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) |
参数 | Corner=0; Move_X=0; Move_Y=0; B00001="===================="; Button_Width=100; Font_Type="Arial Bold"; Font_Size=10; Font_Color=White; TradeRecordFileName="NZDCAD BACK TEST 2019 0101-0301"; |
|
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 (21) |
总净盈利 | -23.97 | 总获利 | 109.79 | 总亏损 | -133.76 |
盈利比 | 0.82 | 预期盈利 | -2.40 | | |
绝对亏损 | 28.16 | 最大亏损 | 84.58 (1.67%) | 相对亏损 | 1.67% (84.58) |
|
交易单总计 | 10 | 卖单 (%获利百分比) | 7 (14.29%) | 买单 (%获利百分比) | 3 (100.00%) |
| 盈利交易(%占总百分比) | 4 (40.00%) | 亏损交易(%占总百分比) | 6 (60.00%) |
最大: | 获利交易 | 44.75 | 亏损交易 | -26.78 |
平均 | 获利交易 | 27.45 | 亏损交易 | -22.29 |
最大: | 连续获利金额 | 2 (53.49) | 连续亏损金额 | 2 (-50.53) |
最多: | 连续获利次数 | 53.49 (2) | 连续亏损次数 | -50.53 (2) |
平均: | 连续获利 | 1 | 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 00:15 | sell | 1 | 0.05 | 0.85704 | 0.86350 | 0.00000 | |
2 | 2018.11.01 04:13 | buy stop | 2 | 0.07 | 0.86100 | 0.85600 | 0.00000 | |
3 | 2018.11.01 04:31 | buy | 2 | 0.07 | 0.86100 | 0.85600 | 0.00000 | |
4 | 2018.11.01 04:34 | close | 1 | 0.05 | 0.86110 | 0.86350 | 0.00000 | -15.23 | 4984.77 |
5 | 2018.11.02 20:14 | modify | 2 | 0.07 | 0.86100 | 0.86950 | 0.00000 | |
6 | 2018.11.02 23:05 | sell stop | 3 | 0.06 | 0.86950 | 0.87500 | 0.00000 | |
7 | 2018.11.05 00:00 | s/l | 2 | 0.07 | 0.86950 | 0.86950 | 0.00000 | 44.34 | 5029.11 |
8 | 2018.11.05 00:00 | sell | 3 | 0.06 | 0.86950 | 0.87500 | 0.00000 | |
9 | 2018.11.06 10:13 | s/l | 3 | 0.06 | 0.87500 | 0.87500 | 0.00000 | -24.86 | 5004.25 |
10 | 2018.11.08 20:51 | sell stop | 4 | 0.05 | 0.88650 | 0.89350 | 0.00000 | |
11 | 2018.11.08 20:58 | sell | 4 | 0.05 | 0.88650 | 0.89350 | 0.00000 | |
12 | 2018.11.12 16:31 | close | 4 | 0.05 | 0.89156 | 0.89350 | 0.00000 | -19.16 | 4985.10 |
13 | 2018.11.13 10:25 | buy | 5 | 0.04 | 0.89258 | 0.88500 | 0.00000 | |
14 | 2018.11.14 13:11 | close | 5 | 0.04 | 0.89660 | 0.88500 | 0.00000 | 11.96 | 4997.06 |
15 | 2018.11.14 14:16 | sell stop | 6 | 0.07 | 0.89550 | 0.90050 | 0.00000 | |
16 | 2018.11.16 11:17 | delete | 6 | 0.07 | 0.89550 | 0.90050 | 0.00000 | |
17 | 2018.11.16 12:25 | sell stop | 7 | 0.04 | 0.89550 | 0.90350 | 0.00000 | |
18 | 2018.11.16 12:42 | sell | 7 | 0.04 | 0.89550 | 0.90350 | 0.00000 | |
19 | 2018.11.16 18:56 | s/l | 7 | 0.04 | 0.90350 | 0.90350 | 0.00000 | -23.99 | 4973.07 |
20 | 2018.11.22 04:33 | sell | 8 | 0.04 | 0.90174 | 0.91050 | 0.00000 | |
21 | 2018.11.23 20:20 | sell stop | 9 | 0.04 | 0.89300 | 0.90100 | 0.00000 | |
22 | 2018.11.26 02:09 | modify | 8 | 0.04 | 0.90174 | 0.90100 | 0.00000 | |
23 | 2018.11.26 11:13 | delete | 9 | 0.04 | 0.89300 | 0.90100 | 0.00000 | |
24 | 2018.11.26 12:10 | close | 8 | 0.04 | 0.89877 | 0.90100 | 0.00000 | 8.74 | 4981.81 |
25 | 2018.11.27 12:12 | buy | 10 | 0.06 | 0.90062 | 0.89500 | 0.00000 | |
26 | 2018.11.29 04:06 | modify | 10 | 0.06 | 0.90062 | 0.90750 | 0.00000 | |
27 | 2018.11.29 15:50 | close | 10 | 0.06 | 0.91069 | 0.90750 | 0.00000 | 44.75 | 5026.55 |
28 | 2018.11.29 16:27 | sell stop | 11 | 0.07 | 0.90950 | 0.91400 | 0.00000 | |
29 | 2018.11.29 19:37 | sell | 11 | 0.07 | 0.90950 | 0.91400 | 0.00000 | |
30 | 2018.11.30 12:03 | s/l | 11 | 0.07 | 0.91400 | 0.91400 | 0.00000 | -23.75 | 5002.81 |
31 | 2018.12.03 08:24 | sell | 12 | 0.08 | 0.91206 | 0.91650 | 0.00000 | |
32 | 2018.12.04 04:33 | s/l | 12 | 0.08 | 0.91650 | 0.91650 | 0.00000 | -26.78 | 4976.03 |