Twins Grid System_trend strategy 战略 |Myfxbook

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策略设置

commX0	""	commX1	""	commX2	"--- Syste...
eaMagic	888	eaComment	""	enableDisplay	true
useGridsA	true	useGridsB	false	gridsDepth	1
allottedMoneyInCurrency	1000	allottedMoneyInPercentage	100	fixedLots	0.01
lotsPerWan	0.1	maxLotsPerOrder	0	trailingStepInPips	3
pipsMarketEffect	3	maxProfitInPercentage	6	maxLossInPercentage	0
maxProfitInCurrency	0	maxLossInCurrency	0	maxFloatPipsToKillAll	900
killAllNow	false	minutesWakeUpSinceTakeProfit	600	minutesWakeUpSinceStopLoss	600
minutesWakeUpInOtherCase	1440	cciPeriod	18	cciUpper	50
cciLower	-50	commX3	" Paramete...	enableBuyLimitsA	true
pipsAreaUpperBuyLimitsA	1000	pipsAreaLowerBuyLimitsA	1000	pipsActivateBuyLimitsA	0
lossLimitPauseBuyLimitsA	1	pipsIntervalPricesBuyLimitsA	25	pipsIntervalGridsBuyLimitsA	50
takeProfitInPipsBuyLimitsA	0	stopLossInPipsBuyLimitsA	150	pipsActivateProtectBuyLimitsA	90
pipsFixedProtectBuyLimitsA	10	pipsTrailingProtectBuyLimitsA	60	killAllNowBuyLimitsA	false
pipsKillAllBuyLimitsA	0	multipleOfFirstLotsBuyLimitsA	1	growthBuyLimitsA	0
useLotsOfOrdinalZeroForModeByStepBuyLimitsA	false	useTrendUpFilterBuyLimitsA	false	useTrendDownFilterBuyLimitsA	true
useTrendNoneFilterBuyLimitsA	false	enableSellLimitsA	true	pipsAreaUpperSellLimitsA	1000
pipsAreaLowerSellLimitsA	1000	pipsActivateSellLimitsA	0	lossLimitPauseSellLimitsA	1
pipsIntervalPricesSellLimitsA	25	pipsIntervalGridsSellLimitsA	50	takeProfitInPipsSellLimitsA	0
stopLossInPipsSellLimitsA	150	pipsActivateProtectSellLimitsA	90	pipsFixedProtectSellLimitsA	10
pipsTrailingProtectSellLimitsA	60	killAllNowSellLimitsA	false	pipsKillAllSellLimitsA	0
multipleOfFirstLotsSellLimitsA	1	growthSellLimitsA	0	useLotsOfOrdinalZeroForModeByStepSellLimitsA	false
useTrendUpFilterSellLimitsA	true	useTrendDownFilterSellLimitsA	false	useTrendNoneFilterSellLimitsA	false
enableBuyStopsA	true	pipsAreaUpperBuyStopsA	1000	pipsAreaLowerBuyStopsA	1000
pipsActivateBuyStopsA	0	lossLimitPauseBuyStopsA	0	pipsIntervalPricesBuyStopsA	25
pipsIntervalGridsBuyStopsA	50	takeProfitInPipsBuyStopsA	0	stopLossInPipsBuyStopsA	150
pipsActivateProtectBuyStopsA	90	pipsFixedProtectBuyStopsA	10	pipsTrailingProtectBuyStopsA	60
killAllNowBuyStopsA	false	pipsKillAllBuyStopsA	0	multipleOfFirstLotsBuyStopsA	1
growthBuyStopsA	1	useLotsOfOrdinalZeroForModeByStepBuyStopsA	false	useTrendUpFilterBuyStopsA	false
useTrendDownFilterBuyStopsA	true	useTrendNoneFilterBuyStopsA	true	enableSellStopsA	true
pipsAreaUpperSellStopsA	1000	pipsAreaLowerSellStopsA	1000	pipsActivateSellStopsA	0
lossLimitPauseSellStopsA	0	pipsIntervalPricesSellStopsA	25	pipsIntervalGridsSellStopsA	50
takeProfitInPipsSellStopsA	0	stopLossInPipsSellStopsA	150	pipsActivateProtectSellStopsA	90
pipsFixedProtectSellStopsA	10	pipsTrailingProtectSellStopsA	60	killAllNowSellStopsA	false
pipsKillAllSellStopsA	0	multipleOfFirstLotsSellStopsA	1	growthSellStopsA	1
useLotsOfOrdinalZeroForModeByStepSellStopsA	false	useTrendUpFilterSellStopsA	true	useTrendDownFilterSellStopsA	false
useTrendNoneFilterSellStopsA	true	commX4	" Paramete...	enableBuyLimitsB	true
pipsAreaUpperBuyLimitsB	1000	pipsAreaLowerBuyLimitsB	1000	pipsActivateBuyLimitsB	0
lossLimitPauseBuyLimitsB	8	pipsIntervalPricesBuyLimitsB	15	pipsIntervalGridsBuyLimitsB	30
takeProfitInPipsBuyLimitsB	300	stopLossInPipsBuyLimitsB	150	pipsActivateProtectBuyLimitsB	90
pipsFixedProtectBuyLimitsB	10	pipsTrailingProtectBuyLimitsB	60	killAllNowBuyLimitsB	false
pipsKillAllBuyLimitsB	0	multipleOfFirstLotsBuyLimitsB	1	growthBuyLimitsB	0
useLotsOfOrdinalZeroForModeByStepBuyLimitsB	false	useTrendUpFilterBuyLimitsB	false	useTrendDownFilterBuyLimitsB	false
useTrendNoneFilterBuyLimitsB	false	enableSellLimitsB	true	pipsAreaUpperSellLimitsB	1000
pipsAreaLowerSellLimitsB	1000	pipsActivateSellLimitsB	0	lossLimitPauseSellLimitsB	8
pipsIntervalPricesSellLimitsB	15	pipsIntervalGridsSellLimitsB	15	takeProfitInPipsSellLimitsB	300
stopLossInPipsSellLimitsB	150	growthSellLimitsB	0
More
Files: Forward test: Twins Grid System TwinsGridSystem_Jm.zip

信息
统计
一般

获利: +7043.43%
天: 0.59%
每月: 19.23%
资金回撤: 60.21%
余额: $71.4K
最高: (Dec 23) $76.7K
利润: $70434.30
入金: $1000.00
测试开始:Jan 02, 2015
测试结束:Dec 30, 2016
时限:5 Minutes
模型类型:Every Tick
新增:Feb 18 2017 at 13:37

Chart
增长率
余额
利润

交易:	2068
盈利的:
点:	54059.2
平均获利:	121.11 pips / $189.66
平均损失	-148.30 pips / -$251.75
手:	382.08
委员会:	0

成功的做多交易:	(578/929) 62%
成功的做空交易:	(761/1139) 66%
最佳交易($):	(Oct 07) 4121.51
最差交易($):	(Dec 30) -1038.42
最好的交易（按照点数计算）	(Oct 07) 914.4
最坏的交易（点数）	(Jan 02) -150.0
平均持仓时间:	2d

利润因子:	1.38
标准差:	$432.27
夏普比率:	0.1000
Z评分 (概率):	-16.12 (99.99%)
期待:	26.1 点 / $34.06
AHPR:	0.23%
GHPR:	0.21%

货币	多头	空头	总
	交易	点	利润	交易	点	利润	交易	点	利润	成功 (%)	损失 (%)
GBPJPY	929	6764.4	33481.53	1139	47294.8	36952.39	2068	54059.2	70433.92	1339 (65%)	729 (35%)

交易活动 (2068)

开仓时间	平仓日期	货币对	行动	手	止损	TP	开盘价	平仓价格	点	利润	时间	更改
12.30.2016 09:47	12.30.2016 23:58	GBPJPY	Sell	0.77	145.07800	-	143.57800	144.49300	-91.5	-633.74	14h 11m	-0.89%
12.30.2016 21:11	12.30.2016 23:58	GBPJPY	Buy	0.77	142.33500	-	143.83500	144.46300	62.8	419.07	2h 47m	0.59%
12.30.2016 17:41	12.30.2016 23:58	GBPJPY	Buy	0.77	142.83500	-	144.33500	144.46300	12.8	77.81	6h 17m	0.11%
12.30.2016 08:03	12.30.2016 23:58	GBPJPY	Buy	0.77	143.43500	-	143.33500	144.46300	112.8	760.32	15h 55m	1.08%
12.30.2016 14:37	12.30.2016 23:58	GBPJPY	Buy	0.77	142.73100	-	144.23100	144.46300	23.2	148.79	9h 21m	0.21%
12.29.2016 01:00	12.30.2016 16:40	GBPJPY	Sell	0.77	144.57800	-	143.07800	144.57800	-150.0	-1034.22	1d	-1.44%
12.28.2016 21:19	12.30.2016 16:40	GBPJPY	Sell	0.77	144.57800	-	143.07800	144.57800	-150.0	-1038.42	1d	-1.43%
12.29.2016 21:05	12.30.2016 14:17	GBPJPY	Sell	0.77	144.07800	-	142.57800	144.07800	-150.0	-1034.22	17h 12m	-1.40%
12.29.2016 08:43	12.30.2016 14:17	GBPJPY	Sell	0.77	144.07800	-	142.57800	144.07800	-150.0	-1034.22	1d	-1.38%
12.23.2016 23:10	12.30.2016 11:04	GBPJPY	Sell	0.77	143.97800	-	144.07800	143.97800	10.0	48.86	6d	0.07%
12.28.2016 10:29	12.30.2016 11:04	GBPJPY	Sell	0.77	143.97800	-	144.07800	143.97800	10.0	53.07	2d	0.07%
12.27.2016 14:14	12.30.2016 05:19	GBPJPY	Sell	0.77	143.47800	-	143.57800	143.47800	10.0	51.67	2d	0.07%
12.28.2016 14:34	12.29.2016 17:57	GBPJPY	Buy	0.77	142.33500	-	143.83500	142.33500	-150.0	-1032.90	1d	-1.36%
12.28.2016 09:53	12.29.2016 00:23	GBPJPY	Buy	0.77	142.83500	-	144.33500	142.83500	-150.0	-1032.91	14h 30m	-1.35%
12.19.2016 11:34	12.23.2016 10:28	GBPJPY	Sell	0.72	146.46600	-	146.56600	144.13200	243.4	1535.81	3d	2.21%
12.19.2016 18:34	12.23.2016 10:28	GBPJPY	Sell	0.72	146.47100	-	144.97100	144.13200	83.9	518.40	3d	0.70%
12.20.2016 11:21	12.23.2016 10:28	GBPJPY	Sell	0.72	145.96600	-	146.06600	144.13200	193.4	1218.18	2d	1.62%
12.19.2016 15:18	12.23.2016 10:28	GBPJPY	Sell	0.72	144.96600	-	145.06600	144.13200	93.4	578.99	3d	0.80%
12.22.2016 17:56	12.23.2016 10:28	GBPJPY	Sell	0.72	146.06600	-	144.56600	144.13200	43.4	266.60	16h 32m	0.36%
12.20.2016 12:46	12.23.2016 10:28	GBPJPY	Sell	0.72	145.46600	-	145.56600	144.13200	143.4	899.24	2d	1.21%

以前的 1 2 3 4 5 .. 104 下一步

月分析报告
2015
2016

All performance claims found on Myfxbook about strategies must be regarded as hypothetical. Use of Myfxbook to offer or subscribe to a strategy indicates you agree to our 合作条款. Before using any strategiy listed on Myfxbook you should be aware that there is often a vast difference between hypothetical results and real-life trading results achievable in a real brokerage account, and real-live results are almost always vastly worse than hypothetical results. Performance results for strategies listed on Myfxbook do not take into account fees, spreads and/or trading commissions that may be charged by your broker. Please consult with your broker for information on these costs. Additional information on how Myfxbook calculates performance data can be found on the Myfxbook 帮助 page.

Loss Size	100%	90%	80%	70%	60%	50%	40%	30%	20%	10%
损失概率	<0.01%	<0.01%	<0.01%	<0.01%	<0.01%	<0.01%	<0.01%	0.01%	0.3%	6.48%
连续亏损的交易	284	255	227	199	170	142	114	85	57	28

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