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策略设置
magic_number 9901440 custom_balance false balance 100000
ema_filter false ema_period 60 ema_tf 5
auto_tf_settings false auto_trade_at_cross true trade_at_the_cross_only false
parabolic_sar "parabolic... open_with_tc true close_with_tc false
use_tc_hedge true psar 0.0035 max 0.1
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Forward test: Gold Digger 02
  • 信息
  • 统计
  • 一般
  • 获利: +17323.82%
  • 天: 0.17%
  • 每月: 5.2%
  • 资金回撤: 73.37%
  • 余额: $17423.8K
  • 最高: (Apr 20) $17672.8K
  • 利润: $17323820.63
  • 入金: $100000.00
  • 测试开始:Jan 01, 2007
  • 测试结束:May 15, 2015
  • 时限:1 Day
  • 模型类型:Every Tick
  • 新增:Jun 24 2016 at 23:40
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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: 15591
盈利的:
点: 1937363.0
平均获利: 1114.91 pips / $12857.17
平均损失 -1827.03 pips / -$22025.18
手: 282,882.74
委员会: 0
成功的做多交易: (4011/7123) 56%
成功的做空交易: (6330/8468) 74%
最佳交易($): (Apr 06) 161743.44
最差交易($): (Apr 25) -174124.39
最好的交易(按照点数计算) (Apr 25) 8757.0
最坏的交易(点数) (Aug 09) -13035.0
平均持仓时间: 2d
利润因子: 1.15
标准差: $26751.14
夏普比率: 0.0000
Z评分 (概率): -100.06 (99.99%)
期待: 124.3 点 / $1111.14
AHPR: 0.03%
GHPR: 0.03%
货币 多头 空头
交易 利润 交易 利润 交易 利润 成功 (%) 损失 (%)
XAUUSD 7123 -324708.0 -14322478.54 8468 2262071.0 31646297.87 15591 1937363.0 17323819.33 10341 (66%) 5250 (34%)
交易活动 (15591)
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
05.15.2015 14:00 05.15.2015 20:59 XAUUSD Sell 52.19 - - 1219.66000 1224.19000 -453.0 -21477.17 6h 59m -0.12%
05.13.2015 13:49 05.15.2015 20:59 XAUUSD Buy 52.19 - - 1210.42000 1223.69000 1327.0 62720.52 2d 0.36%
05.15.2015 17:30 05.15.2015 20:59 XAUUSD Sell 52.19 - - 1225.84000 1224.19000 165.0 7822.81 3h 29m 0.04%
05.15.2015 14:00 05.15.2015 20:59 XAUUSD Sell 52.19 - - 1219.45000 1224.19000 -474.0 -22472.81 6h 59m -0.13%
05.04.2015 13:00 05.13.2015 13:49 XAUUSD Sell 51.68 - - 1188.68000 1210.47000 -2179.0 -102289.69 9d -0.60%
05.05.2015 11:17 05.13.2015 13:49 XAUUSD Buy 51.68 - - 1191.22000 1209.97000 1875.0 87628.34 8d 0.51%
05.07.2015 12:30 05.13.2015 13:49 XAUUSD Sell 51.68 - - 1179.87000 1210.47000 -3060.0 -143646.83 6d -0.85%
05.07.2015 12:30 05.13.2015 13:49 XAUUSD Sell 51.68 - - 1179.93000 1210.47000 -3054.0 -143365.17 6d -0.84%
05.07.2015 12:30 05.13.2015 13:49 XAUUSD Sell 51.68 - - 1179.96000 1210.47000 -3051.0 -143224.34 6d -0.82%
05.05.2015 11:17 05.13.2015 13:49 XAUUSD Buy 51.68 - - 1191.07000 1209.97000 1890.0 88332.62 8d 0.52%
05.05.2015 11:17 05.13.2015 13:49 XAUUSD Buy 51.68 - - 1191.17000 1209.97000 1880.0 87863.10 8d 0.51%
05.05.2015 11:17 05.13.2015 13:49 XAUUSD Buy 51.68 - - 1191.12000 1209.97000 1885.0 88097.86 8d 0.52%
05.07.2015 12:30 05.13.2015 13:49 XAUUSD Sell 51.68 - - 1179.96000 1210.47000 -3051.0 -143224.34 6d -0.87%
05.07.2015 06:44 05.13.2015 13:49 XAUUSD Buy 51.68 - - 1185.37000 1209.97000 2460.0 115298.50 6d 0.66%
05.12.2015 10:08 05.13.2015 13:49 XAUUSD Buy 51.68 - - 1195.19000 1209.97000 1478.0 69344.14 1d 0.42%
05.07.2015 12:30 05.13.2015 13:49 XAUUSD Sell 51.68 - - 1179.92000 1210.47000 -3055.0 -143412.11 6d -0.86%
05.07.2015 12:30 05.13.2015 13:49 XAUUSD Sell 51.68 - - 1180.07000 1210.47000 -3040.0 -142707.96 6d -0.82%
05.12.2015 10:08 05.13.2015 13:49 XAUUSD Buy 51.68 - - 1192.78000 1209.97000 1719.0 80659.56 1d 0.49%
05.12.2015 10:08 05.13.2015 13:49 XAUUSD Buy 51.68 - - 1194.78000 1209.97000 1519.0 71269.17 1d 0.43%
04.30.2015 13:31 05.13.2015 13:49 XAUUSD Sell 51.68 - - 1184.25000 1210.47000 -2622.0 -123085.62 13d -0.71%

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Adjusted Merchandise Trade Balance (4h 47min)
Buffett’s Berkshire stock having best da...(3 min ago)
EURUSD 1.16455 GBPUSD 1.30612
USDJPY 112.853 USDCAD 1.31761

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