Strategy Tester: 0

Strategy Tester Report

0_3

商品		GBPUSD (Great Britain Pound vs US Dollar)
时间周期		30 分钟图 2005.06.07 12:30 - 2006.10.13 19:30 (2006.10.13 - 2006.10.17)
模式		每个 tick (根据所有可利用最少期限的每一个Tick的分数维插值法)
参数		StopLoss=1000; TakeProfit=4000; Slippage=0; MaxLots=1; CloseAndStop=false; EURUSDPipValue=10; GBPUSDPipValue=10; USDCHFPipValue=10; USDJPYPipValue=9.715; TrendTF=240; WorkTF=30;

Bars in test	16620	Ticks modelled	751640	Modelling quality	89.46%

初期存款	10000.00
总净盈利	1841.00	总获利	2000.00	总损失	-159.00
利润比率	12.58	Expected payoff	31.74
绝对亏损	12.00	最多下降 %	72.00 (0.65%)	Relative drawdown	0.65% (72.00)

交易订单总计	58	Short positions (won %)	31 (87.10%)	Long positions (won %)	27 (81.48%)
		获利交易(占总百分比)	49 (84.48%)	亏损交易(占总百分比)	9 (15.52%)
Largest		最大获利的交易	196.00	最大亏损的交易	-72.00
Average		最大获利的交易	40.82	最大亏损的交易	-17.67
最大值		最大连续获利金额	12 (471.00)	最大连续亏损金额	2 (-23.00)
最大的		最大连续获利次数	471.00 (12)	最大连续亏损次数	-72.00 (1)
Average		最大连续获利	6	最大连续亏损	1

#	时间	类型	定单	手数	价格	止损	获利	获利	余额
1	2006.10.13 01:13	sell	1	0.40	1.8599	1.9599	1.4599
2	2006.10.13 01:13	sell	2	0.40	1.8605	1.9605	1.4605
3	2006.10.13 01:13	sell	3	0.40	1.8621	1.9621	1.4621
4	2006.10.13 01:13	sell	4	0.40	1.8599	1.9599	1.4599
5	2006.10.13 01:15	sell	5	0.40	1.8605	1.9605	1.4605
6	2006.10.13 01:16	sell	6	0.40	1.8614	1.9614	1.4614
7	2006.10.13 01:16	sell	7	0.40	1.8623	1.9623	1.4623
8	2006.10.13 01:20	sell	8	0.40	1.8609	1.9609	1.4609
9	2006.10.13 01:20	sell	9	0.40	1.8616	1.9616	1.4616
10	2006.10.13 01:20	sell	10	0.40	1.8622	1.9622	1.4622
11	2006.10.13 01:21	sell	11	0.40	1.8608	1.9608	1.4608
12	2006.10.13 01:33	sell	12	0.40	1.8614	1.9614	1.4614
13	2006.10.13 01:44	sell	13	0.40	1.8600	1.9600	1.4600
14	2006.10.13 02:07	sell	14	0.40	1.8606	1.9606	1.4606
15	2006.10.13 02:07	sell	15	0.10	1.8606	1.9606	1.4606
16	2006.10.13 02:43	sell	16	0.40	1.8612	1.9612	1.4612
17	2006.10.13 02:43	sell	17	0.10	1.8612	1.9612	1.4612
18	2006.10.13 02:49	sell	18	0.40	1.8618	1.9618	1.4618
19	2006.10.13 02:49	sell	19	0.10	1.8618	1.9618	1.4618
20	2006.10.13 03:19	sell	20	0.40	1.8624	1.9624	1.4624
21	2006.10.13 04:02	sell	21	0.10	1.8610	1.9610	1.4610
22	2006.10.13 04:15	sell	22	0.10	1.8616	1.9616	1.4616
23	2006.10.13 06:40	close	1	0.40	1.8602	1.9599	1.4599	-12.00	9988.00
24	2006.10.13 06:40	close	3	0.40	1.8602	1.9621	1.4621	76.00	10064.00
25	2006.10.13 06:40	close	5	0.40	1.8602	1.9605	1.4605	12.00	10076.00
26	2006.10.13 06:40	close	7	0.40	1.8602	1.9623	1.4623	84.00	10160.00
27	2006.10.13 06:40	close	9	0.40	1.8602	1.9616	1.4616	56.00	10216.00
28	2006.10.13 06:40	close	11	0.40	1.8602	1.9608	1.4608	24.00	10240.00
29	2006.10.13 06:40	close	13	0.40	1.8602	1.9600	1.4600	-8.00	10232.00
30	2006.10.13 06:40	close	15	0.10	1.8602	1.9606	1.4606	4.00	10236.00
31	2006.10.13 06:40	close	17	0.10	1.8602	1.9612	1.4612	10.00	10246.00
32	2006.10.13 06:40	close	19	0.10	1.8602	1.9618	1.4618	16.00	10262.00
33	2006.10.13 06:40	close	21	0.10	1.8602	1.9610	1.4610	8.00	10270.00
34	2006.10.13 06:40	buy	23	0.10	1.8602	1.7602	2.2602
35	2006.10.13 06:53	close	23	0.10	1.8624	1.7602	2.2602	22.00	10292.00
36	2006.10.13 06:53	sell	24	0.40	1.8624	1.9624	1.4624
37	2006.10.13 06:56	sell	25	0.40	1.8630	1.9630	1.4630
38	2006.10.13 08:07	close	2	0.40	1.8606	1.9605	1.4605	-4.00	10288.00
39	2006.10.13 08:07	close	6	0.40	1.8606	1.9614	1.4614	32.00	10320.00
40	2006.10.13 08:07	close	10	0.40	1.8606	1.9622	1.4622	64.00	10384.00
41	2006.10.13 08:07	close	14	0.40	1.8606	1.9606	1.4606	0.00	10384.00
42	2006.10.13 08:07	close	18	0.40	1.8606	1.9618	1.4618	48.00	10432.00
43	2006.10.13 08:07	close	22	0.10	1.8606	1.9616	1.4616	10.00	10442.00
44	2006.10.13 08:07	close	25	0.40	1.8606	1.9630	1.4630	96.00	10538.00
45	2006.10.13 08:07	buy	26	0.10	1.8606	1.7606	2.2606
46	2006.10.13 08:07	close	4	0.40	1.8607	1.9599	1.4599	-32.00	10506.00
47	2006.10.13 08:07	close	12	0.40	1.8607	1.9614	1.4614	28.00	10534.00
48	2006.10.13 08:07	close	20	0.40	1.8607	1.9624	1.4624	68.00	10602.00
49	2006.10.13 09:47	close	8	0.40	1.8609	1.9609	1.4609	0.00	10602.00
50	2006.10.13 09:47	close	24	0.40	1.8609	1.9624	1.4624	60.00	10662.00
51	2006.10.13 09:47	close	16	0.40	1.8609	1.9612	1.4612	12.00	10674.00
52	2006.10.13 11:30	close	26	0.10	1.8603	1.7606	2.2606	-3.00	10671.00
53	2006.10.13 11:30	sell	27	0.10	1.8603	1.9603	1.4603
54	2006.10.13 11:38	sell	28	0.10	1.8610	1.9610	1.4610
55	2006.10.13 11:52	sell	29	0.10	1.8616	1.9616	1.4616
56	2006.10.13 12:30	sell	30	0.40	1.8627	1.9627	1.4627
57	2006.10.13 12:30	sell	31	0.40	1.8635	1.9635	1.4635
58	2006.10.13 12:32	close	27	0.10	1.8590	1.9603	1.4603	13.00	10684.00
59	2006.10.13 12:32	close	29	0.10	1.8590	1.9616	1.4616	26.00	10710.00
60	2006.10.13 12:32	close	31	0.40	1.8590	1.9635	1.4635	180.00	10890.00
61	2006.10.13 12:32	buy	32	0.40	1.8590	1.7590	2.2590
62	2006.10.13 12:32	close	28	0.10	1.8589	1.9610	1.4610	21.00	10911.00
63	2006.10.13 12:32	close	30	0.40	1.8578	1.9627	1.4627	196.00	11107.00
64	2006.10.13 12:32	buy	33	0.40	1.8578	1.7578	2.2578
65	2006.10.13 13:00	buy	34	0.40	1.8570	1.7570	2.2570
66	2006.10.13 13:47	buy	35	0.40	1.8564	1.7564	2.2564
67	2006.10.13 13:47	buy	36	0.40	1.8557	1.7557	2.2557
68	2006.10.13 14:00	buy	37	0.10	1.8576	1.7576	2.2576
69	2006.10.13 14:00	buy	38	0.40	1.8570	1.7570	2.2570
70	2006.10.13 14:00	buy	39	0.10	1.8570	1.7570	2.2570
71	2006.10.13 14:00	buy	40	0.40	1.8563	1.7563	2.2563
72	2006.10.13 14:00	buy	41	0.10	1.8563	1.7563	2.2563
73	2006.10.13 14:00	buy	42	0.10	1.8577	1.7577	2.2577
74	2006.10.13 14:01	buy	43	0.40	1.8560	1.7560	2.2560
75	2006.10.13 14:01	buy	44	0.10	1.8560	1.7560	2.2560
76	2006.10.13 14:02	buy	45	0.40	1.8554	1.7554	2.2554
77	2006.10.13 14:02	buy	46	0.10	1.8554	1.7554	2.2554
78	2006.10.13 14:03	buy	47	0.40	1.8547	1.7547	2.2547
79	2006.10.13 14:03	buy	48	0.10	1.8547	1.7547	2.2547
80	2006.10.13 14:31	buy	49	0.40	1.8563	1.7563	2.2563
81	2006.10.13 14:32	buy	50	0.40	1.8556	1.7556	2.2556
82	2006.10.13 14:34	buy	51	0.40	1.8550	1.7550	2.2550
83	2006.10.13 15:09	buy	52	0.40	1.8544	1.7544	2.2544
84	2006.10.13 15:09	buy	53	0.10	1.8544	1.7544	2.2544
85	2006.10.13 15:30	buy	54	0.10	1.8558	1.7558	2.2558
86	2006.10.13 15:40	buy	55	0.10	1.8552	1.7552	2.2552
87	2006.10.13 16:08	buy	56	0.10	1.8566	1.7566	2.2566
88	2006.10.13 17:42	close	32	0.40	1.8572	1.7590	2.2590	-72.00	11035.00
89	2006.10.13 17:42	close	34	0.40	1.8572	1.7570	2.2570	8.00	11043.00
90	2006.10.13 17:42	close	36	0.40	1.8572	1.7557	2.2557	60.00	11103.00
91	2006.10.13 17:42	close	38	0.40	1.8572	1.7570	2.2570	8.00	11111.00
92	2006.10.13 17:42	close	40	0.40	1.8572	1.7563	2.2563	36.00	11147.00
93	2006.10.13 17:42	close	42	0.10	1.8572	1.7577	2.2577	-5.00	11142.00
94	2006.10.13 17:42	close	44	0.10	1.8572	1.7560	2.2560	12.00	11154.00
95	2006.10.13 17:42	close	46	0.10	1.8572	1.7554	2.2554	18.00	11172.00
96	2006.10.13 17:42	close	48	0.10	1.8572	1.7547	2.2547	25.00	11197.00
97	2006.10.13 17:42	close	50	0.40	1.8572	1.7556	2.2556	64.00	11261.00
98	2006.10.13 17:42	close	52	0.40	1.8572	1.7544	2.2544	112.00	11373.00
99	2006.10.13 17:42	close	54	0.10	1.8572	1.7558	2.2558	14.00	11387.00
100	2006.10.13 17:42	close	56	0.10	1.8572	1.7566	2.2566	6.00	11393.00
101	2006.10.13 17:42	sell	57	0.10	1.8572	1.9572	1.4572
102	2006.10.13 17:43	close	33	0.40	1.8573	1.7578	2.2578	-20.00	11373.00
103	2006.10.13 17:43	close	37	0.10	1.8573	1.7576	2.2576	-3.00	11370.00
104	2006.10.13 17:43	close	41	0.10	1.8573	1.7563	2.2563	10.00	11380.00
105	2006.10.13 17:43	close	45	0.40	1.8573	1.7554	2.2554	76.00	11456.00
106	2006.10.13 17:43	close	49	0.40	1.8573	1.7563	2.2563	40.00	11496.00
107	2006.10.13 17:43	close	53	0.10	1.8573	1.7544	2.2544	29.00	11525.00
108	2006.10.13 17:43	close	35	0.40	1.8572	1.7564	2.2564	32.00	11557.00
109	2006.10.13 17:43	close	43	0.40	1.8572	1.7560	2.2560	48.00	11605.00
110	2006.10.13 17:43	close	51	0.40	1.8572	1.7550	2.2550	88.00	11693.00
111	2006.10.13 17:43	close	39	0.10	1.8572	1.7570	2.2570	2.00	11695.00
112	2006.10.13 17:43	close	55	0.10	1.8572	1.7552	2.2552	20.00	11715.00
113	2006.10.13 17:43	close	47	0.40	1.8573	1.7547	2.2547	104.00	11819.00
114	2006.10.13 17:48	sell	58	0.10	1.8578	1.9578	1.4578
115	2006.10.13 19:59	close at stop	58	0.10	1.8564	1.9578	1.4578	14.00	11833.00
116	2006.10.13 19:59	close at stop	57	0.10	1.8564	1.9572	1.4572	8.00	11841.00