Strategy Tester Report
DYJ SpiralingUSGFX
USGFX-Live2 (Build 1090)
| 交易品种 | EURUSD (Euro vs US Dollar) | ||||
| 时间周期 | 日线图 2016.01.04 00:00 - 2018.01.17 00:00 (2016.01.01 - 2018.01.18) | ||||
| 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 | Pairs="GBPUSD,EURUSD"; MagicNumber=2635; MAX_BARS=100; SihnalledPercent=100; Auto_Risk_Percent=20; Auto_Max_Risk_in_Total_Orders=30; Manual_Lots=0.01; Manual_Maximum_Lots=1; Max_Order=12; OpenNumberAtSignalled=2; ALLPROFIT=5; SYMBOLPROFIT=2.5; stopLossTrailPips=0; Wait_Mins_For_Next_Trade=240; | ||||
| 经测试过的柱数 | 1535 | 用于复盘的即时价数量 | 50109555 | 复盘模型的质量 | n/a |
| 输入图表错误 | 562 | ||||
| 起始资金 | 10000.00 | 点差 | 当前 (28) | ||
| 总净盈利 | 33738.39 | 总获利 | 33738.39 | 总亏损 | -0.00 |
| 盈利比 | 预期盈利 | 1124.61 | |||
| 绝对亏损 | 688.00 | 最大亏损 | 12437.38 (37.99%) | 相对亏损 | 37.99% (12437.38) |
| 交易单总计 | 30 | 卖单 (%获利百分比) | 14 (100.00%) | 买单 (%获利百分比) | 16 (100.00%) |
| 盈利交易(%占总百分比) | 30 (100.00%) | 亏损交易(%占总百分比) | 0 (0.00%) | ||
| 最大: | 获利交易 | 2360.00 | 亏损交易 | -0.00 | |
| 平均 | 获利交易 | 1124.61 | 亏损交易 | -0.00 | |
| 最大: | 连续获利金额 | 30 (33738.39) | 连续亏损金额 | 0 (-0.00) | |
| 最多: | 连续获利次数 | 33738.39 (30) | 连续亏损次数 | -0.00 (0) | |
| 平均: | 连续获利 | 30 | 连续亏损 | 0 | |
| # | 时间 | 类型 | 订单 | 手数 | 价格 | 止损 | 获利 | 获利 | 余额 |
| 1 | 2016.02.04 00:00 | buy | 1 | 1.00 | 1.11033 | 1.09006 | 1.15031 | ||
| 2 | 2016.02.04 00:00 | buy | 2 | 1.00 | 1.11033 | 1.09006 | 1.15631 | ||
| 3 | 2016.02.04 10:32 | close | 2 | 1.00 | 1.11533 | 1.09006 | 1.15631 | 500.00 | 10500.00 |
| 4 | 2016.02.04 10:32 | close | 1 | 1.00 | 1.11533 | 1.09006 | 1.15031 | 500.00 | 11000.00 |
| 5 | 2016.03.11 00:00 | buy | 3 | 0.62 | 1.11794 | 1.08214 | 1.18898 | ||
| 6 | 2016.03.11 00:00 | buy | 4 | 0.62 | 1.11794 | 1.08214 | 1.19964 | ||
| 7 | 2016.03.16 22:36 | close | 4 | 0.62 | 1.12306 | 1.08214 | 1.19964 | 310.37 | 11310.37 |
| 8 | 2016.03.16 22:36 | close | 3 | 0.62 | 1.12306 | 1.08214 | 1.18898 | 310.37 | 11620.74 |
| 9 | 2016.06.06 00:00 | buy | 5 | 1.01 | 1.13553 | 1.11227 | 1.18149 | ||
| 10 | 2016.06.06 00:00 | buy | 6 | 1.01 | 1.13553 | 1.11227 | 1.18838 | ||
| 11 | 2016.06.08 16:38 | close | 6 | 1.01 | 1.14061 | 1.11227 | 1.18838 | 505.40 | 12126.15 |
| 12 | 2016.06.08 16:38 | close | 5 | 1.01 | 1.14061 | 1.11227 | 1.18149 | 505.40 | 12631.55 |
| 13 | 2016.06.27 00:00 | sell | 7 | 0.76 | 1.10068 | 1.13413 | 1.03434 | ||
| 14 | 2016.06.27 00:00 | sell | 8 | 0.76 | 1.10068 | 1.13413 | 1.02439 | ||
| 15 | 2016.07.25 04:03 | close | 8 | 0.76 | 1.09565 | 1.13413 | 1.02439 | 380.15 | 13011.70 |
| 16 | 2016.07.25 04:03 | close | 7 | 0.76 | 1.09565 | 1.13413 | 1.03434 | 380.15 | 13391.86 |
| 17 | 2016.08.29 00:00 | sell | 9 | 1.73 | 1.11763 | 1.13338 | 1.08669 | ||
| 18 | 2016.08.29 00:00 | sell | 10 | 1.73 | 1.11763 | 1.13338 | 1.08205 | ||
| 19 | 2016.08.31 15:36 | close | 10 | 1.73 | 1.11262 | 1.13338 | 1.08205 | 866.38 | 14258.24 |
| 20 | 2016.08.31 15:36 | close | 9 | 1.73 | 1.11262 | 1.13338 | 1.08669 | 866.38 | 15124.62 |
| 21 | 2016.11.10 00:00 | sell | 11 | 0.77 | 1.09077 | 1.13033 | 1.01221 | ||
| 22 | 2016.11.10 00:00 | sell | 12 | 0.77 | 1.09077 | 1.13033 | 1.00043 | ||
| 23 | 2016.11.11 12:19 | close | 12 | 0.77 | 1.08576 | 1.13033 | 1.00043 | 385.69 | 15510.32 |
| 24 | 2016.11.11 12:19 | close | 11 | 0.77 | 1.08576 | 1.13033 | 1.01221 | 385.69 | 15896.01 |
| 25 | 2016.11.18 00:00 | sell | 13 | 2.54 | 1.06223 | 1.07501 | 1.03723 | ||
| 26 | 2016.11.18 00:00 | sell | 14 | 2.54 | 1.06223 | 1.07501 | 1.03348 | ||
| 27 | 2016.11.18 17:46 | close | 14 | 2.54 | 1.05723 | 1.07501 | 1.03348 | 1270.00 | 17166.01 |
| 28 | 2016.11.18 17:46 | close | 13 | 2.54 | 1.05723 | 1.07501 | 1.03723 | 1270.00 | 18436.01 |
| 29 | 2016.12.06 00:00 | buy | 15 | 1.43 | 1.07648 | 1.05038 | 1.12812 | ||
| 30 | 2016.12.06 00:00 | buy | 16 | 1.43 | 1.07648 | 1.05038 | 1.13587 | ||
| 31 | 2016.12.08 14:30 | close | 16 | 1.43 | 1.08166 | 1.05038 | 1.13587 | 719.00 | 19155.01 |
| 32 | 2016.12.08 14:30 | close | 15 | 1.43 | 1.08166 | 1.05038 | 1.12812 | 719.00 | 19874.02 |
| 33 | 2016.12.09 00:00 | sell | 17 | 1.53 | 1.06106 | 1.08729 | 1.00916 | ||
| 34 | 2016.12.09 00:00 | sell | 18 | 1.53 | 1.06106 | 1.08729 | 1.00138 | ||
| 35 | 2016.12.09 14:19 | close | 18 | 1.53 | 1.05606 | 1.08729 | 1.00138 | 765.00 | 20639.02 |
| 36 | 2016.12.09 14:19 | close | 17 | 1.53 | 1.05606 | 1.08729 | 1.00916 | 765.00 | 21404.02 |
| 37 | 2017.06.28 00:00 | buy | 19 | 2.52 | 1.13408 | 1.11682 | 1.16804 | ||
| 38 | 2017.06.28 00:00 | buy | 20 | 2.52 | 1.13408 | 1.11682 | 1.17313 | ||
| 39 | 2017.06.29 04:22 | close | 20 | 2.52 | 1.13921 | 1.11682 | 1.17313 | 1264.03 | 22668.05 |
| 40 | 2017.06.29 04:22 | close | 19 | 2.52 | 1.13921 | 1.11682 | 1.16804 | 1264.03 | 23932.08 |
| 41 | 2017.07.21 00:00 | buy | 21 | 3.09 | 1.16324 | 1.14747 | 1.19422 | ||
| 42 | 2017.07.21 00:00 | buy | 22 | 3.09 | 1.16324 | 1.14747 | 1.19887 | ||
| 43 | 2017.07.21 20:22 | close | 22 | 3.09 | 1.16824 | 1.14747 | 1.19887 | 1545.00 | 25477.08 |
| 44 | 2017.07.21 20:22 | close | 21 | 3.09 | 1.16824 | 1.14747 | 1.19422 | 1545.00 | 27022.08 |
| 45 | 2017.08.28 00:00 | buy | 23 | 3.66 | 1.19470 | 1.17967 | 1.22420 | ||
| 46 | 2017.08.28 00:00 | buy | 24 | 3.66 | 1.19470 | 1.17967 | 1.22863 | ||
| 47 | 2017.08.29 09:56 | close | 24 | 3.66 | 1.19974 | 1.17967 | 1.22863 | 1830.73 | 28852.81 |
| 48 | 2017.08.29 09:56 | close | 23 | 3.66 | 1.19974 | 1.17967 | 1.22420 | 1830.73 | 30683.55 |
| 49 | 2017.09.21 00:00 | sell | 25 | 4.48 | 1.18921 | 1.20320 | 1.16179 | ||
| 50 | 2017.09.21 00:00 | sell | 26 | 4.48 | 1.18921 | 1.20320 | 1.15768 | ||
| 51 | 2017.09.25 19:12 | close | 26 | 4.48 | 1.18420 | 1.20320 | 1.15768 | 2243.58 | 32927.13 |
| 52 | 2017.09.25 19:12 | close | 25 | 4.48 | 1.18420 | 1.20320 | 1.16179 | 2243.58 | 35170.71 |
| 53 | 2017.10.27 00:00 | sell | 27 | 3.84 | 1.16506 | 1.18365 | 1.12844 | ||
| 54 | 2017.10.27 00:00 | sell | 28 | 3.84 | 1.16506 | 1.18365 | 1.12295 | ||
| 55 | 2017.10.27 15:32 | close | 28 | 3.84 | 1.16005 | 1.18365 | 1.12295 | 1923.84 | 37094.55 |
| 56 | 2017.10.27 15:32 | close | 27 | 3.84 | 1.16005 | 1.18365 | 1.12844 | 1923.84 | 39018.39 |
| 57 | 2018.01.15 00:00 | buy | 29 | 4.72 | 1.21957 | 1.20275 | 1.25265 | ||
| 58 | 2018.01.15 00:00 | buy | 30 | 4.72 | 1.21957 | 1.20275 | 1.25761 | ||
| 59 | 2018.01.15 11:13 | close | 30 | 4.72 | 1.22457 | 1.20275 | 1.25761 | 2360.00 | 41378.39 |
| 60 | 2018.01.15 11:13 | close | 29 | 4.72 | 1.22457 | 1.20275 | 1.25265 | 2360.00 | 43738.39 |