哈哈(赌道001)

楼主  收藏   举报   帖子创建时间:  2019-05-05 15:15 回复:0 关注量:718
Strategy Tester Report
  赌道001
  PaxForex-Server (Build 402)
  
  商品 EURUSD (Euro vs US Dollar)
  时间周期 1 小时图 2009.12.28 08:00 - 2011.09.02 23:00 (2008.01.01 - 2011.09.03)
  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 whichmethod=4; TakeProfit=10000; StopLoss=500; MaximumRisk=0.3; TrailingStop=50; maxOpen=1; maxLots=1; bb=0; MATrendPeriod=26;  
   
  经测试过的柱数 10613 用于复盘的即时价数量 45288653 复盘模型的质量 n/a
  输入图表错误 9175     
   
  起始资金 10000.00     
  总净盈利 26342.50 总获利 181438.50 总亏损 -155096.00
  盈利比 1.17 预期盈利 34.75   
  绝对亏损 3262.00 最大亏损 18035.50 (70.15%) 相对亏损 70.15% (18035.50)
   
  交易单总计 758 卖单 (获利百分比) 375 (25.87%) 买单 (获利百分比) 383 (31.59%)
   盈利交易(占总百分比) 218 (28.76%) 亏损交易(占总百分比) 540 (71.24%)
  最大: 获利交易 5635.00 亏损交易 -511.00
  平均: 获利交易 832.29 亏损交易 -287.21
  最大: 连续获利金额 5 (1396.00) 连续亏损金额 16 (-5554.00)
  最多: 连续获利次数 5721.00 (2) 连续亏损次数 -5554.00 (16)
  平均: 连续获利 1 连续亏损 3
  
  # 时间 类型 定单 手数 价位 止损 获利 获利 余额
  1305 2011.05.13 09:00 buy 653 1.00 1.42385 1.41885 1.52385  
  1306 2011.05.13 18:00 close 653 1.00 1.42046 1.41885 1.52385 -339.00 29839.00
  1307 2011.05.13 18:00 sell 654 1.00 1.42046 1.42546 1.32046  
  1308 2011.05.16 11:00 close 654 1.00 1.41440 1.42546 1.32046 600.50 30439.50
  1309 2011.05.16 11:00 buy 655 1.00 1.41440 1.40940 1.51440  
  1310 2011.05.16 13:00 close 655 1.00 1.41081 1.40940 1.51440 -359.00 30080.50
  1311 2011.05.16 13:00 sell 656 1.00 1.41081 1.41581 1.31081  
  1312 2011.05.16 15:00 close 656 1.00 1.41264 1.41581 1.31081 -183.00 29897.50
  1313 2011.05.16 15:00 buy 657 1.00 1.41264 1.40764 1.51264  
  1314 2011.05.17 03:00 close 657 1.00 1.41449 1.40764 1.51264 187.00 30084.50
  1315 2011.05.17 03:00 sell 658 1.00 1.41449 1.41949 1.31449  
  1316 2011.05.17 08:00 close 658 1.00 1.41699 1.41949 1.31449 -250.00 29834.50
  1317 2011.05.17 08:00 buy 659 1.00 1.41699 1.41199 1.51699  
  1318 2011.05.17 16:00 close 659 1.00 1.41412 1.41199 1.51699 -287.00 29547.50
  1319 2011.05.17 16:00 sell 660 1.00 1.41412 1.41912 1.31412  
  1320 2011.05.17 17:27 s/l 660 1.00 1.41912 1.41912 1.31412 -500.00 29047.50
  1321 2011.05.17 18:00 buy 661 1.00 1.41692 1.41192 1.51692  
  1322 2011.05.17 19:00 close 661 1.00 1.41538 1.41192 1.51692 -154.00 28893.50
  1323 2011.05.17 19:00 sell 662 1.00 1.41538 1.42038 1.31538  
  1324 2011.05.17 20:00 close 662 1.00 1.41729 1.42038 1.31538 -191.00 28702.50
  1325 2011.05.17 20:00 buy 663 1.00 1.41729 1.41229 1.51729  
  1326 2011.05.18 15:00 close 663 1.00 1.42349 1.41229 1.51729 622.00 29324.50
  1327 2011.05.18 15:00 sell 664 1.00 1.42349 1.42849 1.32349  
  1328 2011.05.18 19:00 close 664 1.00 1.42704 1.42849 1.32349 -355.00 28969.50
  1329 2011.05.18 19:00 buy 665 1.00 1.42704 1.42204 1.52704  
  1330 2011.05.18 21:25 s/l 665 1.00 1.42204 1.42204 1.52704 -500.00 28469.50
  1331 2011.05.18 22:00 sell 666 1.00 1.42244 1.42744 1.32244  
  1332 2011.05.19 00:00 close 666 1.00 1.42495 1.42744 1.32244 -267.50 28202.00
  1333 2011.05.19 00:00 buy 667 1.00 1.42495 1.41995 1.52495  
  1334 2011.05.19 11:00 close 667 1.00 1.42349 1.41995 1.52495 -146.00 28056.00
  1335 2011.05.19 11:00 sell 668 1.00 1.42349 1.42849 1.32349  
  1336 2011.05.19 13:17 s/l 668 1.00 1.42849 1.42849 1.32349 -500.00 27556.00
  1337 2011.05.19 14:00 buy 669 1.00 1.42706 1.42206 1.52706  
  1338 2011.05.19 15:00 close 669 1.00 1.42456 1.42206 1.52706 -250.00 27306.00
  1339 2011.05.19 15:00 sell 670 1.00 1.42456 1.42956 1.32456  
  1340 2011.05.19 19:27 s/l 670 1.00 1.42956 1.42956 1.32456 -500.00 26806.00
  1341 2011.05.19 20:00 buy 671 1.00 1.43057 1.42557 1.53057  
  1342 2011.05.20 13:00 close 671 1.00 1.42885 1.42557 1.53057 -170.00 26636.00
  1343 2011.05.20 13:00 sell 672 1.00 1.42885 1.43385 1.32885  
  1344 2011.05.24 07:00 close 672 1.00 1.40581 1.43385 1.32885 2293.00 28929.00
  1345 2011.05.24 07:00 buy 673 1.00 1.40581 1.40081 1.50581  
  1346 2011.05.25 04:00 close 673 1.00 1.40719 1.40081 1.50581 140.00 29069.00
  1347 2011.05.25 04:00 sell 674 1.00 1.40719 1.41219 1.30719  
  1348 2011.05.25 15:00 close 674 1.00 1.40823 1.41219 1.30719 -104.00 28965.00
  1349 2011.05.25 15:00 buy 675 1.00 1.40823 1.40323 1.50823  
  1350 2011.05.25 16:12 s/l 675 1.00 1.40323 1.40323 1.50823 -500.00 28465.00
  1351 2011.05.25 17:00 sell 676 1.00 1.40519 1.41019 1.30519  
  1352 2011.05.25 18:00 close 676 1.00 1.40697 1.41019 1.30519 -178.00 28287.00
  1353 2011.05.25 18:00 buy 677 1.00 1.40697 1.40197 1.50697  
  1354 2011.05.26 18:00 close 677 1.00 1.40987 1.40197 1.50697 296.00 28583.00
  1355 2011.05.26 18:00 sell 678 1.00 1.40987 1.41487 1.30987  
  1356 2011.05.27 03:42 s/l 678 1.00 1.41487 1.41487 1.30987 -505.50 28077.50
  1357 2011.05.27 04:00 buy 679 1.00 1.41588 1.41088 1.51588  
  1358 2011.05.30 10:00 close 679 1.00 1.42726 1.41088 1.51588 1140.00 29217.50
  1359 2011.05.30 10:00 sell 680 1.00 1.42726 1.43226 1.32726  
  1360 2011.05.30 12:00 close 680 1.00 1.42853 1.43226 1.32726 -127.00 29090.50
  1361 2011.05.30 12:00 buy 681 1.00 1.42853 1.42353 1.52853  
  1362 2011.05.30 17:00 close 681 1.00 1.42721 1.42353 1.52853 -132.00 28958.50
  1363 2011.05.30 17:00 sell 682 1.00 1.42721 1.43221 1.32721  
  1364 2011.05.30 23:00 close 682 1.00 1.42833 1.43221 1.32721 -112.00 28846.50
  1365 2011.05.30 23:00 buy 683 1.00 1.42833 1.42333 1.52833  
  1366 2011.06.01 14:00 close 683 1.00 1.43950 1.42333 1.52833 1121.00 29967.50
  1367 2011.06.01 14:00 sell 684 1.00 1.43950 1.44450 1.33950  
  1368 2011.06.01 15:00 close 684 1.00 1.44131 1.44450 1.33950 -181.00 29786.50
  1369 2011.06.01 15:00 buy 685 1.00 1.44131 1.43631 1.54131  
  1370 2011.06.01 17:00 close 685 1.00 1.44086 1.43631 1.54131 -45.00 29741.50
  1371 2011.06.01 17:00 sell 686 1.00 1.44086 1.44586 1.34086  
  1372 2011.06.01 18:00 close 686 1.00 1.44267 1.44586 1.34086 -181.00 29560.50
  1373 2011.06.01 18:00 buy 687 1.00 1.44267 1.43767 1.54267  
  1374 2011.06.01 20:00 close 687 1.00 1.43931 1.43767 1.54267 -336.00 29224.50
  1375 2011.06.01 20:00 sell 688 1.00 1.43931 1.44431 1.33931  
  1376 2011.06.02 11:00 close 688 1.00 1.43912 1.44431 1.33931 2.50 29227.00
  1377 2011.06.02 11:00 buy 689 1.00 1.43912 1.43412 1.53912  
  1378 2011.06.06 14:00 close 689 1.00 1.46060 1.43412 1.53912 2152.00 31379.00
  1379 2011.06.06 14:00 sell 690 1.00 1.46060 1.46560 1.36060  
  1380 2011.06.07 07:00 close 690 1.00 1.46095 1.46560 1.36060 -40.50 31338.50
  1381 2011.06.07 07:00 buy 691 1.00 1.46095 1.45595 1.56095  
  1382 2011.06.08 04:00 close 691 1.00 1.46550 1.45595 1.56095 457.00 31795.50
  1383 2011.06.08 04:00 sell 692 1.00 1.46550 1.47050 1.36550  
  1384 2011.06.09 04:00 close 692 1.00 1.46230 1.47050 1.36550 303.50 32099.00
  1385 2011.06.09 04:00 buy 693 1.00 1.46230 1.45730 1.56230  
  1386 2011.06.09 13:00 close 693 1.00 1.45945 1.45730 1.56230 -285.00 31814.00
  1387 2011.06.09 13:00 sell 694 1.00 1.45945 1.46445 1.35945  
  1388 2011.06.09 14:00 close 694 1.00 1.46200 1.46445 1.35945 -255.00 31559.00
  1389 2011.06.09 14:00 buy 695 1.00 1.46200 1.45700 1.56200  
  1390 2011.06.09 14:30 s/l 695 1.00 1.45700 1.45700 1.56200 -500.00 31059.00
  1391 2011.06.09 15:00 sell 696 1.00 1.45328 1.45828 1.35328  
  1392 2011.06.13 14:00 close 696 1.00 1.43670 1.45828 1.35328 1647.00 32706.00
  1393 2011.06.13 14:00 buy 697 1.00 1.43670 1.43170 1.53670  
  1394 2011.06.15 03:00 close 697 1.00 1.44323 1.43170 1.53670 657.00 33363.00
  1395 2011.06.15 03:00 sell 698 1.00 1.44323 1.44823 1.34323  
  1396 2011.06.16 23:00 close 698 1.00 1.41850 1.44823 1.34323 2456.50 35819.50
  1397 2011.06.16 23:00 buy 699 1.00 1.41850 1.41350 1.51850  
  1398 2011.06.17 08:00 close 699 1.00 1.41480 1.41350 1.51850 -368.00 35451.50
  1399 2011.06.17 08:00 sell 700 1.00 1.41480 1.41980 1.31480  
  1400 2011.06.17 12:07 s/l 700 1.00 1.41980 1.41980 1.31480 -500.00 34951.50
  1401 2011.06.17 13:00 buy 701 1.00 1.42283 1.41783 1.52283  
  1402 2011.06.20 07:00 close 701 1.00 1.42532 1.41783 1.52283 251.00 35202.50
  1403 2011.06.20 07:00 sell 702 1.00 1.42532 1.43032 1.32532  
  1404 2011.06.20 16:10 s/l 702 1.00 1.43032 1.43032 1.32532 -500.00 34702.50
  1405 2011.06.20 17:00 buy 703 1.00 1.43177 1.42677 1.53177  
  1406 2011.06.22 05:00 close 703 1.00 1.43601 1.42677 1.53177 428.00 35130.50
  1407 2011.06.22 05:00 sell 704 1.00 1.43601 1.44101 1.33601  
  1408 2011.06.22 09:00 close 704 1.00 1.43905 1.44101 1.33601 -304.00 34826.50
  1409 2011.06.22 09:00 buy 705 1.00 1.43905 1.43405 1.53905  
  1410 2011.06.22 13:00 close 705 1.00 1.43640 1.43405 1.53905 -265.00 34561.50
  1411 2011.06.22 13:00 sell 706 1.00 1.43640 1.44140 1.33640  
  1412 2011.06.22 15:00 close 706 1.00 1.44002 1.44140 1.33640 -362.00 34199.50
  1413 2011.06.22 15:00 buy 707 1.00 1.44002 1.43502 1.54002  
  1414 2011.06.22 22:00 close 707 1.00 1.43758 1.43502 1.54002 -244.00 33955.50
  1415 2011.06.22 22:00 sell 708 1.00 1.43758 1.44258 1.33758  
  1416 2011.06.24 01:00 close 708 1.00 1.42634 1.44258 1.33758 1102.00 35057.50
  1417 2011.06.24 01:00 buy 709 1.00 1.42634 1.42134 1.52634  
  1418 2011.06.24 10:22 s/l 709 1.00 1.42134 1.42134 1.52634 -500.00 34557.50
  1419 2011.06.24 11:00 sell 710 1.00 1.42077 1.42577 1.32077  
  1420 2011.06.24 11:37 s/l 710 1.00 1.42577 1.42577 1.32077 -500.00 34057.50
  1421 2011.06.24 12:00 buy 711 1.00 1.43041 1.42541 1.53041  
  1422 2011.06.24 13:06 s/l 711 1.00 1.42541 1.42541 1.53041 -500.00 33557.50
  1423 2011.06.24 14:00 sell 712 1.00 1.42052 1.42552 1.32052  
  1424 2011.06.27 13:00 close 712 1.00 1.41968 1.42552 1.32052 78.50 33636.00
  1425 2011.06.27 13:00 buy 713 1.00 1.41968 1.41468 1.51968  
  1426 2011.06.28 14:00 close 713 1.00 1.42679 1.41468 1.51968 713.00 34349.00
  1427 2011.06.28 14:00 sell 714 1.00 1.42679 1.43179 1.32679  
  1428 2011.06.28 15:47 s/l 714 1.00 1.43179 1.43179 1.32679 -500.00 33849.00
  1429 2011.06.28 16:00 buy 715 1.00 1.43166 1.42666 1.53166  
  1430 2011.07.01 03:00 close 715 1.00 1.44743 1.42666 1.53166 1587.00 35436.00
  1431 2011.07.01 03:00 sell 716 1.00 1.44743 1.45243 1.34743  
  1432 2011.07.01 06:00 close 716 1.00 1.44988 1.45243 1.34743 -245.00 35191.00
  1433 2011.07.01 06:00 buy 717 1.00 1.44988 1.44488 1.54988  
  1434 2011.07.01 07:00 close 717 1.00 1.44922 1.44488 1.54988 -66.00 35125.00
  1435 2011.07.01 07:00 sell 718 1.00 1.44922 1.45422 1.34922  
  1436 2011.07.01 08:00 close 718 1.00 1.45148 1.45422 1.34922 -226.00 34899.00
  1437 2011.07.01 08:00 buy 719 1.00 1.45148 1.44648 1.55148  
  1438 2011.07.01 14:00 close 719 1.00 1.44868 1.44648 1.55148 -280.00 34619.00
  1439 2011.07.01 14:00 sell 720 1.00 1.44868 1.45368 1.34868  
  1440 2011.07.01 20:00 close 720 1.00 1.45114 1.45368 1.34868 -246.00 34373.00
  1441 2011.07.04 03:00 buy 721 1.00 1.45643 1.45143 1.55643  
  1442 2011.07.04 08:22 s/l 721 1.00 1.45143 1.45143 1.55643 -500.00 33873.00
  1443 2011.07.04 09:00 buy 722 1.00 1.45264 1.44764 1.55264  
  1444 2011.07.04 13:00 close 722 1.00 1.45220 1.44764 1.55264 -44.00 33829.00
  1445 2011.07.04 13:00 sell 723 1.00 1.45220 1.45720 1.35220  
  1446 2011.07.04 22:00 close 723 1.00 1.45482 1.45720 1.35220 -262.00 33567.00
  1447 2011.07.04 22:00 buy 724 1.00 1.45482 1.44982 1.55482  
  1448 2011.07.05 04:32 s/l 724 1.00 1.44982 1.44982 1.55482 -498.00 33069.00
  1449 2011.07.05 05:00 sell 725 1.00 1.44818 1.45318 1.34818  
  1450 2011.07.06 09:00 close 725 1.00 1.44585 1.45318 1.34818 227.50 33296.50
  1451 2011.07.06 09:00 buy 726 1.00 1.44585 1.44085 1.54585  
  1452 2011.07.06 10:00 close 726 1.00 1.44224 1.44085 1.54585 -361.00 32935.50
  1453 2011.07.06 10:00 sell 727 1.00 1.44224 1.44724 1.34224  
  1454 2011.07.07 10:00 close 727 1.00 1.43433 1.44724 1.34224 774.50 33710.00
  1455 2011.07.07 10:00 buy 728 1.00 1.43433 1.42933 1.53433  
  1456 2011.07.07 10:22 s/l 728 1.00 1.42933 1.42933 1.53433 -500.00 33210.00
  1457 2011.07.07 11:00 sell 729 1.00 1.42949 1.43449 1.32949  
  1458 2011.07.07 17:30 s/l 729 1.00 1.43449 1.43449 1.32949 -500.00 32710.00
  1459 2011.07.07 18:00 buy 730 1.00 1.43664 1.43164 1.53664  
  1460 2011.07.08 09:00 close 730 1.00 1.43388 1.43164 1.53664 -274.00 32436.00
  1461 2011.07.08 09:00 sell 731 1.00 1.43388 1.43888 1.33388  
  1462 2011.07.08 10:00 close 731 1.00 1.43480 1.43888 1.33388 -92.00 32344.00
  1463 2011.07.08 10:00 buy 732 1.00 1.43480 1.42980 1.53480  
  1464 2011.07.08 11:00 close 732 1.00 1.43176 1.42980 1.53480 -304.00 32040.00
  1465 2011.07.08 11:00 sell 733 1.00 1.43176 1.43676 1.33176  
  1466 2011.07.12 17:00 close 733 1.00 1.39956 1.43676 1.33176 3209.00 35249.00
  1467 2011.07.12 17:00 buy 734 1.00 1.39956 1.39456 1.49956  
  1468 2011.07.13 02:00 close 734 1.00 1.39694 1.39456 1.49956 -260.00 34989.00
  1469 2011.07.13 02:00 sell 735 1.00 1.39694 1.40194 1.29694  
  1470 2011.07.13 03:00 close 735 1.00 1.39901 1.40194 1.29694 -207.00 34782.00
  1471 2011.07.13 03:00 buy 736 1.00 1.39901 1.39401 1.49901  
  1472 2011.07.13 05:00 close 736 1.00 1.39699 1.39401 1.49901 -202.00 34580.00
  1473 2011.07.13 05:00 sell 737 1.00 1.39699 1.40199 1.29699  
  1474 2011.07.13 06:00 close 737 1.00 1.39949 1.40199 1.29699 -250.00 34330.00
  1475 2011.07.13 06:00 buy 738 1.00 1.39949 1.39449 1.49949  
  1476 2011.07.14 18:00 close 738 1.00 1.41540 1.39449 1.49949 1597.00 35927.00
  1477 2011.07.14 18:00 sell 739 1.00 1.41540 1.42040 1.31540  
  1478 2011.07.15 06:00 close 739 1.00 1.41819 1.42040 1.31540 -284.50 35642.50
  1479 2011.07.15 06:00 buy 740 1.00 1.41819 1.41319 1.51819  
  1480 2011.07.15 07:00 close 740 1.00 1.41711 1.41319 1.51819 -108.00 35534.50
  1481 2011.07.15 07:00 sell 741 1.00 1.41711 1.42211 1.31711  
  1482 2011.07.15 08:00 close 741 1.00 1.41751 1.42211 1.31711 -40.00 35494.50
  1483 2011.07.15 08:00 buy 742 1.00 1.41751 1.41251 1.51751  
  1484 2011.07.15 09:00 close 742 1.00 1.41671 1.41251 1.51751 -80.00 35414.50
  1485 2011.07.15 09:00 sell 743 1.00 1.41671 1.42171 1.31671  
  1486 2011.07.18 22:00 close 743 1.00 1.40848 1.42171 1.31671 817.50 36232.00
  1487 2011.07.18 22:00 buy 744 1.00 1.40848 1.40348 1.50848  
  1488 2011.07.20 08:00 close 744 1.00 1.41517 1.40348 1.50848 673.00 36905.00
  1489 2011.07.20 08:00 sell 745 1.00 1.41517 1.42017 1.31517  
  1490 2011.07.20 10:00 close 745 1.00 1.41918 1.42017 1.31517 -401.00 36504.00
  1491 2011.07.20 10:00 buy 746 1.00 1.41918 1.41418 1.51918  
  1492 2011.07.21 13:00 close 746 1.00 1.41671 1.41418 1.51918 -241.00 36263.00
  1493 2011.07.21 13:00 sell 747 1.00 1.41671 1.42171 1.31671  
  1494 2011.07.21 15:11 s/l 747 1.00 1.42171 1.42171 1.31671 -500.00 35763.00
  1495 2011.07.21 16:00 buy 748 1.00 1.43068 1.42568 1.53068  
  1496 2011.07.22 16:00 close 748 1.00 1.43620 1.42568 1.53068 554.00 36317.00
  1497 2011.07.22 16:00 sell 749 1.00 1.43620 1.44120 1.33620  
  1498 2011.07.25 00:26 s/l 749 1.00 1.44120 1.44120 1.33620 -505.50 35811.50
  1499 2011.07.25 03:00 sell 750 1.00 1.43659 1.44159 1.33659  
  1500 2011.07.25 04:00 close 750 1.00 1.43831 1.44159 1.33659 -172.00 35639.50
  1501 2011.07.25 04:00 buy 751 1.00 1.43831 1.43331 1.53831  
  1502 2011.07.25 09:00 close 751 1.00 1.43659 1.43331 1.53831 -172.00 35467.50
  1503 2011.07.25 09:00 sell 752 1.00 1.43659 1.44159 1.33659  
  1504 2011.07.25 13:00 close 752 1.00 1.44068 1.44159 1.33659 -409.00 35058.50
  1505 2011.07.25 13:00 buy 753 1.00 1.44068 1.43568 1.54068  
  1506 2011.07.25 14:00 close 753 1.00 1.43675 1.43568 1.54068 -393.00 34665.50
  1507 2011.07.25 14:00 sell 754 1.00 1.43675 1.44175 1.33675  
  1508 2011.07.25 15:00 close 754 1.00 1.43771 1.44175 1.33675 -96.00 34569.50
  1509 2011.07.25 15:00 buy 755 1.00 1.43771 1.43271 1.53771  
  1510 2011.07.25 17:00 close 755 1.00 1.43447 1.43271 1.53771 -324.00 34245.50
  1511 2011.07.25 17:00 sell 756 1.00 1.43447 1.43947 1.33447  
  1512 2011.07.25 21:00 close 756 1.00 1.43806 1.43947 1.33447 -359.00 33886.50
  1513 2011.07.25 21:00 buy 757 1.00 1.43806 1.43306 1.53806  
  1514 2011.07.27 11:00 close 757 1.00 1.44798 1.43306 1.53806 996.00 34882.50
  1515 2011.07.27 11:00 sell 758 1.00 1.44798 1.45298 1.34798  
  1516 2011.07.29 00:25 close at stop 758 1.00 1.43316 1.45298 1.34798 1460.00 36342.50
打赏