Strategy Tester Report
DYJ RiseTrading
FXCM-USDDemo01 (Build 1090)

交易品种USOil (US Oil)
时间周期15 分钟图 2016.07.01 01:00 - 2017.09.06 23:45 (2016.07.01 - 2017.09.07)
复盘模型每个即时价格(基于所有可利用的最小时段的每一个价格的分形插值计算)
参数_fastEMAPeriod12=12; _slowEMAPeriod26=26; _signalPeriod9=9; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; StochKPeriod_5=5; StochDPeriod_3=3; StochSlowing_3=3; zoneResonanceBUY=20; zoneResonanceSELL=80; Auto_Risk_Percent=2; Auto_Max_Risk_in_Total_Orders=10; Manual_Lots=0.01; Manual_Maximum_Lots=1; Max_Order=1; Wait_Mins_For_Next_Trade=60; Slippage=3; MaxBarsToCheck=3; TPTimesStopLoss=3; TakeProfit=500; StopLoss=150; TrailingStop=20; TrailingStep=5; PipStep=30; MULTIPLE_FOR_DIGITS1=1; MULTIPLE_FOR_DIGITS2=100; MULTIPLE_FOR_DIGITS3=10; MULTIPLE_FOR_DIGITS4=10; MULTIPLE_FOR_DIGITS5=10;
经测试过的柱数28363用于复盘的即时价数量3521725复盘模型的质量n/a
输入图表错误364
起始资金10000.00点差当前 (60)
总净盈利551.71总获利1223.99总亏损-672.28
盈利比1.82预期盈利13.14
绝对亏损32.93最大亏损414.96 (3.85%)相对亏损3.86% (401.10)
交易单总计42卖单 (%获利百分比)26 (88.46%)买单 (%获利百分比)16 (87.50%)
盈利交易(%占总百分比)37 (88.10%)亏损交易(%占总百分比)5 (11.90%)
最大:获利交易114.40亏损交易-239.68
平均获利交易33.08亏损交易-134.46
最大:连续获利金额14 (482.44)连续亏损金额1 (-239.68)
最多:连续获利次数482.44 (14)连续亏损次数-239.68 (1)
平均:连续获利6连续亏损1
Graph
#时间类型订单手数价格止损获利获利余额
12016.07.05 01:00sell113.0048.6690.0000.000
22016.07.05 01:00modify113.0048.66949.36946.569
32016.07.05 04:09modify113.0048.66948.66746.569
42016.07.05 04:24modify113.0048.66948.61446.569
52016.07.05 04:39modify113.0048.66948.56446.569
62016.07.05 04:54modify113.0048.66948.51246.569
72016.07.05 07:16modify113.0048.66948.46146.569
82016.07.05 07:22modify113.0048.66948.41046.569
92016.07.05 08:54modify113.0048.66948.36046.569
102016.07.05 10:06modify113.0048.66948.30946.569
112016.07.05 10:09modify113.0048.66948.25846.569
122016.07.05 10:09modify113.0048.66948.20646.569
132016.07.05 10:55modify113.0048.66948.15446.569
142016.07.05 11:04modify113.0048.66948.10246.569
152016.07.05 11:04modify113.0048.66948.05246.569
162016.07.05 11:06modify113.0048.66948.00246.569
172016.07.05 11:07modify113.0048.66947.94946.569
182016.07.05 11:09modify113.0048.66947.89546.569
192016.07.05 11:09modify113.0048.66947.84246.569
202016.07.05 11:09modify113.0048.66947.78946.569
212016.07.05 13:30s/l113.0047.78947.78946.569114.4010114.40
222016.07.20 05:00buy213.0045.5050.0000.000
232016.07.20 05:00modify213.0045.50544.37548.895
242016.07.20 17:49modify213.0045.50545.50648.895
252016.07.20 17:52modify213.0045.50545.55848.895
262016.07.20 17:52modify213.0045.50545.60848.895
272016.07.20 18:09s/l213.0045.60845.60848.89513.3910127.79
282016.08.29 05:05sell314.0047.0130.0000.000
292016.08.29 05:05modify314.0047.01348.48442.600
302016.08.29 15:54modify314.0047.01347.00042.600
312016.08.29 16:24modify314.0047.01346.94342.600
322016.08.29 16:31s/l314.0046.94346.94342.6009.8010137.59
332016.08.31 17:33sell414.0045.6760.0000.000
342016.08.31 17:33modify414.0045.67648.48437.252
352016.08.31 17:37modify414.0045.67645.67537.252
362016.08.31 17:37modify414.0045.67645.62537.252
372016.08.31 17:38modify414.0045.67645.57537.252
382016.08.31 17:38modify414.0045.67645.52237.252
392016.08.31 17:42s/l414.0045.52245.52237.25221.5610159.15
402016.08.31 18:42sell514.0044.9240.0000.000
412016.08.31 18:42modify514.0044.92448.48434.244
422016.08.31 20:04modify514.0044.92444.92234.244
432016.08.31 20:07modify514.0044.92444.86934.244
442016.08.31 20:08modify514.0044.92444.81834.244
452016.08.31 20:16modify514.0044.92444.76634.244
462016.08.31 20:39s/l514.0044.76644.76634.24422.1210181.27
472016.08.31 21:39sell614.0044.6920.0000.000
482016.08.31 21:39modify614.0044.69248.48433.316
492016.09.01 15:09modify614.0044.69244.68633.316
502016.09.01 15:22modify614.0044.69244.63233.316
512016.09.01 15:24modify614.0044.69244.57633.316
522016.09.01 15:39modify614.0044.69244.52233.316
532016.09.01 15:39modify614.0044.69244.47233.316
542016.09.01 16:19modify614.0044.69244.41833.316
552016.09.01 16:21modify614.0044.69244.36533.316
562016.09.01 16:22modify614.0044.69244.31133.316
572016.09.01 16:24modify614.0044.69244.25933.316
582016.09.01 16:24modify614.0044.69244.20833.316
592016.09.01 16:39modify614.0044.69244.15733.316
602016.09.01 17:00s/l614.0044.15744.15733.31674.9010256.17
612016.09.22 15:17buy714.0046.1320.0000.000
622016.09.22 15:17modify714.0046.13242.99555.543
632016.09.22 16:10modify714.0046.13246.13555.543
642016.09.22 16:24modify714.0046.13246.18855.543
652016.09.22 16:54modify714.0046.13246.23855.543
662016.09.22 17:03modify714.0046.13246.28955.543
672016.09.22 17:07s/l714.0046.28946.28955.54321.9810278.15
682016.09.22 18:07buy814.0046.3870.0000.000
692016.09.22 18:07modify814.0046.38742.99556.563
702016.09.28 21:13modify814.0046.38746.38856.563
712016.09.28 21:13modify814.0046.38746.44056.563
722016.09.28 21:15s/l814.0046.44046.44056.5637.4210285.57
732016.10.14 18:03sell914.0050.0900.0000.000
742016.10.14 18:03modify914.0050.09051.16446.868
752016.10.17 16:35modify914.0050.09050.07946.868
762016.10.17 16:37modify914.0050.09050.02746.868
772016.10.17 16:38modify914.0050.09049.97646.868
782016.10.17 16:41modify914.0050.09049.92646.868
792016.10.17 16:45modify914.0050.09049.87646.868
802016.10.17 16:46modify914.0050.09049.82646.868
812016.10.17 16:55modify914.0050.09049.77546.868
822016.10.17 17:17s/l914.0049.77549.77546.86844.1010329.67
832016.10.18 10:26buy1014.0050.4690.0000.000
842016.10.18 10:26modify1014.0050.46949.68452.824
852016.10.18 23:32modify1014.0050.46950.47152.824
862016.10.18 23:32modify1014.0050.46950.52452.824
872016.10.19 01:02modify1014.0050.46950.57652.824
882016.10.19 01:25modify1014.0050.46950.62652.824
892016.10.19 04:13modify1014.0050.46950.67652.824
902016.10.19 06:07s/l1014.0050.67650.67652.82428.9810358.65
912016.10.25 13:00buy1114.0050.8250.0000.000
922016.10.25 13:00modify1114.0050.82550.12552.925
932016.10.25 16:18s/l1114.0050.12550.12552.925-98.0010260.65
942016.11.17 16:32buy1214.0046.4550.0000.000
952016.11.17 16:32modify1214.0046.45542.13459.418
962016.11.21 01:03modify1214.0046.45546.45759.418
972016.11.21 01:03modify1214.0046.45546.51259.418
982016.11.21 01:12modify1214.0046.45546.56359.418
992016.11.21 01:15modify1214.0046.45546.61459.418
1002016.11.21 01:19modify1214.0046.45546.66559.418
1012016.11.21 01:31modify1214.0046.45546.71959.418
1022016.11.21 01:33modify1214.0046.45546.77159.418
1032016.11.21 02:11s/l1214.0046.77146.77159.41844.2410304.89
1042016.11.30 11:16buy1314.0047.2650.0000.000
1052016.11.30 11:16modify1314.0047.26545.10453.748
1062016.11.30 11:18modify1314.0047.26547.26953.748
1072016.11.30 11:18modify1314.0047.26547.31953.748
1082016.11.30 11:22modify1314.0047.26547.36953.748
1092016.11.30 11:22modify1314.0047.26547.42453.748
1102016.11.30 11:23modify1314.0047.26547.47553.748
1112016.11.30 11:23modify1314.0047.26547.52753.748
1122016.11.30 11:23modify1314.0047.26547.57853.748
1132016.11.30 11:27s/l1314.0047.57847.57853.74843.8210348.71
1142016.11.30 12:27buy1414.0047.5730.0000.000
1152016.11.30 12:27modify1414.0047.57345.10454.980
1162016.11.30 12:32modify1414.0047.57347.57854.980
1172016.11.30 12:32modify1414.0047.57347.63454.980
1182016.11.30 12:32modify1414.0047.57347.68454.980
1192016.11.30 12:32modify1414.0047.57347.73454.980
1202016.11.30 12:33modify1414.0047.57347.78854.980
1212016.11.30 12:33modify1414.0047.57347.83854.980
1222016.11.30 12:33modify1414.0047.57347.89454.980
1232016.11.30 12:33modify1414.0047.57347.94454.980
1242016.11.30 12:34s/l1414.0047.94447.94454.98051.9410400.65
1252016.12.16 17:00buy1514.0051.6450.0000.000
1262016.12.16 17:00modify1514.0051.64550.42955.293
1272016.12.16 18:27modify1514.0051.64551.64755.293
1282016.12.16 18:38modify1514.0051.64551.69855.293
1292016.12.16 18:59modify1514.0051.64551.74955.293
1302016.12.16 19:01modify1514.0051.64551.79955.293
1312016.12.16 19:13s/l1514.0051.79951.79955.29321.5610422.21
1322016.12.16 20:13buy1614.0051.8320.0000.000
1332016.12.16 20:13modify1614.0051.83250.42956.041
1342016.12.16 21:58modify1614.0051.83251.83556.041
1352016.12.19 01:00modify1614.0051.83251.94556.041
1362016.12.19 01:00modify1614.0051.83251.99956.041
1372016.12.19 01:37s/l1614.0051.99951.99956.04123.3810445.59
1382016.12.21 20:02sell1714.0052.6060.0000.000
1392016.12.21 20:02modify1714.0052.60653.80549.009
1402016.12.21 20:23modify1714.0052.60652.60349.009
1412016.12.21 21:11s/l1714.0052.60352.60349.0090.4210446.01
1422017.01.03 18:25sell1814.0053.6600.0000.000
1432017.01.03 18:25modify1814.0053.66055.26048.860
1442017.01.03 18:26modify1814.0053.66053.65848.860
1452017.01.03 18:26modify1814.0053.66053.60748.860
1462017.01.03 18:27modify1814.0053.66053.55548.860
1472017.01.03 18:27modify1814.0053.66053.50148.860
1482017.01.03 18:27modify1814.0053.66053.45148.860
1492017.01.03 18:27modify1814.0053.66053.39748.860
1502017.01.03 18:27modify1814.0053.66053.34348.860
1512017.01.03 18:27modify1814.0053.66053.29348.860
1522017.01.03 18:27modify1814.0053.66053.23948.860
1532017.01.03 18:29s/l1814.0053.23953.23948.86058.9410504.95
1542017.01.03 19:29sell1914.0052.5350.0000.000
1552017.01.03 19:29modify1914.0052.53555.26044.360
1562017.01.03 19:46modify1914.0052.53552.53444.360
1572017.01.03 20:01s/l1914.0052.53452.53444.3600.1410505.09
1582017.01.11 18:08buy2014.0052.3000.0000.000
1592017.01.11 18:08modify2014.0052.30050.81456.758
1602017.01.11 19:38modify2014.0052.30052.30356.758
1612017.01.11 19:53modify2014.0052.30052.35656.758
1622017.01.11 20:01modify2014.0052.30052.40956.758
1632017.01.11 20:36modify2014.0052.30052.46556.758
1642017.01.11 20:38modify2014.0052.30052.51856.758
1652017.01.11 20:53s/l2014.0052.51852.51856.75830.5210535.61
1662017.01.16 01:00sell2114.0052.4950.0000.000
1672017.01.16 01:00modify2114.0052.49553.19550.395
1682017.01.16 09:07modify2114.0052.49552.49450.395
1692017.01.16 10:08modify2114.0052.49552.44050.395
1702017.01.16 11:33s/l2114.0052.44052.44050.3957.7010543.31
1712017.01.18 11:12sell2214.0052.4800.0000.000
1722017.01.18 11:12modify2214.0052.48053.18050.380
1732017.01.18 11:18modify2214.0052.48052.47550.380
1742017.01.18 11:31modify2214.0052.48052.42350.380
1752017.01.18 11:32modify2214.0052.48052.36950.380
1762017.01.18 11:32modify2214.0052.48052.31950.380
1772017.01.18 11:43modify2214.0052.48052.26350.380
1782017.01.18 11:47modify2214.0052.48052.20450.380
1792017.01.18 12:00modify2214.0052.48052.14550.380
1802017.01.18 12:01modify2214.0052.48052.09150.380
1812017.01.18 12:01modify2214.0052.48052.04150.380
1822017.01.18 12:02modify2214.0052.48051.97950.380
1832017.01.18 12:02modify2214.0052.48051.91750.380
1842017.01.18 12:12modify2214.0052.48051.86350.380
1852017.01.18 12:13modify2214.0052.48051.81150.380
1862017.01.18 13:12s/l2214.0051.81151.81150.38093.6610636.97
1872017.01.20 01:00buy2314.0052.2700.0000.000
1882017.01.20 01:00modify2314.0052.27050.94556.245
1892017.01.20 10:23modify2314.0052.27052.27556.245
1902017.01.20 11:18modify2314.0052.27052.32656.245
1912017.01.20 11:42modify2314.0052.27052.39456.245
1922017.01.20 11:43modify2314.0052.27052.45456.245
1932017.01.20 11:43modify2314.0052.27052.51056.245
1942017.01.20 11:48modify2314.0052.27052.56556.245
1952017.01.20 12:02modify2314.0052.27052.61556.245
1962017.01.20 13:44s/l2314.0052.61552.61556.24548.3010685.27
1972017.01.27 16:07sell2414.0053.1150.0000.000
1982017.01.27 16:07modify2414.0053.11554.10050.160
1992017.01.27 18:37modify2414.0053.11553.11550.160
2002017.01.27 18:37modify2414.0053.11553.06550.160
2012017.01.27 18:37modify2414.0053.11553.01550.160
2022017.01.27 18:38modify2414.0053.11552.96450.160
2032017.01.27 18:38modify2414.0053.11552.91050.160
2042017.01.27 18:38modify2414.0053.11552.85750.160
2052017.01.27 18:43s/l2414.0052.85752.85750.16036.1210721.39
2062017.01.27 19:43sell2514.0052.8230.0000.000
2072017.01.27 19:43modify2514.0052.82354.10048.992
2082017.01.30 17:43modify2514.0052.82352.82148.992
2092017.01.30 17:46modify2514.0052.82352.77148.992
2102017.01.30 17:53modify2514.0052.82352.72048.992
2112017.01.30 17:58modify2514.0052.82352.66848.992
2122017.01.30 18:11s/l2514.0052.66852.66848.99221.7010743.09
2132017.01.31 04:48sell2614.0052.3880.0000.000
2142017.01.31 04:48modify2614.0052.38854.10047.252
2152017.02.02 12:00s/l2614.0054.10054.10047.252-239.6810503.41
2162017.02.07 11:26sell2714.0052.7020.0000.000
2172017.02.07 11:26modify2714.0052.70254.34447.776
2182017.02.07 16:02modify2714.0052.70252.69747.776
2192017.02.07 16:03modify2714.0052.70252.64547.776
2202017.02.07 16:03modify2714.0052.70252.59447.776
2212017.02.07 16:06modify2714.0052.70252.54147.776
2222017.02.07 16:07modify2714.0052.70252.49047.776
2232017.02.07 16:07modify2714.0052.70252.44047.776
2242017.02.07 16:08modify2714.0052.70252.38547.776
2252017.02.07 16:08modify2714.0052.70252.33247.776
2262017.02.07 16:08modify2714.0052.70252.27947.776
2272017.02.07 16:22s/l2714.0052.27952.27947.77659.2210562.63
2282017.02.07 17:22sell2814.0052.1280.0000.000
2292017.02.07 17:22modify2814.0052.12854.34445.480
2302017.02.07 19:17modify2814.0052.12852.12045.480
2312017.02.07 20:07modify2814.0052.12852.06945.480
2322017.02.07 20:36s/l2814.0052.06952.06945.4808.2610570.89
2332017.02.07 21:36sell2914.0052.1260.0000.000
2342017.02.07 21:36modify2914.0052.12654.34445.472
2352017.02.07 23:32modify2914.0052.12652.12345.472
2362017.02.07 23:32modify2914.0052.12652.06945.472
2372017.02.07 23:32modify2914.0052.12652.01545.472
2382017.02.07 23:32modify2914.0052.12651.96045.472
2392017.02.07 23:38modify2914.0052.12651.90545.472
2402017.02.08 01:00modify2914.0052.12651.66545.472
2412017.02.08 01:02modify2914.0052.12651.61345.472
2422017.02.08 01:03modify2914.0052.12651.56345.472
2432017.02.08 01:53modify2914.0052.12651.51345.472
2442017.02.08 01:56modify2914.0052.12651.46245.472
2452017.02.08 03:00s/l2914.0051.46251.46245.47292.9610663.85
2462017.02.16 10:13buy3014.0053.2340.0000.000
2472017.02.16 10:13modify3014.0053.23452.53455.334
2482017.02.16 13:35modify3014.0053.23453.23955.334
2492017.02.16 16:07modify3014.0053.23453.29155.334
2502017.02.16 16:08modify3014.0053.23453.34155.334
2512017.02.16 16:53s/l3014.0053.34153.34155.33414.9810678.83
2522017.02.17 13:00sell3114.0052.9600.0000.000
2532017.02.17 13:00modify3114.0052.96053.66050.860
2542017.02.20 09:07s/l3114.0053.66053.66050.860-98.0010580.83
2552017.03.21 01:03buy3214.0048.9900.0000.000
2562017.03.21 01:03modify3214.0048.99047.76552.665
2572017.03.21 10:38modify3214.0048.99048.99352.665
2582017.03.21 10:56modify3214.0048.99049.04352.665
2592017.03.21 11:12modify3214.0048.99049.09352.665
2602017.03.21 11:45modify3214.0048.99049.14452.665
2612017.03.21 11:46modify3214.0048.99049.19752.665
2622017.03.21 11:47modify3214.0048.99049.25052.665
2632017.03.21 12:30s/l3214.0049.25049.25052.66536.4010617.23
2642017.03.28 03:23buy3314.0047.9950.0000.000
2652017.03.28 03:23modify3314.0047.99547.01050.950
2662017.03.28 11:56modify3314.0047.99548.00250.950
2672017.03.28 13:53s/l3314.0048.00248.00250.9500.9810618.21
2682017.05.02 13:26buy3414.0049.2390.0000.000
2692017.05.02 13:26modify3414.0049.23948.45051.606
2702017.05.02 18:27s/l3414.0048.45048.45051.606-110.4610507.75
2712017.05.31 12:41sell3514.0048.7430.0000.000
2722017.05.31 12:41modify3514.0048.74350.31044.042
2732017.05.31 14:25modify3514.0048.74348.73844.042
2742017.05.31 14:26modify3514.0048.74348.68444.042
2752017.05.31 14:27modify3514.0048.74348.62844.042
2762017.05.31 14:27modify3514.0048.74348.57044.042
2772017.05.31 15:03s/l3514.0048.57048.57044.04224.2210531.97
2782017.05.31 16:03sell3614.0048.3200.0000.000
2792017.05.31 16:03modify3614.0048.32050.31042.350
2802017.05.31 17:08modify3614.0048.32048.31742.350
2812017.05.31 17:08modify3614.0048.32048.26542.350
2822017.05.31 17:12modify3614.0048.32048.21242.350
2832017.05.31 17:12modify3614.0048.32048.16142.350
2842017.05.31 17:13modify3614.0048.32048.11142.350
2852017.05.31 17:37s/l3614.0048.11148.11142.35029.2610561.23
2862017.05.31 18:37sell3714.0047.7750.0000.000
2872017.05.31 18:37modify3714.0047.77550.31040.170
2882017.06.02 09:33modify3714.0047.77547.77240.170
2892017.06.02 10:21modify3714.0047.77547.71540.170
2902017.06.02 10:22modify3714.0047.77547.65640.170
2912017.06.02 10:52modify3714.0047.77547.60540.170
2922017.06.02 11:06modify3714.0047.77547.55440.170
2932017.06.02 11:07modify3714.0047.77547.50440.170
2942017.06.02 11:43s/l3714.0047.50447.50440.17037.9410599.17
2952017.08.07 11:50sell3814.0048.8650.0000.000
2962017.08.07 11:50modify3814.0048.86549.72546.285
2972017.08.07 17:44modify3814.0048.86548.85946.285
2982017.08.07 18:25modify3814.0048.86548.80346.285
2992017.08.07 18:43s/l3814.0048.80348.80346.2858.6810607.85
3002017.08.08 16:25sell3914.0048.9090.0000.000
3012017.08.08 16:25modify3914.0048.90949.81046.206
3022017.08.10 09:20s/l3914.0049.81049.81046.206-126.1410481.71
3032017.08.10 19:52sell4014.0048.6300.0000.000
3042017.08.10 19:52modify4014.0048.63050.24043.800
3052017.08.10 22:54modify4014.0048.63048.62643.800
3062017.08.11 01:19s/l4014.0048.62648.62643.8000.5610482.27
3072017.08.24 17:37sell4114.0047.6390.0000.000
3082017.08.24 17:37modify4114.0047.63948.46045.176
3092017.08.24 18:35modify4114.0047.63947.63745.176
3102017.08.24 18:35modify4114.0047.63947.58345.176
3112017.08.24 18:35modify4114.0047.63947.53345.176
3122017.08.24 18:40modify4114.0047.63947.48245.176
3132017.08.24 18:41modify4114.0047.63947.42745.176
3142017.08.24 18:50s/l4114.0047.42747.42745.17629.6810511.95
3152017.08.24 19:50sell4214.0047.0900.0000.000
3162017.08.24 19:50modify4214.0047.09048.46042.980
3172017.08.28 17:15modify4214.0047.09047.08442.980
3182017.08.28 17:15modify4214.0047.09047.02842.980
3192017.08.28 17:21modify4214.0047.09046.97542.980
3202017.08.28 17:23modify4214.0047.09046.92242.980
3212017.08.28 17:32modify4214.0047.09046.86342.980
3222017.08.28 17:32modify4214.0047.09046.80642.980
3232017.08.28 17:49s/l4214.0046.80646.80642.98039.7610551.71