Strategy Tester Report
MA Sample
InterbankFX-Demo Accounts (Build 211)
| 商品 | EURUSDm (Euro vs US Dollar) | ||||
| 时间周期 | 1 小时图 2007.08.08 00:00 - 2008.01.24 23:00 (2007.08.08 - 2008.01.25) | ||||
| 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 | Signal_setup=(NULL); MA_fast=80; MA_slow=200; Shift=0; Trade_setup=(NULL); TakeProfit=50; StopLoss=50; Lots=1; TrailingStop=30; MagicNumber=999; | ||||
| 经测试过的柱数 | 3803 | 用于复盘的即时价数量 | 1078387 | 复盘模型的质量 | 90.00% |
| Mismatched charts errors | 0 | ||||
| 起始资金 | 1000.00 | ||||
| 总净盈利 | 264.37 | 总获利 | 264.37 | 总亏损 | 0.00 |
| 盈利比 | 预期盈利 | 37.77 | |||
| 绝对亏损 | 47.97 | 最大亏损 | 67.35 (5.64%) | 相对亏损 | 6.57% (66.97) |
| 交易单总计 | 7 | 卖单 (获利百分比) | 4 (100.00%) | 买单 (获利百分比) | 3 (100.00%) |
| 盈利交易(占总百分比) | 7 (100.00%) | 亏损交易(占总百分比) | 0 (0.00%) | ||
| 最大: | 获利交易 | 50.03 | 亏损交易 | 0.00 | |
| 平均: | 获利交易 | 37.77 | 亏损交易 | 0.00 | |
| 最大: | 连续获利金额 | 7 (264.37) | 连续亏损金额 | 0 (0.00) | |
| 最多: | 连续获利次数 | 264.37 (7) | 连续亏损次数 | 0.00 (0) | |
| 平均: | 连续获利 | 7 | 连续亏损 | 0 | |
| # | 时间 | 类型 | 定单 | 手数 | 价位 | 止损 | 获利 | 获利 | 余额 |
| 1 | 2007.08.10 03:00 | sell | 1 | 1.00 | 1.3662 | 1.3714 | 1.3612 | ||
| 2 | 2007.08.13 14:06 | modify | 1 | 1.00 | 1.3662 | 1.3662 | 1.3612 | ||
| 3 | 2007.08.13 14:06 | modify | 1 | 1.00 | 1.3662 | 1.3660 | 1.3612 | ||
| 4 | 2007.08.13 14:06 | modify | 1 | 1.00 | 1.3662 | 1.3659 | 1.3612 | ||
| 5 | 2007.08.13 14:06 | modify | 1 | 1.00 | 1.3662 | 1.3657 | 1.3612 | ||
| 6 | 2007.08.13 14:37 | modify | 1 | 1.00 | 1.3662 | 1.3656 | 1.3612 | ||
| 7 | 2007.08.13 14:49 | modify | 1 | 1.00 | 1.3662 | 1.3655 | 1.3612 | ||
| 8 | 2007.08.13 14:49 | modify | 1 | 1.00 | 1.3662 | 1.3654 | 1.3612 | ||
| 9 | 2007.08.13 14:49 | modify | 1 | 1.00 | 1.3662 | 1.3653 | 1.3612 | ||
| 10 | 2007.08.13 14:53 | modify | 1 | 1.00 | 1.3662 | 1.3652 | 1.3612 | ||
| 11 | 2007.08.13 14:53 | modify | 1 | 1.00 | 1.3662 | 1.3651 | 1.3612 | ||
| 12 | 2007.08.13 14:53 | modify | 1 | 1.00 | 1.3662 | 1.3650 | 1.3612 | ||
| 13 | 2007.08.13 14:53 | modify | 1 | 1.00 | 1.3662 | 1.3649 | 1.3612 | ||
| 14 | 2007.08.13 14:53 | modify | 1 | 1.00 | 1.3662 | 1.3648 | 1.3612 | ||
| 15 | 2007.08.13 14:53 | modify | 1 | 1.00 | 1.3662 | 1.3647 | 1.3612 | ||
| 16 | 2007.08.13 14:54 | modify | 1 | 1.00 | 1.3662 | 1.3646 | 1.3612 | ||
| 17 | 2007.08.13 14:54 | modify | 1 | 1.00 | 1.3662 | 1.3645 | 1.3612 | ||
| 18 | 2007.08.13 14:54 | modify | 1 | 1.00 | 1.3662 | 1.3644 | 1.3612 | ||
| 19 | 2007.08.13 14:55 | modify | 1 | 1.00 | 1.3662 | 1.3643 | 1.3612 | ||
| 20 | 2007.08.13 14:55 | t/p | 1 | 1.00 | 1.3612 | 1.3643 | 1.3612 | 50.03 | 1050.03 |
| 21 | 2007.08.24 13:00 | buy | 2 | 1.00 | 1.3633 | 1.3581 | 1.3683 | ||
| 22 | 2007.08.24 16:53 | modify | 2 | 1.00 | 1.3633 | 1.3633 | 1.3683 | ||
| 23 | 2007.08.24 16:54 | modify | 2 | 1.00 | 1.3633 | 1.3634 | 1.3683 | ||
| 24 | 2007.08.24 16:54 | modify | 2 | 1.00 | 1.3633 | 1.3635 | 1.3683 | ||
| 25 | 2007.08.24 16:54 | modify | 2 | 1.00 | 1.3633 | 1.3636 | 1.3683 | ||
| 26 | 2007.08.24 16:54 | modify | 2 | 1.00 | 1.3633 | 1.3637 | 1.3683 | ||
| 27 | 2007.08.24 16:54 | modify | 2 | 1.00 | 1.3633 | 1.3638 | 1.3683 | ||
| 28 | 2007.08.24 16:55 | modify | 2 | 1.00 | 1.3633 | 1.3639 | 1.3683 | ||
| 29 | 2007.08.24 16:55 | modify | 2 | 1.00 | 1.3633 | 1.3640 | 1.3683 | ||
| 30 | 2007.08.24 16:55 | modify | 2 | 1.00 | 1.3633 | 1.3642 | 1.3683 | ||
| 31 | 2007.08.24 16:55 | modify | 2 | 1.00 | 1.3633 | 1.3643 | 1.3683 | ||
| 32 | 2007.08.24 16:55 | modify | 2 | 1.00 | 1.3633 | 1.3644 | 1.3683 | ||
| 33 | 2007.08.24 16:55 | modify | 2 | 1.00 | 1.3633 | 1.3646 | 1.3683 | ||
| 34 | 2007.08.24 16:55 | modify | 2 | 1.00 | 1.3633 | 1.3647 | 1.3683 | ||
| 35 | 2007.08.24 16:55 | modify | 2 | 1.00 | 1.3633 | 1.3648 | 1.3683 | ||
| 36 | 2007.08.24 16:55 | modify | 2 | 1.00 | 1.3633 | 1.3649 | 1.3683 | ||
| 37 | 2007.08.24 16:55 | modify | 2 | 1.00 | 1.3633 | 1.3650 | 1.3683 | ||
| 38 | 2007.08.24 16:55 | modify | 2 | 1.00 | 1.3633 | 1.3651 | 1.3683 | ||
| 39 | 2007.08.26 23:08 | modify | 2 | 1.00 | 1.3633 | 1.3652 | 1.3683 | ||
| 40 | 2007.08.27 00:08 | t/p | 2 | 1.00 | 1.3683 | 1.3652 | 1.3683 | 49.65 | 1099.68 |
| 41 | 2007.10.08 16:00 | sell | 3 | 1.00 | 1.4051 | 1.4103 | 1.4001 | ||
| 42 | 2007.10.09 03:37 | modify | 3 | 1.00 | 1.4051 | 1.4051 | 1.4001 | ||
| 43 | 2007.10.09 03:37 | modify | 3 | 1.00 | 1.4051 | 1.4050 | 1.4001 | ||
| 44 | 2007.10.09 03:38 | modify | 3 | 1.00 | 1.4051 | 1.4049 | 1.4001 | ||
| 45 | 2007.10.09 03:38 | modify | 3 | 1.00 | 1.4051 | 1.4048 | 1.4001 | ||
| 46 | 2007.10.09 03:39 | modify | 3 | 1.00 | 1.4051 | 1.4047 | 1.4001 | ||
| 47 | 2007.10.09 04:13 | modify | 3 | 1.00 | 1.4051 | 1.4046 | 1.4001 | ||
| 48 | 2007.10.09 06:39 | s/l | 3 | 1.00 | 1.4046 | 1.4046 | 1.4001 | 5.04 | 1104.72 |
| 49 | 2007.10.11 03:00 | buy | 4 | 1.00 | 1.4150 | 1.4098 | 1.4200 | ||
| 50 | 2007.10.11 06:27 | modify | 4 | 1.00 | 1.4150 | 1.4151 | 1.4200 | ||
| 51 | 2007.10.11 06:27 | modify | 4 | 1.00 | 1.4150 | 1.4152 | 1.4200 | ||
| 52 | 2007.10.11 06:28 | modify | 4 | 1.00 | 1.4150 | 1.4153 | 1.4200 | ||
| 53 | 2007.10.11 06:28 | modify | 4 | 1.00 | 1.4150 | 1.4154 | 1.4200 | ||
| 54 | 2007.10.11 06:29 | modify | 4 | 1.00 | 1.4150 | 1.4155 | 1.4200 | ||
| 55 | 2007.10.11 06:36 | modify | 4 | 1.00 | 1.4150 | 1.4156 | 1.4200 | ||
| 56 | 2007.10.11 06:36 | modify | 4 | 1.00 | 1.4150 | 1.4157 | 1.4200 | ||
| 57 | 2007.10.11 06:37 | modify | 4 | 1.00 | 1.4150 | 1.4158 | 1.4200 | ||
| 58 | 2007.10.11 06:37 | modify | 4 | 1.00 | 1.4150 | 1.4159 | 1.4200 | ||
| 59 | 2007.10.11 06:38 | modify | 4 | 1.00 | 1.4150 | 1.4160 | 1.4200 | ||
| 60 | 2007.10.11 06:38 | modify | 4 | 1.00 | 1.4150 | 1.4161 | 1.4200 | ||
| 61 | 2007.10.11 06:39 | modify | 4 | 1.00 | 1.4150 | 1.4162 | 1.4200 | ||
| 62 | 2007.10.11 07:37 | modify | 4 | 1.00 | 1.4150 | 1.4163 | 1.4200 | ||
| 63 | 2007.10.11 07:37 | modify | 4 | 1.00 | 1.4150 | 1.4164 | 1.4200 | ||
| 64 | 2007.10.11 07:38 | modify | 4 | 1.00 | 1.4150 | 1.4165 | 1.4200 | ||
| 65 | 2007.10.11 07:38 | modify | 4 | 1.00 | 1.4150 | 1.4166 | 1.4200 | ||
| 66 | 2007.10.11 07:39 | modify | 4 | 1.00 | 1.4150 | 1.4167 | 1.4200 | ||
| 67 | 2007.10.11 08:18 | modify | 4 | 1.00 | 1.4150 | 1.4168 | 1.4200 | ||
| 68 | 2007.10.11 08:18 | modify | 4 | 1.00 | 1.4150 | 1.4169 | 1.4200 | ||
| 69 | 2007.10.11 08:19 | t/p | 4 | 1.00 | 1.4200 | 1.4169 | 1.4200 | 50.00 | 1154.72 |
| 70 | 2007.11.30 19:00 | sell | 5 | 1.00 | 1.4671 | 1.4723 | 1.4621 | ||
| 71 | 2007.11.30 19:30 | modify | 5 | 1.00 | 1.4671 | 1.4671 | 1.4621 | ||
| 72 | 2007.11.30 19:30 | modify | 5 | 1.00 | 1.4671 | 1.4670 | 1.4621 | ||
| 73 | 2007.11.30 19:30 | modify | 5 | 1.00 | 1.4671 | 1.4669 | 1.4621 | ||
| 74 | 2007.11.30 19:31 | modify | 5 | 1.00 | 1.4671 | 1.4668 | 1.4621 | ||
| 75 | 2007.11.30 19:31 | modify | 5 | 1.00 | 1.4671 | 1.4667 | 1.4621 | ||
| 76 | 2007.11.30 19:31 | modify | 5 | 1.00 | 1.4671 | 1.4666 | 1.4621 | ||
| 77 | 2007.11.30 19:32 | modify | 5 | 1.00 | 1.4671 | 1.4665 | 1.4621 | ||
| 78 | 2007.11.30 19:32 | modify | 5 | 1.00 | 1.4671 | 1.4664 | 1.4621 | ||
| 79 | 2007.11.30 19:32 | modify | 5 | 1.00 | 1.4671 | 1.4663 | 1.4621 | ||
| 80 | 2007.11.30 20:51 | modify | 5 | 1.00 | 1.4671 | 1.4662 | 1.4621 | ||
| 81 | 2007.11.30 20:52 | modify | 5 | 1.00 | 1.4671 | 1.4661 | 1.4621 | ||
| 82 | 2007.12.02 23:29 | s/l | 5 | 1.00 | 1.4661 | 1.4661 | 1.4621 | 10.00 | 1164.72 |
| 83 | 2007.12.27 20:00 | buy | 6 | 1.00 | 1.4628 | 1.4576 | 1.4678 | ||
| 84 | 2007.12.28 07:29 | modify | 6 | 1.00 | 1.4628 | 1.4628 | 1.4678 | ||
| 85 | 2007.12.28 07:29 | modify | 6 | 1.00 | 1.4628 | 1.4629 | 1.4678 | ||
| 86 | 2007.12.28 07:29 | modify | 6 | 1.00 | 1.4628 | 1.4630 | 1.4678 | ||
| 87 | 2007.12.28 07:30 | modify | 6 | 1.00 | 1.4628 | 1.4631 | 1.4678 | ||
| 88 | 2007.12.28 07:30 | modify | 6 | 1.00 | 1.4628 | 1.4632 | 1.4678 | ||
| 89 | 2007.12.28 07:31 | modify | 6 | 1.00 | 1.4628 | 1.4633 | 1.4678 | ||
| 90 | 2007.12.28 07:31 | modify | 6 | 1.00 | 1.4628 | 1.4634 | 1.4678 | ||
| 91 | 2007.12.28 07:31 | modify | 6 | 1.00 | 1.4628 | 1.4635 | 1.4678 | ||
| 92 | 2007.12.28 07:32 | modify | 6 | 1.00 | 1.4628 | 1.4636 | 1.4678 | ||
| 93 | 2007.12.28 09:16 | modify | 6 | 1.00 | 1.4628 | 1.4637 | 1.4678 | ||
| 94 | 2007.12.28 09:16 | modify | 6 | 1.00 | 1.4628 | 1.4638 | 1.4678 | ||
| 95 | 2007.12.28 09:17 | modify | 6 | 1.00 | 1.4628 | 1.4639 | 1.4678 | ||
| 96 | 2007.12.28 09:17 | modify | 6 | 1.00 | 1.4628 | 1.4640 | 1.4678 | ||
| 97 | 2007.12.28 09:18 | modify | 6 | 1.00 | 1.4628 | 1.4641 | 1.4678 | ||
| 98 | 2007.12.28 09:18 | modify | 6 | 1.00 | 1.4628 | 1.4642 | 1.4678 | ||
| 99 | 2007.12.28 09:28 | modify | 6 | 1.00 | 1.4628 | 1.4643 | 1.4678 | ||
| 100 | 2007.12.28 09:28 | modify | 6 | 1.00 | 1.4628 | 1.4644 | 1.4678 | ||
| 101 | 2007.12.28 09:28 | modify | 6 | 1.00 | 1.4628 | 1.4645 | 1.4678 | ||
| 102 | 2007.12.28 09:29 | modify | 6 | 1.00 | 1.4628 | 1.4646 | 1.4678 | ||
| 103 | 2007.12.28 09:29 | modify | 6 | 1.00 | 1.4628 | 1.4647 | 1.4678 | ||
| 104 | 2007.12.28 09:30 | t/p | 6 | 1.00 | 1.4678 | 1.4647 | 1.4678 | 49.65 | 1214.37 |
| 105 | 2008.01.17 16:00 | sell | 7 | 1.00 | 1.4684 | 1.4736 | 1.4634 | ||
| 106 | 2008.01.17 20:38 | modify | 7 | 1.00 | 1.4684 | 1.4683 | 1.4634 | ||
| 107 | 2008.01.17 20:38 | modify | 7 | 1.00 | 1.4684 | 1.4682 | 1.4634 | ||
| 108 | 2008.01.17 20:39 | modify | 7 | 1.00 | 1.4684 | 1.4681 | 1.4634 | ||
| 109 | 2008.01.17 21:26 | modify | 7 | 1.00 | 1.4684 | 1.4680 | 1.4634 | ||
| 110 | 2008.01.17 21:26 | modify | 7 | 1.00 | 1.4684 | 1.4679 | 1.4634 | ||
| 111 | 2008.01.17 21:27 | modify | 7 | 1.00 | 1.4684 | 1.4678 | 1.4634 | ||
| 112 | 2008.01.17 21:27 | modify | 7 | 1.00 | 1.4684 | 1.4677 | 1.4634 | ||
| 113 | 2008.01.17 21:28 | modify | 7 | 1.00 | 1.4684 | 1.4676 | 1.4634 | ||
| 114 | 2008.01.17 21:28 | modify | 7 | 1.00 | 1.4684 | 1.4675 | 1.4634 | ||
| 115 | 2008.01.17 21:29 | modify | 7 | 1.00 | 1.4684 | 1.4674 | 1.4634 | ||
| 116 | 2008.01.17 21:29 | modify | 7 | 1.00 | 1.4684 | 1.4673 | 1.4634 | ||
| 117 | 2008.01.17 21:36 | modify | 7 | 1.00 | 1.4684 | 1.4672 | 1.4634 | ||
| 118 | 2008.01.17 21:36 | modify | 7 | 1.00 | 1.4684 | 1.4671 | 1.4634 | ||
| 119 | 2008.01.17 21:36 | modify | 7 | 1.00 | 1.4684 | 1.4670 | 1.4634 | ||
| 120 | 2008.01.17 21:37 | modify | 7 | 1.00 | 1.4684 | 1.4669 | 1.4634 | ||
| 121 | 2008.01.17 21:37 | modify | 7 | 1.00 | 1.4684 | 1.4668 | 1.4634 | ||
| 122 | 2008.01.17 21:37 | modify | 7 | 1.00 | 1.4684 | 1.4667 | 1.4634 | ||
| 123 | 2008.01.17 21:38 | modify | 7 | 1.00 | 1.4684 | 1.4666 | 1.4634 | ||
| 124 | 2008.01.17 21:38 | modify | 7 | 1.00 | 1.4684 | 1.4665 | 1.4634 | ||
| 125 | 2008.01.17 21:38 | t/p | 7 | 1.00 | 1.4634 | 1.4665 | 1.4634 | 50.00 | 1264.37 |