Strategy Tester Report
SimpleTradingDashboard V1.1
Dukascopy-DEMO-1 (Build 1170)
交易品种 | NZDCAD (New Zealand Dollar vs Canadian Dollar) |
时间周期 | 4 小时图 2018.11.01 00:00 - 2018.12.31 20:00 (2018.11.01 - 2019.01.01) |
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) |
经测试过的柱数 | 1255 | 用于复盘的即时价数量 | 1925707 | 复盘模型的质量 | n/a |
输入图表错误 | 4039 | | | | |
|
起始资金 | 5000.00 | | | 点差 | 当前 (20) |
总净盈利 | 371.91 | 总获利 | 580.56 | 总亏损 | -208.65 |
盈利比 | 2.78 | 预期盈利 | 12.40 | | |
绝对亏损 | 2.21 | 最大亏损 | 141.19 (2.62%) | 相对亏损 | 2.62% (141.19) |
|
交易单总计 | 30 | 卖单 (%获利百分比) | 16 (37.50%) | 买单 (%获利百分比) | 14 (78.57%) |
| 盈利交易(%占总百分比) | 17 (56.67%) | 亏损交易(%占总百分比) | 13 (43.33%) |
最大: | 获利交易 | 134.92 | 亏损交易 | -27.08 |
平均 | 获利交易 | 34.15 | 亏损交易 | -16.05 |
最大: | 连续获利金额 | 6 (180.53) | 连续亏损金额 | 3 (-62.14) |
最多: | 连续获利次数 | 284.80 (4) | 连续亏损次数 | -62.14 (3) |
平均: | 连续获利 | 2 | 连续亏损 | 2 |
# | 时间 | 类型 | 订单 | 手数 | 价格 | 止损 | 获利 | 获利 | 余额 |
1 | 2018.11.01 04:27 | buy stop | 1 | 0.07 | 0.86100 | 0.85600 | 0.00000 | |
2 | 2018.11.01 04:31 | buy | 1 | 0.07 | 0.86100 | 0.85600 | 0.00000 | |
3 | 2018.11.05 12:33 | buy stop | 2 | 0.06 | 0.87400 | 0.86800 | 0.00000 | |
4 | 2018.11.05 14:27 | modify | 1 | 0.07 | 0.86100 | 0.86800 | 0.00000 | |
5 | 2018.11.05 19:53 | buy | 2 | 0.06 | 0.87400 | 0.86800 | 0.00000 | |
6 | 2018.11.05 21:54 | buy stop | 3 | 0.05 | 0.87450 | 0.86800 | 0.00000 | |
7 | 2018.11.05 21:56 | buy | 3 | 0.05 | 0.87450 | 0.86800 | 0.00000 | |
8 | 2018.11.06 14:43 | buy stop | 4 | 0.06 | 0.87650 | 0.87100 | 0.00000 | |
9 | 2018.11.06 14:53 | buy | 4 | 0.06 | 0.87650 | 0.87100 | 0.00000 | |
10 | 2018.11.06 15:28 | modify | 3 | 0.05 | 0.87450 | 0.87100 | 0.00000 | |
11 | 2018.11.06 15:28 | modify | 2 | 0.06 | 0.87400 | 0.87100 | 0.00000 | |
12 | 2018.11.06 15:28 | modify | 1 | 0.07 | 0.86100 | 0.87100 | 0.00000 | |
13 | 2018.11.08 05:50 | modify | 4 | 0.06 | 0.87650 | 0.88500 | 0.00000 | |
14 | 2018.11.08 05:50 | modify | 3 | 0.05 | 0.87450 | 0.88500 | 0.00000 | |
15 | 2018.11.08 05:50 | modify | 2 | 0.06 | 0.87400 | 0.88500 | 0.00000 | |
16 | 2018.11.08 05:50 | modify | 1 | 0.07 | 0.86100 | 0.88500 | 0.00000 | |
17 | 2018.11.12 08:08 | modify | 4 | 0.06 | 0.87650 | 0.88700 | 0.00000 | |
18 | 2018.11.12 08:08 | modify | 3 | 0.05 | 0.87450 | 0.88700 | 0.00000 | |
19 | 2018.11.12 08:08 | modify | 2 | 0.06 | 0.87400 | 0.88700 | 0.00000 | |
20 | 2018.11.12 08:08 | modify | 1 | 0.07 | 0.86100 | 0.88700 | 0.00000 | |
21 | 2018.11.12 08:11 | sell stop | 5 | 0.06 | 0.88700 | 0.89250 | 0.00000 | |
22 | 2018.11.12 08:42 | s/l | 1 | 0.07 | 0.88700 | 0.88700 | 0.00000 | 134.92 | 5134.92 |
23 | 2018.11.12 08:42 | s/l | 2 | 0.06 | 0.88700 | 0.88700 | 0.00000 | 57.48 | 5192.40 |
24 | 2018.11.12 08:42 | s/l | 3 | 0.05 | 0.88700 | 0.88700 | 0.00000 | 46.03 | 5238.42 |
25 | 2018.11.12 08:42 | s/l | 4 | 0.06 | 0.88700 | 0.88700 | 0.00000 | 46.37 | 5284.80 |
26 | 2018.11.12 08:42 | sell | 5 | 0.06 | 0.88700 | 0.89250 | 0.00000 | |
27 | 2018.11.12 16:25 | modify | 5 | 0.06 | 0.88700 | 0.89200 | 0.00000 | |
28 | 2018.11.12 20:13 | close | 5 | 0.06 | 0.88922 | 0.89200 | 0.00000 | -9.97 | 5274.83 |
29 | 2018.11.13 08:18 | buy limit | 6 | 0.05 | 0.89250 | 0.88500 | 0.00000 | |
30 | 2018.11.13 08:24 | buy | 6 | 0.05 | 0.89250 | 0.88500 | 0.00000 | |
31 | 2018.11.13 16:21 | buy stop | 7 | 0.05 | 0.89450 | 0.88750 | 0.00000 | |
32 | 2018.11.13 16:27 | buy | 7 | 0.05 | 0.89450 | 0.88750 | 0.00000 | |
33 | 2018.11.13 18:09 | modify | 6 | 0.05 | 0.89250 | 0.88750 | 0.00000 | |
34 | 2018.11.14 17:20 | modify | 7 | 0.05 | 0.89450 | 0.89550 | 0.00000 | |
35 | 2018.11.14 17:20 | modify | 6 | 0.05 | 0.89250 | 0.89550 | 0.00000 | |
36 | 2018.11.14 21:25 | buy stop | 8 | 0.06 | 0.90100 | 0.89550 | 0.00000 | |
37 | 2018.11.15 02:32 | buy | 8 | 0.06 | 0.90100 | 0.89550 | 0.00000 | |
38 | 2018.11.16 00:25 | modify | 8 | 0.06 | 0.90100 | 0.89800 | 0.00000 | |
39 | 2018.11.16 00:25 | modify | 7 | 0.05 | 0.89450 | 0.89800 | 0.00000 | |
40 | 2018.11.16 00:25 | modify | 6 | 0.05 | 0.89250 | 0.89800 | 0.00000 | |
41 | 2018.11.16 04:36 | s/l | 6 | 0.05 | 0.89800 | 0.89800 | 0.00000 | 20.03 | 5294.86 |
42 | 2018.11.16 04:36 | s/l | 7 | 0.05 | 0.89800 | 0.89800 | 0.00000 | 12.54 | 5307.40 |
43 | 2018.11.16 04:36 | s/l | 8 | 0.06 | 0.89800 | 0.89800 | 0.00000 | -13.62 | 5293.79 |
44 | 2018.11.16 12:27 | sell stop | 9 | 0.04 | 0.89500 | 0.90350 | 0.00000 | |
45 | 2018.11.16 12:47 | sell | 9 | 0.04 | 0.89500 | 0.90350 | 0.00000 | |
46 | 2018.11.16 18:56 | s/l | 9 | 0.04 | 0.90350 | 0.90350 | 0.00000 | -25.47 | 5268.32 |
47 | 2018.11.16 23:47 | buy stop | 10 | 0.03 | 0.90650 | 0.89450 | 0.00000 | |
48 | 2018.11.19 20:31 | buy stop | 11 | 0.08 | 0.90250 | 0.89800 | 0.00000 | |
49 | 2018.11.20 08:18 | buy | 11 | 0.08 | 0.90250 | 0.89800 | 0.00000 | |
50 | 2018.11.21 05:25 | delete | 10 | 0.03 | 0.90650 | 0.89450 | 0.00000 | |
51 | 2018.11.21 08:22 | buy stop | 12 | 0.04 | 0.90700 | 0.89800 | 0.00000 | |
52 | 2018.11.21 11:06 | buy | 12 | 0.04 | 0.90700 | 0.89800 | 0.00000 | |
53 | 2018.11.22 00:58 | close | 12 | 0.04 | 0.90280 | 0.89800 | 0.00000 | -12.85 | 5255.46 |
54 | 2018.11.22 00:58 | close | 11 | 0.08 | 0.90280 | 0.89800 | 0.00000 | 1.06 | 5256.53 |
55 | 2018.11.22 05:00 | sell | 13 | 0.04 | 0.90166 | 0.91050 | 0.00000 | |
56 | 2018.11.22 09:14 | sell | 14 | 0.03 | 0.90040 | 0.91050 | 0.00000 | |
57 | 2018.11.23 08:06 | close | 14 | 0.03 | 0.89909 | 0.91050 | 0.00000 | 2.88 | 5259.41 |
58 | 2018.11.23 08:06 | close | 13 | 0.04 | 0.89909 | 0.91050 | 0.00000 | 7.62 | 5267.03 |
59 | 2018.11.26 08:20 | buy | 15 | 0.07 | 0.89758 | 0.89250 | 0.00000 | |
60 | 2018.11.27 09:01 | buy | 16 | 0.09 | 0.89886 | 0.89500 | 0.00000 | |
61 | 2018.11.27 10:10 | modify | 15 | 0.07 | 0.89758 | 0.89500 | 0.00000 | |
62 | 2018.11.27 13:19 | buy | 17 | 0.06 | 0.90128 | 0.89500 | 0.00000 | |
63 | 2018.11.29 07:25 | modify | 17 | 0.06 | 0.90128 | 0.90750 | 0.00000 | |
64 | 2018.11.29 07:25 | modify | 16 | 0.09 | 0.89886 | 0.90750 | 0.00000 | |
65 | 2018.11.29 07:25 | modify | 15 | 0.07 | 0.89758 | 0.90750 | 0.00000 | |
66 | 2018.11.29 19:30 | modify | 17 | 0.06 | 0.90128 | 0.90950 | 0.00000 | |
67 | 2018.11.29 19:30 | modify | 16 | 0.09 | 0.89886 | 0.90950 | 0.00000 | |
68 | 2018.11.29 19:30 | modify | 15 | 0.07 | 0.89758 | 0.90950 | 0.00000 | |
69 | 2018.11.29 19:37 | s/l | 15 | 0.07 | 0.90950 | 0.90950 | 0.00000 | 61.69 | 5328.72 |
70 | 2018.11.29 19:37 | s/l | 16 | 0.09 | 0.90950 | 0.90950 | 0.00000 | 70.89 | 5399.61 |
71 | 2018.11.29 19:37 | s/l | 17 | 0.06 | 0.90950 | 0.90950 | 0.00000 | 36.39 | 5435.99 |
72 | 2018.11.29 20:03 | sell | 18 | 0.07 | 0.90905 | 0.91400 | 0.00000 | |
73 | 2018.11.30 12:03 | s/l | 18 | 0.07 | 0.91400 | 0.91400 | 0.00000 | -26.09 | 5409.91 |
74 | 2018.12.03 21:00 | buy stop | 19 | 0.07 | 0.91550 | 0.91000 | 0.00000 | |
75 | 2018.12.04 04:00 | buy | 19 | 0.07 | 0.91550 | 0.91000 | 0.00000 | |
76 | 2018.12.05 02:13 | modify | 19 | 0.07 | 0.91550 | 0.91450 | 0.00000 | |
77 | 2018.12.05 21:28 | modify | 19 | 0.07 | 0.91550 | 0.91650 | 0.00000 | |
78 | 2018.12.06 19:09 | modify | 19 | 0.07 | 0.91550 | 0.91800 | 0.00000 | |
79 | 2018.12.07 15:33 | s/l | 19 | 0.07 | 0.91800 | 0.91800 | 0.00000 | 12.31 | 5422.21 |
80 | 2018.12.07 16:08 | sell stop | 20 | 0.04 | 0.91400 | 0.92300 | 0.00000 | |
81 | 2018.12.07 16:32 | sell | 20 | 0.04 | 0.91400 | 0.92300 | 0.00000 | |
82 | 2018.12.10 01:37 | sell stop | 21 | 0.03 | 0.91000 | 0.92300 | 0.00000 | |
83 | 2018.12.10 16:29 | close | 20 | 0.04 | 0.91899 | 0.92300 | 0.00000 | -15.01 | 5407.20 |
84 | 2018.12.10 16:58 | delete | 21 | 0.03 | 0.91000 | 0.92300 | 0.00000 | |
85 | 2018.12.11 21:45 | sell | 22 | 0.07 | 0.92068 | 0.92550 | 0.00000 | |
86 | 2018.12.12 12:17 | sell stop | 23 | 0.05 | 0.91600 | 0.92300 | 0.00000 | |
87 | 2018.12.12 13:03 | sell | 23 | 0.05 | 0.91600 | 0.92300 | 0.00000 | |
88 | 2018.12.12 14:59 | modify | 22 | 0.07 | 0.92068 | 0.92300 | 0.00000 | |
89 | 2018.12.12 17:05 | sell stop | 24 | 0.03 | 0.91250 | 0.92300 | 0.00000 | |
90 | 2018.12.13 00:12 | modify | 23 | 0.05 | 0.91600 | 0.91700 | 0.00000 | |
91 | 2018.12.13 00:12 | modify | 22 | 0.07 | 0.92068 | 0.91700 | 0.00000 | |
92 | 2018.12.13 04:02 | buy stop | 25 | 0.07 | 0.91700 | 0.91200 | 0.00000 | |
93 | 2018.12.13 08:08 | s/l | 22 | 0.07 | 0.91700 | 0.91700 | 0.00000 | 18.72 | 5425.92 |
94 | 2018.12.13 08:08 | s/l | 23 | 0.05 | 0.91700 | 0.91700 | 0.00000 | -4.04 | 5421.89 |
95 | 2018.12.13 08:08 | buy | 25 | 0.07 | 0.91700 | 0.91200 | 0.00000 | |
96 | 2018.12.13 10:01 | delete | 24 | 0.03 | 0.91250 | 0.92300 | 0.00000 | |
97 | 2018.12.13 20:08 | sell stop | 26 | 0.07 | 0.91450 | 0.91950 | 0.00000 | |
98 | 2018.12.14 00:13 | sell | 26 | 0.07 | 0.91450 | 0.91950 | 0.00000 | |
99 | 2018.12.14 03:02 | s/l | 25 | 0.07 | 0.91200 | 0.91200 | 0.00000 | -26.35 | 5395.54 |
100 | 2018.12.14 04:06 | sell | 27 | 0.03 | 0.90882 | 0.91950 | 0.00000 | |
101 | 2018.12.17 12:15 | close | 27 | 0.03 | 0.91203 | 0.91950 | 0.00000 | -7.27 | 5388.27 |
102 | 2018.12.17 12:15 | close | 26 | 0.07 | 0.91203 | 0.91950 | 0.00000 | 12.79 | 5401.06 |
103 | 2018.12.19 16:20 | sell stop | 28 | 0.06 | 0.92000 | 0.92600 | 0.00000 | |
104 | 2018.12.19 17:55 | sell | 28 | 0.06 | 0.92000 | 0.92600 | 0.00000 | |
105 | 2018.12.19 20:43 | sell stop | 29 | 0.05 | 0.91850 | 0.92600 | 0.00000 | |
106 | 2018.12.19 21:18 | sell | 29 | 0.05 | 0.91850 | 0.92600 | 0.00000 | |
107 | 2018.12.20 11:32 | sell | 30 | 0.02 | 0.91061 | 0.92600 | 0.00000 | |
108 | 2018.12.20 18:56 | close | 30 | 0.02 | 0.91452 | 0.92600 | 0.00000 | -5.85 | 5395.21 |
109 | 2018.12.20 18:56 | close | 29 | 0.05 | 0.91452 | 0.92600 | 0.00000 | 14.59 | 5409.81 |
110 | 2018.12.20 18:56 | close | 28 | 0.06 | 0.91452 | 0.92600 | 0.00000 | 24.25 | 5434.05 |
111 | 2018.12.21 09:07 | sell stop | 31 | 0.07 | 0.91300 | 0.91800 | 0.00000 | |
112 | 2018.12.21 09:37 | sell | 31 | 0.07 | 0.91300 | 0.91800 | 0.00000 | |
113 | 2018.12.21 12:33 | sell stop | 32 | 0.04 | 0.90900 | 0.91800 | 0.00000 | |
114 | 2018.12.24 16:06 | delete | 32 | 0.04 | 0.90900 | 0.91800 | 0.00000 | |
115 | 2018.12.24 16:06 | modify | 31 | 0.07 | 0.91300 | 0.91650 | 0.00000 | |
116 | 2018.12.24 17:42 | sell stop | 33 | 0.08 | 0.91200 | 0.91650 | 0.00000 | |
117 | 2018.12.24 18:02 | sell | 33 | 0.08 | 0.91200 | 0.91650 | 0.00000 | |
118 | 2018.12.25 02:40 | s/l | 31 | 0.07 | 0.91650 | 0.91650 | 0.00000 | -18.60 | 5415.46 |
119 | 2018.12.25 02:40 | s/l | 33 | 0.08 | 0.91650 | 0.91650 | 0.00000 | -27.08 | 5388.38 |
120 | 2018.12.26 09:02 | buy stop | 34 | 0.06 | 0.91700 | 0.91100 | 0.00000 | |
121 | 2018.12.26 20:09 | sell stop | 35 | 0.08 | 0.91300 | 0.91750 | 0.00000 | |
122 | 2018.12.26 20:56 | sell | 35 | 0.08 | 0.91300 | 0.91750 | 0.00000 | |
123 | 2018.12.26 21:45 | delete | 34 | 0.06 | 0.91700 | 0.91100 | 0.00000 | |
124 | 2018.12.31 23:59 | close at stop | 35 | 0.08 | 0.91562 | 0.91750 | 0.00000 | -16.47 | 5371.91 |