2010.05.21 11:38 1.25136 0.00 0.00 0.00 4.80

----------中间太多 无法很好上传 如需可qq 索取

0[tp]">43208987 2010.05.21 05:26 sell 0.10 eurusd 1.25748 0.00000 1.25648 2010.05.21 05:34 1.25648 0.00 0.00 0.00 10.00
0[tp]">43209034 2010.05.21 05:27 sell 0.10 eurusd 1.25764 0.00000 1.25664 2010.05.21 05:30 1.25664 0.00 0.00 0.00 10.00
0[tp]">43209078 2010.05.21 05:27 sell 0.10 eurusd 1.25785 0.00000 1.25685 2010.05.21 05:30 1.25685 0.00 0.00 0.00 10.00
0[tp]">43208563 2010.05.21 05:22 buy 0.10 eurusd 1.25668 0.00000 1.25768 2010.05.21 05:27 1.25768 0.00 0.00 0.00 10.00
0[tp]">43208365 2010.05.21 05:21 buy 0.10 eurusd 1.25666 0.00000 1.25766 2010.05.21 05:27 1.25766 0.00 0.00 0.00 10.00
43208176 2010.05.21 05:19 buy 0.10 eurusd 1.25670 0.00000 1.25770 2010.05.21 05:27 1.25770 0.00 0.00 0.00 10.00
0[tp]">43208166 2010.05.21 05:19 buy 0.10 eurusd 1.25670 0.00000 1.25770 2010.05.21 05:27 1.25770 0.00 0.00 0.00 10.00
0[tp]">43208515 2010.05.21 05:22 buy 0.10 eurusd 1.25660 0.00000 1.25760 2010.05.21 05:26 1.25760 0.00 0.00 0.00 10.00
0[tp]">43208400 2010.05.21 05:21 buy 0.10 eurusd 1.25649 0.00000 1.25749 2010.05.21 05:26 1.25749 0.00 0.00 0.00 10.00
0[tp]">43207689 2010.05.21 05:16 sell 0.10 eurusd 1.25755 0.00000 1.25655 2010.05.21 05:21 1.25655 0.00 0.00 0.00 10.00
0[tp]">43207667 2010.05.21 05:16 sell 0.10 eurusd 1.25750 0.00000 1.25650 2010.05.21 05:21 1.25650 0.00 0.00 0.00 10.00
0[tp]">43207735 2010.05.21 05:16 sell 0.10 eurusd 1.25764 0.00000 1.25664 2010.05.21 05:19 1.25664 0.00 0.00 0.00 10.00
43205536 2010.05.21 04:58 buy 0.10 eurusd 1.25734 0.00000 1.25834 2010.05.21 05:07 1.25834 0.00 0.00 0.00 10.00
43205472 2010.05.21 04:57 buy 0.10 eurusd 1.25725 0.00000 1.25825 2010.05.21 05:07 1.25825 0.00 0.00 0.00 10.00
43205503 2010.05.21 04:58 buy 0.10 eurusd 1.25728 0.00000 1.25828 2010.05.21 05:07 1.25828 0.00 0.00 0.00 10.00
43205609 2010.05.21 04:59 buy 0.10 eurusd 1.25712 0.00000 1.25812 2010.05.21 05:07 1.25812 0.00 0.00 0.00 10.00
0[tp]">43205621 2010.05.21 04:59 buy 0.10 eurusd 1.25699 0.00000 1.25799 2010.05.21 05:07 1.25799 0.00 0.00 0.00 10.00
0[tp]">43205638 2010.05.21 04:59 buy 0.10 eurusd 1.25675 0.00000 1.25775 2010.05.21 05:07 1.25775 0.00 0.00 0.00 10.00
43205627 2010.05.21 04:59 buy 0.10 eurusd 1.25680 0.00000 1.25780 2010.05.21 05:07 1.25780 0.00 0.00 0.00 10.00
43202304 2010.05.21 04:22 balance Deposit 100 000.00
0.00 0.00 0.00 5 731.60
Closed P/L: 5 731.60
Open Trades:
Ticket Open Time Type Size Item Price S / L T / P Price Commission Taxes Swap Profit
No transactions
0.00 0.00 0.00 0.00
Floating P/L: 0.00
Working Orders:
Ticket Open Time Type Size Item Price S / L T / P Market Price
No transactions

Summary:
Deposit/Withdrawal: 100 000.00 Credit Facility: 0.00
Closed Trade P/L: 5 731.60 Floating P/L: 0.00 Margin: 0.00
Balance: 105 731.60 Equity: 105 731.60 Free Margin: 105 731.60
Details:
Gross Profit: 10 940.60 Gross Loss: 5 209.00 Total Net Profit: 5 731.60
Profit Factor: 2.10 Expected Payoff: 6.07
Absolute Drawdown: 0.00 Maximal Drawdown: 2 171.20 (2.03%) Relative Drawdown: 2.03% (2 171.20)
Total Trades: 945 Short Positions (won %): 475 (98.74%) Long Positions (won %): 470 (77.66%)
Profit Trades (% of total): 834 (88.25%) Loss trades (% of total): 111 (11.75%)
Largest profit trade: 157.00 loss trade: -188.70
Average profit trade: 13.12 loss trade: -46.93
Maximum consecutive wins ($): 695 (7 109.80) consecutive losses ($): 60 (-1 266.30)
Maximal consecutive profit (count): 7 109.80 (695) consecutive loss (count): -1 504.50 (12)
Average consecutive wins: 42 consecutive losses: 6

 

9:00上班挂的 下班了全平 今天没搞多少

这个是25日的

 
keyila 写道 >>

9:00上班挂的 下班了全平 今天没搞多少


是一个有用途的EA,不必苛求要贴出几个月?几个年?的盈利报告,

若要人投资,是很简单的,只要能帖出,25日,26日,27日,28日..........,连续10多天的报告就够了,有一个连续的盈利段,就会有人考虑投机性的投资.

 

昨天的！ 昨天下班的时候套利不好全平，今天补上 2010年5月25日 全部都是实盘测试的 晚上实在是没有网络去管理ea 否则前几天的收益应不止这些

1[tp]">43419791 2010.05.25 04:03 buy 0.10 eurusd 1.22883 0.00000 1.22983 2010.05.25 04:06 1.22983 0.00 0.00 0.00 10.00
1[tp]">43419754 2010.05.25 04:03 buy 0.10 eurusd 1.22887 0.00000 1.22987 2010.05.25 04:06 1.22987 0.00 0.00 0.00 10.00
1[tp]">43419733 2010.05.25 04:02 buy 0.10 eurusd 1.22874 0.00000 1.22974 2010.05.25 04:05 1.22974 0.00 0.00 0.00 10.00
1[tp]">43419765 2010.05.25 04:03 buy 0.10 eurusd 1.22872 0.00000 1.22972 2010.05.25 04:05 1.22972 0.00 0.00 0.00 10.00
1[tp]">43419779 2010.05.25 04:03 buy 0.10 eurusd 1.22850 0.00000 1.22950 2010.05.25 04:05 1.22950 0.00 0.00 0.00 10.00
43419611 2010.05.25 04:01 sell 0.10 eurusd 1.22958 0.00000 1.22858 2010.05.25 04:03 1.22858 0.00 0.00 0.00 10.00
43419314 2010.05.25 03:59 sell 0.10 eurusd 1.22967 0.00000 1.22867 2010.05.25 04:03 1.22867 0.00 0.00 0.00 10.00
43419313 2010.05.25 03:59 sell 0.10 eurusd 1.22967 0.00000 1.22867 2010.05.25 04:03 1.22867 0.00 0.00 0.00 10.00
43419452 2010.05.25 04:00 sell 0.10 eurusd 1.22972 0.00000 1.22872 2010.05.25 04:03 1.22872 0.00 0.00 0.00 10.00
43418970 2010.05.25 03:45 sell 0.10 eurusd 1.23196 0.00000 1.23096 2010.05.25 03:56 1.23096 0.00 0.00 0.00 10.00
1">43360012 2010.05.24 12:18 buy 0.10 eurusd 1.24375 0.00000 1.24475 2010.05.24 12:21 1.24316 0.00 0.00 0.00 -5.90
1">43359994 2010.05.24 12:17 buy 0.10 eurusd 1.24392 0.00000 1.24492 2010.05.24 12:21 1.24316 0.00 0.00 0.00 -7.60
1">43359918 2010.05.24 12:16 buy 0.10 eurusd 1.24388 0.00000 1.24488 2010.05.24 12:21 1.24303 0.00 0.00 0.00 -8.50
1">43359944 2010.05.24 12:16 buy 0.10 eurusd 1.24391 0.00000 1.24491 2010.05.24 12:21 1.24316 0.00 0.00 0.00 -7.50
1">43359915 2010.05.24 12:16 buy 0.10 eurusd 1.24409 0.00000 1.24509 2010.05.24 12:21 1.24305 0.00 0.00 0.00 -10.40
1">43359778 2010.05.24 12:12 buy 0.10 eurusd 1.24406 0.00000 1.24506 2010.05.24 12:21 1.24305 0.00 0.00 0.00 -10.10
43359768 2010.05.24 12:12 sell 0.10 eurusd 1.24408 0.00000 1.24308 2010.05.24 12:21 1.24319 0.00 0.00 0.00 8.90
1">43359757 2010.05.24 12:12 buy 0.10 eurusd 1.24375 0.00000 1.24475 2010.05.24 12:21 1.24305 0.00 0.00 0.00 -7.00
1">43359747 2010.05.24 12:12 buy 0.10 eurusd 1.24375 0.00000 1.24475 2010.05.24 12:21 1.24305 0.00 0.00 0.00 -7.00
1">43359696 2010.05.24 12:11 buy 0.10 eurusd 1.24341 0.00000 1.24441 2010.05.24 12:21 1.24305 0.00 0.00 0.00 -3.60
1">43359672 2010.05.24 12:10 buy 0.10 eurusd 1.24366 0.00000 1.24466 2010.05.24 12:21 1.24305 0.00 0.00 0.00 -6.10
43359664 2010.05.24 12:10 sell 0.10 eurusd 1.24337 0.00000 1.24237 2010.05.24 12:21 1.24319 0.00 0.00 0.00 1.80
1">43359661 2010.05.24 12:10 buy 0.10 eurusd 1.24361 0.00000 0.00000 2010.05.24 12:21 1.24305 0.00 0.00 0.00 -5.60
1">43359658 2010.05.24 12:10 buy 0.10 eurusd 1.24385 0.00000 1.24485 2010.05.24 12:21 1.24305 0.00 0.00 0.00 -8.00
1">43359629 2010.05.24 12:10 buy 0.10 eurusd 1.24410 0.00000 1.24510 2010.05.24 12:21 1.24305 0.00 0.00 0.00 -10.50
1">43359640 2010.05.24 12:10 buy 0.10 eurusd 1.24409 0.00000 1.24509 2010.05.24 12:21 1.24305 0.00 0.00 0.00 -10.40
1">43359502 2010.05.24 12:08 buy 0.10 eurusd 1.24392 0.00000 1.24492 2010.05.24 12:21 1.24305 0.00 0.00 0.00 -8.70
1">43359469 2010.05.24 12:08 buy 0.10 eurusd 1.24421 0.00000 1.24521 2010.05.24 12:21 1.24305 0.00 0.00 0.00 -11.60
1">43359492 2010.05.24 12:08 buy 0.10 eurusd 1.24401 0.00000 1.24501 2010.05.24 12:21 1.24305 0.00 0.00 0.00 -9.60

0[tp]">43208975 2010.05.21 05:26 sell 0.10 eurusd 1.25738 0.00000 1.25638 2010.05.21 05:34 1.25638 0.00 0.00 0.00 10.00
0[tp]">43208987 2010.05.21 05:26 sell 0.10 eurusd 1.25748 0.00000 1.25648 2010.05.21 05:34 1.25648 0.00 0.00 0.00 10.00
0[tp]">43209034 2010.05.21 05:27 sell 0.10 eurusd 1.25764 0.00000 1.25664 2010.05.21 05:30 1.25664 0.00 0.00 0.00 10.00
0[tp]">43209078 2010.05.21 05:27 sell 0.10 eurusd 1.25785 0.00000 1.25685 2010.05.21 05:30 1.25685 0.00 0.00 0.00 10.00
0[tp]">43208365 2010.05.21 05:21 buy 0.10 eurusd 1.25666 0.00000 1.25766 2010.05.21 05:27 1.25766 0.00 0.00 0.00 10.00
43208176 2010.05.21 05:19 buy 0.10 eurusd 1.25670 0.00000 1.25770 2010.05.21 05:27 1.25770 0.00 0.00 0.00 10.00
0[tp]">43208166 2010.05.21 05:19 buy 0.10 eurusd 1.25670 0.00000 1.25770 2010.05.21 05:27 1.25770 0.00 0.00 0.00 10.00
0[tp]">43208563 2010.05.21 05:22 buy 0.10 eurusd 1.25668 0.00000 1.25768 2010.05.21 05:27 1.25768 0.00 0.00 0.00 10.00
0[tp]">43208515 2010.05.21 05:22 buy 0.10 eurusd 1.25660 0.00000 1.25760 2010.05.21 05:26 1.25760 0.00 0.00 0.00 10.00
0[tp]">43208400 2010.05.21 05:21 buy 0.10 eurusd 1.25649 0.00000 1.25749 2010.05.21 05:26 1.25749 0.00 0.00 0.00 10.00
0[tp]">43207667 2010.05.21 05:16 sell 0.10 eurusd 1.25750 0.00000 1.25650 2010.05.21 05:21 1.25650 0.00 0.00 0.00 10.00
0[tp]">43207689 2010.05.21 05:16 sell 0.10 eurusd 1.25755 0.00000 1.25655 2010.05.21 05:21 1.25655 0.00 0.00 0.00 10.00
0[tp]">43207735 2010.05.21 05:16 sell 0.10 eurusd 1.25764 0.00000 1.25664 2010.05.21 05:19 1.25664 0.00 0.00 0.00 10.00
43205472 2010.05.21 04:57 buy 0.10 eurusd 1.25725 0.00000 1.25825 2010.05.21 05:07 1.25825 0.00 0.00 0.00 10.00
43205503 2010.05.21 04:58 buy 0.10 eurusd 1.25728 0.00000 1.25828 2010.05.21 05:07 1.25828 0.00 0.00 0.00 10.00
43205536 2010.05.21 04:58 buy 0.10 eurusd 1.25734 0.00000 1.25834 2010.05.21 05:07 1.25834 0.00 0.00 0.00 10.00
43205609 2010.05.21 04:59 buy 0.10 eurusd 1.25712 0.00000 1.25812 2010.05.21 05:07 1.25812 0.00 0.00 0.00 10.00
0[tp]">43205621 2010.05.21 04:59 buy 0.10 eurusd 1.25699 0.00000 1.25799 2010.05.21 05:07 1.25799 0.00 0.00 0.00 10.00
0[tp]">43205638 2010.05.21 04:59 buy 0.10 eurusd 1.25675 0.00000 1.25775 2010.05.21 05:07 1.25775 0.00 0.00 0.00 10.00
43205627 2010.05.21 04:59 buy 0.10 eurusd 1.25680 0.00000 1.25780 2010.05.21 05:07 1.25780 0.00 0.00 0.00 10.00
43202304 2010.05.21 04:22 balance Deposit 100 000.00
0.00 0.00 -4.38 18 593.20
Closed P/L: 18 588.82
Open Trades:
Ticket Open Time Type Size Item Price S / L T / P Price Commission Taxes Swap Profit
No transactions
0.00 0.00 0.00 0.00
Floating P/L: 0.00
Working Orders:
Ticket Open Time Type Size Item Price S / L T / P Market Price




No transactions
Summary:
Deposit/Withdrawal: 100 000.00 Credit Facility: 0.00
Closed Trade P/L: 18 588.82 Floating P/L: 0.00 Margin: 0.00
Balance: 118 588.82 Equity: 118 588.82 Free Margin: 118 588.82
Details:
Gross Profit: 30 766.40 Gross Loss: 12 177.58 Total Net Profit: 18 588.82
Profit Factor: 2.53 Expected Payoff: 6.16
Absolute Drawdown: 0.00 Maximal Drawdown: 3 384.48 (2.77%) Relative Drawdown: 2.77% (3 384.48)
Total Trades: 3016 Short Positions (won %): 1447 (96.06%) Long Positions (won %): 1569 (85.09%)
Profit Trades (% of total): 2725 (90.35%) Loss trades (% of total): 291 (9.65%)
Largest profit trade: 157.00 loss trade: -188.70
Average profit trade: 11.29 loss trade: -41.85
Maximum consecutive wins ($): 1146 (12 342.00) consecutive losses ($): 96 (-2 773.70)
Maximal consecutive profit (count): 12 342.00 (1146) consecutive loss (count): -2 773.70 (96)
Average consecutive wins: 63 consecutive losses: 7

另补部分交易记录 非复盘测试 记录实在太多 无法完全上传 如需要可以通过qq 索取

今天开始不挂了挂上之后基本上就做不了其它事情，停一下用电脑做一下其它方面研究。

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