Strategy Tester Report
Boss Ea Full Version
Tickmill-Live04 (Build 1380)
交易品种 | EURCHF (Euro vs Swiss Franc) |
时间周期 | 15 分钟图 2023.07.04 02:15 - 2023.07.31 23:45 (2022.01.01 - 2023.08.01) |
复盘模型 | 每个即时价格(基于所有可利用的最小时段的每一个价格的分形插值计算) |
参数 | _Notification_for_place_="M15-EURGPB,EURCHF,GBPCHF,USDCAD only!"; ManyManagment_0_100=10; MaxSpread=50; GMT_offset=1; MagicNumber=543210; WriteLog=true;
WriteDebugLog=false;
PrintLogOnChart=true;
|
|
经测试过的柱数 | 2012 | 用于复盘的即时价数量 | 944297 | 复盘模型的质量 | 85.53% |
输入图表错误 | 0 | | | | |
|
起始资金 | 1000.00 | | | 点差 | 当前 (5) |
总净盈利 | 813.06 | 总获利 | 865.78 | 总亏损 | -52.72 |
盈利比 | 16.42 | 预期盈利 | 32.52 | | |
绝对亏损 | 60.75 | 最大亏损 | 99.52 (5.82%) | 相对亏损 | 8.31% (85.16) |
|
交易单总计 | 25 | 卖单 (%获利百分比) | 8 (37.50%) | 买单 (%获利百分比) | 17 (100.00%) |
| 盈利交易(%占总百分比) | 20 (80.00%) | 亏损交易(%占总百分比) | 5 (20.00%) |
最大: | 获利交易 | 172.13 | 亏损交易 | -30.69 |
平均 | 获利交易 | 43.29 | 亏损交易 | -10.54 |
最大: | 连续获利金额 | 7 (408.97) | 连续亏损金额 | 1 (-30.69) |
最多: | 连续获利次数 | 408.97 (7) | 连续亏损次数 | -30.69 (1) |
平均: | 连续获利 | 3 | 连续亏损 | 1 |
# | 时间 | 类型 | 订单 | 手数 | 价格 | 止损 | 止盈 | 获利 | 余额 |
1 | 2023.07.05 00:00 | buy | 1 | 0.45 | 0.97529 | 0.00000 | 0.00000 | |
2 | 2023.07.05 00:04 | modify | 1 | 0.45 | 0.97529 | 0.95900 | 0.97990 | |
3 | 2023.07.05 01:00 | close | 1 | 0.45 | 0.97575 | 0.95900 | 0.97990 | 21.69 | 1021.69 |
4 | 2023.07.05 01:00 | sell | 2 | 0.46 | 0.97586 | 0.00000 | 0.00000 | |
5 | 2023.07.05 01:00 | modify | 2 | 0.46 | 0.97586 | 0.99230 | 0.97130 | |
6 | 2023.07.05 04:14 | close | 2 | 0.46 | 0.97594 | 0.99230 | 0.97130 | -6.23 | 1015.46 |
7 | 2023.07.06 00:00 | buy | 3 | 0.46 | 0.97471 | 0.00000 | 0.00000 | |
8 | 2023.07.06 00:00 | modify | 3 | 0.46 | 0.97471 | 0.95900 | 0.97960 | |
9 | 2023.07.06 01:00 | close | 3 | 0.46 | 0.97525 | 0.95900 | 0.97960 | 26.39 | 1041.85 |
10 | 2023.07.06 01:01 | sell | 4 | 0.47 | 0.97541 | 0.00000 | 0.00000 | |
11 | 2023.07.06 01:01 | modify | 4 | 0.47 | 0.97541 | 0.99230 | 0.96960 | |
12 | 2023.07.06 03:16 | close | 4 | 0.47 | 0.97541 | 0.99230 | 0.96960 | -2.07 | 1039.78 |
13 | 2023.07.11 00:33 | buy | 5 | 0.47 | 0.97358 | 0.00000 | 0.00000 | |
14 | 2023.07.11 00:33 | modify | 5 | 0.47 | 0.97358 | 0.95700 | 0.97880 | |
15 | 2023.07.11 01:28 | close | 5 | 0.47 | 0.97415 | 0.95700 | 0.97880 | 28.57 | 1068.35 |
16 | 2023.07.11 01:28 | sell | 6 | 0.48 | 0.97415 | 0.00000 | 0.00000 | |
17 | 2023.07.11 01:28 | modify | 6 | 0.48 | 0.97415 | 0.98960 | 0.96870 | |
18 | 2023.07.11 03:09 | close | 6 | 0.48 | 0.97394 | 0.98960 | 0.96870 | 9.42 | 1077.77 |
19 | 2023.07.12 00:00 | buy | 7 | 0.48 | 0.96759 | 0.00000 | 0.00000 | |
20 | 2023.07.12 00:00 | modify | 7 | 0.48 | 0.96759 | 0.95210 | 0.97280 | |
21 | 2023.07.12 00:31 | close | 7 | 0.48 | 0.96815 | 0.95210 | 0.97280 | 28.64 | 1106.41 |
22 | 2023.07.12 00:50 | buy | 8 | 0.50 | 0.96740 | 0.00000 | 0.00000 | |
23 | 2023.07.12 00:50 | modify | 8 | 0.50 | 0.96740 | 0.95230 | 0.97210 | |
24 | 2023.07.12 01:00 | close | 8 | 0.50 | 0.96796 | 0.95230 | 0.97210 | 29.82 | 1136.23 |
25 | 2023.07.13 00:00 | buy | 9 | 0.51 | 0.96437 | 0.00000 | 0.00000 | |
26 | 2023.07.13 00:00 | modify | 9 | 0.51 | 0.96437 | 0.94890 | 0.96930 | |
27 | 2023.07.13 00:05 | close | 9 | 0.51 | 0.96499 | 0.94890 | 0.96930 | 33.92 | 1170.15 |
28 | 2023.07.13 00:54 | buy | 10 | 0.53 | 0.96420 | 0.00000 | 0.00000 | |
29 | 2023.07.13 00:54 | modify | 10 | 0.53 | 0.96420 | 0.94770 | 0.96840 | |
30 | 2023.07.13 01:00 | close | 10 | 0.53 | 0.96511 | 0.94770 | 0.96840 | 52.84 | 1222.99 |
31 | 2023.07.13 01:00 | buy | 11 | 0.55 | 0.96425 | 0.00000 | 0.00000 | |
32 | 2023.07.13 01:00 | modify | 11 | 0.55 | 0.96425 | 0.94760 | 0.96890 | |
33 | 2023.07.13 01:00 | close | 11 | 0.55 | 0.96487 | 0.94760 | 0.96890 | 36.58 | 1259.57 |
34 | 2023.07.13 01:00 | sell | 12 | 0.57 | 0.96523 | 0.00000 | 0.00000 | |
35 | 2023.07.13 01:00 | modify | 12 | 0.57 | 0.96523 | 0.98100 | 0.95960 | |
36 | 2023.07.13 05:05 | close | 12 | 0.57 | 0.96530 | 0.98100 | 0.95960 | -7.08 | 1252.49 |
37 | 2023.07.18 00:00 | buy | 13 | 0.56 | 0.96560 | 0.00000 | 0.00000 | |
38 | 2023.07.18 00:00 | modify | 13 | 0.56 | 0.96560 | 0.94890 | 0.97160 | |
39 | 2023.07.18 00:04 | close | 13 | 0.56 | 0.96652 | 0.94890 | 0.97160 | 56.46 | 1308.95 |
40 | 2023.07.18 01:14 | sell | 14 | 0.59 | 0.96688 | 0.00000 | 0.00000 | |
41 | 2023.07.18 01:14 | modify | 14 | 0.59 | 0.96688 | 0.98370 | 0.96110 | |
42 | 2023.07.18 03:39 | close | 14 | 0.59 | 0.96694 | 0.98370 | 0.96110 | -6.65 | 1302.30 |
43 | 2023.07.19 00:00 | buy | 15 | 0.59 | 0.96231 | 0.00000 | 0.00000 | |
44 | 2023.07.19 00:03 | modify | 15 | 0.59 | 0.96231 | 0.94580 | 0.96700 | |
45 | 2023.07.19 00:15 | close | 15 | 0.59 | 0.96286 | 0.94580 | 0.96700 | 34.52 | 1336.82 |
46 | 2023.07.19 00:17 | buy | 16 | 0.60 | 0.96257 | 0.00000 | 0.00000 | |
47 | 2023.07.19 00:17 | modify | 16 | 0.60 | 0.96257 | 0.94660 | 0.96810 | |
48 | 2023.07.19 01:32 | close | 16 | 0.60 | 0.96295 | 0.94660 | 0.96810 | 23.43 | 1360.25 |
49 | 2023.07.20 00:06 | buy | 17 | 0.61 | 0.96119 | 0.00000 | 0.00000 | |
50 | 2023.07.20 00:08 | modify | 17 | 0.61 | 0.96119 | 0.94490 | 0.96700 | |
51 | 2023.07.20 00:59 | close | 17 | 0.61 | 0.96175 | 0.94490 | 0.96700 | 36.39 | 1396.64 |
52 | 2023.07.20 00:59 | sell | 18 | 0.63 | 0.96175 | 0.00000 | 0.00000 | |
53 | 2023.07.20 00:59 | modify | 18 | 0.63 | 0.96175 | 0.97790 | 0.95770 | |
54 | 2023.07.20 02:18 | close | 18 | 0.63 | 0.96142 | 0.97790 | 0.95770 | 21.01 | 1417.65 |
55 | 2023.07.25 00:03 | buy | 19 | 0.64 | 0.95931 | 0.00000 | 0.00000 | |
56 | 2023.07.25 00:03 | modify | 19 | 0.64 | 0.95931 | 0.94270 | 0.96380 | |
57 | 2023.07.25 00:05 | close | 19 | 0.64 | 0.96170 | 0.94270 | 0.96380 | 172.13 | 1589.78 |
58 | 2023.07.26 00:00 | buy | 20 | 0.72 | 0.95383 | 0.00000 | 0.00000 | |
59 | 2023.07.26 00:01 | modify | 20 | 0.72 | 0.95383 | 0.93690 | 0.95830 | |
60 | 2023.07.26 00:01 | close | 20 | 0.72 | 0.95479 | 0.93690 | 0.95830 | 75.89 | 1665.67 |
61 | 2023.07.26 00:45 | buy | 21 | 0.75 | 0.95440 | 0.00000 | 0.00000 | |
62 | 2023.07.26 00:45 | modify | 21 | 0.75 | 0.95440 | 0.93930 | 0.95870 | |
63 | 2023.07.26 01:00 | close | 21 | 0.75 | 0.95497 | 0.93930 | 0.95870 | 45.60 | 1711.27 |
64 | 2023.07.26 01:09 | sell | 22 | 0.77 | 0.95506 | 0.00000 | 0.00000 | |
65 | 2023.07.26 01:09 | modify | 22 | 0.77 | 0.95506 | 0.97150 | 0.94910 | |
66 | 2023.07.26 05:14 | close | 22 | 0.77 | 0.95537 | 0.97150 | 0.94910 | -30.69 | 1680.58 |
67 | 2023.07.27 00:00 | buy | 23 | 0.76 | 0.95261 | 0.00000 | 0.00000 | |
68 | 2023.07.27 00:00 | modify | 23 | 0.76 | 0.95261 | 0.93590 | 0.95680 | |
69 | 2023.07.27 00:00 | close | 23 | 0.76 | 0.95351 | 0.93590 | 0.95680 | 74.89 | 1755.47 |
70 | 2023.07.27 01:00 | buy | 24 | 0.79 | 0.95385 | 0.00000 | 0.00000 | |
71 | 2023.07.27 01:00 | modify | 24 | 0.79 | 0.95385 | 0.93850 | 0.95960 | |
72 | 2023.07.27 01:25 | close | 24 | 0.79 | 0.95435 | 0.93850 | 0.95960 | 41.70 | 1797.17 |
73 | 2023.07.27 01:25 | sell | 25 | 0.81 | 0.95435 | 0.00000 | 0.00000 | |
74 | 2023.07.27 01:25 | modify | 25 | 0.81 | 0.95435 | 0.97110 | 0.94960 | |
75 | 2023.07.27 03:07 | close | 25 | 0.81 | 0.95414 | 0.97110 | 0.94960 | 15.89 | 1813.06 |