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

交易品种EURCAD (Euro 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25843用于复盘的即时价数量36202233复盘模型的质量n/a
输入图表错误759
起始资金10000.00点差当前 (6)
总净盈利4208.65总获利5265.56总亏损-1056.91
盈利比4.98预期盈利42.09
绝对亏损168.84最大亏损332.77 (2.69%)相对亏损2.69% (332.77)
交易单总计100卖单 (%获利百分比)26 (69.23%)买单 (%获利百分比)74 (98.65%)
盈利交易(%占总百分比)91 (91.00%)亏损交易(%占总百分比)9 (9.00%)
最大:获利交易80.96亏损交易-284.74
平均获利交易57.86亏损交易-117.43
最大:连续获利金额24 (1357.35)连续亏损金额1 (-284.74)
最多:连续获利次数1357.35 (24)连续亏损次数-284.74 (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 00:10sell10.941.530180.000000.00000
22018.01.31 00:10modify10.941.530181.533381.52928
32018.01.31 04:16close10.941.530451.533381.52928-24.639975.37
42018.02.07 00:01buy20.941.545930.000000.00000
52018.02.07 00:01modify20.941.545931.542731.54683
62018.02.07 00:12t/p20.941.546831.542731.5468357.6710033.04
72018.02.08 00:01buy30.941.539480.000000.00000
82018.02.08 00:01modify30.941.539481.536281.54038
92018.02.08 00:02t/p30.941.540381.536281.5403857.6810090.72
102018.02.08 00:09buy40.951.539910.000000.00000
112018.02.08 00:09modify40.951.539911.536711.54081
122018.02.08 00:20t/p40.951.540811.536711.5408158.2910149.01
132018.02.13 00:01buy50.951.545750.000000.00000
142018.02.13 00:01modify50.951.545751.542551.54665
152018.02.13 00:08t/p50.951.546651.542551.5466558.2910207.30
162018.02.13 00:08buy60.961.546730.000000.00000
172018.02.13 00:08modify60.961.546731.543531.54763
182018.02.13 01:37t/p60.961.547631.543531.5476358.9010266.20
192018.02.14 00:01buy70.961.554790.000000.00000
202018.02.14 00:01modify70.961.554791.551591.55569
212018.02.14 03:41close70.961.555231.551591.5556925.8610292.06
222018.02.15 00:03buy80.961.555550.000000.00000
232018.02.15 00:03modify80.961.555551.552351.55645
242018.02.15 01:42t/p80.961.556451.552351.5564558.9010350.96
252018.02.20 00:01buy90.971.557950.000000.00000
262018.02.20 00:01modify90.971.557951.554751.55885
272018.02.20 00:56close90.971.558581.554751.5588539.9110390.87
282018.02.20 00:56buy100.971.557930.000000.00000
292018.02.20 00:56modify100.971.557931.554731.55883
302018.02.20 01:03close100.971.558551.554731.5588339.1910430.06
312018.02.22 00:56buy110.981.558710.000000.00000
322018.02.22 00:56modify110.981.558711.555511.55961
332018.02.22 01:41t/p110.981.559611.555511.5596160.1310490.19
342018.02.23 00:01buy120.981.566210.000000.00000
352018.02.23 00:01modify120.981.566211.563011.56711
362018.02.23 01:00close120.981.566881.563011.5671143.2510533.44
372018.02.27 00:01sell130.991.561750.000000.00000
382018.02.27 00:01modify130.991.561751.564951.56085
392018.02.27 00:22close130.991.561111.564951.5608541.4810574.92
402018.02.27 00:47sell140.991.561720.000000.00000
412018.02.27 00:47modify140.991.561721.564921.56082
422018.02.27 07:05close140.991.563321.564921.56082-124.4810450.44
432018.02.28 00:01sell150.981.562750.000000.00000
442018.02.28 00:01modify150.981.562751.565951.56185
452018.02.28 01:57t/p150.981.561851.565951.5618560.1210510.56
462018.03.02 00:02sell160.991.573950.000000.00000
472018.03.02 00:02modify160.991.573951.577151.57305
482018.03.02 02:42close160.991.573381.577151.5730536.2910546.85
492018.03.06 00:03buy170.991.599080.000000.00000
502018.03.06 00:03modify170.991.599081.595881.59998
512018.03.06 00:22t/p170.991.599981.595881.5999860.7310607.58
522018.03.07 00:36sell180.991.600620.000000.00000
532018.03.07 00:36modify180.991.600621.603821.59972
542018.03.07 00:49s/l180.991.603821.603821.59972-243.0110364.57
552018.03.21 00:01buy190.971.599760.000000.00000
562018.03.21 00:01modify190.971.599761.596561.60066
572018.03.21 00:21t/p190.971.600661.596561.6006659.5110424.08
582018.03.27 00:01buy200.981.598130.000000.00000
592018.03.27 00:01modify200.981.598131.594931.59903
602018.03.27 00:06t/p200.981.599031.594931.5990360.1210484.20
612018.03.30 00:03buy210.981.583830.000000.00000
622018.03.30 00:03modify210.981.583831.580631.58473
632018.03.30 00:06t/p210.981.584731.580631.5847360.1210544.32
642018.04.12 00:09buy220.991.554120.000000.00000
652018.04.12 00:09modify220.991.554121.550921.55502
662018.04.12 00:13t/p220.991.555021.550921.5550260.7410605.06
672018.04.12 00:54sell230.991.555900.000000.00000
682018.04.12 00:54modify230.991.555901.559101.55500
692018.04.12 02:09close230.991.555091.559101.5550054.0710659.13
702018.04.17 00:03buy241.001.555310.000000.00000
712018.04.17 00:03modify241.001.555311.552111.55621
722018.04.17 01:01close241.001.555971.552111.5562143.3910702.52
732018.04.25 00:54buy251.001.568800.000000.00000
742018.04.25 00:54modify251.001.568801.565601.56970
752018.04.25 02:09close251.001.569281.565601.5697029.9210732.44
762018.04.27 00:01buy261.011.557080.000000.00000
772018.04.27 00:01modify261.011.557081.553881.55798
782018.04.27 00:07t/p261.011.557981.553881.5579861.9610794.40
792018.05.04 00:03buy271.011.539670.000000.00000
802018.05.04 00:03modify271.011.539671.536471.54057
812018.05.04 00:09t/p271.011.540571.536471.5405761.9610856.36
822018.05.09 00:01buy281.021.535100.000000.00000
832018.05.09 00:01modify281.021.535101.531901.53600
842018.05.09 00:07t/p281.021.536001.531901.5360062.5810918.94
852018.05.10 00:10sell291.021.523990.000000.00000
862018.05.10 00:10modify291.021.523991.527191.52309
872018.05.10 00:15t/p291.021.523091.527191.5230962.5810981.52
882018.05.11 00:01buy301.031.520380.000000.00000
892018.05.11 00:01modify301.031.520381.517181.52128
902018.05.11 00:09t/p301.031.521281.517181.5212863.1811044.70
912018.05.11 00:24buy311.041.520870.000000.00000
922018.05.11 00:24modify311.041.520871.517671.52177
932018.05.11 00:39t/p311.041.521771.517671.5217763.8011108.50
942018.05.15 00:01buy321.041.527310.000000.00000
952018.05.15 00:01modify321.041.527311.524111.52821
962018.05.15 03:06close321.041.527411.524111.528211.5511110.05
972018.05.22 00:09buy331.041.507490.000000.00000
982018.05.22 00:09modify331.041.507491.504291.50839
992018.05.22 06:24close331.041.506011.504291.50839-121.4210988.63
1002018.05.25 00:01buy341.031.509210.000000.00000
1012018.05.25 00:01modify341.031.509211.506011.51011
1022018.05.25 01:18t/p341.031.510111.506011.5101163.1911051.82
1032018.05.29 00:16buy351.041.510040.000000.00000
1042018.05.29 00:16modify351.041.510041.506841.51094
1052018.05.29 00:24t/p351.041.510941.506841.5109463.8011115.62
1062018.05.29 00:39buy361.041.510110.000000.00000
1072018.05.29 00:39modify361.041.510111.506911.51101
1082018.05.29 01:07t/p361.041.511011.506911.5110163.8111179.43
1092018.06.05 00:01buy371.051.511800.000000.00000
1102018.06.05 00:01modify371.051.511801.508601.51270
1112018.06.05 00:07close371.051.512481.508601.5127047.1311226.56
1122018.06.05 00:09sell381.051.513100.000000.00000
1132018.06.05 00:09modify381.051.513101.516301.51220
1142018.06.05 00:22close381.051.512541.516301.5122037.7011264.26
1152018.06.12 00:01buy391.061.528880.000000.00000
1162018.06.12 00:01modify391.061.528881.525681.52978
1172018.06.12 00:06t/p391.061.529781.525681.5297865.0311329.29
1182018.06.13 00:54buy401.061.528260.000000.00000
1192018.06.13 00:54modify401.061.528261.525061.52916
1202018.06.13 01:39close401.061.529031.525061.5291654.7111384.00
1212018.06.15 00:01buy411.071.515040.000000.00000
1222018.06.15 00:01modify411.071.515041.511841.51594
1232018.06.15 00:07t/p411.071.515941.511841.5159465.6411449.64
1242018.06.20 00:09sell421.071.539480.000000.00000
1252018.06.20 00:09modify421.071.539481.542681.53858
1262018.06.20 02:54close421.071.538781.542681.5385849.6311499.27
1272018.06.21 00:01buy431.081.539160.000000.00000
1282018.06.21 00:01modify431.081.539161.535961.54006
1292018.06.21 00:07t/p431.081.540061.535961.5400666.2611565.53
1302018.06.21 00:07buy441.081.540130.000000.00000
1312018.06.21 00:07modify441.081.540131.536931.54103
1322018.06.21 04:01close441.081.540471.536931.5410321.0011586.53
1332018.06.26 00:39buy451.091.555140.000000.00000
1342018.06.26 00:39modify451.091.555141.551941.55604
1352018.06.26 02:37close451.091.555951.551941.5560459.5311646.06
1362018.06.29 00:01buy461.091.532400.000000.00000
1372018.06.29 00:01modify461.091.532401.529201.53330
1382018.06.29 00:07t/p461.091.533301.529201.5333066.8711712.93
1392018.06.29 00:30buy471.101.532440.000000.00000
1402018.06.29 00:30modify471.101.532441.529241.53334
1412018.06.29 00:46t/p471.101.533341.529241.5333467.4911780.42
1422018.07.03 00:09sell481.101.535100.000000.00000
1432018.07.03 00:09modify481.101.535101.538301.53420
1442018.07.03 00:18t/p481.101.534201.538301.5342067.4911847.91
1452018.07.10 00:07sell491.111.541210.000000.00000
1462018.07.10 00:07modify491.111.541211.544411.54031
1472018.07.10 01:03close491.111.540491.544411.5403153.1511901.06
1482018.07.11 00:01buy501.121.539290.000000.00000
1492018.07.11 00:01modify501.121.539291.536091.54019
1502018.07.11 00:06t/p501.121.540191.536091.5401968.7111969.77
1512018.07.13 00:01buy511.121.534880.000000.00000
1522018.07.13 00:01modify511.121.534881.531681.53578
1532018.07.13 00:54t/p511.121.535781.531681.5357868.7112038.48
1542018.07.20 00:24sell521.131.545390.000000.00000
1552018.07.20 00:24modify521.131.545391.548591.54449
1562018.07.20 00:39t/p521.131.544491.548591.5444969.3212107.80
1572018.07.24 00:01buy531.141.539080.000000.00000
1582018.07.24 00:01modify531.141.539081.535881.53998
1592018.07.24 00:15close531.141.539881.535881.5399861.4012169.20
1602018.07.25 00:07buy541.141.536710.000000.00000
1612018.07.25 00:07modify541.141.536711.533511.53761
1622018.07.25 00:54close541.141.537211.533511.5376135.8112205.01
1632018.07.31 00:07sell551.141.525570.000000.00000
1642018.07.31 00:07modify551.141.525571.528771.52467
1652018.07.31 02:30close551.141.525331.528771.5246713.6312218.64
1662018.08.14 00:48buy561.151.496480.000000.00000
1672018.08.14 00:48modify561.151.496481.493281.49738
1682018.08.14 01:00t/p561.151.497381.493281.4973870.5612289.20
1692018.08.16 00:09sell571.151.491470.000000.00000
1702018.08.16 00:09modify571.151.491471.494671.49057
1712018.08.16 00:12close571.151.490731.494671.4905756.7812345.98
1722018.08.21 00:01sell581.161.497780.000000.00000
1732018.08.21 00:01modify581.161.497781.500981.49688
1742018.08.21 03:33s/l581.161.500981.500981.49688-284.7412061.24
1752018.08.28 00:43buy591.131.513390.000000.00000
1762018.08.28 00:43modify591.131.513391.510191.51429
1772018.08.28 01:48close591.131.514161.510191.5142958.3312119.57
1782018.08.29 00:01buy601.141.511420.000000.00000
1792018.08.29 00:01modify601.141.511421.508221.51232
1802018.08.29 00:02t/p601.141.512321.508221.5123269.9312189.50
1812018.08.29 00:03buy611.141.511550.000000.00000
1822018.08.29 00:03modify611.141.511551.508351.51245
1832018.08.29 00:43t/p611.141.512451.508351.5124569.9312259.43
1842018.09.04 00:08buy621.151.520810.000000.00000
1852018.09.04 00:08modify621.151.520811.517611.52171
1862018.09.04 00:39close621.151.521311.517611.5217136.1312295.56
1872018.09.04 00:51buy631.151.520750.000000.00000
1882018.09.04 00:51modify631.151.520751.517551.52165
1892018.09.04 02:05close631.151.521051.517551.5216518.9112314.47
1902018.09.05 00:10sell641.151.527420.000000.00000
1912018.09.05 00:10modify641.151.527421.530621.52652
1922018.09.05 00:13t/p641.151.526521.530621.5265270.5512385.02
1932018.09.11 00:01buy651.161.525190.000000.00000
1942018.09.11 00:01modify651.161.525191.521991.52609
1952018.09.11 00:30t/p651.161.526091.521991.5260971.1612456.18
1962018.09.12 00:09buy661.171.515140.000000.00000
1972018.09.12 00:09modify661.171.515141.511941.51604
1982018.09.12 03:30close661.171.515511.511941.5160425.3712481.55
1992018.09.18 00:05sell671.171.523320.000000.00000
2002018.09.18 00:05modify671.171.523321.526521.52242
2012018.09.18 08:11close671.171.524661.526521.52242-124.3412357.21
2022018.09.19 00:16sell681.161.515150.000000.00000
2032018.09.19 00:16modify681.161.515151.518351.51425
2042018.09.19 03:31close681.161.514731.518351.5142529.5012386.71
2052018.09.26 00:09buy691.161.523290.000000.00000
2062018.09.26 00:09modify691.161.523291.520091.52419
2072018.09.26 00:11close691.161.523901.520091.5241945.9912432.70
2082018.09.27 00:47sell701.171.531140.000000.00000
2092018.09.27 00:47modify701.171.531141.534341.53024
2102018.09.27 06:16close701.171.531631.534341.53024-49.9212382.78
2112018.09.28 00:02buy711.161.517690.000000.00000
2122018.09.28 00:02modify711.161.517691.514491.51859
2132018.09.28 00:47t/p711.161.518591.514491.5185971.1612453.94
2142018.09.28 00:49buy721.171.517440.000000.00000
2152018.09.28 00:49modify721.171.517441.514241.51834
2162018.09.28 03:32close721.171.517591.514241.518346.1112460.05
2172018.10.02 00:05sell731.171.483540.000000.00000
2182018.10.02 00:05modify731.171.483541.486741.48264
2192018.10.02 03:03close731.171.482931.486741.4826446.3812506.43
2202018.10.04 00:01buy741.171.476570.000000.00000
2212018.10.04 00:01modify741.171.476571.473371.47747
2222018.10.04 00:02t/p741.171.477471.473371.4774771.7812578.21
2232018.10.04 00:09buy751.181.476770.000000.00000
2242018.10.04 00:09modify751.181.476771.473571.47767
2252018.10.04 00:22t/p751.181.477671.473571.4776772.3912650.60
2262018.10.04 00:29buy761.191.476580.000000.00000
2272018.10.04 00:29modify761.191.476581.473381.47748
2282018.10.04 00:44t/p761.191.477481.473381.4774873.0012723.60
2292018.10.09 00:20sell771.191.489500.000000.00000
2302018.10.09 00:20modify771.191.489501.492701.48860
2312018.10.09 00:28close771.191.488761.492701.4886058.7512782.35
2322018.10.10 00:12buy781.201.487240.000000.00000
2332018.10.10 00:12modify781.201.487241.484041.48814
2342018.10.10 00:17close781.201.487931.484041.4881454.7612837.11
2352018.10.10 00:21buy791.201.487090.000000.00000
2362018.10.10 00:21modify791.201.487091.483891.48799
2372018.10.10 00:22close791.201.487951.483891.4879970.0312907.14
2382018.10.11 00:01sell801.211.504960.000000.00000
2392018.10.11 00:01modify801.211.504961.508161.50406
2402018.10.11 00:06t/p801.211.504061.508161.5040674.2312981.37
2412018.10.18 00:09buy811.221.496660.000000.00000
2422018.10.18 00:09modify811.221.496661.493461.49756
2432018.10.18 00:22t/p811.221.497561.493461.4975674.8513056.22
2442018.10.31 00:01buy821.221.486740.000000.00000
2452018.10.31 00:01modify821.221.486741.483541.48764
2462018.10.31 01:16t/p821.221.487641.483541.4876474.8413131.06
2472018.11.02 00:14buy831.231.492090.000000.00000
2482018.11.02 00:14modify831.231.492091.488891.49299
2492018.11.02 01:11t/p831.231.492991.488891.4929975.4613206.52
2502018.11.07 00:16buy841.241.498260.000000.00000
2512018.11.07 00:16modify841.241.498261.495061.49916
2522018.11.07 01:08close841.241.499071.495061.4991667.7213274.24
2532018.11.08 00:01buy851.241.498260.000000.00000
2542018.11.08 00:01modify851.241.498261.495061.49916
2552018.11.08 00:05t/p851.241.499161.495061.4991676.0713350.31
2562018.11.08 00:18buy861.251.498550.000000.00000
2572018.11.08 00:18modify861.251.498551.495351.49945
2582018.11.08 01:32t/p861.251.499451.495351.4994576.6913427.00
2592018.11.14 00:56sell871.261.494980.000000.00000
2602018.11.14 00:56modify871.261.494981.498181.49408
2612018.11.14 04:35close871.261.495521.498181.49408-58.4813368.52
2622018.11.16 00:01buy881.251.492280.000000.00000
2632018.11.16 00:01modify881.251.492281.489081.49318
2642018.11.16 02:49close881.251.492991.489081.4931858.9213427.44
2652018.11.20 00:01buy891.261.508120.000000.00000
2662018.11.20 00:01modify891.261.508121.504921.50902
2672018.11.20 01:11t/p891.261.509021.504921.5090277.3013504.74
2682018.11.28 00:01buy901.271.500490.000000.00000
2692018.11.28 00:01modify901.271.500491.497291.50139
2702018.11.28 00:13t/p901.271.501391.497291.5013977.9113582.65
2712018.12.06 00:01buy911.271.514680.000000.00000
2722018.12.06 00:01modify911.271.514681.511481.51558
2732018.12.06 00:08t/p911.271.515581.511481.5155877.9113660.56
2742018.12.06 00:08buy921.281.515390.000000.00000
2752018.12.06 00:08modify921.281.515391.512191.51629
2762018.12.06 01:08t/p921.281.516291.512191.5162978.5313739.09
2772018.12.11 00:08buy931.291.520390.000000.00000
2782018.12.11 00:08modify931.291.520391.517191.52129
2792018.12.11 01:52t/p931.291.521291.517191.5212979.1313818.22
2802018.12.12 00:01buy941.301.515030.000000.00000
2812018.12.12 00:01modify941.301.515031.511831.51593
2822018.12.12 00:17t/p941.301.515931.511831.5159379.7613897.98
2832018.12.14 00:03buy951.301.515920.000000.00000
2842018.12.14 00:03modify951.301.515921.512721.51682
2852018.12.14 00:15t/p951.301.516821.512721.5168279.7513977.73
2862018.12.14 00:44buy961.311.516010.000000.00000
2872018.12.14 00:44modify961.311.516011.512811.51691
2882018.12.14 01:56t/p961.311.516911.512811.5169180.3614058.09
2892019.01.17 00:11buy971.321.509320.000000.00000
2902019.01.17 00:11modify971.321.509321.506121.51022
2912019.01.17 00:15t/p971.321.510221.506121.5102280.9614139.05
2922019.01.22 00:09buy981.331.510890.000000.00000
2932019.01.22 00:09modify981.331.510891.507691.51179
2942019.01.22 00:20close981.331.511401.507691.5117942.7714181.82
2952019.01.22 00:54sell991.331.511860.000000.00000
2962019.01.22 00:54modify991.331.511861.515061.51096
2972019.01.22 05:07close991.331.512041.515061.51096-25.8914155.93
2982019.01.23 00:30sell1001.331.517520.000000.00000
2992019.01.23 00:30modify1001.331.517521.520721.51662
3002019.01.23 02:27close1001.331.516911.520721.5166252.7214208.65