Strategy Tester: forexcashevolution1

Strategy Tester Report

forexcashevolution1

AlpariUK-Micro-1 (Build 225)

商品		EURUSD (Euro vs US Dollar)
时间周期		5 分钟图 2009.01.02 06:00 - 2010.02.17 23:55 (2009.01.01 - 2010.02.18)
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		LotSize=0.1; Profit=400; RiskManagement=true; RiskPercent=1; Slippage=3; MagicNumber=20100102; StopLoss=0; TakeProfit=0;

经测试过的柱数	84118	用于复盘的即时价数量	14063503	复盘模型的质量	n/a
输入图表错误	178

起始资金	1000.00
总净盈利	1203.66	总获利	1447.18	总亏损	-243.52
盈利比	5.94	预期盈利	36.47
绝对亏损	768.03	最大亏损	1585.12 (83.40%)	相对亏损	83.40% (1585.12)

交易单总计	33	卖单 (获利百分比)	17 (64.71%)	买单 (获利百分比)	16 (87.50%)
		盈利交易(占总百分比)	25 (75.76%)	亏损交易(占总百分比)	8 (24.24%)
最大:		获利交易	158.34	亏损交易	-84.90
平均:		获利交易	57.89	亏损交易	-30.44
最大:		连续获利金额	9 (437.62)	连续亏损金额	4 (-194.66)
最多:		连续获利次数	630.84 (8)	连续亏损次数	-194.66 (4)
平均:		连续获利	8	连续亏损	3

#	时间	类型	定单	手数	价位	止损	获利	获利	余额
1	2009.01.02 06:01	buy limit	1	0.01	1.37510	0.00000	0.00000
2	2009.01.02 06:01	sell limit	2	0.01	1.39880	0.00000	0.00000
3	2009.01.05 09:26	buy	1	0.01	1.37510	0.00000	0.00000
4	2009.01.05 09:26	buy limit	3	0.01	1.36310	0.00000	0.00000
5	2009.01.05 12:57	buy	3	0.01	1.36310	0.00000	0.00000
6	2009.01.05 12:57	buy limit	4	0.01	1.35110	0.00000	0.00000
7	2009.01.06 06:20	buy	4	0.01	1.35110	0.00000	0.00000
8	2009.01.06 06:20	buy limit	5	0.01	1.33910	0.00000	0.00000
9	2009.01.06 11:07	buy	5	0.01	1.33910	0.00000	0.00000
10	2009.01.06 11:07	buy limit	6	0.01	1.32710	0.00000	0.00000
11	2009.01.13 06:46	buy	6	0.01	1.32710	0.00000	0.00000
12	2009.01.13 06:46	buy limit	7	0.01	1.31510	0.00000	0.00000
13	2009.01.13 20:03	buy limit	8	0.01	1.30310	0.00000	0.00000
14	2009.01.13 20:03	buy	7	0.01	1.31510	0.00000	0.00000
15	2009.01.15 16:33	buy limit	9	0.01	1.29110	0.00000	0.00000
16	2009.01.15 16:33	buy	8	0.01	1.30310	0.00000	0.00000
17	2009.01.20 15:05	buy	9	0.01	1.29110	0.00000	0.00000
18	2009.01.20 15:05	buy limit	10	0.01	1.27910	0.00000	0.00000
19	2009.01.23 10:43	buy	10	0.01	1.27910	0.00000	0.00000
20	2009.01.23 10:43	buy limit	11	0.01	1.26710	0.00000	0.00000
21	2009.02.17 02:27	buy	11	0.01	1.26710	0.00000	0.00000
22	2009.02.17 02:27	buy limit	12	0.01	1.25510	0.00000	0.00000
23	2009.02.18 15:49	buy	12	0.01	1.25510	0.00000	0.00000
24	2009.02.18 15:49	buy limit	13	0.01	1.24310	0.00000	0.00000
25	2009.03.18 22:23	delete	13	0.01	1.24310	0.00000	0.00000
26	2009.03.18 22:23	delete	2	0.01	1.39880	0.00000	0.00000
27	2009.03.18 22:23	close	12	0.01	1.35210	0.00000	0.00000	96.76	1096.76
28	2009.03.18 22:23	close	11	0.01	1.35210	0.00000	0.00000	84.75	1181.52
29	2009.03.18 22:23	close	10	0.01	1.35210	0.00000	0.00000	72.64	1254.16
30	2009.03.18 22:23	close	9	0.01	1.35210	0.00000	0.00000	60.62	1314.77
31	2009.03.18 22:23	close	8	0.01	1.35210	0.00000	0.00000	48.60	1363.37
32	2009.03.18 22:23	close	7	0.01	1.35210	0.00000	0.00000	36.58	1399.95
33	2009.03.18 22:23	close	6	0.01	1.35210	0.00000	0.00000	24.58	1424.53
34	2009.03.18 22:23	close	5	0.01	1.35210	0.00000	0.00000	12.55	1437.08
35	2009.03.18 22:23	close	4	0.01	1.35210	0.00000	0.00000	0.54	1437.62
36	2009.03.18 22:23	close	3	0.01	1.35210	0.00000	0.00000	-11.46	1426.16
37	2009.03.18 22:23	close	1	0.01	1.35210	0.00000	0.00000	-23.46	1402.70
38	2009.03.18 22:23	buy limit	14	0.01	1.34040	0.00000	0.00000
39	2009.03.18 22:23	sell limit	15	0.01	1.36410	0.00000	0.00000
40	2009.03.19 13:14	sell	15	0.01	1.36410	0.00000	0.00000
41	2009.03.19 13:14	sell limit	16	0.01	1.37610	0.00000	0.00000
42	2009.03.27 11:14	buy limit	17	0.01	1.32840	0.00000	0.00000
43	2009.03.27 11:14	buy	14	0.01	1.34040	0.00000	0.00000
44	2009.03.27 14:13	buy limit	18	0.01	1.31640	0.00000	0.00000
45	2009.03.27 14:13	buy	17	0.01	1.32840	0.00000	0.00000
46	2009.03.30 11:22	buy limit	19	0.01	1.30440	0.00000	0.00000
47	2009.03.30 11:58	buy	18	0.01	1.31640	0.00000	0.00000
48	2009.04.17 13:21	buy	19	0.01	1.30440	0.00000	0.00000
49	2009.04.17 13:21	buy limit	20	0.01	1.29240	0.00000	0.00000
50	2009.04.20 15:54	buy limit	21	0.01	1.28040	0.00000	0.00000
51	2009.04.20 15:55	buy	20	0.01	1.29240	0.00000	0.00000
52	2009.05.20 15:46	sell	16	0.01	1.37610	0.00000	0.00000
53	2009.05.20 15:46	sell limit	22	0.01	1.38810	0.00000	0.00000
54	2009.05.21 18:48	sell limit	23	0.01	1.40010	0.00000	0.00000
55	2009.05.21 18:48	sell	22	0.01	1.38810	0.00000	0.00000
56	2009.05.22 14:35	sell limit	24	0.01	1.41210	0.00000	0.00000
57	2009.05.22 14:35	sell	23	0.01	1.40010	0.00000	0.00000
58	2009.05.29 13:06	sell limit	25	0.01	1.42410	0.00000	0.00000
59	2009.05.29 13:06	sell	24	0.01	1.41210	0.00000	0.00000
60	2009.06.01 10:13	sell limit	26	0.01	1.43610	0.00000	0.00000
61	2009.06.01 10:13	sell	25	0.01	1.42410	0.00000	0.00000
62	2009.06.15 18:29	delete	26	0.01	1.43610	0.00000	0.00000
63	2009.06.15 18:29	delete	21	0.01	1.28040	0.00000	0.00000
64	2009.06.15 18:29	close	25	0.01	1.37641	0.00000	0.00000	47.45	1450.15
65	2009.06.15 18:29	close	24	0.01	1.37641	0.00000	0.00000	35.44	1485.59
66	2009.06.15 18:29	close	23	0.01	1.37641	0.00000	0.00000	23.37	1508.96
67	2009.06.15 18:29	close	22	0.01	1.37641	0.00000	0.00000	11.36	1520.32
68	2009.06.15 18:29	close	20	0.01	1.37611	0.00000	0.00000	83.33	1603.65
69	2009.06.15 18:29	close	19	0.01	1.37611	0.00000	0.00000	71.32	1674.98
70	2009.06.15 18:29	close	18	0.01	1.37611	0.00000	0.00000	59.23	1734.20
71	2009.06.15 18:29	close	17	0.01	1.37611	0.00000	0.00000	47.22	1781.42
72	2009.06.15 18:29	close	16	0.01	1.37641	0.00000	0.00000	-0.67	1780.75
73	2009.06.15 18:29	close	15	0.01	1.37641	0.00000	0.00000	-13.27	1767.48
74	2009.06.15 18:29	close	14	0.01	1.37611	0.00000	0.00000	35.22	1802.70
75	2009.06.15 18:29	buy limit	27	0.02	1.36441	0.00000	0.00000
76	2009.06.15 18:29	sell limit	28	0.02	1.38811	0.00000	0.00000
77	2009.06.16 10:57	sell limit	29	0.02	1.40011	0.00000	0.00000
78	2009.06.16 10:57	sell	28	0.02	1.38811	0.00000	0.00000
79	2009.06.19 17:55	sell limit	30	0.02	1.41211	0.00000	0.00000
80	2009.06.19 17:56	sell	29	0.02	1.40011	0.00000	0.00000
81	2009.06.24 08:33	sell limit	31	0.02	1.42411	0.00000	0.00000
82	2009.06.24 08:33	sell	30	0.02	1.41211	0.00000	0.00000
83	2009.07.20 11:19	sell limit	32	0.02	1.43611	0.00000	0.00000
84	2009.07.20 11:19	sell	31	0.02	1.42411	0.00000	0.00000
85	2009.08.03 16:05	sell limit	33	0.02	1.44811	0.00000	0.00000
86	2009.08.03 16:05	sell	32	0.02	1.43611	0.00000	0.00000
87	2009.09.08 12:04	sell limit	34	0.02	1.46011	0.00000	0.00000
88	2009.09.08 12:04	sell	33	0.02	1.44811	0.00000	0.00000
89	2009.09.10 14:52	sell	34	0.02	1.46011	0.00000	0.00000
90	2009.09.10 14:52	sell limit	35	0.02	1.47211	0.00000	0.00000
91	2009.09.16 18:14	sell limit	36	0.02	1.48411	0.00000	0.00000
92	2009.09.16 18:14	sell	35	0.02	1.47211	0.00000	0.00000
93	2009.09.23 01:24	sell	36	0.02	1.48411	0.00000	0.00000
94	2009.09.23 01:24	sell limit	37	0.02	1.49611	0.00000	0.00000
95	2009.10.15 07:47	sell limit	38	0.02	1.50811	0.00000	0.00000
96	2009.10.15 07:52	sell	37	0.02	1.49611	0.00000	0.00000
97	2009.11.25 12:39	sell limit	39	0.02	1.52011	0.00000	0.00000
98	2009.11.25 12:39	sell	38	0.02	1.50811	0.00000	0.00000
99	2009.12.18 16:49	delete	39	0.02	1.52011	0.00000	0.00000
100	2009.12.18 16:49	close	38	0.02	1.42859	0.00000	0.00000	158.34	1961.04
101	2009.12.18 16:49	close	37	0.02	1.42859	0.00000	0.00000	133.56	2094.60
102	2009.12.18 16:49	close	36	0.02	1.42859	0.00000	0.00000	109.08	2203.68
103	2009.12.18 16:49	close	35	0.02	1.42859	0.00000	0.00000	84.94	2288.62
104	2009.12.18 16:49	close	34	0.02	1.42859	0.00000	0.00000	60.86	2349.48
105	2009.12.18 16:49	close	33	0.02	1.42859	0.00000	0.00000	36.78	2386.26
106	2009.12.18 16:49	close	32	0.02	1.42859	0.00000	0.00000	12.06	2398.32
107	2009.12.18 16:49	close	31	0.02	1.42859	0.00000	0.00000	-12.22	2386.10
108	2009.12.18 16:49	close	30	0.02	1.42859	0.00000	0.00000	-36.74	2349.36
109	2009.12.18 16:49	close	29	0.02	1.42859	0.00000	0.00000	-60.80	2288.56
110	2009.12.18 16:49	close	28	0.02	1.42859	0.00000	0.00000	-84.90	2203.66