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

交易品种EURUSD (Euro vs US 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25836用于复盘的即时价数量26952677复盘模型的质量n/a
输入图表错误449
起始资金10000.00点差当前 (0)
总净盈利1326.50总获利2497.97总亏损-1171.47
盈利比2.13预期盈利22.87
绝对亏损6.58最大亏损401.55 (3.68%)相对亏损3.68% (401.55)
交易单总计58卖单 (%获利百分比)12 (75.00%)买单 (%获利百分比)46 (91.30%)
盈利交易(%占总百分比)51 (87.93%)亏损交易(%占总百分比)7 (12.07%)
最大:获利交易88.20亏损交易-332.52
平均获利交易48.98亏损交易-167.35
最大:连续获利金额20 (816.80)连续亏损金额1 (-332.52)
最多:连续获利次数816.80 (20)连续亏损次数-332.52 (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
12018.02.06 00:01buy10.941.236630.000000.00000
22018.02.06 00:01modify10.941.236631.233431.23753
32018.02.06 00:14t/p10.941.237531.233431.2375378.9610078.96
42018.02.06 00:14buy20.941.237530.000000.00000
52018.02.06 00:14modify20.941.237531.234331.23843
62018.02.06 00:51t/p20.941.238431.234331.2384378.9610157.92
72018.02.20 00:01buy30.951.240420.000000.00000
82018.02.20 00:01modify30.951.240421.237221.24132
92018.02.20 00:26close30.951.240801.237221.2413230.4010188.32
102018.03.07 00:31sell40.961.241210.000000.00000
112018.03.07 00:31modify40.961.241211.244411.24031
122018.03.07 03:08close40.961.241221.244411.24031-6.7210181.60
132018.03.15 00:01buy50.951.236640.000000.00000
142018.03.15 00:01modify50.951.236641.233441.23754
152018.03.15 02:02close50.951.236951.233441.2375423.7510205.35
162018.03.23 00:01buy60.961.229760.000000.00000
172018.03.23 00:01modify60.961.229761.226561.23066
182018.03.23 00:08t/p60.961.230661.226561.2306680.6410285.99
192018.04.26 00:01buy70.961.216100.000000.00000
202018.04.26 00:01modify70.961.216101.212901.21700
212018.04.26 01:51close70.961.216891.212901.2170070.0810356.07
222018.05.08 00:54buy80.971.192070.000000.00000
232018.05.08 00:54modify80.971.192071.188871.19297
242018.05.08 01:20close80.971.192441.188871.1929730.0710386.14
252018.05.29 00:04buy90.971.162340.000000.00000
262018.05.29 00:04modify90.971.162341.159141.16324
272018.05.29 01:01close90.971.162591.159141.1632418.4310404.57
282018.05.30 00:51sell100.981.154420.000000.00000
292018.05.30 00:51modify100.981.154421.157621.15352
302018.05.30 02:26close100.981.153871.157621.1535248.0210452.59
312018.06.05 00:02sell110.981.170160.000000.00000
322018.06.05 00:02modify110.981.170161.173361.16926
332018.06.05 00:04close110.981.169431.173361.1692665.6610518.25
342018.06.12 00:01buy120.991.178170.000000.00000
352018.06.12 00:01modify120.991.178171.174971.17907
362018.06.12 03:09s/l120.991.174971.174971.17907-322.7410195.51
372018.06.21 00:01buy130.961.156920.000000.00000
382018.06.21 00:01modify130.961.156921.153721.15782
392018.06.21 02:09t/p130.961.157821.153721.1578280.6410276.15
402018.07.10 00:01sell140.961.175530.000000.00000
412018.07.10 00:01modify140.961.175531.178731.17463
422018.07.10 00:47close140.961.174751.178731.1746369.1210345.27
432018.07.11 00:04buy150.971.173220.000000.00000
442018.07.11 00:04modify150.971.173221.170021.17412
452018.07.11 00:05t/p150.971.174121.170021.1741281.4810426.75
462018.07.11 00:47buy160.981.173510.000000.00000
472018.07.11 00:47modify160.981.173511.170311.17441
482018.07.11 05:00close160.981.173201.170311.17441-36.2610390.49
492018.07.24 00:06buy170.971.168520.000000.00000
502018.07.24 00:06modify170.971.168521.165321.16942
512018.07.24 01:04close170.971.169271.165321.1694266.9310457.42
522018.07.25 00:01buy180.981.167690.000000.00000
532018.07.25 00:01modify180.981.167691.164491.16859
542018.07.25 00:05close180.981.168201.164491.1685944.1010501.52
552018.08.01 00:01buy190.981.169000.000000.00000
562018.08.01 00:01modify190.981.169001.165801.16990
572018.08.01 03:06close190.981.169121.165801.169905.8810507.40
582018.08.02 00:01buy200.991.165680.000000.00000
592018.08.02 00:01modify200.991.165681.162481.16658
602018.08.02 01:45close200.991.166301.162481.1665855.4410562.84
612018.08.14 00:01sell210.991.140960.000000.00000
622018.08.14 00:01modify210.991.140961.144161.14006
632018.08.14 00:48t/p210.991.140061.144161.1400683.1610646.00
642018.08.16 00:11sell221.001.135330.000000.00000
652018.08.16 00:11modify221.001.135331.138531.13443
662018.08.16 00:12close221.001.134551.138531.1344372.0010718.00
672018.08.21 00:06sell231.001.148560.000000.00000
682018.08.21 00:06modify231.001.148561.151761.14766
692018.08.21 03:33s/l231.001.151761.151761.14766-326.0010392.00
702018.09.04 00:39buy240.971.161560.000000.00000
712018.09.04 00:39modify240.971.161561.158361.16246
722018.09.04 01:00close240.971.161741.158361.1624611.6410403.64
732018.09.11 00:01buy250.981.159130.000000.00000
742018.09.11 00:01modify250.981.159131.155931.16003
752018.09.11 00:30close250.981.159681.155931.1600348.0210451.66
762018.09.12 00:04sell260.981.160480.000000.00000
772018.09.12 00:04modify260.981.160481.163681.15958
782018.09.12 00:34t/p260.981.159581.163681.1595882.3210533.98
792018.09.20 00:45buy270.991.167120.000000.00000
802018.09.20 00:45modify270.991.167121.163921.16802
812018.09.20 00:47close270.991.167431.163921.1680224.7510558.73
822018.09.20 00:48buy280.991.167130.000000.00000
832018.09.20 00:48modify280.991.167131.163931.16803
842018.09.20 01:45close280.991.167361.163931.1680316.8310575.56
852018.10.04 00:01buy290.991.147490.000000.00000
862018.10.04 00:01modify290.991.147491.144291.14839
872018.10.04 00:06t/p290.991.148391.144291.1483983.1610658.72
882018.10.04 00:06buy301.001.148430.000000.00000
892018.10.04 00:06modify301.001.148431.145231.14933
902018.10.04 00:06t/p301.001.149331.145231.1493384.0010742.72
912018.10.04 00:07buy311.011.148500.000000.00000
922018.10.04 00:07modify311.011.148501.145301.14940
932018.10.04 07:11close311.011.147331.145301.14940-124.2310618.49
942018.10.17 00:03buy321.001.157110.000000.00000
952018.10.17 00:03modify321.001.157111.153911.15801
962018.10.17 02:04close321.001.157571.153911.1580140.0010658.49
972018.10.23 00:24buy331.001.146380.000000.00000
982018.10.23 00:24modify331.001.146381.143181.14728
992018.10.23 04:24close331.001.146441.143181.147280.0010658.49
1002018.10.30 00:01buy341.001.137200.000000.00000
1012018.10.30 00:01modify341.001.137201.134001.13810
1022018.10.30 03:14close341.001.137751.134001.1381049.0010707.49
1032018.11.02 00:46buy351.001.140150.000000.00000
1042018.11.02 00:46modify351.001.140151.136951.14105
1052018.11.02 06:43close351.001.139981.136951.14105-23.0010684.49
1062018.11.07 00:01sell361.001.142600.000000.00000
1072018.11.07 00:01modify361.001.142601.145801.14170
1082018.11.07 00:16t/p361.001.141701.145801.1417084.0010768.49
1092018.11.07 00:17sell371.011.142310.000000.00000
1102018.11.07 00:17modify371.011.142311.145511.14141
1112018.11.07 00:18close371.011.141521.145511.1414173.7310842.22
1122018.11.07 00:19sell381.021.142270.000000.00000
1132018.11.07 00:19modify381.021.142271.145471.14137
1142018.11.07 02:42s/l381.021.145471.145471.14137-332.5210509.70
1152018.11.08 00:01buy390.991.142510.000000.00000
1162018.11.08 00:01modify390.991.142511.139311.14341
1172018.11.08 01:43t/p390.991.143411.139311.1434183.1610592.86
1182018.11.13 00:01buy400.991.121710.000000.00000
1192018.11.13 00:01modify400.991.121711.118511.12261
1202018.11.13 02:06t/p400.991.122611.118511.1226183.1610676.02
1212018.11.20 00:47buy411.001.145020.000000.00000
1222018.11.20 00:47modify411.001.145021.141821.14592
1232018.11.20 00:47close411.001.145331.141821.1459225.0010701.02
1242018.11.22 00:48buy421.001.138020.000000.00000
1252018.11.22 00:48modify421.001.138021.134821.13892
1262018.11.22 01:00close421.001.138651.134821.1389257.0010758.02
1272018.11.23 00:04buy431.011.140190.000000.00000
1282018.11.23 00:04modify431.011.140191.136991.14109
1292018.11.23 00:09close431.011.140511.136991.1410926.2610784.28
1302018.11.23 00:13buy441.011.140190.000000.00000
1312018.11.23 00:13modify441.011.140191.136991.14109
1322018.11.23 00:15close441.011.140491.136991.1410924.2410808.52
1332018.11.23 00:15buy451.011.140210.000000.00000
1342018.11.23 00:15modify451.011.140211.137011.14111
1352018.11.23 00:24close451.011.140491.137011.1411122.2210830.74
1362018.11.23 00:30buy461.021.140170.000000.00000
1372018.11.23 00:30modify461.021.140171.136971.14107
1382018.11.23 00:40close461.021.140471.136971.1410724.4810855.22
1392018.12.05 00:43buy471.021.133900.000000.00000
1402018.12.05 00:43modify471.021.133901.130701.13480
1412018.12.05 00:44close471.021.134101.130701.1348014.2810869.50
1422018.12.05 00:48buy481.021.133900.000000.00000
1432018.12.05 00:48modify481.021.133901.130701.13480
1442018.12.05 00:49close481.021.134101.130701.1348014.2810883.78
1452018.12.05 00:51buy491.021.133900.000000.00000
1462018.12.05 00:51modify491.021.133901.130701.13480
1472018.12.05 00:51close491.021.134101.130701.1348014.2810898.06
1482018.12.05 00:52buy501.021.133900.000000.00000
1492018.12.05 00:52modify501.021.133901.130701.13480
1502018.12.05 00:53close501.021.134101.130701.1348014.2810912.34
1512018.12.07 00:01buy511.021.136800.000000.00000
1522018.12.07 00:01modify511.021.136801.133601.13770
1532018.12.07 00:04t/p511.021.137701.133601.1377085.6810998.02
1542018.12.07 00:05buy521.031.137100.000000.00000
1552018.12.07 00:05modify521.031.137101.133901.13800
1562018.12.07 00:11t/p521.031.138001.133901.1380086.5211084.54
1572018.12.07 00:13buy531.041.137140.000000.00000
1582018.12.07 00:13modify531.041.137141.133941.13804
1592018.12.07 02:10close531.041.137741.133941.1380456.1611140.70
1602018.12.11 00:58buy541.041.135110.000000.00000
1612018.12.11 00:58modify541.041.135111.131911.13601
1622018.12.11 01:00close541.041.135431.131911.1360127.0411167.74
1632018.12.14 00:42buy551.051.135660.000000.00000
1642018.12.14 00:42modify551.051.135661.132461.13656
1652018.12.14 01:38close551.051.136181.132461.1365648.3011216.04
1662018.12.21 00:01buy561.051.144410.000000.00000
1672018.12.21 00:01modify561.051.144411.141211.14531
1682018.12.21 01:04t/p561.051.145311.141211.1453188.2011304.24
1692019.01.22 00:15buy571.061.136570.000000.00000
1702019.01.22 00:15modify571.061.136571.133371.13747
1712019.01.22 00:25close571.061.136771.133371.1374714.8411319.08
1722019.01.22 00:50sell581.061.136930.000000.00000
1732019.01.22 00:50modify581.061.136931.140131.13603
1742019.01.22 01:34close581.061.136801.140131.136037.4211326.50