Strategy Tester Report
Wonderful Moment
ICMarkets-Live07 (Build 1170)

交易品种CADJPY (Canadian Dollar vs Japanese Yen)
时间周期15 分钟图 2018.01.24 00:00 - 2019.01.23 23:45 (2018.01.24 - 2019.01.24)
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TransactionNotes=""; ChartPeriod="M15"; MagicNumber=20190124; MaxSpread=3; MaxSlippage=2; TradingSettings=""; StartHour=0; StartMinute=0; EndHour=1; EndMinute=0; WeeklyTradingStartTime=""; WhatDayIsTodayStartTrading=1; WhenToStartTrading=4; WeeklyClosingTime=""; WhatDayIstodayClosing=5; ClosingTheDeal=11; NoTradingOnWeekdays=6; NoTradingForAFewMonthsOrDaysA=""; NotTradingForMonthsA=12; NoTradingForAFewDaysA=24; NoTradingForAFewMonthsOrDaysB=""; NotTradingForMonthsB=12; NoTradingForAFewDaysB=25; NoTradingForAFewMonthsOrDaysC=""; NotTradingForMonthsC=12; NoTradingForAFewDaysC=26; NoTradingForAFewMonthsOrDaysD=""; NotTradingForMonthsD=12; NoTradingForAFewDaysD=31; NoTradingForAFewMonthsOrDaysE=""; NotTradingForMonthsE=1; NoTradingForAFewDaysE=1; NoTradingForAFewMonthsOrDaysF=""; NotTradingForMonthsF=1; NoTradingForAFewDaysF=2; NoTradingForAFewMonthsOrDaysG=""; NotTradingForMonthsG=1; NoTradingForAFewDaysG=3; NoTradingUntiAFewDaysOfAMonth=""; NotTradingUntilAMonthAgo=1; NotTradingAFewDaysAgo=5; ACertainMonthNoTradingAfterAFewDays=""; NoTradingAfterAMonth=12; NoTradingAfterAFewDays=22; Lots=0.1; UseRisk=true; MaxRisk=3; StopLoss=32; TakeProfit=9;
经测试过的柱数25843用于复盘的即时价数量29754106复盘模型的质量n/a
输入图表错误508
起始资金10000.00点差当前 (3)
总净盈利1873.70总获利2969.42总亏损-1095.72
盈利比2.71预期盈利26.39
绝对亏损150.15最大亏损425.41 (4.14%)相对亏损4.14% (425.41)
交易单总计71卖单 (%获利百分比)21 (85.71%)买单 (%获利百分比)50 (90.00%)
盈利交易(%占总百分比)63 (88.73%)亏损交易(%占总百分比)8 (11.27%)
最大:获利交易82.87亏损交易-321.48
平均获利交易47.13亏损交易-136.97
最大:连续获利金额22 (1015.19)连续亏损金额2 (-351.59)
最多:连续获利次数1015.19 (22)连续亏损次数-351.59 (2)
平均:连续获利9连续亏损1
Graph
#时间类型订单手数价格止损获利获利余额
12018.01.30 00:01buy10.9488.2720.0000.000
22018.01.30 00:01modify10.9488.27287.95288.362
32018.01.30 00:48t/p10.9488.36287.95288.36271.4710071.47
42018.01.31 00:01buy20.9488.1740.0000.000
52018.01.31 00:01modify20.9488.17487.85488.264
62018.01.31 02:04close20.9488.21387.85488.26427.7810099.25
72018.02.13 00:01sell30.9586.3530.0000.000
82018.02.13 00:01modify30.9586.35386.67386.263
92018.02.13 00:09t/p30.9586.26386.67386.26372.2410171.49
102018.02.13 00:14sell40.9586.3190.0000.000
112018.02.13 00:14modify40.9586.31986.63986.229
122018.02.13 02:29close40.9586.30486.63986.2297.2910178.78
132018.02.20 00:01sell50.9584.8710.0000.000
142018.02.20 00:01modify50.9584.87185.19184.781
152018.02.20 00:30close50.9584.82485.19184.78135.0010213.78
162018.02.20 00:30sell60.9684.8630.0000.000
172018.02.20 00:30modify60.9684.86385.18384.773
182018.02.20 03:12close60.9684.87285.18384.773-13.6410200.14
192018.02.27 00:53sell70.9684.3870.0000.000
202018.02.27 00:53modify70.9684.38784.70784.297
212018.02.27 02:07close70.9684.36484.70784.29714.3710214.51
222018.03.06 00:01sell80.9681.8880.0000.000
232018.03.06 00:01modify80.9681.88882.20881.798
242018.03.06 06:00close80.9681.96082.20881.798-68.7710145.74
252018.03.07 00:30buy90.9582.2410.0000.000
262018.03.07 00:30modify90.9582.24181.92182.331
272018.03.07 00:38s/l90.9581.92181.92182.331-282.829862.92
282018.03.21 00:01sell100.9281.4980.0000.000
292018.03.21 00:01modify100.9281.49881.81881.408
302018.03.21 02:52close100.9281.45481.81881.40831.389894.30
312018.04.12 00:01buy110.9384.8720.0000.000
322018.04.12 00:01modify110.9384.87284.55284.962
332018.04.12 01:39close110.9384.95084.55284.96260.549954.84
342018.04.13 00:09sell120.9385.2650.0000.000
352018.04.13 00:09modify120.9385.26585.58585.175
362018.04.13 01:54close120.9385.19985.58585.17550.3710005.21
372018.04.17 00:39sell130.9485.2550.0000.000
382018.04.17 00:39modify130.9485.25585.57585.165
392018.04.17 02:39close130.9485.22785.57585.16518.3510023.56
402018.04.18 00:01buy140.9485.2240.0000.000
412018.04.18 00:01modify140.9485.22484.90485.314
422018.04.18 01:24close140.9485.27384.90485.31436.3510059.91
432018.05.03 00:01buy150.9485.2450.0000.000
442018.05.03 00:01modify150.9485.24584.92585.335
452018.05.03 00:39t/p150.9485.33584.92585.33571.4710131.38
462018.05.10 00:04buy160.9585.3220.0000.000
472018.05.10 00:04modify160.9585.32285.00285.412
482018.05.10 01:49close160.9585.37785.00285.41241.9310173.31
492018.05.11 00:01buy170.9585.5560.0000.000
502018.05.11 00:01modify170.9585.55685.23685.646
512018.05.11 00:09t/p170.9585.64685.23685.64672.2310245.54
522018.05.11 00:13buy180.9685.6300.0000.000
532018.05.11 00:13modify180.9685.63085.31085.720
542018.05.11 00:15close180.9685.69185.31085.72047.6210293.16
552018.05.15 00:03buy190.9685.5760.0000.000
562018.05.15 00:03modify190.9685.57685.25685.666
572018.05.15 00:09t/p190.9685.66685.25685.66672.9910366.15
582018.05.16 00:01buy200.9785.6620.0000.000
592018.05.16 00:01modify200.9785.66285.34285.752
602018.05.16 03:09close200.9785.70385.34285.75230.4310396.58
612018.05.22 00:09sell210.9786.8380.0000.000
622018.05.22 00:09modify210.9786.83887.15886.748
632018.05.22 03:09close210.9786.81587.15886.74814.5110411.09
642018.05.25 00:01buy220.9884.7210.0000.000
652018.05.25 00:01modify220.9884.72184.40184.811
662018.05.25 00:09t/p220.9884.81184.40184.81174.5110485.60
672018.06.12 00:24buy230.9884.6720.0000.000
682018.06.12 00:24modify230.9884.67284.35284.762
692018.06.12 01:07close230.9884.74784.35284.76261.1110546.71
702018.06.15 00:09buy240.9984.4010.0000.000
712018.06.15 00:09modify240.9984.40184.08184.491
722018.06.15 00:39close240.9984.44684.08184.49134.6710581.38
732018.06.21 00:09sell250.9982.9520.0000.000
742018.06.21 00:09modify250.9982.95283.27282.862
752018.06.21 00:24close250.9982.88383.27282.86256.3310637.71
762018.06.22 00:28buy261.0082.5150.0000.000
772018.06.22 00:28modify261.0082.51582.19582.605
782018.06.22 02:45close261.0082.57782.19582.60550.5110688.22
792018.07.05 00:07buy271.0084.0150.0000.000
802018.07.05 00:07modify271.0084.01583.69584.105
812018.07.05 00:39close271.0084.05783.69584.10532.2810720.50
822018.07.05 00:54buy281.0184.0110.0000.000
832018.07.05 00:54modify281.0184.01183.69184.101
842018.07.05 01:01close281.0184.05183.69184.10130.7710751.27
852018.07.06 00:01buy291.0184.1380.0000.000
862018.07.06 00:01modify291.0184.13883.81884.228
872018.07.06 00:09t/p291.0184.22883.81884.22876.7910828.06
882018.07.10 00:03sell301.0284.5520.0000.000
892018.07.10 00:03modify301.0284.55284.87284.462
902018.07.10 00:06close301.0284.51484.87284.46229.2110857.27
912018.07.10 00:09buy311.0284.4790.0000.000
922018.07.10 00:09modify311.0284.47984.15984.569
932018.07.10 00:54close311.0284.50884.15984.56920.8410878.11
942018.07.11 00:01buy321.0284.6340.0000.000
952018.07.11 00:01modify321.0284.63484.31484.724
962018.07.11 01:48s/l321.0284.31484.31484.724-303.6210574.49
972018.07.12 00:54buy330.9984.6820.0000.000
982018.07.12 00:54modify330.9984.68284.36284.772
992018.07.12 02:51close330.9984.76884.36284.77271.6610646.15
1002018.07.20 00:24buy341.0084.6880.0000.000
1012018.07.20 00:24modify341.0084.68884.36884.778
1022018.07.20 01:09t/p341.0084.77884.36884.77876.0310722.18
1032018.07.24 00:01buy351.0184.5170.0000.000
1042018.07.24 00:01modify351.0184.51784.19784.607
1052018.07.24 01:54close351.0184.56384.19784.60736.2910758.47
1062018.07.31 00:01buy361.0185.1480.0000.000
1072018.07.31 00:01modify361.0185.14884.82885.238
1082018.07.31 00:54close361.0185.22684.82885.23865.7510824.22
1092018.08.01 00:09buy371.0185.9160.0000.000
1102018.08.01 00:09modify371.0185.91685.59686.006
1112018.08.01 01:36close371.0185.98085.59686.00652.8610877.08
1122018.08.03 00:09buy381.0285.6950.0000.000
1132018.08.03 00:09modify381.0285.69585.37585.785
1142018.08.03 02:04close381.0285.73785.37585.78532.9310910.01
1152018.08.07 00:03buy391.0285.6360.0000.000
1162018.08.07 00:03modify391.0285.63685.31685.726
1172018.08.07 01:09close391.0285.66485.31685.72619.9110929.92
1182018.08.14 00:32sell401.0284.3480.0000.000
1192018.08.14 00:32modify401.0284.34884.66884.258
1202018.08.14 02:17close401.0284.29384.66884.25845.0210974.94
1212018.08.15 00:36sell411.0385.1790.0000.000
1222018.08.15 00:36modify411.0385.17985.49985.089
1232018.08.15 05:23close411.0385.21285.49985.089-37.1610937.78
1242018.08.17 00:41sell421.0384.3070.0000.000
1252018.08.17 00:41modify421.0384.30784.62784.217
1262018.08.17 03:16close421.0384.29284.62784.2177.9010945.68
1272018.08.21 00:01buy431.0384.3480.0000.000
1282018.08.21 00:01modify431.0384.34884.02884.438
1292018.08.21 04:20close431.0384.33184.02884.438-22.1410923.54
1302018.08.22 00:01buy441.0284.5380.0000.000
1312018.08.22 00:01modify441.0284.53884.21884.628
1322018.08.22 04:00close441.0284.49584.21884.628-46.0910877.45
1332018.08.28 00:37buy451.0285.5900.0000.000
1342018.08.28 00:37modify451.0285.59085.27085.680
1352018.08.28 00:41close451.0285.66285.27085.68060.8210938.27
1362018.08.29 00:14buy461.0385.9580.0000.000
1372018.08.29 00:14modify461.0385.95885.63886.048
1382018.08.29 00:51close461.0385.99085.63886.04823.8610962.13
1392018.08.29 00:51buy471.0385.9490.0000.000
1402018.08.29 00:51modify471.0385.94985.62986.039
1412018.08.29 00:52close471.0385.99085.62986.03932.3110994.44
1422018.09.04 00:01buy481.0384.7670.0000.000
1432018.09.04 00:01modify481.0384.76784.44784.857
1442018.09.04 00:57close481.0384.82984.44784.85752.0311046.47
1452018.09.05 00:01buy491.0484.4370.0000.000
1462018.09.05 00:01modify491.0484.43784.11784.527
1472018.09.05 00:06t/p491.0484.52784.11784.52779.0711125.54
1482018.09.05 00:15buy501.0484.4650.0000.000
1492018.09.05 00:15modify501.0484.46584.14584.555
1502018.09.05 00:24close501.0484.55284.14584.55576.2311201.77
1512018.09.11 00:27buy511.0584.3910.0000.000
1522018.09.11 00:27modify511.0584.39184.07184.481
1532018.09.11 01:05close511.0584.45884.07184.48157.8311259.60
1542018.09.12 00:07sell521.0685.4260.0000.000
1552018.09.12 00:07modify521.0685.42685.74685.336
1562018.09.12 03:08close521.0685.37485.74685.33643.8811303.48
1572018.09.14 00:01buy531.0686.0470.0000.000
1582018.09.14 00:01modify531.0686.04785.72786.137
1592018.09.14 00:06close531.0686.09885.72786.13742.9211346.40
1602018.09.26 00:03buy541.0687.1930.0000.000
1612018.09.26 00:03modify541.0687.19386.87387.283
1622018.09.26 00:09close541.0687.21786.87387.28316.8311363.23
1632018.09.26 00:12buy551.0787.1930.0000.000
1642018.09.26 00:12modify551.0787.19386.87387.283
1652018.09.26 01:00close551.0787.21186.87387.28311.1411374.37
1662018.10.02 00:01buy561.0788.8960.0000.000
1672018.10.02 00:01modify561.0788.89688.57688.986
1682018.10.02 01:03t/p561.0788.98688.57688.98681.3511455.72
1692018.10.18 00:07sell571.0786.5300.0000.000
1702018.10.18 00:07modify571.0786.53086.85086.440
1712018.10.18 01:23close571.0786.46386.85086.44058.9211514.64
1722018.10.26 00:01buy581.0885.9680.0000.000
1732018.10.26 00:01modify581.0885.96885.64886.058
1742018.10.26 06:10s/l581.0885.64885.64886.058-321.4811193.16
1752018.10.31 00:01sell591.0586.2740.0000.000
1762018.10.31 00:01modify591.0586.27486.59486.184
1772018.10.31 02:39t/p591.0586.18486.59486.18479.8311272.99
1782018.11.06 00:13buy601.0686.3130.0000.000
1792018.11.06 00:13modify601.0686.31385.99386.403
1802018.11.06 00:26close601.0686.36385.99386.40341.9511314.94
1812018.11.06 00:40buy611.0686.3170.0000.000
1822018.11.06 00:40modify611.0686.31785.99786.407
1832018.11.06 00:48close611.0686.36885.99786.40742.9111357.85
1842018.11.22 00:38sell621.0685.5110.0000.000
1852018.11.22 00:38modify621.0685.51185.83185.421
1862018.11.22 00:38t/p621.0685.42185.83185.42180.5911438.44
1872018.11.23 00:17buy631.0785.5800.0000.000
1882018.11.23 00:17modify631.0785.58085.26085.670
1892018.11.23 00:46close631.0785.63085.26085.67042.3411480.78
1902018.11.30 00:10buy641.0885.3260.0000.000
1912018.11.30 00:10modify641.0885.32685.00685.416
1922018.11.30 00:58t/p641.0885.41685.00685.41682.1111562.89
1932018.12.06 00:01sell651.0884.7280.0000.000
1942018.12.06 00:01modify651.0884.72885.04884.638
1952018.12.06 01:02close651.0884.64185.04884.63879.1611642.05
1962018.12.13 00:10buy661.0984.6880.0000.000
1972018.12.13 00:10modify661.0984.68884.36884.778
1982018.12.13 00:10t/p661.0984.77884.36884.77882.8711724.92
1992018.12.14 00:07buy671.1085.0320.0000.000
2002018.12.14 00:07modify671.1085.03284.71285.122
2012018.12.14 00:10close671.1085.07984.71285.12240.5211765.44
2022019.01.15 00:01buy681.1081.4160.0000.000
2032019.01.15 00:01modify681.1081.41681.09681.506
2042019.01.15 01:35close681.1081.49581.09681.50672.6111838.05
2052019.01.22 00:01buy691.1182.4460.0000.000
2062019.01.22 00:01modify691.1182.44682.12682.536
2072019.01.22 00:09close691.1182.46682.12682.53613.5711851.62
2082019.01.22 00:12sell701.1182.4850.0000.000
2092019.01.22 00:12modify701.1182.48582.80582.395
2102019.01.22 00:13close701.1182.46482.80582.39514.5811866.20
2112019.01.22 00:17buy711.1182.4460.0000.000
2122019.01.22 00:17modify711.1182.44682.12682.536
2132019.01.22 01:11close711.1182.46082.12682.5367.5011873.70