Strategy Tester Report 1 34-MetaTrader 4 Demo Server (Build 211)

商品	GBPUSD (Great Britain Dollar vs. United States Dollar)
时间周期	日线图 2007.11.01 00:00 - 2007.11.08 00:00 (2007.11.01 - 2007.11.08)
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	TakeProfit=400; Lots=0.1; TrailingStop=30; Stops=10; MAPeriod=21; TimeframeCurrent=1; TimeframePrevious=11;
经测试过的柱数	1006	用于复盘的即时价数量	1206	复盘模型的质量	n/a
Mismatched charts errors	0
起始资金
起始资金	10000.00
总净盈利	688.53	总获利	818.02	总亏损	-129.49
盈利比	6.32	预期盈利	24.59
绝对亏损	28.00	最大亏损	45.00 (0.45%)	相对亏损	0.45% (45.00)
交易单总计
交易单总计	28	卖单 (获利百分比)	0 (0.00%)	买单 (获利百分比)	28 (64.29%)
	盈利交易(占总百分比)	盈利交易(占总百分比)	18 (64.29%)	亏损交易(占总百分比)	10 (35.71%)
最大:	获利交易	127.00	亏损交易	-14.00
平均:	获利交易	45.45	亏损交易	-12.95
最大:	连续获利金额	6 (325.00)	连续亏损金额	2 (-28.00)
最多:	连续获利次数	325.00 (6)	连续亏损次数	-28.00 (2)
平均:	连续获利	2	连续亏损	1

[tr=#c0c0c0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0][tr=#e0e0e0]

#	时间	类型	定单	手数	价位	止损	获利	获利	余额
1	2007.11.01 00:00	buy	1	0.10	2.0799	2.0785	2.1199
2
2	2007.11.01 04:40	s/l	1	0.10	2.0785	2.0785	2.1199	-14.00	9986.00
3	2007.11.01 04:40	buy	2	0.10	2.0784	2.0770	2.1184
4
4	2007.11.01 08:40	s/l	2	0.10	2.0770	2.0770	2.1184	-14.00	9972.00
5	2007.11.01 08:40	buy	3	0.10	2.0772	2.0758	2.1172
6
6	2007.11.01 10:00	modify	3	0.10	2.0772	2.0779	2.1172
7
7	2007.11.01 12:40	s/l	3	0.10	2.0779	2.0779	2.1172	7.00	9979.00
8	2007.11.01 12:40	buy	4	0.10	2.0757	2.0743	2.1157
9
9	2007.11.01 13:20	modify	4	0.10	2.0757	2.0820	2.1157
10
10	2007.11.01 14:40	s/l	4	0.10	2.0820	2.0820	2.1157	63.00	10042.00
11	2007.11.01 14:40	buy	5	0.10	2.0780	2.0766	2.1180
12
12	2007.11.01 14:40	modify	5	0.10	2.0780	2.0800	2.1180
13
13	2007.11.01 16:40	modify	5	0.10	2.0780	2.0843	2.1180
14
14	2007.11.01 18:00	s/l	5	0.10	2.0843	2.0843	2.1180	63.00	10105.00
15	2007.11.01 18:00	buy	6	0.10	2.0784	2.0770	2.1184
16
16	2007.11.01 18:40	modify	6	0.10	2.0784	2.0818	2.1184
17
17	2007.11.01 20:40	s/l	6	0.10	2.0818	2.0818	2.1184	34.00	10139.00
18	2007.11.01 20:40	buy	7	0.10	2.0801	2.0787	2.1201
19
19	2007.11.01 21:20	s/l	7	0.10	2.0787	2.0787	2.1201	-14.00	10125.00
20	2007.11.01 21:20	buy	8	0.10	2.0781	2.0767	2.1181
21
21	2007.11.01 22:40	modify	8	0.10	2.0781	2.0821	2.1181
22
22	2007.11.01 23:59	s/l	8	0.10	2.0821	2.0821	2.1181	40.00	10165.00
23	2007.11.01 23:59	buy	9	0.10	2.0804	2.0790	2.1204
24
24	2007.11.02 00:40	s/l	9	0.10	2.0790	2.0790	2.1204	-13.49	10151.51
25	2007.11.02 00:40	buy	10	0.10	2.0768	2.0754	2.1168
26
26	2007.11.02 02:40	modify	10	0.10	2.0768	2.0773	2.1168
27
27	2007.11.02 04:40	s/l	10	0.10	2.0773	2.0773	2.1168	5.00	10156.51
28	2007.11.02 04:40	buy	11	0.10	2.0775	2.0761	2.1175
29
29	2007.11.02 06:00	modify	11	0.10	2.0775	2.0777	2.1175
30
30	2007.11.02 08:40	modify	11	0.10	2.0775	2.0799	2.1175
31
31	2007.11.02 09:20	modify	11	0.10	2.0775	2.0824	2.1175
32
32	2007.11.02 10:00	s/l	11	0.10	2.0824	2.0824	2.1175	49.00	10205.51
33	2007.11.02 10:00	buy	12	0.10	2.0791	2.0777	2.1191
34
34	2007.11.02 10:40	s/l	12	0.10	2.0777	2.0777	2.1191	-14.00	10191.51
35	2007.11.02 10:40	buy	13	0.10	2.0773	2.0759	2.1173
36
36	2007.11.02 10:40	modify	13	0.10	2.0773	2.0817	2.1173
37
37	2007.11.02 12:40	modify	13	0.10	2.0773	2.0838	2.1173
38
38	2007.11.02 13:20	s/l	13	0.10	2.0838	2.0838	2.1173	65.00	10256.51
39	2007.11.02 13:20	buy	14	0.10	2.0807	2.0793	2.1207
40
40	2007.11.02 14:00	s/l	14	0.10	2.0793	2.0793	2.1207	-14.00	10242.51
41	2007.11.02 14:00	buy	15	0.10	2.0790	2.0776	2.1190
42
42	2007.11.02 18:40	modify	15	0.10	2.0790	2.0864	2.1190
43
43	2007.11.02 22:00	modify	15	0.10	2.0790	2.0865	2.1190
44
44	2007.11.05 00:40	s/l	15	0.10	2.0865	2.0865	2.1190	75.51	10318.02
45	2007.11.05 00:40	buy	16	0.10	2.0868	2.0854	2.1268
46
46	2007.11.05 08:40	s/l	16	0.10	2.0854	2.0854	2.1268	-14.00	10304.02
47	2007.11.05 08:40	buy	17	0.10	2.0807	2.0793	2.1207
48
48	2007.11.05 10:00	modify	17	0.10	2.0807	2.0863	2.1207
49
49	2007.11.05 10:40	s/l	17	0.10	2.0863	2.0863	2.1207	56.00	10360.02
50	2007.11.05 10:40	buy	18	0.10	2.0815	2.0801	2.1215
51
51	2007.11.05 14:40	s/l	18	0.10	2.0801	2.0801	2.1215	-14.00	10346.02
52	2007.11.05 14:40	buy	19	0.10	2.0785	2.0771	2.1185
53
53	2007.11.05 16:40	modify	19	0.10	2.0785	2.0790	2.1185
54
54	2007.11.05 18:40	s/l	19	0.10	2.0790	2.0790	2.1185	5.00	10351.02
55	2007.11.05 18:40	buy	20	0.10	2.0790	2.0776	2.1190
56
56	2007.11.06 04:40	modify	20	0.10	2.0790	2.0820	2.1190
57
57	2007.11.06 05:20	s/l	20	0.10	2.0820	2.0820	2.1190	30.51	10381.53
58	2007.11.07 00:00	buy	21	0.10	2.0881	2.0867	2.1281
59
59	2007.11.07 01:20	s/l	21	0.10	2.0867	2.0867	2.1281	-14.00	10367.53
60	2007.11.07 01:20	buy	22	0.10	2.0863	2.0849	2.1263
61
61	2007.11.07 05:20	modify	22	0.10	2.0863	2.0917	2.1263
62
62	2007.11.07 06:00	s/l	22	0.10	2.0917	2.0917	2.1263	54.00	10421.53
63	2007.11.07 06:00	buy	23	0.10	2.0881	2.0867	2.1281
64
64	2007.11.07 06:40	modify	23	0.10	2.0881	2.0895	2.1281
65
65	2007.11.07 06:40	modify	23	0.10	2.0881	2.0914	2.1281
66
66	2007.11.07 08:00	modify	23	0.10	2.0881	2.0915	2.1281
67
67	2007.11.07 08:40	modify	23	0.10	2.0881	2.1008	2.1281
68
68	2007.11.07 09:20	s/l	23	0.10	2.1008	2.1008	2.1281	127.00	10548.53
69	2007.11.07 09:20	buy	24	0.10	2.0933	2.0919	2.1333
70
70	2007.11.07 10:00	modify	24	0.10	2.0933	2.0973	2.1333
71
71	2007.11.07 10:40	modify	24	0.10	2.0933	2.1006	2.1333
72
72	2007.11.07 12:00	modify	24	0.10	2.0933	2.1007	2.1333
73
73	2007.11.07 12:40	s/l	24	0.10	2.1007	2.1007	2.1333	74.00	10622.53
74	2007.11.07 12:40	buy	25	0.10	2.0989	2.0975	2.1389
75
75	2007.11.07 14:40	modify	25	0.10	2.0989	2.1040	2.1389
76
76	2007.11.07 16:40	s/l	25	0.10	2.1040	2.1040	2.1389	51.00	10673.53
77	2007.11.07 16:40	buy	26	0.10	2.1030	2.1016	2.1430
78
78	2007.11.07 18:40	modify	26	0.10	2.1030	2.1031	2.1430
79
79	2007.11.07 20:40	s/l	26	0.10	2.1031	2.1031	2.1430	1.00	10674.53
80	2007.11.07 20:40	buy	27	0.10	2.1005	2.0991	2.1405
81
81	2007.11.07 22:00	modify	27	0.10	2.1005	2.1020	2.1405
82
82	2007.11.07 22:40	modify	27	0.10	2.1005	2.1023	2.1405
83
83	2007.11.07 23:59	s/l	27	0.10	2.1023	2.1023	2.1405	18.00	10692.53
84	2007.11.07 23:59	buy	28	0.10	2.1023	2.1009	2.1423
85
85	2007.11.07 23:59	close at stop	28	0.10	2.1019	2.1009	2.1423	-4.00	10688.53

:lol :lol :lol

基于最近的小一级时段内的12个控制点的分形插值计算…… 好深奥……

能不能发上来试试，盈利就是好东东。