Strategy Tester Report
BSLT - 2
CoreLiquidity-Demo (Build 840)
| 交易品种 | EURUSD (Euro vs US Dollar) | ||||
| 时间周期 | 1 小时图 2015.06.01 00:00 - 2015.07.07 22:00 (2015.06.01 - 2015.07.08) | ||||
| 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 | PendLimitLot=0.01; PendStopLots=0.03; TakeProfit=300; StopLoss=600; Distance=300; | ||||
| 经测试过的柱数 | 1647 | 用于复盘的即时价数量 | 17186 | 复盘模型的质量 | n/a |
| 输入图表错误 | 20 | ||||
| 起始资金 | 10000.00 | 点差 | 30 | ||
| 总净盈利 | 96.00 | 总获利 | 156.00 | 总亏损 | -60.00 |
| 盈利比 | 2.60 | 预期盈利 | 6.86 | ||
| 绝对亏损 | 73.92 | 最大亏损 | 99.77 (1.00%) | 相对亏损 | 1.00% (99.77) |
| 交易单总计 | 14 | 卖单 (%获利百分比) | 7 (57.14%) | 买单 (%获利百分比) | 7 (71.43%) |
| 盈利交易(%占总百分比) | 9 (64.29%) | 亏损交易(%占总百分比) | 5 (35.71%) | ||
| 最大: | 获利交易 | 72.00 | 亏损交易 | -36.00 | |
| 平均 | 获利交易 | 17.33 | 亏损交易 | -12.00 | |
| 最大: | 连续获利金额 | 3 (111.00) | 连续亏损金额 | 1 (-36.00) | |
| 最多: | 连续获利次数 | 111.00 (3) | 连续亏损次数 | -36.00 (1) | |
| 平均: | 连续获利 | 2 | 连续亏损 | 1 | |
| # | 时间 | 类型 | 订单 | 手数 | 价格 | 止损 | 获利 | 获利 | 余额 |
| 1 | 2015.06.01 00:00 | buy | 1 | 0.01 | 1.09822 | 1.09222 | 1.10122 | ||
| 2 | 2015.06.01 00:00 | sell | 2 | 0.01 | 1.09792 | 1.10392 | 1.09492 | ||
| 3 | 2015.06.01 00:02 | buy stop | 3 | 0.03 | 1.10092 | 1.09492 | 1.10392 | ||
| 4 | 2015.06.01 00:02 | sell limit | 4 | 0.01 | 1.10092 | 1.10692 | 1.09792 | ||
| 5 | 2015.06.01 00:02 | buy limit | 5 | 0.01 | 1.09522 | 1.08922 | 1.09822 | ||
| 6 | 2015.06.01 00:02 | sell stop | 6 | 0.03 | 1.09522 | 1.10122 | 1.09222 | ||
| 7 | 2015.06.01 02:50 | sell | 6 | 0.03 | 1.09522 | 1.10122 | 1.09222 | ||
| 8 | 2015.06.01 02:50 | delete | 3 | 0.03 | 1.10092 | 1.09492 | 1.10392 | ||
| 9 | 2015.06.01 02:50 | buy stop | 7 | 0.06 | 1.10092 | 1.09492 | 1.10392 | ||
| 10 | 2015.06.01 03:15 | t/p | 2 | 0.01 | 1.09492 | 1.10392 | 1.09492 | 3.00 | 10003.00 |
| 11 | 2015.06.01 03:15 | buy | 5 | 0.01 | 1.09522 | 1.08922 | 1.09822 | ||
| 12 | 2015.06.01 10:20 | s/l | 1 | 0.01 | 1.09222 | 1.09222 | 1.10122 | -6.00 | 9997.00 |
| 13 | 2015.06.01 10:20 | t/p | 6 | 0.03 | 1.09222 | 1.10122 | 1.09222 | 9.00 | 10006.00 |
| 14 | 2015.06.01 12:07 | s/l | 5 | 0.01 | 1.08922 | 1.08922 | 1.09822 | -6.00 | 10000.00 |
| 15 | 2015.06.02 13:10 | buy | 7 | 0.06 | 1.10092 | 1.09492 | 1.10392 | ||
| 16 | 2015.06.02 13:15 | sell | 4 | 0.01 | 1.10092 | 1.10692 | 1.09792 | ||
| 17 | 2015.06.02 13:15 | buy stop | 8 | 0.03 | 1.10392 | 1.09792 | 1.10692 | ||
| 18 | 2015.06.02 13:15 | sell limit | 9 | 0.01 | 1.10392 | 1.10992 | 1.10092 | ||
| 19 | 2015.06.02 13:15 | buy limit | 10 | 0.01 | 1.09792 | 1.09192 | 1.10092 | ||
| 20 | 2015.06.02 13:15 | sell stop | 11 | 0.03 | 1.09792 | 1.10392 | 1.09492 | ||
| 21 | 2015.06.02 13:15 | delete | 11 | 0.03 | 1.09792 | 1.10392 | 1.09492 | ||
| 22 | 2015.06.02 13:15 | sell stop | 12 | 0.12 | 1.09792 | 1.10392 | 1.09492 | ||
| 23 | 2015.06.02 13:20 | buy | 8 | 0.03 | 1.10392 | 1.09792 | 1.10692 | ||
| 24 | 2015.06.02 14:10 | t/p | 7 | 0.06 | 1.10392 | 1.09492 | 1.10392 | 18.00 | 10018.00 |
| 25 | 2015.06.02 14:10 | sell | 9 | 0.01 | 1.10392 | 1.10992 | 1.10092 | ||
| 26 | 2015.06.02 14:10 | delete | 12 | 0.12 | 1.09792 | 1.10392 | 1.09492 | ||
| 27 | 2015.06.02 14:10 | sell stop | 13 | 0.06 | 1.09792 | 1.10392 | 1.09492 | ||
| 28 | 2015.06.02 15:50 | s/l | 4 | 0.01 | 1.10692 | 1.10692 | 1.09792 | -6.00 | 10012.00 |
| 29 | 2015.06.02 16:02 | t/p | 8 | 0.03 | 1.10692 | 1.09792 | 1.10692 | 9.00 | 10021.00 |
| 30 | 2015.06.02 16:10 | s/l | 9 | 0.01 | 1.10992 | 1.10992 | 1.10092 | -6.00 | 10015.00 |
| 31 | 2015.06.29 00:30 | buy | 10 | 0.01 | 1.09792 | 1.09192 | 1.10092 | ||
| 32 | 2015.06.29 00:30 | sell | 13 | 0.06 | 1.09792 | 1.10392 | 1.09492 | ||
| 33 | 2015.06.29 00:30 | buy stop | 14 | 0.03 | 1.10092 | 1.09492 | 1.10392 | ||
| 34 | 2015.06.29 00:30 | sell limit | 15 | 0.01 | 1.10092 | 1.10692 | 1.09792 | ||
| 35 | 2015.06.29 00:30 | buy limit | 16 | 0.01 | 1.09492 | 1.08892 | 1.09792 | ||
| 36 | 2015.06.29 00:30 | sell stop | 17 | 0.03 | 1.09492 | 1.10092 | 1.09192 | ||
| 37 | 2015.06.29 00:30 | delete | 14 | 0.03 | 1.10092 | 1.09492 | 1.10392 | ||
| 38 | 2015.06.29 00:30 | buy stop | 18 | 0.12 | 1.10092 | 1.09492 | 1.10392 | ||
| 39 | 2015.06.29 01:20 | t/p | 10 | 0.01 | 1.10092 | 1.09192 | 1.10092 | 3.00 | 10018.00 |
| 40 | 2015.06.29 01:20 | sell | 15 | 0.01 | 1.10092 | 1.10692 | 1.09792 | ||
| 41 | 2015.06.29 01:20 | buy | 18 | 0.12 | 1.10092 | 1.09492 | 1.10392 | ||
| 42 | 2015.06.29 01:20 | delete | 17 | 0.03 | 1.09492 | 1.10092 | 1.09192 | ||
| 43 | 2015.06.29 01:20 | sell stop | 19 | 0.24 | 1.09492 | 1.10092 | 1.09192 | ||
| 44 | 2015.06.29 02:50 | t/p | 15 | 0.01 | 1.09792 | 1.10692 | 1.09792 | 3.00 | 10021.00 |
| 45 | 2015.06.29 09:20 | s/l | 13 | 0.06 | 1.10392 | 1.10392 | 1.09492 | -36.00 | 9985.00 |
| 46 | 2015.06.29 09:20 | t/p | 18 | 0.12 | 1.10392 | 1.09492 | 1.10392 | 36.00 | 10021.00 |
| 47 | 2015.07.07 13:33 | sell | 19 | 0.24 | 1.09492 | 1.10092 | 1.09192 | ||
| 48 | 2015.07.07 13:33 | buy stop | 20 | 0.48 | 1.10092 | 1.09492 | 1.10392 | ||
| 49 | 2015.07.07 13:40 | buy | 16 | 0.01 | 1.09492 | 1.08892 | 1.09792 | ||
| 50 | 2015.07.07 13:59 | t/p | 16 | 0.01 | 1.09792 | 1.08892 | 1.09792 | 3.00 | 10024.00 |
| 51 | 2015.07.07 15:37 | t/p | 19 | 0.24 | 1.09192 | 1.10092 | 1.09192 | 72.00 | 10096.00 |