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

交易品种USDCAD (US Dollar vs Canadian Dollar)
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25835用于复盘的即时价数量26261058复盘模型的质量n/a
输入图表错误155
起始资金10000.00点差当前 (3)
总净盈利1805.15总获利2199.40总亏损-394.25
盈利比5.58预期盈利34.71
绝对亏损67.32最大亏损284.96 (2.67%)相对亏损2.67% (284.96)
交易单总计52卖单 (%获利百分比)16 (75.00%)买单 (%获利百分比)36 (100.00%)
盈利交易(%占总百分比)48 (92.31%)亏损交易(%占总百分比)4 (7.69%)
最大:获利交易68.00亏损交易-253.33
平均获利交易45.82亏损交易-98.56
最大:连续获利金额14 (602.40)连续亏损金额1 (-253.33)
最多:连续获利次数633.59 (13)连续亏损次数-253.33 (1)
平均:连续获利10连续亏损1
Graph
#时间类型订单手数价格止损获利获利余额
12018.01.31 00:08sell10.941.233560.000000.00000
22018.01.31 00:08modify10.941.233561.236761.23266
32018.01.31 02:08close10.941.233221.236761.2326620.2810020.28
42018.02.06 00:01sell20.941.253560.000000.00000
52018.02.06 00:01modify20.941.253561.256761.25266
62018.02.06 00:14t/p20.941.252661.256761.2526661.9010082.18
72018.02.07 00:01buy30.951.249250.000000.00000
82018.02.07 00:01modify30.951.249251.246051.25015
92018.02.07 00:13t/p30.951.250151.246051.2501562.6910144.87
102018.02.07 00:31buy40.951.249400.000000.00000
112018.02.07 00:31modify40.951.249401.246201.25030
122018.02.07 01:27t/p40.951.250301.246201.2503062.6810207.55
132018.02.08 00:42sell50.961.257330.000000.00000
142018.02.08 00:42modify50.961.257331.260531.25643
152018.02.08 01:49close50.961.256611.260531.2564349.2510256.80
162018.02.13 00:01buy60.961.257980.000000.00000
172018.02.13 00:01modify60.961.257981.254781.25888
182018.02.13 00:09t/p60.961.258881.254781.2588862.8710319.67
192018.02.13 00:09buy70.971.258450.000000.00000
202018.02.13 00:09modify70.971.258451.255251.25935
212018.02.13 02:48close70.971.258911.255251.2593529.6210349.29
222018.02.14 00:06buy80.971.258870.000000.00000
232018.02.14 00:06modify80.971.258871.255671.25977
242018.02.14 00:47close80.971.259571.255671.2597748.0910397.38
252018.02.20 00:01buy90.971.255830.000000.00000
262018.02.20 00:01modify90.971.255831.252631.25673
272018.02.20 00:56close90.971.256181.252631.2567321.2110418.59
282018.02.20 00:56buy100.981.255680.000000.00000
292018.02.20 00:56modify100.981.255681.252481.25658
302018.02.20 00:58close100.981.256191.252481.2565833.9110452.50
312018.02.23 00:06buy110.981.270200.000000.00000
322018.02.23 00:06modify110.981.270201.267001.27110
332018.02.23 00:07close110.981.271071.267001.2711061.2010513.70
342018.02.23 00:08buy120.991.270100.000000.00000
352018.02.23 00:08modify120.991.270101.266901.27100
362018.02.23 01:47close120.991.270911.266901.2710057.1610570.86
372018.03.06 00:01buy130.991.296560.000000.00000
382018.03.06 00:01modify130.991.296561.293361.29746
392018.03.06 00:46t/p130.991.297461.293361.2974662.7310633.59
402018.03.07 00:42sell141.001.290620.000000.00000
412018.03.07 00:42modify141.001.290621.293821.28972
422018.03.07 01:38s/l141.001.293821.293821.28972-253.3310380.26
432018.03.21 00:01buy150.971.306950.000000.00000
442018.03.21 00:01modify150.971.306951.303751.30785
452018.03.21 01:27close150.971.307631.303751.3078544.6210424.88
462018.05.10 00:01sell160.981.286100.000000.00000
472018.05.10 00:01modify160.981.286101.289301.28520
482018.05.10 00:05t/p160.981.285201.289301.2852062.7510487.63
492018.05.29 00:59buy170.981.299060.000000.00000
502018.05.29 00:59modify170.981.299061.295861.29996
512018.05.29 01:01close170.981.299761.295861.2999646.9010534.53
522018.05.30 00:25buy180.991.301230.000000.00000
532018.05.30 00:25modify180.991.301231.298031.30213
542018.05.30 01:30close180.991.301891.298031.3021344.2510578.78
552018.06.20 00:09sell190.991.328530.000000.00000
562018.06.20 00:09modify190.991.328531.331731.32763
572018.06.20 02:09close190.991.328201.331731.3276318.6610597.44
582018.06.26 00:54buy200.991.328710.000000.00000
592018.06.26 00:54modify200.991.328711.325511.32961
602018.06.26 02:37close200.991.329511.325511.3296153.6310651.07
612018.06.27 00:04buy211.001.329880.000000.00000
622018.06.27 00:04modify211.001.329881.326681.33078
632018.06.27 01:45close211.001.330421.326681.3307834.5910685.66
642018.07.11 00:01buy221.001.310810.000000.00000
652018.07.11 00:01modify221.001.310811.307611.31171
662018.07.11 00:07t/p221.001.311711.307611.3117162.6110748.27
672018.07.11 00:37sell231.011.312920.000000.00000
682018.07.11 00:37modify231.011.312921.316121.31202
692018.07.11 04:54close231.011.313921.316121.31202-82.9310665.34
702018.07.13 00:01buy241.001.315340.000000.00000
712018.07.13 00:01modify241.001.315341.312141.31624
722018.07.13 00:45t/p241.001.316241.312141.3162462.3810727.72
732018.07.19 00:01buy251.011.316320.000000.00000
742018.07.19 00:01modify251.011.316321.313121.31722
752018.07.19 01:25close251.011.317161.313121.3172258.3510786.07
762018.07.25 00:01buy261.011.315120.000000.00000
772018.07.25 00:01modify261.011.315121.311921.31602
782018.07.25 01:01close261.011.315831.311921.3160248.4410834.51
792018.07.27 00:24sell271.021.307650.000000.00000
802018.07.27 00:24modify271.021.307651.310851.30675
812018.07.27 02:09close271.021.307291.310851.3067521.9710856.48
822018.08.17 00:30buy281.021.315280.000000.00000
832018.08.17 00:30modify281.021.315281.312081.31618
842018.08.17 01:18close281.021.315971.312081.3161847.3610903.84
852018.08.31 00:03buy291.021.296930.000000.00000
862018.08.31 00:03modify291.021.296931.293731.29783
872018.08.31 00:03t/p291.021.297831.293731.2978364.6110968.45
882018.08.31 00:05buy301.031.296920.000000.00000
892018.08.31 00:05modify301.031.296921.293721.29782
902018.08.31 00:06t/p301.031.297821.293721.2978265.2411033.69
912018.09.04 00:07buy311.031.309140.000000.00000
922018.09.04 00:07modify311.031.309141.305941.31004
932018.09.04 00:37close311.031.309481.305941.3100420.5611054.25
942018.09.04 00:58sell321.041.309710.000000.00000
952018.09.04 00:58modify321.041.309711.312911.30881
962018.09.04 00:58close321.041.309441.312911.3088115.2011069.45
972018.09.11 00:01buy331.041.315650.000000.00000
982018.09.11 00:01modify331.041.315651.312451.31655
992018.09.11 00:45close331.041.316071.312451.3165526.9511096.40
1002018.09.12 00:07buy341.041.306060.000000.00000
1012018.09.12 00:07modify341.041.306061.302861.30696
1022018.09.12 03:13t/p341.041.306961.302861.3069665.3711161.77
1032018.09.25 00:01sell351.051.295460.000000.00000
1042018.09.25 00:01modify351.051.295461.298661.29456
1052018.09.25 02:52close351.051.294901.298661.2945639.1111200.88
1062018.09.26 00:02sell361.051.295440.000000.00000
1072018.09.26 00:02modify361.051.295441.298641.29454
1082018.09.26 00:08close361.051.294961.298641.2945432.6211233.50
1092018.09.26 00:09buy371.051.294500.000000.00000
1102018.09.26 00:09modify371.051.294501.291301.29540
1112018.09.26 00:10close371.051.295001.291301.2954034.2411267.74
1122018.09.27 00:46sell381.061.303780.000000.00000
1132018.09.27 00:46modify381.061.303781.306981.30288
1142018.09.27 06:14close381.061.303781.306981.30288-6.3611261.38
1152018.10.02 00:04sell391.061.281380.000000.00000
1162018.10.02 00:04modify391.061.281381.284581.28048
1172018.10.02 03:15close391.061.281001.284581.2804825.0811286.46
1182018.10.04 00:14sell401.061.287410.000000.00000
1192018.10.04 00:14modify401.061.287411.290611.28651
1202018.10.04 06:22close401.061.287961.290611.28651-51.6311234.83
1212018.10.31 00:01buy411.051.310770.000000.00000
1222018.10.31 00:01modify411.051.310771.307571.31167
1232018.10.31 01:29t/p411.051.311671.307571.3116765.7511300.58
1242018.11.02 00:14buy421.061.308240.000000.00000
1252018.11.02 00:14modify421.061.308241.305041.30914
1262018.11.02 01:10close421.061.308851.305041.3091443.0411343.62
1272018.11.06 00:05buy431.061.310140.000000.00000
1282018.11.06 00:05modify431.061.310141.306941.31104
1292018.11.06 00:10close431.061.310731.306941.3110441.3511384.97
1302018.11.07 00:01buy441.071.312100.000000.00000
1312018.11.07 00:01modify441.071.312101.308901.31300
1322018.11.07 03:15close441.071.312221.308901.313003.3611388.33
1332018.11.08 00:09sell451.071.311660.000000.00000
1342018.11.08 00:09modify451.071.311661.314861.31076
1352018.11.08 00:58close451.071.310931.314861.3107653.1611441.49
1362018.11.20 00:01buy461.071.316800.000000.00000
1372018.11.20 00:01modify461.071.316801.313601.31770
1382018.11.20 02:55close461.071.317301.313601.3177034.1911475.68
1392018.12.06 00:01buy471.081.335330.000000.00000
1402018.12.06 00:01modify471.081.335331.332131.33623
1412018.12.06 01:27t/p471.081.336231.332131.3362366.2611541.94
1422018.12.19 00:15buy481.081.345710.000000.00000
1432018.12.19 00:15modify481.081.345711.342511.34661
1442018.12.19 00:16t/p481.081.346611.342511.3466165.7011607.64
1452019.01.10 00:54buy491.091.320540.000000.00000
1462019.01.10 00:54modify491.091.320541.317341.32144
1472019.01.10 01:59close491.091.321241.317341.3214451.2111658.85
1482019.01.15 00:08sell501.091.328210.000000.00000
1492019.01.15 00:08modify501.091.328211.331411.32731
1502019.01.15 02:07close501.091.327591.331411.3273144.3611703.21
1512019.01.16 00:03buy511.101.326150.000000.00000
1522019.01.16 00:03modify511.101.326151.322951.32705
1532019.01.16 00:15t/p511.101.327051.322951.3270568.0011771.21
1542019.01.22 00:01buy521.101.329110.000000.00000
1552019.01.22 00:01modify521.101.329111.325911.33001
1562019.01.22 00:19close521.101.329601.325911.3300133.9411805.15