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 |
# | 时间 | 类型 | 订单 | 手数 | 价格 | 止损 | 获利 | 获利 | 余额 |
1 | 2018.01.31 00:08 | sell | 1 | 0.94 | 1.23356 | 0.00000 | 0.00000 | |
2 | 2018.01.31 00:08 | modify | 1 | 0.94 | 1.23356 | 1.23676 | 1.23266 | |
3 | 2018.01.31 02:08 | close | 1 | 0.94 | 1.23322 | 1.23676 | 1.23266 | 20.28 | 10020.28 |
4 | 2018.02.06 00:01 | sell | 2 | 0.94 | 1.25356 | 0.00000 | 0.00000 | |
5 | 2018.02.06 00:01 | modify | 2 | 0.94 | 1.25356 | 1.25676 | 1.25266 | |
6 | 2018.02.06 00:14 | t/p | 2 | 0.94 | 1.25266 | 1.25676 | 1.25266 | 61.90 | 10082.18 |
7 | 2018.02.07 00:01 | buy | 3 | 0.95 | 1.24925 | 0.00000 | 0.00000 | |
8 | 2018.02.07 00:01 | modify | 3 | 0.95 | 1.24925 | 1.24605 | 1.25015 | |
9 | 2018.02.07 00:13 | t/p | 3 | 0.95 | 1.25015 | 1.24605 | 1.25015 | 62.69 | 10144.87 |
10 | 2018.02.07 00:31 | buy | 4 | 0.95 | 1.24940 | 0.00000 | 0.00000 | |
11 | 2018.02.07 00:31 | modify | 4 | 0.95 | 1.24940 | 1.24620 | 1.25030 | |
12 | 2018.02.07 01:27 | t/p | 4 | 0.95 | 1.25030 | 1.24620 | 1.25030 | 62.68 | 10207.55 |
13 | 2018.02.08 00:42 | sell | 5 | 0.96 | 1.25733 | 0.00000 | 0.00000 | |
14 | 2018.02.08 00:42 | modify | 5 | 0.96 | 1.25733 | 1.26053 | 1.25643 | |
15 | 2018.02.08 01:49 | close | 5 | 0.96 | 1.25661 | 1.26053 | 1.25643 | 49.25 | 10256.80 |
16 | 2018.02.13 00:01 | buy | 6 | 0.96 | 1.25798 | 0.00000 | 0.00000 | |
17 | 2018.02.13 00:01 | modify | 6 | 0.96 | 1.25798 | 1.25478 | 1.25888 | |
18 | 2018.02.13 00:09 | t/p | 6 | 0.96 | 1.25888 | 1.25478 | 1.25888 | 62.87 | 10319.67 |
19 | 2018.02.13 00:09 | buy | 7 | 0.97 | 1.25845 | 0.00000 | 0.00000 | |
20 | 2018.02.13 00:09 | modify | 7 | 0.97 | 1.25845 | 1.25525 | 1.25935 | |
21 | 2018.02.13 02:48 | close | 7 | 0.97 | 1.25891 | 1.25525 | 1.25935 | 29.62 | 10349.29 |
22 | 2018.02.14 00:06 | buy | 8 | 0.97 | 1.25887 | 0.00000 | 0.00000 | |
23 | 2018.02.14 00:06 | modify | 8 | 0.97 | 1.25887 | 1.25567 | 1.25977 | |
24 | 2018.02.14 00:47 | close | 8 | 0.97 | 1.25957 | 1.25567 | 1.25977 | 48.09 | 10397.38 |
25 | 2018.02.20 00:01 | buy | 9 | 0.97 | 1.25583 | 0.00000 | 0.00000 | |
26 | 2018.02.20 00:01 | modify | 9 | 0.97 | 1.25583 | 1.25263 | 1.25673 | |
27 | 2018.02.20 00:56 | close | 9 | 0.97 | 1.25618 | 1.25263 | 1.25673 | 21.21 | 10418.59 |
28 | 2018.02.20 00:56 | buy | 10 | 0.98 | 1.25568 | 0.00000 | 0.00000 | |
29 | 2018.02.20 00:56 | modify | 10 | 0.98 | 1.25568 | 1.25248 | 1.25658 | |
30 | 2018.02.20 00:58 | close | 10 | 0.98 | 1.25619 | 1.25248 | 1.25658 | 33.91 | 10452.50 |
31 | 2018.02.23 00:06 | buy | 11 | 0.98 | 1.27020 | 0.00000 | 0.00000 | |
32 | 2018.02.23 00:06 | modify | 11 | 0.98 | 1.27020 | 1.26700 | 1.27110 | |
33 | 2018.02.23 00:07 | close | 11 | 0.98 | 1.27107 | 1.26700 | 1.27110 | 61.20 | 10513.70 |
34 | 2018.02.23 00:08 | buy | 12 | 0.99 | 1.27010 | 0.00000 | 0.00000 | |
35 | 2018.02.23 00:08 | modify | 12 | 0.99 | 1.27010 | 1.26690 | 1.27100 | |
36 | 2018.02.23 01:47 | close | 12 | 0.99 | 1.27091 | 1.26690 | 1.27100 | 57.16 | 10570.86 |
37 | 2018.03.06 00:01 | buy | 13 | 0.99 | 1.29656 | 0.00000 | 0.00000 | |
38 | 2018.03.06 00:01 | modify | 13 | 0.99 | 1.29656 | 1.29336 | 1.29746 | |
39 | 2018.03.06 00:46 | t/p | 13 | 0.99 | 1.29746 | 1.29336 | 1.29746 | 62.73 | 10633.59 |
40 | 2018.03.07 00:42 | sell | 14 | 1.00 | 1.29062 | 0.00000 | 0.00000 | |
41 | 2018.03.07 00:42 | modify | 14 | 1.00 | 1.29062 | 1.29382 | 1.28972 | |
42 | 2018.03.07 01:38 | s/l | 14 | 1.00 | 1.29382 | 1.29382 | 1.28972 | -253.33 | 10380.26 |
43 | 2018.03.21 00:01 | buy | 15 | 0.97 | 1.30695 | 0.00000 | 0.00000 | |
44 | 2018.03.21 00:01 | modify | 15 | 0.97 | 1.30695 | 1.30375 | 1.30785 | |
45 | 2018.03.21 01:27 | close | 15 | 0.97 | 1.30763 | 1.30375 | 1.30785 | 44.62 | 10424.88 |
46 | 2018.05.10 00:01 | sell | 16 | 0.98 | 1.28610 | 0.00000 | 0.00000 | |
47 | 2018.05.10 00:01 | modify | 16 | 0.98 | 1.28610 | 1.28930 | 1.28520 | |
48 | 2018.05.10 00:05 | t/p | 16 | 0.98 | 1.28520 | 1.28930 | 1.28520 | 62.75 | 10487.63 |
49 | 2018.05.29 00:59 | buy | 17 | 0.98 | 1.29906 | 0.00000 | 0.00000 | |
50 | 2018.05.29 00:59 | modify | 17 | 0.98 | 1.29906 | 1.29586 | 1.29996 | |
51 | 2018.05.29 01:01 | close | 17 | 0.98 | 1.29976 | 1.29586 | 1.29996 | 46.90 | 10534.53 |
52 | 2018.05.30 00:25 | buy | 18 | 0.99 | 1.30123 | 0.00000 | 0.00000 | |
53 | 2018.05.30 00:25 | modify | 18 | 0.99 | 1.30123 | 1.29803 | 1.30213 | |
54 | 2018.05.30 01:30 | close | 18 | 0.99 | 1.30189 | 1.29803 | 1.30213 | 44.25 | 10578.78 |
55 | 2018.06.20 00:09 | sell | 19 | 0.99 | 1.32853 | 0.00000 | 0.00000 | |
56 | 2018.06.20 00:09 | modify | 19 | 0.99 | 1.32853 | 1.33173 | 1.32763 | |
57 | 2018.06.20 02:09 | close | 19 | 0.99 | 1.32820 | 1.33173 | 1.32763 | 18.66 | 10597.44 |
58 | 2018.06.26 00:54 | buy | 20 | 0.99 | 1.32871 | 0.00000 | 0.00000 | |
59 | 2018.06.26 00:54 | modify | 20 | 0.99 | 1.32871 | 1.32551 | 1.32961 | |
60 | 2018.06.26 02:37 | close | 20 | 0.99 | 1.32951 | 1.32551 | 1.32961 | 53.63 | 10651.07 |
61 | 2018.06.27 00:04 | buy | 21 | 1.00 | 1.32988 | 0.00000 | 0.00000 | |
62 | 2018.06.27 00:04 | modify | 21 | 1.00 | 1.32988 | 1.32668 | 1.33078 | |
63 | 2018.06.27 01:45 | close | 21 | 1.00 | 1.33042 | 1.32668 | 1.33078 | 34.59 | 10685.66 |
64 | 2018.07.11 00:01 | buy | 22 | 1.00 | 1.31081 | 0.00000 | 0.00000 | |
65 | 2018.07.11 00:01 | modify | 22 | 1.00 | 1.31081 | 1.30761 | 1.31171 | |
66 | 2018.07.11 00:07 | t/p | 22 | 1.00 | 1.31171 | 1.30761 | 1.31171 | 62.61 | 10748.27 |
67 | 2018.07.11 00:37 | sell | 23 | 1.01 | 1.31292 | 0.00000 | 0.00000 | |
68 | 2018.07.11 00:37 | modify | 23 | 1.01 | 1.31292 | 1.31612 | 1.31202 | |
69 | 2018.07.11 04:54 | close | 23 | 1.01 | 1.31392 | 1.31612 | 1.31202 | -82.93 | 10665.34 |
70 | 2018.07.13 00:01 | buy | 24 | 1.00 | 1.31534 | 0.00000 | 0.00000 | |
71 | 2018.07.13 00:01 | modify | 24 | 1.00 | 1.31534 | 1.31214 | 1.31624 | |
72 | 2018.07.13 00:45 | t/p | 24 | 1.00 | 1.31624 | 1.31214 | 1.31624 | 62.38 | 10727.72 |
73 | 2018.07.19 00:01 | buy | 25 | 1.01 | 1.31632 | 0.00000 | 0.00000 | |
74 | 2018.07.19 00:01 | modify | 25 | 1.01 | 1.31632 | 1.31312 | 1.31722 | |
75 | 2018.07.19 01:25 | close | 25 | 1.01 | 1.31716 | 1.31312 | 1.31722 | 58.35 | 10786.07 |
76 | 2018.07.25 00:01 | buy | 26 | 1.01 | 1.31512 | 0.00000 | 0.00000 | |
77 | 2018.07.25 00:01 | modify | 26 | 1.01 | 1.31512 | 1.31192 | 1.31602 | |
78 | 2018.07.25 01:01 | close | 26 | 1.01 | 1.31583 | 1.31192 | 1.31602 | 48.44 | 10834.51 |
79 | 2018.07.27 00:24 | sell | 27 | 1.02 | 1.30765 | 0.00000 | 0.00000 | |
80 | 2018.07.27 00:24 | modify | 27 | 1.02 | 1.30765 | 1.31085 | 1.30675 | |
81 | 2018.07.27 02:09 | close | 27 | 1.02 | 1.30729 | 1.31085 | 1.30675 | 21.97 | 10856.48 |
82 | 2018.08.17 00:30 | buy | 28 | 1.02 | 1.31528 | 0.00000 | 0.00000 | |
83 | 2018.08.17 00:30 | modify | 28 | 1.02 | 1.31528 | 1.31208 | 1.31618 | |
84 | 2018.08.17 01:18 | close | 28 | 1.02 | 1.31597 | 1.31208 | 1.31618 | 47.36 | 10903.84 |
85 | 2018.08.31 00:03 | buy | 29 | 1.02 | 1.29693 | 0.00000 | 0.00000 | |
86 | 2018.08.31 00:03 | modify | 29 | 1.02 | 1.29693 | 1.29373 | 1.29783 | |
87 | 2018.08.31 00:03 | t/p | 29 | 1.02 | 1.29783 | 1.29373 | 1.29783 | 64.61 | 10968.45 |
88 | 2018.08.31 00:05 | buy | 30 | 1.03 | 1.29692 | 0.00000 | 0.00000 | |
89 | 2018.08.31 00:05 | modify | 30 | 1.03 | 1.29692 | 1.29372 | 1.29782 | |
90 | 2018.08.31 00:06 | t/p | 30 | 1.03 | 1.29782 | 1.29372 | 1.29782 | 65.24 | 11033.69 |
91 | 2018.09.04 00:07 | buy | 31 | 1.03 | 1.30914 | 0.00000 | 0.00000 | |
92 | 2018.09.04 00:07 | modify | 31 | 1.03 | 1.30914 | 1.30594 | 1.31004 | |
93 | 2018.09.04 00:37 | close | 31 | 1.03 | 1.30948 | 1.30594 | 1.31004 | 20.56 | 11054.25 |
94 | 2018.09.04 00:58 | sell | 32 | 1.04 | 1.30971 | 0.00000 | 0.00000 | |
95 | 2018.09.04 00:58 | modify | 32 | 1.04 | 1.30971 | 1.31291 | 1.30881 | |
96 | 2018.09.04 00:58 | close | 32 | 1.04 | 1.30944 | 1.31291 | 1.30881 | 15.20 | 11069.45 |
97 | 2018.09.11 00:01 | buy | 33 | 1.04 | 1.31565 | 0.00000 | 0.00000 | |
98 | 2018.09.11 00:01 | modify | 33 | 1.04 | 1.31565 | 1.31245 | 1.31655 | |
99 | 2018.09.11 00:45 | close | 33 | 1.04 | 1.31607 | 1.31245 | 1.31655 | 26.95 | 11096.40 |
100 | 2018.09.12 00:07 | buy | 34 | 1.04 | 1.30606 | 0.00000 | 0.00000 | |
101 | 2018.09.12 00:07 | modify | 34 | 1.04 | 1.30606 | 1.30286 | 1.30696 | |
102 | 2018.09.12 03:13 | t/p | 34 | 1.04 | 1.30696 | 1.30286 | 1.30696 | 65.37 | 11161.77 |
103 | 2018.09.25 00:01 | sell | 35 | 1.05 | 1.29546 | 0.00000 | 0.00000 | |
104 | 2018.09.25 00:01 | modify | 35 | 1.05 | 1.29546 | 1.29866 | 1.29456 | |
105 | 2018.09.25 02:52 | close | 35 | 1.05 | 1.29490 | 1.29866 | 1.29456 | 39.11 | 11200.88 |
106 | 2018.09.26 00:02 | sell | 36 | 1.05 | 1.29544 | 0.00000 | 0.00000 | |
107 | 2018.09.26 00:02 | modify | 36 | 1.05 | 1.29544 | 1.29864 | 1.29454 | |
108 | 2018.09.26 00:08 | close | 36 | 1.05 | 1.29496 | 1.29864 | 1.29454 | 32.62 | 11233.50 |
109 | 2018.09.26 00:09 | buy | 37 | 1.05 | 1.29450 | 0.00000 | 0.00000 | |
110 | 2018.09.26 00:09 | modify | 37 | 1.05 | 1.29450 | 1.29130 | 1.29540 | |
111 | 2018.09.26 00:10 | close | 37 | 1.05 | 1.29500 | 1.29130 | 1.29540 | 34.24 | 11267.74 |
112 | 2018.09.27 00:46 | sell | 38 | 1.06 | 1.30378 | 0.00000 | 0.00000 | |
113 | 2018.09.27 00:46 | modify | 38 | 1.06 | 1.30378 | 1.30698 | 1.30288 | |
114 | 2018.09.27 06:14 | close | 38 | 1.06 | 1.30378 | 1.30698 | 1.30288 | -6.36 | 11261.38 |
115 | 2018.10.02 00:04 | sell | 39 | 1.06 | 1.28138 | 0.00000 | 0.00000 | |
116 | 2018.10.02 00:04 | modify | 39 | 1.06 | 1.28138 | 1.28458 | 1.28048 | |
117 | 2018.10.02 03:15 | close | 39 | 1.06 | 1.28100 | 1.28458 | 1.28048 | 25.08 | 11286.46 |
118 | 2018.10.04 00:14 | sell | 40 | 1.06 | 1.28741 | 0.00000 | 0.00000 | |
119 | 2018.10.04 00:14 | modify | 40 | 1.06 | 1.28741 | 1.29061 | 1.28651 | |
120 | 2018.10.04 06:22 | close | 40 | 1.06 | 1.28796 | 1.29061 | 1.28651 | -51.63 | 11234.83 |
121 | 2018.10.31 00:01 | buy | 41 | 1.05 | 1.31077 | 0.00000 | 0.00000 | |
122 | 2018.10.31 00:01 | modify | 41 | 1.05 | 1.31077 | 1.30757 | 1.31167 | |
123 | 2018.10.31 01:29 | t/p | 41 | 1.05 | 1.31167 | 1.30757 | 1.31167 | 65.75 | 11300.58 |
124 | 2018.11.02 00:14 | buy | 42 | 1.06 | 1.30824 | 0.00000 | 0.00000 | |
125 | 2018.11.02 00:14 | modify | 42 | 1.06 | 1.30824 | 1.30504 | 1.30914 | |
126 | 2018.11.02 01:10 | close | 42 | 1.06 | 1.30885 | 1.30504 | 1.30914 | 43.04 | 11343.62 |
127 | 2018.11.06 00:05 | buy | 43 | 1.06 | 1.31014 | 0.00000 | 0.00000 | |
128 | 2018.11.06 00:05 | modify | 43 | 1.06 | 1.31014 | 1.30694 | 1.31104 | |
129 | 2018.11.06 00:10 | close | 43 | 1.06 | 1.31073 | 1.30694 | 1.31104 | 41.35 | 11384.97 |
130 | 2018.11.07 00:01 | buy | 44 | 1.07 | 1.31210 | 0.00000 | 0.00000 | |
131 | 2018.11.07 00:01 | modify | 44 | 1.07 | 1.31210 | 1.30890 | 1.31300 | |
132 | 2018.11.07 03:15 | close | 44 | 1.07 | 1.31222 | 1.30890 | 1.31300 | 3.36 | 11388.33 |
133 | 2018.11.08 00:09 | sell | 45 | 1.07 | 1.31166 | 0.00000 | 0.00000 | |
134 | 2018.11.08 00:09 | modify | 45 | 1.07 | 1.31166 | 1.31486 | 1.31076 | |
135 | 2018.11.08 00:58 | close | 45 | 1.07 | 1.31093 | 1.31486 | 1.31076 | 53.16 | 11441.49 |
136 | 2018.11.20 00:01 | buy | 46 | 1.07 | 1.31680 | 0.00000 | 0.00000 | |
137 | 2018.11.20 00:01 | modify | 46 | 1.07 | 1.31680 | 1.31360 | 1.31770 | |
138 | 2018.11.20 02:55 | close | 46 | 1.07 | 1.31730 | 1.31360 | 1.31770 | 34.19 | 11475.68 |
139 | 2018.12.06 00:01 | buy | 47 | 1.08 | 1.33533 | 0.00000 | 0.00000 | |
140 | 2018.12.06 00:01 | modify | 47 | 1.08 | 1.33533 | 1.33213 | 1.33623 | |
141 | 2018.12.06 01:27 | t/p | 47 | 1.08 | 1.33623 | 1.33213 | 1.33623 | 66.26 | 11541.94 |
142 | 2018.12.19 00:15 | buy | 48 | 1.08 | 1.34571 | 0.00000 | 0.00000 | |
143 | 2018.12.19 00:15 | modify | 48 | 1.08 | 1.34571 | 1.34251 | 1.34661 | |
144 | 2018.12.19 00:16 | t/p | 48 | 1.08 | 1.34661 | 1.34251 | 1.34661 | 65.70 | 11607.64 |
145 | 2019.01.10 00:54 | buy | 49 | 1.09 | 1.32054 | 0.00000 | 0.00000 | |
146 | 2019.01.10 00:54 | modify | 49 | 1.09 | 1.32054 | 1.31734 | 1.32144 | |
147 | 2019.01.10 01:59 | close | 49 | 1.09 | 1.32124 | 1.31734 | 1.32144 | 51.21 | 11658.85 |
148 | 2019.01.15 00:08 | sell | 50 | 1.09 | 1.32821 | 0.00000 | 0.00000 | |
149 | 2019.01.15 00:08 | modify | 50 | 1.09 | 1.32821 | 1.33141 | 1.32731 | |
150 | 2019.01.15 02:07 | close | 50 | 1.09 | 1.32759 | 1.33141 | 1.32731 | 44.36 | 11703.21 |
151 | 2019.01.16 00:03 | buy | 51 | 1.10 | 1.32615 | 0.00000 | 0.00000 | |
152 | 2019.01.16 00:03 | modify | 51 | 1.10 | 1.32615 | 1.32295 | 1.32705 | |
153 | 2019.01.16 00:15 | t/p | 51 | 1.10 | 1.32705 | 1.32295 | 1.32705 | 68.00 | 11771.21 |
154 | 2019.01.22 00:01 | buy | 52 | 1.10 | 1.32911 | 0.00000 | 0.00000 | |
155 | 2019.01.22 00:01 | modify | 52 | 1.10 | 1.32911 | 1.32591 | 1.33001 | |
156 | 2019.01.22 00:19 | close | 52 | 1.10 | 1.32960 | 1.32591 | 1.33001 | 33.94 | 11805.15 |