Strategy Tester Report
Emily_v6

商品EURUSD (Euro vs US Dollar)
时间周期15 分钟图 2007.07.01 22:00 - 2007.07.06 19:45 (2007.07.01 - 2007.07.08)
复盘模型每个即时价位(基于所有可利用的最小时段的每一个价位的分形插值计算)
参数MaxTrades=4; Pips=5; TakeProfit=40; TrailingStop=20; InitialStop=110; Note1="TF 1M"; MACDTimeFrame=0; RSIOMA=14; RSIOMA_MODE=1; RSIOMA_PRICE=0; Ma_RSIOMA=21; Ma_RSIOMA_MODE=1; BuyTrigger=80; SellTrigger=20; MainTrendLong=50; MainTrendShort=50;
经测试过的柱数5433用于复盘的即时价数量26773复盘模型的质量90.00%
起始资金1000.00
总净盈利-653.21总获利1526.33总亏损-2179.55
盈利比0.70预期盈利-4.99
绝对亏损653.21最大亏损1415.40 (80.32%)相对亏损80.32% (1415.40)
交易单总计131卖单 (获利百分比)2 (50.00%)买单 (获利百分比)129 (71.32%)
盈利交易(占总百分比)93 (70.99%)亏损交易(占总百分比)38 (29.01%)
最大:获利交易79.50亏损交易-1038.40
平均:获利交易16.41亏损交易-57.36
最大:连续获利金额11 (101.30)连续亏损金额2 (-1415.40)
最多:连续获利次数101.30 (11)连续亏损次数-1415.40 (2)
平均:连续获利3连续亏损1
Graph
#时间类型定单手数价位止损获利获利余额
12007.07.01 22:00buy10.331.35441.34341.3584
22007.07.01 23:07buy21.001.35391.34291.3579
32007.07.02 05:52close21.001.35421.34291.357923.951023.95
42007.07.02 05:52close10.331.35411.34341.3584-11.901012.05
52007.07.02 05:52buy30.331.35451.34351.3585
62007.07.02 05:57buy41.011.35401.34301.3580
72007.07.02 06:02close41.011.35421.34301.358020.201032.25
82007.07.02 06:02close30.331.35411.34351.3585-13.201019.05
92007.07.02 06:02buy50.331.35451.34351.3585
102007.07.02 06:07buy61.021.35401.34301.3580
112007.07.02 06:17close61.021.35421.34301.358020.401039.45
122007.07.02 06:17close50.331.35431.34351.3585-6.601032.85
132007.07.02 06:17buy70.341.35441.34341.3584
142007.07.02 06:30buy81.031.35391.34291.3579
152007.07.02 06:35close81.031.35411.34291.357920.601053.45
162007.07.02 06:35close70.341.35401.34341.3584-13.601039.85
172007.07.02 06:36buy90.341.35431.34331.3583
182007.07.02 06:46buy101.041.35381.34281.3578
192007.07.02 07:00close101.041.35401.34281.357820.801060.65
202007.07.02 07:00close90.341.35391.34331.3583-13.601047.05
212007.07.02 07:01buy110.341.35421.34321.3582
222007.07.02 07:24close110.341.35441.34321.35826.801053.85
232007.07.02 07:24buy120.351.35451.34351.3585
242007.07.02 07:27close120.351.35471.34351.35857.001060.85
252007.07.02 07:27buy130.351.35481.34381.3588
262007.07.02 07:36close130.351.35501.34381.35887.001067.85
272007.07.02 07:36buy140.351.35511.34411.3591
282007.07.02 07:36close140.351.35541.34411.359110.501078.35
292007.07.02 07:36buy150.351.35551.34451.3595
302007.07.02 07:37close150.351.35571.34451.35957.001085.35
312007.07.02 07:37buy160.361.35581.34481.3598
322007.07.02 07:37close160.361.35601.34481.35987.201092.55
332007.07.02 07:37buy170.361.35611.34511.3601
342007.07.02 07:38close170.361.35631.34511.36017.201099.75
352007.07.02 07:38buy180.361.35641.34541.3604
362007.07.02 07:38close180.361.35661.34541.36047.201106.95
372007.07.02 07:38buy190.361.35691.34591.3609
382007.07.02 07:46buy201.111.35631.34531.3603
392007.07.02 08:02close201.111.35651.34531.360322.201129.15
402007.07.02 08:02close190.361.35641.34591.3609-18.001111.15
412007.07.02 08:02buy210.371.35671.34571.3607
422007.07.02 08:11buy221.111.35611.34511.3601
432007.07.02 08:23close221.111.35631.34511.360122.201133.35
442007.07.02 08:23close210.371.35621.34571.3607-18.501114.85
452007.07.02 08:23buy230.371.35651.34551.3605
462007.07.02 08:25close230.371.35671.34551.36057.401122.25
472007.07.02 08:25buy240.371.35701.34601.3610
482007.07.02 08:26close240.371.35721.34601.36107.401129.65
492007.07.02 08:26buy250.371.35731.34631.3613
502007.07.02 08:28close250.371.35751.34631.36137.401137.05
512007.07.02 08:28buy260.371.35781.34681.3618
522007.07.02 08:40buy271.141.35711.34611.3611
532007.07.02 08:43close271.141.35741.34611.361134.201171.25
542007.07.02 08:43close260.371.35731.34681.3618-18.501152.75
552007.07.02 08:43buy280.381.35761.34661.3616
562007.07.02 08:51close280.381.35781.34661.36167.601160.35
572007.07.02 08:51buy290.381.35791.34691.3619
582007.07.02 09:01buy301.161.35731.34631.3613
592007.07.02 09:17close301.161.35751.34631.361323.201183.55
602007.07.02 09:17close290.381.35771.34691.3619-7.601175.95
612007.07.02 09:17buy310.391.35801.34701.3620
622007.07.02 09:21buy321.181.35741.34641.3614
632007.07.02 09:42close321.181.35761.34641.361423.601199.55
642007.07.02 09:43close310.391.35751.34701.3620-19.501180.05
652007.07.02 09:43buy330.391.35781.34681.3618
662007.07.02 09:45close330.391.35801.34681.36187.801187.85
672007.07.02 09:45buy340.391.35811.34711.3621
682007.07.02 09:47close340.391.35831.34711.36217.801195.65
692007.07.02 09:47buy350.391.35841.34741.3624
702007.07.02 09:56close350.391.35861.34741.36247.801203.45
712007.07.02 09:56buy360.401.35871.34771.3627
722007.07.02 10:40buy371.201.35811.34711.3621
732007.07.02 10:45close371.201.35831.34711.362124.001227.45
742007.07.02 10:45close360.401.35821.34771.3627-20.001207.45
752007.07.02 10:46buy380.401.35851.34751.3625
762007.07.02 11:01buy391.211.35791.34691.3619
772007.07.02 11:16close391.211.35811.34691.361924.201231.65
782007.07.02 11:16close380.401.35801.34751.3625-20.001211.65
792007.07.02 11:17buy400.401.35831.34731.3623
802007.07.02 11:33close400.401.35851.34731.36238.001219.65
812007.07.02 11:34buy410.401.35881.34781.3628
822007.07.02 11:41buy421.221.35811.34711.3621
832007.07.02 11:46close421.221.35841.34711.362136.601256.25
842007.07.02 11:46close410.401.35831.34781.3628-20.001236.25
852007.07.02 11:46buy430.411.35861.34761.3626
862007.07.02 11:49close430.411.35881.34761.36268.201244.45
872007.07.02 11:49buy440.411.35891.34791.3629
882007.07.02 11:52close440.411.35911.34791.36298.201252.65
892007.07.02 11:52buy450.411.35921.34821.3632
902007.07.02 11:53close450.411.35941.34821.36328.201260.85
912007.07.02 11:54buy460.421.35951.34851.3635
922007.07.02 12:00buy471.261.35891.34791.3629
932007.07.02 12:02close471.261.35911.34791.362925.201286.05
942007.07.02 12:03close460.421.35901.34851.3635-21.001265.05
952007.07.02 12:03buy480.421.35911.34811.3631
962007.07.02 12:06buy491.271.35851.34751.3625
972007.07.02 12:08close491.271.35881.34751.362538.101303.15
982007.07.02 12:09close480.421.35871.34811.3631-16.801286.35
992007.07.02 12:09buy500.421.35901.34801.3630
1002007.07.02 12:21close500.421.35921.34801.36308.401294.75
1012007.07.02 12:22buy510.431.35951.34851.3635
1022007.07.02 12:42close510.431.35971.34851.36358.601303.35
1032007.07.02 12:43buy520.431.36001.34901.3640
1042007.07.02 12:58close520.431.36021.34901.36408.601311.95
1052007.07.02 12:58buy530.431.36031.34931.3643
1062007.07.02 13:00close530.431.36051.34931.36438.601320.55
1072007.07.02 13:01buy540.441.36061.34961.3646
1082007.07.02 13:09buy551.321.35991.34891.3639
1092007.07.02 13:31close551.321.36021.34891.363939.601360.15
1102007.07.02 13:31close540.441.36031.34961.3646-13.201346.95
1112007.07.02 13:31buy560.441.36041.34941.3644
1122007.07.02 13:35buy571.351.35991.34891.3639
1132007.07.02 13:50close571.351.36011.34891.363927.001373.95
1142007.07.02 13:50close560.441.36001.34941.3644-17.601356.35
1152007.07.02 13:50buy580.451.36011.34911.3641
1162007.07.02 14:01buy591.361.35961.34861.3636
1172007.07.02 14:03close591.361.35981.34861.363627.201383.55
1182007.07.02 14:03close580.451.35991.34911.3641-9.001374.55
1192007.07.02 14:03buy600.451.36001.34901.3640
1202007.07.02 14:10close600.451.36021.34901.36409.001383.55
1212007.07.02 14:10buy610.461.36031.34931.3643
1222007.07.02 14:10close610.461.36051.34931.36439.201392.75
1232007.07.02 14:10buy620.461.36061.34961.3646
1242007.07.02 14:11close620.461.36091.34961.364613.801406.55
1252007.07.02 14:11buy630.461.36121.35021.3652
1262007.07.02 14:17buy641.411.36061.34961.3646
1272007.07.02 14:18close641.411.36081.34961.364628.201434.75
1282007.07.02 14:18close630.461.36071.35021.3652-23.001411.75
1292007.07.02 14:18buy650.471.36101.35001.3650
1302007.07.02 14:19close650.471.36121.35001.36509.401421.15
1312007.07.02 14:19buy660.471.36151.35051.3655
1322007.07.02 14:21close660.471.36171.35051.36559.401430.55
1332007.07.02 14:21buy670.471.36181.35081.3658
1342007.07.02 14:29close670.471.36201.35081.36589.401439.95
1352007.07.02 14:30buy680.471.36211.35111.3661
1362007.07.02 14:34close680.471.36231.35111.36619.401449.35
1372007.07.02 14:34buy690.481.36241.35141.3664
1382007.07.02 14:38buy701.451.36191.35091.3659
1392007.07.02 14:51close701.451.36211.35091.365929.001478.35
1402007.07.02 14:51close690.481.36201.35141.3664-19.201459.15
1412007.07.02 14:51buy710.481.36211.35111.3661
1422007.07.02 14:51close710.481.36231.35111.36619.601468.75
1432007.07.02 14:51buy720.481.36241.35141.3664
1442007.07.02 14:51close720.481.36261.35141.36649.601478.35
1452007.07.02 14:51buy730.491.36291.35191.3669
1462007.07.02 14:54buy741.481.36231.35131.3663
1472007.07.02 14:58close741.481.36251.35131.366329.601507.95
1482007.07.02 14:58close730.491.36241.35191.3669-24.501483.45
1492007.07.02 14:58buy750.491.36271.35171.3667
1502007.07.02 14:59close750.491.36291.35171.36679.801493.25
1512007.07.02 14:59buy760.491.36301.35201.3670
1522007.07.02 15:10buy771.491.36241.35141.3664
1532007.07.02 15:28close771.491.36261.35141.366429.801523.05
1542007.07.02 15:29close760.491.36271.35201.3670-14.701508.35
1552007.07.02 15:29buy780.501.36311.35211.3671
1562007.07.02 15:30close780.501.36331.35211.367110.001518.35
1572007.07.02 15:30buy790.501.36341.35241.3674
1582007.07.02 15:32close790.501.36361.35241.367410.001528.35
1592007.07.02 15:32buy800.501.36371.35271.3677
1602007.07.02 15:37buy811.531.36311.35211.3671
1612007.07.02 16:25close811.531.36331.35211.367130.601558.95
1622007.07.02 16:25close800.501.36321.35271.3677-25.001533.95
1632007.07.02 16:25buy820.511.36331.35231.3673
1642007.07.02 16:26close820.511.36341.35231.36735.101539.05
1652007.07.02 16:26buy830.511.36351.35251.3675
1662007.07.02 16:26close830.511.36361.35251.36755.101544.15
1672007.07.02 16:26buy840.511.36371.35271.3677
1682007.07.02 16:41close840.511.36381.35271.36775.101549.25
1692007.07.02 16:41buy850.511.36381.35281.3678
1702007.07.02 16:56buy861.551.36321.35221.3672
1712007.07.02 22:16close861.551.36341.35221.367231.001580.25
1722007.07.02 22:16close850.511.36331.35281.3678-25.501554.75
1732007.07.02 22:17buy870.511.36361.35261.3676
1742007.07.02 23:03buy881.551.36301.35201.3670
1752007.07.03 06:13close881.551.36321.35201.367021.621576.38
1762007.07.03 06:13close870.511.36311.35261.3676-28.591547.79
1772007.07.03 06:13buy890.511.36341.35241.3674
1782007.07.03 06:15buy901.551.36281.35181.3668
1792007.07.03 06:28close901.551.36301.35181.366831.001578.79
1802007.07.03 06:29close890.511.36291.35241.3674-25.501553.29
1812007.07.03 06:29buy910.511.36301.35201.3670
1822007.07.03 06:38close910.511.36311.35201.36705.101558.39
1832007.07.03 06:38buy920.511.36321.35221.3672
1842007.07.03 06:46close920.511.36331.35221.36725.101563.49
1852007.07.03 06:46buy930.521.36341.35241.3674
1862007.07.03 07:01buy941.561.36281.35181.3668
1872007.07.04 06:31close941.561.36301.35181.366821.761585.25
1882007.07.04 06:31close930.521.36291.35241.3674-29.151556.11
1892007.07.04 06:31buy950.511.36321.35221.3672
1902007.07.04 06:36buy961.561.36261.35161.3666
1912007.07.04 06:37close961.561.36281.35161.366631.201587.31
1922007.07.04 06:37close950.511.36271.35221.3672-25.501561.81
1932007.07.04 06:37buy970.521.36301.35201.3670
1942007.07.04 06:46buy981.561.36241.35141.3664
1952007.07.04 07:03close981.561.36271.35141.366446.801608.61
1962007.07.04 07:03close970.521.36261.35201.3670-20.801587.81
1972007.07.04 07:03buy990.521.36291.35191.3669
1982007.07.04 07:20buy1001.591.36231.35131.3663
1992007.07.04 15:02close1001.591.36251.35131.366331.801619.61
2002007.07.04 15:10close990.521.36241.35191.3669-26.001593.61
2012007.07.04 15:10buy1010.531.36271.35171.3667
2022007.07.05 01:00buy1021.591.36091.34991.3649
2032007.07.05 02:40close1021.591.36141.34991.364979.501673.11
2042007.07.05 02:40close1010.531.36131.35171.3667-83.821589.29
2052007.07.05 02:40sell1030.521.36121.37221.3572
2062007.07.05 05:44sell1041.591.36181.37281.3578
2072007.07.05 05:50close1041.591.36161.37281.357831.801621.09
2082007.07.05 05:51close1030.521.36151.37221.3572-15.601605.49
2092007.07.05 05:51buy1050.531.36161.35061.3656
2102007.07.05 06:03close1050.531.36171.35061.36565.301610.79
2112007.07.05 06:03buy1060.531.36181.35081.3658
2122007.07.05 06:14close1060.531.36191.35081.36585.301616.09
2132007.07.05 06:15buy1070.531.36201.35101.3660
2142007.07.05 06:27buy1081.621.36141.35041.3654
2152007.07.05 07:02close1081.621.36161.35041.365432.401648.49
2162007.07.05 07:03close1070.531.36171.35101.3660-15.901632.59
2172007.07.05 07:03buy1090.541.36211.35111.3661
2182007.07.05 07:05close1090.541.36221.35111.36615.401637.99
2192007.07.05 07:05buy1100.541.36231.35131.3663
2202007.07.05 07:08buy1111.641.36181.35081.3658
2212007.07.05 07:11close1111.641.36201.35081.365832.801670.79
2222007.07.05 07:11close1100.541.36181.35131.3663-27.001643.79
2232007.07.05 07:12buy1120.541.36211.35111.3661
2242007.07.05 07:30buy1131.641.36161.35061.3656
2252007.07.05 07:32close1131.641.36181.35061.365632.801676.59
2262007.07.05 07:33close1120.541.36171.35111.3661-21.601654.99
2272007.07.05 07:33buy1140.551.36201.35101.3660
2282007.07.05 07:35close1140.551.36211.35101.36605.501660.49
2292007.07.05 07:35buy1150.551.36241.35141.3664
2302007.07.05 07:48close1150.551.36261.35141.366411.001671.49
2312007.07.05 07:48buy1160.551.36301.35201.3670
2322007.07.05 07:49close1160.551.36321.35201.367011.001682.49
2332007.07.05 07:49buy1170.561.36331.35231.3673
2342007.07.05 07:49close1170.561.36341.35231.36735.601688.09
2352007.07.05 07:49buy1180.561.36351.35251.3675
2362007.07.05 07:51close1180.561.36361.35251.36755.601693.69
2372007.07.05 07:51buy1190.561.36371.35271.3677
2382007.07.05 07:51close1190.561.36381.35271.36775.601699.29
2392007.07.05 07:51buy1200.561.36411.35311.3681
2402007.07.05 07:53close1200.561.36421.35311.36815.601704.89
2412007.07.05 07:53buy1210.561.36431.35331.3683
2422007.07.05 07:56close1210.561.36441.35331.36835.601710.49
2432007.07.05 07:56buy1220.571.36451.35351.3685
2442007.07.05 08:02close1220.571.36461.35351.36855.701716.19
2452007.07.05 08:02buy1230.571.36471.35371.3687
2462007.07.05 08:15close1230.571.36481.35371.36875.701721.89
2472007.07.05 08:15buy1240.571.36511.35411.3691
2482007.07.05 08:23buy1251.721.36451.35351.3685
2492007.07.05 09:18close1251.721.36471.35351.368534.401756.29
2502007.07.05 09:18close1240.571.36451.35411.3691-34.201722.09
2512007.07.05 09:18buy1260.571.36481.35381.3688
2522007.07.05 09:34close1260.571.36491.35381.36885.701727.79
2532007.07.05 09:34buy1270.571.36501.35401.3690
2542007.07.05 09:48close1270.571.36541.35401.369022.801750.59
2552007.07.05 09:49buy1280.581.36551.35451.3695
2562007.07.05 09:50close1280.581.36561.35451.36955.801756.39
2572007.07.05 09:50buy1290.581.36571.35471.3697
2582007.07.05 09:51close1290.581.36581.35471.36975.801762.19
2592007.07.05 09:51buy1300.581.36591.35491.3699
2602007.07.05 09:54buy1311.761.36531.35431.3693
2612007.07.05 14:05close at stop1311.761.35941.35431.3693-1038.40723.79
2622007.07.05 14:05close at stop1300.581.35941.35491.3699-377.00346.79