Strategy Tester Report
Perfect World
ICMarketsSC-Live02 (Build 1280)

交易品种GBPJPY (Great Britain Pound vs Japanese Yen)
时间周期15 分钟图 2020.07.10 00:00 - 2020.10.12 23:45 (2018.10.13 - 2020.10.13)
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Policy_setting="Enter the order quantity and the maximum allowable spread separately according to the following format"; max_spread=35; Lot=0.1; Whether_to_limit_time=true; Starting_time=19; Stop_time=1; Neural_Networks=102; LowFibo=8; HighFibo=16; Wavelettransform=65; Gi_432=1800; Gd_504=1; Gd_512=0.0001; Gd_568=0.0001; Gd_576=1; Gd_776=1.0004; Gd_800=0.9996; Gd_984=1.0004; Gd_1016=0.9996;
经测试过的柱数6533用于复盘的即时价数量8738018复盘模型的质量88.62%
输入图表错误0
起始资金10000.00点差当前 (7)
总净盈利267.65总获利729.09总亏损-461.44
盈利比1.58预期盈利2.94
绝对亏损53.59最大亏损146.15 (1.44%)相对亏损1.44% (146.15)
交易单总计91卖单 (%获利百分比)48 (89.58%)买单 (%获利百分比)43 (74.42%)
盈利交易(%占总百分比)75 (82.42%)亏损交易(%占总百分比)16 (17.58%)
最大:获利交易34.78亏损交易-84.36
平均获利交易9.72亏损交易-28.84
最大:连续获利金额17 (167.95)连续亏损金额2 (-39.49)
最多:连续获利次数167.95 (17)连续亏损次数-84.36 (1)
平均:连续获利5连续亏损1
Graph
#时间类型订单手数价格止损止盈获利余额
12020.07.13 01:30sell10.10135.0830.0000.000
22020.07.13 01:30modify10.10135.083135.961133.829
32020.07.13 10:40close10.10135.075135.961133.8290.1610000.16
42020.07.13 21:00buy20.10135.0650.0000.000
52020.07.13 21:00modify20.10135.065134.187135.832
62020.07.14 01:15sell30.10134.7530.0000.000
72020.07.14 01:15modify30.10134.753135.629134.141
82020.07.14 01:30close20.10134.776134.187135.832-28.219971.95
92020.07.14 04:00close30.10134.576135.629134.14116.189988.13
102020.07.14 23:15sell40.10134.6630.0000.000
112020.07.14 23:15modify40.10134.663135.538133.500
122020.07.15 16:54close40.10134.653135.538133.5000.019988.14
132020.07.16 20:30buy50.10134.8050.0000.000
142020.07.16 20:30modify50.10134.805133.929135.731
152020.07.17 02:15close50.10134.764133.929135.731-4.689983.46
162020.07.20 01:30sell60.10134.6040.0000.000
172020.07.20 01:30modify60.10134.604135.479133.736
182020.07.20 04:45close60.10134.499135.479133.7369.369992.82
192020.07.20 19:00sell70.10135.6920.0000.000
202020.07.20 19:00modify70.10135.692136.574133.357
212020.07.21 07:15close70.10135.734136.574133.357-4.939987.90
222020.07.21 20:15buy80.10135.9770.0000.000
232020.07.21 20:15modify80.10135.977135.093136.875
242020.07.21 20:45close80.10136.122135.093136.87513.1510001.05
252020.07.21 21:00sell90.10136.2020.0000.000
262020.07.21 21:00modify90.10136.202137.087135.210
272020.07.21 22:45close90.10136.062137.087135.21012.6810013.73
282020.07.21 23:00buy100.10135.9960.0000.000
292020.07.21 23:00modify100.10135.996135.112136.845
302020.07.22 01:45close100.10136.030135.112136.8452.4310016.15
312020.07.22 20:00sell110.10136.5280.0000.000
322020.07.22 20:00modify110.10136.528137.415134.675
332020.07.22 23:49close110.10136.521137.415134.6750.0710016.22
342020.07.23 00:00buy120.10136.4510.0000.000
352020.07.23 00:00modify120.10136.451135.564137.299
362020.07.23 07:15close120.10136.458135.564137.2990.0710016.29
372020.07.23 20:00buy130.10136.1530.0000.000
382020.07.23 20:00modify130.10136.153135.268137.020
392020.07.23 23:45sell140.10136.1010.0000.000
402020.07.23 23:45modify140.10136.101136.986135.451
412020.07.23 23:45close130.10136.101135.268137.020-5.5310010.76
422020.07.24 00:45close140.10135.998136.986135.4518.8310019.60
432020.07.27 19:00sell150.10135.6820.0000.000
442020.07.27 19:00modify150.10135.682136.564134.710
452020.07.27 20:45close150.10135.529136.564134.71013.9210033.52
462020.07.27 21:45sell160.10135.6660.0000.000
472020.07.27 21:45modify160.10135.666136.548134.710
482020.07.28 02:26close160.10135.656136.548134.7100.0110033.53
492020.07.28 19:00sell170.10136.0100.0000.000
502020.07.28 19:00modify170.10136.010136.894134.980
512020.07.28 23:00close170.10135.926136.894134.9807.3710040.90
522020.07.28 23:30buy180.10135.8870.0000.000
532020.07.28 23:30modify180.10135.887135.004136.535
542020.07.29 04:00close180.10135.914135.004136.5351.7710042.67
552020.07.30 21:00sell190.10137.1910.0000.000
562020.07.30 21:00modify190.10137.191138.083135.405
572020.07.30 23:00close190.10137.125138.083135.4055.6610048.33
582020.07.30 23:15buy200.10137.0590.0000.000
592020.07.30 23:15modify200.10137.059136.168138.051
602020.07.31 02:15close200.10137.211136.168138.05113.6310061.96
612020.08.03 00:15buy210.10138.3070.0000.000
622020.08.03 00:15modify210.10138.307137.408140.408
632020.08.03 02:15close210.10138.604137.408140.40827.5710089.53
642020.08.03 19:15sell220.10138.6870.0000.000
652020.08.03 19:15modify220.10138.687139.588137.021
662020.08.03 22:30close220.10138.558139.588137.02111.6410101.17
672020.08.04 00:15buy230.10138.4740.0000.000
682020.08.04 00:15modify230.10138.474137.574139.664
692020.08.04 01:30close230.10138.603137.574139.66411.6310112.80
702020.08.04 21:15buy240.10138.0240.0000.000
712020.08.04 21:15modify240.10138.024137.127139.423
722020.08.04 23:15close240.10138.170137.127139.42313.2410126.04
732020.08.05 00:45buy250.10138.0730.0000.000
742020.08.05 00:45modify250.10138.073137.176139.423
752020.08.05 01:45sell260.10138.2400.0000.000
762020.08.05 01:45modify260.10138.240139.139137.267
772020.08.05 01:45close250.10138.240137.176139.42315.2410141.28
782020.08.05 04:45close260.10138.095139.139137.26713.1510154.43
792020.08.05 23:30buy270.10138.4540.0000.000
802020.08.05 23:30modify270.10138.454137.554139.522
812020.08.06 01:15sell280.10138.5630.0000.000
822020.08.06 01:15modify280.10138.563139.464137.559
832020.08.06 01:15close270.10138.563137.554139.5229.1610163.59
842020.08.06 05:45close280.10138.554139.464137.5590.2510163.84
852020.08.06 22:45buy290.10138.7010.0000.000
862020.08.06 22:45modify290.10138.701137.799139.656
872020.08.07 03:30close290.10138.731137.799139.6562.0610165.90
882020.08.10 23:00sell300.10138.5280.0000.000
892020.08.10 23:00modify300.10138.528139.428137.805
902020.08.11 00:15close300.10138.383139.428137.80512.8110178.72
912020.08.11 21:45buy310.10139.3280.0000.000
922020.08.11 21:45modify310.10139.328138.422140.076
932020.08.12 09:00close310.10139.099138.422140.076-22.5210156.19
942020.08.12 22:00buy320.10139.2060.0000.000
952020.08.12 22:00modify320.10139.206138.301140.008
962020.08.13 00:00sell330.10139.2540.0000.000
972020.08.13 00:00modify330.10139.254140.159138.470
982020.08.13 00:00close320.10139.254138.301140.0083.3710159.57
992020.08.13 14:11close330.10140.137140.159138.470-84.3610075.21
1002020.08.13 22:00buy340.10139.5550.0000.000
1012020.08.13 22:00modify340.10139.555138.648140.753
1022020.08.13 23:45close340.10139.735138.648140.75316.4710091.68
1032020.08.14 01:45sell350.10139.7600.0000.000
1042020.08.14 01:45modify350.10139.760140.668138.708
1052020.08.14 04:00close350.10139.694140.668138.7085.6610097.34
1062020.08.17 00:15sell360.10139.6310.0000.000
1072020.08.17 00:15modify360.10139.631140.539139.006
1082020.08.17 03:30close360.10139.596140.539139.0062.7210100.06
1092020.08.17 22:45buy370.10138.8940.0000.000
1102020.08.17 22:45modify370.10138.894137.991140.163
1112020.08.17 23:00sell380.10138.9930.0000.000
1122020.08.17 23:00modify380.10138.993139.896138.261
1132020.08.17 23:00close370.10138.993137.991140.1638.7910108.85
1142020.08.18 00:30close380.10138.824139.896138.26115.0910123.94
1152020.08.18 21:30sell390.10139.6040.0000.000
1162020.08.18 21:30modify390.10139.604140.511138.099
1172020.08.18 23:00close390.10139.528140.511138.0996.6110130.55
1182020.08.19 20:15buy400.10139.0650.0000.000
1192020.08.19 20:15modify400.10139.065138.161140.498
1202020.08.20 00:16close400.10139.079138.161140.4980.1510130.71
1212020.08.20 00:30sell410.10139.0690.0000.000
1222020.08.20 00:30modify410.10139.069139.973138.217
1232020.08.20 04:30close410.10138.988139.973138.2177.0810137.79
1242020.08.20 19:00sell420.10139.5690.0000.000
1252020.08.20 19:00modify420.10139.569140.476138.098
1262020.08.21 03:00close420.10139.697140.476138.098-13.0810124.71
1272020.08.24 01:30sell430.10138.6450.0000.000
1282020.08.24 01:30modify430.10138.645139.546137.408
1292020.08.24 03:30close430.10138.557139.546137.4087.7510132.46
1302020.08.24 23:00sell440.10138.4940.0000.000
1312020.08.24 23:00modify440.10138.494139.394137.936
1322020.08.25 11:54close440.10139.372139.394137.936-84.2210048.25
1332020.08.25 19:30buy450.10139.6960.0000.000
1342020.08.25 19:30modify450.10139.696138.788140.900
1352020.08.25 21:15close450.10139.821138.788140.90011.2610059.51
1362020.08.25 23:00sell460.10139.8510.0000.000
1372020.08.25 23:00modify460.10139.851140.760137.493
1382020.08.26 00:45close460.10139.828140.760137.4931.2510060.76
1392020.08.26 22:00buy470.10139.8640.0000.000
1402020.08.26 22:00modify470.10139.864138.955140.644
1412020.08.26 23:30close470.10140.022138.955140.64414.3910075.15
1422020.08.27 01:45buy480.10139.8980.0000.000
1432020.08.27 01:45modify480.10139.898138.989140.637
1442020.08.27 02:15close480.10139.988138.989140.6377.9410083.09
1452020.08.31 01:15sell490.10141.0800.0000.000
1462020.08.31 01:15modify490.10141.080141.997139.216
1472020.08.31 03:15close490.10140.707141.997139.21634.7810117.87
1482020.09.01 01:45buy500.10141.4820.0000.000
1492020.09.01 01:45modify500.10141.482140.562142.809
1502020.09.01 03:00close500.10141.651140.562142.80915.4310133.30
1512020.09.01 19:30buy510.10142.0200.0000.000
1522020.09.01 19:30modify510.10142.020141.097143.412
1532020.09.02 13:00close510.10141.819141.097143.412-19.8610113.44
1542020.09.02 19:45sell520.10141.4920.0000.000
1552020.09.02 19:45modify520.10141.492142.412140.249
1562020.09.03 03:45close520.10141.682142.412140.249-19.6310093.81
1572020.09.03 22:15sell530.10140.8880.0000.000
1582020.09.03 22:15modify530.10140.888141.804139.783
1592020.09.04 02:15close530.10140.792141.804139.7838.1710101.99
1602020.09.07 01:15buy540.10140.7320.0000.000
1612020.09.07 01:15modify540.10140.732139.817142.099
1622020.09.07 03:45close540.10140.884139.817142.09913.8210115.81
1632020.09.08 00:00buy550.10139.8470.0000.000
1642020.09.08 00:00modify550.10139.847138.938141.983
1652020.09.08 01:45close550.10139.963138.938141.98310.4010126.21
1662020.09.08 21:30buy560.10137.9020.0000.000
1672020.09.08 21:30modify560.10137.902137.006141.124
1682020.09.09 07:30close560.10137.378137.006141.124-50.4910075.72
1692020.09.09 20:45buy570.10137.9550.0000.000
1702020.09.09 20:45modify570.10137.955137.058139.171
1712020.09.09 22:45close570.10138.110137.058139.17114.1010089.82
1722020.09.10 00:15buy580.10137.9270.0000.000
1732020.09.10 00:15modify580.10137.927137.030139.171
1742020.09.10 01:15close580.10138.071137.030139.17113.0610102.88
1752020.09.10 01:30sell590.10138.1220.0000.000
1762020.09.10 01:30modify590.10138.122139.020135.929
1772020.09.10 04:00close590.10137.975139.020135.92913.3410116.22
1782020.09.10 19:00buy600.10136.4190.0000.000
1792020.09.10 19:00modify600.10136.419135.532139.294
1802020.09.11 01:45sell610.10136.1020.0000.000
1812020.09.11 01:45modify610.10136.102136.987134.178
1822020.09.11 01:45close600.10136.102135.532139.294-30.8610085.35
1832020.09.11 03:15close610.10135.801136.987134.17827.9510113.30
1842020.09.14 00:15buy620.10135.5730.0000.000
1852020.09.14 00:15modify620.10135.573134.692137.104
1862020.09.14 01:30sell630.10135.8740.0000.000
1872020.09.14 01:30modify630.10135.874136.757134.995
1882020.09.14 01:30close620.10135.874134.692137.10427.9510141.25
1892020.09.14 03:45close630.10135.804136.757134.9956.0410147.29
1902020.09.14 20:45buy640.10135.8960.0000.000
1912020.09.14 20:45modify640.10135.896135.013137.118
1922020.09.15 01:45sell650.10135.8700.0000.000
1932020.09.15 01:45modify650.10135.870136.753134.998
1942020.09.15 01:45close640.10135.870135.013137.118-3.2510144.04
1952020.09.15 03:15close650.10135.774136.753134.9988.5110152.55
1962020.09.15 19:45sell660.10135.8930.0000.000
1972020.09.15 19:45modify660.10135.893136.776134.906
1982020.09.15 22:29close660.10135.886136.776134.9060.0710152.62
1992020.09.15 22:45buy670.10135.8490.0000.000
2002020.09.15 22:45modify670.10135.849134.966136.948
2012020.09.16 04:50close670.10135.858134.966136.9480.0610152.68
2022020.09.16 21:45buy680.10136.0600.0000.000
2032020.09.16 21:45modify680.10136.060135.176136.925
2042020.09.17 01:15close680.10136.167135.176136.9258.9710161.65
2052020.09.17 01:30sell690.10136.1820.0000.000
2062020.09.17 01:30modify690.10136.182137.067135.103
2072020.09.17 03:15close690.10135.961137.067135.10320.3610182.01
2082020.09.17 20:45buy700.10135.5920.0000.000
2092020.09.17 20:45modify700.10135.592134.711137.172
2102020.09.17 22:15close700.10135.746134.711137.17214.0110196.02
2112020.09.17 23:15sell710.10135.9180.0000.000
2122020.09.17 23:15modify710.10135.918136.801133.749
2132020.09.18 04:15close710.10135.892136.801133.7491.5310197.56
2142020.09.21 00:15buy720.10135.0660.0000.000
2152020.09.21 00:15modify720.10135.066134.188136.762
2162020.09.21 02:30close720.10135.217134.188136.76213.7310211.29
2172020.09.21 20:30sell730.10134.0770.0000.000
2182020.09.21 20:30modify730.10134.077134.949132.641
2192020.09.22 04:15close730.10134.010134.949132.6415.4110216.70
2202020.09.23 19:45sell740.10134.5980.0000.000
2212020.09.23 19:45modify740.10134.598135.473132.439
2222020.09.23 20:45close740.10134.294135.473132.43928.2310244.93
2232020.09.23 21:30buy750.10134.1290.0000.000
2242020.09.23 21:30modify750.10134.129133.257135.359
2252020.09.24 03:15close750.10134.108133.257135.359-3.1710241.77
2262020.09.24 20:00sell760.10134.4840.0000.000
2272020.09.24 20:00modify760.10134.484135.358133.082
2282020.09.24 22:00close760.10134.316135.358133.08215.3410257.11
2292020.09.24 22:30buy770.10134.2750.0000.000
2302020.09.24 22:30modify770.10134.275133.402135.188
2312020.09.25 01:15close770.10134.396133.402135.18810.6910267.80
2322020.09.28 00:15sell780.10134.7180.0000.000
2332020.09.28 00:15modify780.10134.718135.594133.335
2342020.09.28 03:15close780.10134.584135.594133.33512.1110279.91
2352020.09.28 19:30buy790.10135.5370.0000.000
2362020.09.28 19:30modify790.10135.537134.656137.320
2372020.09.29 01:30sell800.10135.5050.0000.000
2382020.09.29 01:30modify800.10135.505136.386133.428
2392020.09.29 01:30close790.10135.505134.656137.320-3.8210276.08
2402020.09.29 04:48close800.10135.498136.386133.4280.0710276.15
2412020.09.29 21:45sell810.10135.8880.0000.000
2422020.09.29 21:45modify810.10135.888136.771134.878
2432020.09.29 23:00close810.10135.818136.771134.8786.0410282.19
2442020.09.30 19:45buy820.10136.1450.0000.000
2452020.09.30 19:45modify820.10136.145135.260137.228
2462020.09.30 23:45close820.10136.243135.260137.2288.7010290.89
2472020.10.01 00:00sell830.10136.2600.0000.000
2482020.10.01 00:00modify830.10136.260137.146134.504
2492020.10.01 02:45close830.10136.194137.146134.5045.6610296.55
2502020.10.05 19:15sell840.10137.1880.0000.000
2512020.10.05 19:15modify840.10137.188138.080135.413
2522020.10.05 22:00close840.10137.145138.080135.4133.4810300.03
2532020.10.06 01:30sell850.10137.3660.0000.000
2542020.10.06 01:30modify850.10137.366138.259135.328
2552020.10.06 03:45close850.10137.234138.259135.32811.9210311.95
2562020.10.06 19:00buy860.10136.7530.0000.000
2572020.10.06 19:00modify860.10136.753135.864137.951
2582020.10.07 00:02close860.10135.888135.864137.951-82.8410229.11
2592020.10.07 00:02buy870.10135.9200.0000.000
2602020.10.07 00:02modify870.10135.920135.037138.169
2612020.10.07 03:00close870.10136.105135.037138.16916.9510246.06
2622020.10.07 22:15sell880.10136.9760.0000.000
2632020.10.07 22:15modify880.10136.976137.866135.322
2642020.10.08 00:15close880.10136.842137.866135.32211.1010257.17
2652020.10.08 23:00buy890.10137.0780.0000.000
2662020.10.08 23:00modify890.10137.078136.187137.767
2672020.10.09 01:15close890.10137.154136.187137.7676.4210263.58
2682020.10.09 19:45sell900.10137.6610.0000.000
2692020.10.09 19:45modify900.10137.661138.556136.402
2702020.10.12 02:26close900.10137.651138.556136.4020.0110263.60
2712020.10.12 21:00sell910.10137.6720.0000.000
2722020.10.12 21:00modify910.10137.672138.567136.917
2732020.10.12 23:00close910.10137.623138.567136.9174.0510267.65