CSV      讨论 (6)      可定制分析
策略设置
OrderOptions "-------- ... LotsOptions "Set Lots ... Lots 0
MMOptions "Money Man... LotsPercent 50 TPOptions "-------- ...
MaxTakeProfit 300 MinTakeProfit 40 StopLoss 330
Files:
Forward test is not available.
  • 信息
  • 统计
  • 一般
  • 获利: +642578.24M%
  • 天: 0.48%
  • 每月: 15.31%
  • 资金回撤: 3.20%
  • 余额: $19277366.5K
  • 最高: (Sep 01) $19449904.7K
  • 利润: $19277366458.88
  • 入金: $3.00
  • 测试开始:May 17, 2000
  • 测试结束:Sep 03, 2010
  • 时限:15 Minutes
  • 模型类型:Every Tick
  • 新增:Jan 31 2011 at 07:28
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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: 5885
盈利的:
点: 22670.3
平均获利: 5.44 pips / $4788620.60
平均损失 -34.11 pips / -$32938776.66
手: 526,467,554.18
委员会: 0
成功的做多交易: (2552/2685) 95%
成功的做空交易: (3097/3200) 96%
最佳交易($): (Apr 23) 30009699.90
最差交易($): (Dec 19) -35149648.50
最好的交易(按照点数计算) (Dec 11) 30.0
最坏的交易(点数) (Aug 30) -34.4
平均持仓时间: 1h 23m
利润因子: 3.48
标准差: $7967828.07
夏普比率: 0.2800
Z评分 (概率): -6.54 (99.99%)
期待: 3.9 点 / $3275678.24
AHPR: 0.39%
GHPR: 0.38%
货币 多头 空头
交易 利润 交易 利润 交易 利润 成功 (%) 损失 (%)
GBPUSD 2685 8994.3 7635809387.58 3200 13676.0 11641557071.28 5885 22670.3 19277366458.86 5649 (96%) 236 (4%)
交易活动 (5885)
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
09.03.2010 22:00 09.03.2010 22:57 GBPUSD Sell 99999.00 1.54964 1.54320 1.54620 1.54579 4.1 4099959.00 57m 0.02%
09.02.2010 22:18 09.02.2010 23:24 GBPUSD Sell 99999.00 1.54359 1.53715 1.54015 1.53973 4.2 4199958.00 1h 6m 0.02%
08.31.2010 23:17 08.31.2010 23:22 GBPUSD Sell 99999.00 1.53894 1.53250 1.53550 1.53509 4.1 4099959.00 5m 0.02%
08.30.2010 22:21 08.30.2010 22:39 GBPUSD Buy 99999.00 1.54224 1.54868 1.54568 1.54609 4.1 4099959.00 18m 0.02%
08.30.2010 00:31 08.30.2010 00:39 GBPUSD Sell 99999.00 1.55689 1.55045 1.55345 1.55304 4.1 4099959.00 8m 0.02%
08.30.2010 00:02 08.30.2010 00:04 GBPUSD Sell 99999.00 1.55626 1.54982 1.55282 1.55235 4.7 4699953.00 2m 0.02%
08.30.2010 00:00 08.30.2010 00:02 GBPUSD Sell 99999.00 1.55685 1.55041 1.55341 1.55292 4.9 4899951.00 2m 0.03%
08.26.2010 23:50 08.27.2010 02:31 GBPUSD Buy 99999.00 1.54896 1.55540 1.55240 1.55283 4.3 4309956.90 2h 41m 0.02%
08.25.2010 23:23 08.26.2010 04:41 GBPUSD Sell 99999.00 1.54989 1.54345 1.54645 1.54989 -34.4 -35149648.50 5h 18m -0.18%
08.24.2010 22:57 08.24.2010 23:06 GBPUSD Buy 99999.00 1.53602 1.54246 1.53946 1.53989 4.3 4299957.00 9m 0.02%
08.24.2010 22:10 08.24.2010 22:57 GBPUSD Buy 99999.00 1.53933 1.54577 1.54277 1.53933 -34.4 -34399656.00 47m -0.18%
08.23.2010 23:28 08.24.2010 03:22 GBPUSD Buy 99999.00 1.54747 1.55391 1.55091 1.54747 -34.4 -34389656.10 3h 54m -0.18%
08.23.2010 00:22 08.23.2010 01:09 GBPUSD Sell 99999.00 1.55784 1.55140 1.55440 1.55399 4.1 4099959.00 47m 0.02%
08.23.2010 00:10 08.23.2010 00:16 GBPUSD Sell 99999.00 1.55772 1.55128 1.55428 1.55386 4.2 4199958.00 6m 0.02%
08.20.2010 22:10 08.20.2010 22:31 GBPUSD Sell 99999.00 1.55742 1.55098 1.55398 1.55354 4.4 4399956.00 21m 0.02%
08.20.2010 00:53 08.20.2010 02:32 GBPUSD Buy 99999.00 1.55445 1.56089 1.55789 1.55836 4.7 4699953.00 1h 39m 0.02%
08.18.2010 22:19 08.18.2010 23:09 GBPUSD Buy 99999.00 1.55617 1.56261 1.55961 1.56003 4.2 4199958.00 50m 0.02%
08.17.2010 23:08 08.17.2010 23:19 GBPUSD Sell 99999.00 1.56197 1.55553 1.55853 1.55811 4.2 4199958.00 11m 0.02%
08.17.2010 23:00 08.17.2010 23:05 GBPUSD Sell 99999.00 1.56198 1.55554 1.55854 1.55807 4.7 4699953.00 5m 0.02%
08.13.2010 00:45 08.13.2010 04:37 GBPUSD Sell 99999.00 1.56184 1.55540 1.55840 1.56184 -34.4 -34399656.00 3h 52m -0.18%

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EURUSD 1.29328 GBPUSD 1.51194
USDJPY 101.25 USDCAD 1.03196
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