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策略设置
Copyright "Copyright... Currency "Used only... bandwidth 0.2
entrymethod 6 gap 0.01 ExtraPips 0
AutoCalculateRisk true RiskLevel 3 LotSize 0.01
Discontinue_after_profit false Close_all_trades_immediately false Exit_after_5th_levels false
Exit_Point 0 magic1 5301 magic2 5302
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Files:
Forward test: Bestwin-BWfxSys Demo
  • 信息
  • 统计
  • 一般
  • 获利: +23794.29%
  • 天: 0.14%
  • 每月: 4.37%
  • 资金回撤: 27.47%
  • 余额: $2389.4K
  • 最高: (Jul 07) $2389.4K
  • 利润: $2379428.63
  • 入金: $10000.00
  • 测试开始:Jan 02, 2001
  • 测试结束:Jul 07, 2011
  • 时限:1 Hour
  • 模型类型:Every Tick
  • 新增:Jul 08 2011 at 04:35
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  • Chart
  • 增长率
  • 余额
  • 利润
  • 高级统计数据
  • 交易
  • 摘要
  • 小时
  • 破产风险
  • 时间
交易: 2979
盈利的:
点: -4383.3
平均获利: 46.80 pips / $7775.79
平均损失 -91.87 pips / -$12267.26
手: 51,449.4
委员会: 0
成功的做多交易: (951/1487) 63%
成功的做空交易: (991/1492) 66%
最佳交易($): (May 11) 722710.57
最差交易($): (May 11) -722890.66
最好的交易(按照点数计算) (Jan 03) 279.5
最坏的交易(点数) (Jan 03) -323.1
平均持仓时间: 1d
利润因子: 1.19
标准差: $33950.27
夏普比率: 0.0500
Z评分 (概率): 29.17 (99.99%)
期待: -1.5 点 / $798.73
AHPR: 0.47%
GHPR: 0.18%
货币 多头 空头
交易 利润 交易 利润 交易 利润 成功 (%) 损失 (%)
USDJPY 1487 -5089.2 2755904.85 1492 705.9 -376476.42 2979 -4383.3 2379428.43 1942 (65%) 1037 (35%)
交易活动 (2979)
开仓时间 平仓日期 货币对 行动 止损 TP 开盘价 平仓价格 利润 时间 更改
07.06.2011 12:02 07.07.2011 14:15 USDJPY Buy 19.07 - - 81.02200 81.28900 26.7 6243.55 1d 0.26%
06.10.2011 12:38 07.06.2011 01:31 USDJPY Buy 18.91 - - 80.24200 81.10500 86.3 19961.49 25d 0.84%
06.08.2011 08:03 06.09.2011 20:50 USDJPY Buy 18.86 - - 80.07500 80.39100 31.6 7393.55 1d 0.31%
06.08.2011 13:42 06.09.2011 20:50 USDJPY Sell 56.58 - - 79.75500 80.40500 -65.0 -45814.38 1d -1.94%
06.09.2011 04:03 06.09.2011 20:50 USDJPY Buy 113.16 - - 80.07500 80.39100 31.6 44480.80 16h 47m 1.92%
06.06.2011 12:12 06.08.2011 05:05 USDJPY Sell 18.80 - - 80.10800 79.82500 28.3 6648.54 1d 0.28%
06.03.2011 11:58 06.03.2011 15:30 USDJPY Sell 18.75 - - 80.55400 80.27900 27.5 6422.91 3h 32m 0.27%
06.02.2011 10:19 06.02.2011 15:30 USDJPY Sell 18.70 - - 80.87600 80.61500 26.1 6054.33 5h 11m 0.26%
06.01.2011 10:01 06.01.2011 15:25 USDJPY Buy 18.66 - - 81.46000 80.81800 -64.2 -14823.08 5h 24m -0.64%
06.01.2011 15:15 06.01.2011 15:25 USDJPY Sell 55.98 - - 81.13400 80.83200 30.2 20914.93 10m 0.90%
05.27.2011 11:47 05.31.2011 09:53 USDJPY Sell 18.60 - - 80.87800 81.55100 -67.3 -15366.03 3d -0.66%
05.27.2011 15:15 05.31.2011 09:53 USDJPY Buy 55.80 - - 81.20400 81.53700 33.3 22749.64 3d 0.98%
05.27.2011 18:30 05.31.2011 09:53 USDJPY Sell 111.60 - - 80.87800 81.55100 -67.3 -92196.16 3d -3.95%
05.31.2011 05:42 05.31.2011 09:53 USDJPY Buy 223.20 - - 81.20400 81.53700 33.3 91155.67 4h 11m 4.07%
05.25.2011 10:52 05.26.2011 15:45 USDJPY Buy 18.56 - - 82.05600 81.40600 -65.0 -14839.15 1d -0.64%
05.26.2011 07:55 05.26.2011 15:45 USDJPY Sell 55.68 - - 81.72800 81.42000 30.8 21062.93 7h 50m 0.91%
05.20.2011 10:01 05.24.2011 16:09 USDJPY Buy 18.51 - - 81.82900 82.16600 33.7 7578.76 4d 0.33%
05.20.2011 12:01 05.24.2011 16:09 USDJPY Sell 55.53 - - 81.50300 82.18000 -67.7 -45794.56 4d -1.97%
05.20.2011 17:11 05.24.2011 16:09 USDJPY Buy 111.06 - - 81.82900 82.16600 33.7 45472.55 3d 2.00%
05.23.2011 10:15 05.24.2011 16:09 USDJPY Sell 222.12 - - 81.50300 82.18000 -67.7 -183080.50 1d -7.89%

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  • 月分析报告
  • 2001
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  • 2004
  • 2005
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  • 2007
  • 2008
  • 2009
  • 2010
  • 2011


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10-y Bond Auction (16 min)
EMU: Construction Output grows 2% in April(3 min ago)
EURUSD 1.33878 GBPUSD 1.56204
USDJPY 95.065 USDCAD 1.02109
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