Strategy Tester Report
EngulfingbarEA
GDMFX-Demo (Build 1010)
| 交易品种 | EURUSD (Euro vs US Dollar) | ||||
| 时间周期 | 4 小时图 2015.01.08 04:00 - 2016.09.08 00:00 (2015.01.01 - 2016.09.08) | ||||
| 复盘模型 | 控制点(基于最近的小一级时段内的12个控制点的分形插值计算) | ||||
| 参数 | interval=25; lot=0.1; TP=5000; magic=962231; slippage=2; ExpDate=48; bar1size=900; TraillingPip=510; | ||||
| 经测试过的柱数 | 2783 | 用于复盘的即时价数量 | 116933 | 复盘模型的质量 | n/a |
| 输入图表错误 | 3 | ||||
| 起始资金 | 10000.00 | 点差 | 2 | ||
| 总净盈利 | -446.59 | 总获利 | 835.90 | 总亏损 | -1282.49 |
| 盈利比 | 0.65 | 预期盈利 | -17.86 | ||
| 绝对亏损 | 569.45 | 最大亏损 | 1240.83 (11.63%) | 相对亏损 | 11.63% (1240.83) |
| 交易单总计 | 25 | 卖单 (%获利百分比) | 9 (22.22%) | 买单 (%获利百分比) | 16 (68.75%) |
| 盈利交易(%占总百分比) | 13 (52.00%) | 亏损交易(%占总百分比) | 12 (48.00%) | ||
| 最大: | 获利交易 | 510.91 | 亏损交易 | -152.40 | |
| 平均 | 获利交易 | 64.30 | 亏损交易 | -106.87 | |
| 最大: | 连续获利金额 | 3 (526.14) | 连续亏损金额 | 3 (-368.35) | |
| 最多: | 连续获利次数 | 526.14 (3) | 连续亏损次数 | -368.35 (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 | 2015.01.22 16:00 | sell stop | 1 | 0.10 | 1.14110 | 1.16537 | 1.09110 | ||
| 2 | 2015.01.22 17:20 | sell | 1 | 0.10 | 1.14110 | 1.16537 | 1.09110 | ||
| 3 | 2015.02.17 12:00 | buy stop | 2 | 0.10 | 1.14514 | 1.13347 | 1.19514 | ||
| 4 | 2015.02.19 12:20 | expiration | 2 | 0.10 | 1.14514 | 1.13347 | 1.19514 | ||
| 5 | 2015.02.20 16:00 | buy stop | 3 | 0.10 | 1.13773 | 1.12764 | 1.18773 | ||
| 6 | 2015.02.20 17:20 | buy | 3 | 0.10 | 1.13773 | 1.12764 | 1.18773 | ||
| 7 | 2015.02.20 18:40 | modify | 3 | 0.10 | 1.13773 | 1.13785 | 1.18773 | ||
| 8 | 2015.02.20 22:40 | s/l | 3 | 0.10 | 1.13785 | 1.13785 | 1.18773 | 0.50 | 10000.50 |
| 9 | 2015.03.06 14:00 | t/p | 1 | 0.10 | 1.09110 | 1.16537 | 1.09110 | 510.91 | 10511.41 |
| 10 | 2015.03.23 12:00 | buy stop | 4 | 0.10 | 1.09045 | 1.07649 | 1.14045 | ||
| 11 | 2015.03.23 13:20 | buy | 4 | 0.10 | 1.09045 | 1.07649 | 1.14045 | ||
| 12 | 2015.03.23 18:40 | modify | 4 | 0.10 | 1.09045 | 1.09203 | 1.14045 | ||
| 13 | 2015.03.24 02:40 | s/l | 4 | 0.10 | 1.09203 | 1.09203 | 1.14045 | 14.73 | 10526.14 |
| 14 | 2015.03.24 16:00 | sell stop | 5 | 0.10 | 1.08880 | 1.10317 | 1.03880 | ||
| 15 | 2015.03.26 16:20 | expiration | 5 | 0.10 | 1.08880 | 1.10317 | 1.03880 | ||
| 16 | 2015.04.09 16:00 | sell stop | 6 | 0.10 | 1.06660 | 1.07807 | 1.01660 | ||
| 17 | 2015.04.09 16:06 | sell | 6 | 0.10 | 1.06660 | 1.07807 | 1.01660 | ||
| 18 | 2015.04.16 12:00 | buy stop | 7 | 0.10 | 1.07495 | 1.06220 | 1.12495 | ||
| 19 | 2015.04.16 12:30 | buy | 7 | 0.10 | 1.07495 | 1.06220 | 1.12495 | ||
| 20 | 2015.04.16 17:40 | s/l | 6 | 0.10 | 1.07807 | 1.07807 | 1.01660 | -113.51 | 10412.63 |
| 21 | 2015.04.16 18:30 | modify | 7 | 0.10 | 1.07495 | 1.07549 | 1.12495 | ||
| 22 | 2015.04.16 18:40 | modify | 7 | 0.10 | 1.07495 | 1.07668 | 1.12495 | ||
| 23 | 2015.04.16 19:40 | s/l | 7 | 0.10 | 1.07668 | 1.07668 | 1.12495 | 16.60 | 10429.23 |
| 24 | 2015.04.30 08:00 | buy stop | 8 | 0.10 | 1.12353 | 1.10688 | 1.17353 | ||
| 25 | 2015.04.30 08:05 | buy | 8 | 0.10 | 1.12353 | 1.10688 | 1.17353 | ||
| 26 | 2015.05.01 14:15 | modify | 8 | 0.10 | 1.12353 | 1.12393 | 1.17353 | ||
| 27 | 2015.05.01 14:30 | s/l | 8 | 0.10 | 1.12393 | 1.12393 | 1.17353 | 2.93 | 10432.16 |
| 28 | 2015.05.01 16:00 | sell stop | 9 | 0.10 | 1.11815 | 1.12928 | 1.06815 | ||
| 29 | 2015.05.01 16:40 | sell | 9 | 0.10 | 1.11815 | 1.12928 | 1.06815 | ||
| 30 | 2015.05.06 13:20 | s/l | 9 | 0.10 | 1.12928 | 1.12928 | 1.06815 | -111.19 | 10320.97 |
| 31 | 2015.05.07 12:00 | sell stop | 10 | 0.10 | 1.12930 | 1.13943 | 1.07930 | ||
| 32 | 2015.05.07 12:30 | sell | 10 | 0.10 | 1.12930 | 1.13943 | 1.07930 | ||
| 33 | 2015.05.08 16:00 | buy stop | 11 | 0.10 | 1.12918 | 1.11768 | 1.17918 | ||
| 34 | 2015.05.10 21:00 | expiration | 11 | 0.10 | 1.12918 | 1.11768 | 1.17918 | ||
| 35 | 2015.05.14 06:30 | s/l | 10 | 0.10 | 1.13943 | 1.13943 | 1.07930 | -100.11 | 10220.86 |
| 36 | 2015.05.15 16:00 | buy stop | 12 | 0.10 | 1.14533 | 1.13214 | 1.19533 | ||
| 37 | 2015.05.15 17:40 | buy | 12 | 0.10 | 1.14533 | 1.13214 | 1.19533 | ||
| 38 | 2015.05.18 17:40 | s/l | 12 | 0.10 | 1.13214 | 1.13214 | 1.19533 | -132.97 | 10087.89 |
| 39 | 2015.06.03 16:00 | buy stop | 13 | 0.10 | 1.12861 | 1.10769 | 1.17861 | ||
| 40 | 2015.06.04 08:20 | buy | 13 | 0.10 | 1.12861 | 1.10769 | 1.17861 | ||
| 41 | 2015.06.04 08:30 | modify | 13 | 0.10 | 1.12861 | 1.12949 | 1.17861 | ||
| 42 | 2015.06.04 08:40 | modify | 13 | 0.10 | 1.12861 | 1.13289 | 1.17861 | ||
| 43 | 2015.06.04 11:40 | s/l | 13 | 0.10 | 1.13289 | 1.13289 | 1.17861 | 42.10 | 10129.99 |
| 44 | 2015.06.17 20:00 | buy stop | 14 | 0.10 | 1.13604 | 1.12024 | 1.18604 | ||
| 45 | 2015.06.17 23:30 | buy | 14 | 0.10 | 1.13604 | 1.12024 | 1.18604 | ||
| 46 | 2015.06.18 08:40 | modify | 14 | 0.10 | 1.13604 | 1.13688 | 1.18604 | ||
| 47 | 2015.06.18 09:40 | modify | 14 | 0.10 | 1.13604 | 1.13690 | 1.18604 | ||
| 48 | 2015.06.18 10:15 | modify | 14 | 0.10 | 1.13604 | 1.13694 | 1.18604 | ||
| 49 | 2015.06.18 12:05 | modify | 14 | 0.10 | 1.13604 | 1.13739 | 1.18604 | ||
| 50 | 2015.06.18 12:15 | modify | 14 | 0.10 | 1.13604 | 1.13774 | 1.18604 | ||
| 51 | 2015.06.18 16:15 | modify | 14 | 0.10 | 1.13604 | 1.13856 | 1.18604 | ||
| 52 | 2015.06.18 16:30 | s/l | 14 | 0.10 | 1.13856 | 1.13856 | 1.18604 | 23.39 | 10153.38 |
| 53 | 2015.07.13 08:00 | sell stop | 15 | 0.10 | 1.10805 | 1.11997 | 1.05805 | ||
| 54 | 2015.07.13 08:30 | sell | 15 | 0.10 | 1.10805 | 1.11997 | 1.05805 | ||
| 55 | 2015.08.07 16:00 | buy stop | 16 | 0.10 | 1.09768 | 1.08528 | 1.14768 | ||
| 56 | 2015.08.07 16:33 | buy | 16 | 0.10 | 1.09768 | 1.08528 | 1.14768 | ||
| 57 | 2015.08.10 16:40 | modify | 16 | 0.10 | 1.09768 | 1.09842 | 1.14768 | ||
| 58 | 2015.08.10 17:05 | modify | 16 | 0.10 | 1.09768 | 1.09883 | 1.14768 | ||
| 59 | 2015.08.10 17:15 | modify | 16 | 0.10 | 1.09768 | 1.09904 | 1.14768 | ||
| 60 | 2015.08.11 01:33 | s/l | 16 | 0.10 | 1.09904 | 1.09904 | 1.14768 | 12.16 | 10165.54 |
| 61 | 2015.08.12 15:30 | s/l | 15 | 0.10 | 1.11997 | 1.11997 | 1.05805 | -111.80 | 10053.74 |
| 62 | 2015.09.04 16:00 | sell stop | 17 | 0.10 | 1.10873 | 1.11912 | 1.05873 | ||
| 63 | 2015.09.06 21:00 | expiration | 17 | 0.10 | 1.10873 | 1.11912 | 1.05873 | ||
| 64 | 2015.09.17 20:00 | buy stop | 18 | 0.10 | 1.14437 | 1.12920 | 1.19437 | ||
| 65 | 2015.09.18 08:30 | buy | 18 | 0.10 | 1.14437 | 1.12920 | 1.19437 | ||
| 66 | 2015.09.18 19:40 | s/l | 18 | 0.10 | 1.12920 | 1.12920 | 1.19437 | -152.40 | 9901.34 |
| 67 | 2015.09.28 16:00 | buy stop | 19 | 0.10 | 1.12457 | 1.11441 | 1.17457 | ||
| 68 | 2015.09.28 17:05 | buy | 19 | 0.10 | 1.12457 | 1.11441 | 1.17457 | ||
| 69 | 2015.10.01 05:40 | s/l | 19 | 0.10 | 1.11441 | 1.11441 | 1.17457 | -104.15 | 9797.19 |
| 70 | 2015.12.03 16:00 | buy stop | 20 | 0.10 | 1.08940 | 1.05201 | 1.13940 | ||
| 71 | 2015.12.03 16:30 | buy | 20 | 0.10 | 1.08940 | 1.05201 | 1.13940 | ||
| 72 | 2015.12.03 19:26 | modify | 20 | 0.10 | 1.08940 | 1.08978 | 1.13940 | ||
| 73 | 2015.12.03 19:40 | modify | 20 | 0.10 | 1.08940 | 1.09109 | 1.13940 | ||
| 74 | 2015.12.03 19:59 | modify | 20 | 0.10 | 1.08940 | 1.09240 | 1.13940 | ||
| 75 | 2015.12.03 20:00 | modify | 20 | 0.10 | 1.08940 | 1.09250 | 1.13940 | ||
| 76 | 2015.12.03 20:05 | modify | 20 | 0.10 | 1.08940 | 1.09263 | 1.13940 | ||
| 77 | 2015.12.03 20:15 | modify | 20 | 0.10 | 1.08940 | 1.09301 | 1.13940 | ||
| 78 | 2015.12.03 22:30 | s/l | 20 | 0.10 | 1.09301 | 1.09301 | 1.13940 | 35.40 | 9832.59 |
| 79 | 2016.01.07 12:00 | buy stop | 21 | 0.10 | 1.08768 | 1.07682 | 1.13768 | ||
| 80 | 2016.01.07 18:20 | buy | 21 | 0.10 | 1.08768 | 1.07682 | 1.13768 | ||
| 81 | 2016.01.07 19:40 | modify | 21 | 0.10 | 1.08768 | 1.08838 | 1.13768 | ||
| 82 | 2016.01.07 20:00 | buy stop | 22 | 0.10 | 1.09373 | 1.08232 | 1.14373 | ||
| 83 | 2016.01.07 20:30 | modify | 21 | 0.10 | 1.08768 | 1.08845 | 1.13768 | ||
| 84 | 2016.01.07 20:40 | buy | 22 | 0.10 | 1.09373 | 1.08232 | 1.14373 | ||
| 85 | 2016.01.07 20:40 | modify | 21 | 0.10 | 1.08768 | 1.08889 | 1.13768 | ||
| 86 | 2016.01.08 01:40 | s/l | 21 | 0.10 | 1.08889 | 1.08889 | 1.13768 | 11.03 | 9843.62 |
| 87 | 2016.01.08 13:40 | s/l | 22 | 0.10 | 1.08232 | 1.08232 | 1.14373 | -115.17 | 9728.45 |
| 88 | 2016.01.08 16:00 | buy stop | 23 | 0.10 | 1.09105 | 1.08002 | 1.14105 | ||
| 89 | 2016.01.08 16:06 | buy | 23 | 0.10 | 1.09105 | 1.08002 | 1.14105 | ||
| 90 | 2016.01.10 23:05 | modify | 23 | 0.10 | 1.09105 | 1.09151 | 1.14105 | ||
| 91 | 2016.01.10 23:15 | modify | 23 | 0.10 | 1.09105 | 1.09184 | 1.14105 | ||
| 92 | 2016.01.11 02:33 | s/l | 23 | 0.10 | 1.09184 | 1.09184 | 1.14105 | 6.83 | 9735.28 |
| 93 | 2016.01.29 16:00 | sell stop | 24 | 0.10 | 1.08148 | 1.09282 | 1.03148 | ||
| 94 | 2016.01.29 16:05 | sell | 24 | 0.10 | 1.08148 | 1.09282 | 1.03148 | ||
| 95 | 2016.02.02 13:30 | s/l | 24 | 0.10 | 1.09282 | 1.09282 | 1.03148 | -113.56 | 9621.72 |
| 96 | 2016.06.23 12:00 | buy stop | 25 | 0.10 | 1.14237 | 1.13141 | 1.19237 | ||
| 97 | 2016.06.23 21:40 | buy | 25 | 0.10 | 1.14237 | 1.13141 | 1.19237 | ||
| 98 | 2016.06.23 23:30 | s/l | 25 | 0.10 | 1.13141 | 1.13141 | 1.19237 | -110.30 | 9511.42 |
| 99 | 2016.06.24 00:00 | sell stop | 26 | 0.10 | 1.12669 | 1.14299 | 1.07669 | ||
| 100 | 2016.06.24 01:20 | sell | 26 | 0.10 | 1.12669 | 1.14299 | 1.07669 | ||
| 101 | 2016.06.27 12:00 | sell stop | 27 | 0.10 | 1.09788 | 1.10857 | 1.04788 | ||
| 102 | 2016.06.27 12:40 | sell | 27 | 0.10 | 1.09788 | 1.10857 | 1.04788 | ||
| 103 | 2016.06.28 09:40 | s/l | 27 | 0.10 | 1.10857 | 1.10857 | 1.04788 | -107.33 | 9404.09 |
| 104 | 2016.07.27 20:00 | buy stop | 28 | 0.10 | 1.10675 | 1.09585 | 1.15675 | ||
| 105 | 2016.07.27 21:05 | buy | 28 | 0.10 | 1.10675 | 1.09585 | 1.15675 | ||
| 106 | 2016.07.28 07:40 | modify | 28 | 0.10 | 1.10675 | 1.10683 | 1.15675 | ||
| 107 | 2016.07.29 12:20 | modify | 28 | 0.10 | 1.10675 | 1.10766 | 1.15675 | ||
| 108 | 2016.07.29 12:30 | modify | 28 | 0.10 | 1.10675 | 1.10904 | 1.15675 | ||
| 109 | 2016.07.29 12:40 | modify | 28 | 0.10 | 1.10675 | 1.11043 | 1.15675 | ||
| 110 | 2016.07.29 13:06 | modify | 28 | 0.10 | 1.10675 | 1.11067 | 1.15675 | ||
| 111 | 2016.07.29 13:20 | modify | 28 | 0.10 | 1.10675 | 1.11117 | 1.15675 | ||
| 112 | 2016.07.29 13:33 | modify | 28 | 0.10 | 1.10675 | 1.11167 | 1.15675 | ||
| 113 | 2016.07.29 14:20 | modify | 28 | 0.10 | 1.10675 | 1.11201 | 1.15675 | ||
| 114 | 2016.07.29 14:30 | modify | 28 | 0.10 | 1.10675 | 1.11256 | 1.15675 | ||
| 115 | 2016.07.29 14:40 | modify | 28 | 0.10 | 1.10675 | 1.11312 | 1.15675 | ||
| 116 | 2016.07.29 15:05 | modify | 28 | 0.10 | 1.10675 | 1.11437 | 1.15675 | ||
| 117 | 2016.07.29 15:15 | modify | 28 | 0.10 | 1.10675 | 1.11463 | 1.15675 | ||
| 118 | 2016.08.02 07:30 | modify | 28 | 0.10 | 1.10675 | 1.11500 | 1.15675 | ||
| 119 | 2016.08.02 07:40 | modify | 28 | 0.10 | 1.10675 | 1.11573 | 1.15675 | ||
| 120 | 2016.08.02 13:30 | modify | 28 | 0.10 | 1.10675 | 1.11611 | 1.15675 | ||
| 121 | 2016.08.02 13:40 | modify | 28 | 0.10 | 1.10675 | 1.11653 | 1.15675 | ||
| 122 | 2016.08.02 14:20 | modify | 28 | 0.10 | 1.10675 | 1.11663 | 1.15675 | ||
| 123 | 2016.08.02 14:30 | modify | 28 | 0.10 | 1.10675 | 1.11701 | 1.15675 | ||
| 124 | 2016.08.02 14:40 | modify | 28 | 0.10 | 1.10675 | 1.11739 | 1.15675 | ||
| 125 | 2016.08.02 15:20 | modify | 28 | 0.10 | 1.10675 | 1.11764 | 1.15675 | ||
| 126 | 2016.08.02 15:33 | modify | 28 | 0.10 | 1.10675 | 1.11794 | 1.15675 | ||
| 127 | 2016.08.02 17:40 | modify | 28 | 0.10 | 1.10675 | 1.11819 | 1.15675 | ||
| 128 | 2016.08.02 18:15 | modify | 28 | 0.10 | 1.10675 | 1.11825 | 1.15675 | ||
| 129 | 2016.08.03 13:40 | s/l | 28 | 0.10 | 1.11825 | 1.11825 | 1.15675 | 111.71 | 9515.80 |
| 130 | 2016.08.05 16:00 | sell stop | 29 | 0.10 | 1.10430 | 1.11636 | 1.05430 | ||
| 131 | 2016.08.07 21:00 | expiration | 29 | 0.10 | 1.10430 | 1.11636 | 1.05430 | ||
| 132 | 2016.08.26 16:00 | sell stop | 30 | 0.10 | 1.12263 | 1.13432 | 1.07263 | ||
| 133 | 2016.08.26 16:30 | sell | 30 | 0.10 | 1.12263 | 1.13432 | 1.07263 | ||
| 134 | 2016.09.07 23:59 | close at stop | 30 | 0.10 | 1.12383 | 1.13432 | 1.07263 | -10.00 | 9505.80 |
| 135 | 2016.09.07 23:59 | close at stop | 26 | 0.10 | 1.12383 | 1.14299 | 1.07669 | 47.61 | 9553.41 |