Strategy Tester Report
MT4 GBPUSD EA_fix
Tickmill-Live04 (Build 1380)
交易品种 | GBPUSD (British Pound vs US Dollar) |
时间周期 | 1 小时图 2022.01.03 01:00 - 2023.07.31 23:00 (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 | ftitle_0="----------------------"; orderBuy=true;
orderSell=true;
fullTrade=false;
magic=966931; comment="Ai GbpUsD"; riskType=0; lotCustom=0; takeProfitPip=0; stopLossPip=0; ftitle_1="-----control Breakeven-----"; BreakevenEnable=false;
BreakevenPip=50; ftitle_2="-----control Trailing-----"; StopLossTrailingEnable=false;
StopLossTrailingStartPointTier_1=100; StopLossTrailingStepPointTier_2=50; StopLossTrailingStartPointTier_3=20; PerStopLossTrailingStartPointTier_1=0; PerStopLossTrailingStepPointTier_2=50; PerStopLossTrailingStartPointTier_3=80; ftitle_3="----------------------"; MaxSpreadPip=40; |
|
经测试过的柱数 | 10837 | 用于复盘的即时价数量 | 48063855 | 复盘模型的质量 | 59.99% |
输入图表错误 | 3 | | | | |
|
起始资金 | 1000.00 | | | 点差 | 当前 (5) |
总净盈利 | 2145.97 | 总获利 | 5047.53 | 总亏损 | -2901.56 |
盈利比 | 1.74 | 预期盈利 | 30.22 | | |
绝对亏损 | 40.04 | 最大亏损 | 663.89 (17.82%) | 相对亏损 | 17.82% (663.89) |
|
交易单总计 | 71 | 卖单 (%获利百分比) | 37 (75.68%) | 买单 (%获利百分比) | 34 (61.76%) |
| 盈利交易(%占总百分比) | 49 (69.01%) | 亏损交易(%占总百分比) | 22 (30.99%) |
最大: | 获利交易 | 170.03 | 亏损交易 | -180.45 |
平均 | 获利交易 | 103.01 | 亏损交易 | -131.89 |
最大: | 连续获利金额 | 9 (482.35) | 连续亏损金额 | 3 (-384.24) |
最多: | 连续获利次数 | 634.55 (6) | 连续亏损次数 | -384.24 (3) |
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 | 2022.01.10 10:00 | buy | 1 | 0.06 | 1.35859 | 1.35132 | 1.36586 | |
2 | 2022.01.12 15:34 | t/p | 1 | 0.06 | 1.36586 | 1.35132 | 1.36586 | 42.91 | 1042.91 |
3 | 2022.01.14 09:00 | buy | 2 | 0.10 | 1.37299 | 1.36783 | 1.37815 | |
4 | 2022.01.14 17:09 | s/l | 2 | 0.10 | 1.36783 | 1.36783 | 1.37815 | -52.15 | 990.76 |
5 | 2022.01.14 21:00 | sell | 3 | 0.05 | 1.36704 | 1.37658 | 1.35750 | |
6 | 2022.01.18 17:08 | t/p | 3 | 0.05 | 1.35750 | 1.37658 | 1.35750 | 47.25 | 1038.01 |
7 | 2022.01.21 05:00 | buy | 4 | 0.06 | 1.36011 | 1.35185 | 1.36837 | |
8 | 2022.01.24 12:07 | s/l | 4 | 0.06 | 1.35185 | 1.35185 | 1.36837 | -50.08 | 987.93 |
9 | 2022.01.27 12:00 | buy | 5 | 0.04 | 1.34274 | 1.33084 | 1.35464 | |
10 | 2022.02.02 10:30 | t/p | 5 | 0.04 | 1.35464 | 1.33084 | 1.35464 | 46.89 | 1034.82 |
11 | 2022.02.03 10:00 | buy | 6 | 0.06 | 1.35591 | 1.34830 | 1.36352 | |
12 | 2022.02.10 18:24 | t/p | 6 | 0.06 | 1.36352 | 1.34830 | 1.36352 | 44.01 | 1078.83 |
13 | 2022.02.21 12:00 | sell | 7 | 0.07 | 1.36359 | 1.37055 | 1.35663 | |
14 | 2022.02.22 10:00 | t/p | 7 | 0.07 | 1.35663 | 1.37055 | 1.35663 | 48.21 | 1127.04 |
15 | 2022.02.28 19:00 | sell | 8 | 0.04 | 1.34186 | 1.35432 | 1.32940 | |
16 | 2022.03.02 08:42 | t/p | 8 | 0.04 | 1.32940 | 1.35432 | 1.32940 | 49.49 | 1176.53 |
17 | 2022.03.09 22:00 | sell | 9 | 0.05 | 1.31813 | 1.32864 | 1.30762 | |
18 | 2022.03.11 03:39 | t/p | 9 | 0.05 | 1.30762 | 1.32864 | 1.30762 | 51.93 | 1228.46 |
19 | 2022.03.14 17:00 | buy | 10 | 0.05 | 1.30493 | 1.29340 | 1.31646 | |
20 | 2022.03.17 09:37 | t/p | 10 | 0.05 | 1.31646 | 1.29340 | 1.31646 | 56.60 | 1285.06 |
21 | 2022.03.21 11:00 | buy | 11 | 0.07 | 1.31543 | 1.30684 | 1.32402 | |
22 | 2022.03.22 15:22 | t/p | 11 | 0.07 | 1.32402 | 1.30684 | 1.32402 | 59.54 | 1344.60 |
23 | 2022.03.24 06:00 | sell | 12 | 0.05 | 1.31920 | 1.33156 | 1.30684 | |
24 | 2022.03.28 17:48 | t/p | 12 | 0.05 | 1.30684 | 1.33156 | 1.30684 | 61.36 | 1405.96 |
25 | 2022.03.30 14:00 | sell | 13 | 0.06 | 1.31415 | 1.32512 | 1.30318 | |
26 | 2022.04.08 10:09 | t/p | 13 | 0.06 | 1.30318 | 1.32512 | 1.30318 | 64.32 | 1470.28 |
27 | 2022.04.18 05:00 | buy | 14 | 0.11 | 1.30491 | 1.29853 | 1.31129 | |
28 | 2022.04.19 16:22 | s/l | 14 | 0.11 | 1.29853 | 1.29853 | 1.31129 | -71.10 | 1399.19 |
29 | 2022.04.26 17:00 | sell | 15 | 0.04 | 1.26838 | 1.28413 | 1.25263 | |
30 | 2022.04.27 17:37 | t/p | 15 | 0.04 | 1.25263 | 1.28413 | 1.25263 | 62.73 | 1461.91 |
31 | 2022.04.29 15:00 | sell | 16 | 0.04 | 1.25564 | 1.27303 | 1.23825 | |
32 | 2022.05.05 14:54 | t/p | 16 | 0.04 | 1.23825 | 1.27303 | 1.23825 | 68.93 | 1530.84 |
33 | 2022.05.09 11:00 | buy | 17 | 0.06 | 1.22882 | 1.21684 | 1.24080 | |
34 | 2022.05.12 12:01 | s/l | 17 | 0.06 | 1.21684 | 1.21684 | 1.24080 | -73.11 | 1457.73 |
35 | 2022.05.13 08:00 | buy | 18 | 0.04 | 1.22233 | 1.20640 | 1.23826 | |
36 | 2022.05.17 09:39 | t/p | 18 | 0.04 | 1.23826 | 1.20640 | 1.23826 | 63.27 | 1521.00 |
37 | 2022.05.23 11:00 | sell | 19 | 0.05 | 1.25500 | 1.26858 | 1.24142 | |
38 | 2022.06.10 15:34 | t/p | 19 | 0.05 | 1.24142 | 1.26858 | 1.24142 | 65.86 | 1586.86 |
39 | 2022.06.14 07:00 | sell | 20 | 0.03 | 1.21770 | 1.24158 | 1.19382 | |
40 | 2022.06.14 22:16 | t/p | 20 | 0.03 | 1.19382 | 1.24158 | 1.19382 | 71.49 | 1658.35 |
41 | 2022.06.15 00:00 | buy | 21 | 0.02 | 1.19930 | 1.16838 | 1.23022 | |
42 | 2022.06.16 18:09 | t/p | 21 | 0.02 | 1.23022 | 1.16838 | 1.23022 | 61.55 | 1719.90 |
43 | 2022.06.22 12:00 | sell | 22 | 0.05 | 1.22181 | 1.23812 | 1.20550 | |
44 | 2022.07.01 13:58 | t/p | 22 | 0.05 | 1.20550 | 1.23812 | 1.20550 | 80.33 | 1800.22 |
45 | 2022.07.08 10:00 | sell | 23 | 0.06 | 1.19982 | 1.21464 | 1.18500 | |
46 | 2022.07.12 09:03 | t/p | 23 | 0.06 | 1.18500 | 1.21464 | 1.18500 | 88.42 | 1888.64 |
47 | 2022.07.13 06:00 | sell | 24 | 0.08 | 1.19089 | 1.20174 | 1.18004 | |
48 | 2022.07.14 16:11 | t/p | 24 | 0.08 | 1.18004 | 1.20174 | 1.18004 | 85.99 | 1974.63 |
49 | 2022.07.18 06:00 | buy | 25 | 0.07 | 1.18968 | 1.17599 | 1.20337 | |
50 | 2022.07.19 13:07 | t/p | 25 | 0.07 | 1.20337 | 1.17599 | 1.20337 | 95.28 | 2069.91 |
51 | 2022.07.20 09:00 | buy | 26 | 0.08 | 1.20215 | 1.19005 | 1.21425 | |
52 | 2022.07.21 16:27 | s/l | 26 | 0.08 | 1.19005 | 1.19005 | 1.21425 | -97.94 | 1971.97 |
53 | 2022.07.22 10:00 | buy | 27 | 0.08 | 1.19881 | 1.18740 | 1.21022 | |
54 | 2022.07.27 21:40 | t/p | 27 | 0.08 | 1.21022 | 1.18740 | 1.21022 | 90.14 | 2062.12 |
55 | 2022.08.03 05:00 | sell | 28 | 0.06 | 1.21613 | 1.23203 | 1.20023 | |
56 | 2022.08.18 09:47 | t/p | 28 | 0.06 | 1.20023 | 1.23203 | 1.20023 | 93.28 | 2155.40 |
57 | 2022.08.26 12:00 | sell | 29 | 0.12 | 1.18013 | 1.18905 | 1.17121 | |
58 | 2022.08.26 17:10 | s/l | 29 | 0.12 | 1.18905 | 1.18905 | 1.17121 | -107.61 | 2047.79 |
59 | 2022.09.05 10:00 | buy | 30 | 0.07 | 1.14756 | 1.13303 | 1.16209 | |
60 | 2022.09.09 10:13 | t/p | 30 | 0.07 | 1.16209 | 1.13303 | 1.16209 | 100.07 | 2147.86 |
61 | 2022.09.15 21:00 | sell | 31 | 0.08 | 1.14818 | 1.16085 | 1.13551 | |
62 | 2022.09.16 10:47 | t/p | 31 | 0.08 | 1.13551 | 1.16085 | 1.13551 | 100.85 | 2248.70 |
63 | 2022.09.19 14:00 | sell | 32 | 0.08 | 1.13777 | 1.15074 | 1.12480 | |
64 | 2022.09.21 21:03 | t/p | 32 | 0.08 | 1.12480 | 1.15074 | 1.12480 | 103.11 | 2351.82 |
65 | 2022.09.27 18:00 | buy | 33 | 0.02 | 1.07756 | 1.02918 | 1.12594 | |
66 | 2022.10.03 08:57 | t/p | 33 | 0.02 | 1.12594 | 1.02918 | 1.12594 | 96.29 | 2448.11 |
67 | 2022.10.05 20:00 | sell | 34 | 0.04 | 1.12905 | 1.15593 | 1.10217 | |
68 | 2022.10.10 20:10 | t/p | 34 | 0.04 | 1.10217 | 1.15593 | 1.10217 | 106.98 | 2555.09 |
69 | 2022.10.11 21:00 | sell | 35 | 0.07 | 1.11299 | 1.13123 | 1.09475 | |
70 | 2022.10.12 04:33 | t/p | 35 | 0.07 | 1.09475 | 1.13123 | 1.09475 | 127.24 | 2682.34 |
71 | 2022.10.12 23:00 | sell | 36 | 0.05 | 1.10936 | 1.13502 | 1.08370 | |
72 | 2022.10.13 18:38 | s/l | 36 | 0.05 | 1.13502 | 1.13502 | 1.08370 | -128.79 | 2553.55 |
73 | 2022.10.19 17:00 | buy | 37 | 0.06 | 1.12384 | 1.10492 | 1.14276 | |
74 | 2022.10.25 16:32 | t/p | 37 | 0.06 | 1.14276 | 1.10492 | 1.14276 | 112.12 | 2665.66 |
75 | 2022.10.28 05:00 | sell | 38 | 0.13 | 1.15902 | 1.16919 | 1.14885 | |
76 | 2022.10.31 16:47 | t/p | 38 | 0.13 | 1.14885 | 1.16919 | 1.14885 | 131.38 | 2797.04 |
77 | 2022.10.31 18:00 | buy | 39 | 0.09 | 1.14998 | 1.13523 | 1.16473 | |
78 | 2022.11.03 10:23 | s/l | 39 | 0.09 | 1.13523 | 1.13523 | 1.16473 | -134.58 | 2662.46 |
79 | 2022.11.15 12:00 | buy | 40 | 0.09 | 1.18243 | 1.16888 | 1.19598 | |
80 | 2022.11.15 15:32 | t/p | 40 | 0.09 | 1.19598 | 1.16888 | 1.19598 | 121.52 | 2783.98 |
81 | 2022.11.18 07:00 | buy | 41 | 0.07 | 1.18926 | 1.16971 | 1.20881 | |
82 | 2022.11.24 03:03 | t/p | 41 | 0.07 | 1.20881 | 1.16971 | 1.20881 | 135.20 | 2919.18 |
83 | 2022.11.25 07:00 | buy | 42 | 0.10 | 1.21232 | 1.19898 | 1.22566 | |
84 | 2022.11.28 20:22 | s/l | 42 | 0.10 | 1.19898 | 1.19898 | 1.22566 | -134.19 | 2784.99 |
85 | 2022.11.29 00:05 | buy | 43 | 0.07 | 1.19519 | 1.17721 | 1.21317 | |
86 | 2022.12.01 11:23 | t/p | 43 | 0.07 | 1.21317 | 1.17721 | 1.21317 | 124.65 | 2909.63 |
87 | 2022.12.05 08:00 | sell | 44 | 0.06 | 1.23344 | 1.25451 | 1.21237 | |
88 | 2022.12.07 02:48 | t/p | 44 | 0.06 | 1.21237 | 1.25451 | 1.21237 | 125.91 | 3035.54 |
89 | 2022.12.07 05:00 | sell | 45 | 0.09 | 1.21383 | 1.22917 | 1.19849 | |
90 | 2022.12.09 15:21 | s/l | 45 | 0.09 | 1.22917 | 1.22917 | 1.19849 | -139.14 | 2896.40 |
91 | 2022.12.15 09:00 | sell | 46 | 0.13 | 1.23958 | 1.25019 | 1.22897 | |
92 | 2022.12.15 14:03 | t/p | 46 | 0.13 | 1.22897 | 1.25019 | 1.22897 | 137.29 | 3033.69 |
93 | 2022.12.19 13:00 | sell | 47 | 0.12 | 1.22072 | 1.23294 | 1.20850 | |
94 | 2022.12.21 18:28 | t/p | 47 | 0.12 | 1.20850 | 1.23294 | 1.20850 | 145.62 | 3179.31 |
95 | 2022.12.21 21:00 | sell | 48 | 0.11 | 1.20779 | 1.22197 | 1.19361 | |
96 | 2023.01.03 10:33 | t/p | 48 | 0.11 | 1.19361 | 1.22197 | 1.19361 | 152.89 | 3332.20 |
97 | 2023.01.10 07:00 | sell | 49 | 0.09 | 1.21601 | 1.23352 | 1.19850 | |
98 | 2023.01.18 09:28 | s/l | 49 | 0.09 | 1.23352 | 1.23352 | 1.19850 | -159.32 | 3172.88 |
99 | 2023.01.20 03:00 | sell | 50 | 0.12 | 1.23863 | 1.25093 | 1.22633 | |
100 | 2023.02.02 17:06 | t/p | 50 | 0.12 | 1.22633 | 1.25093 | 1.22633 | 144.22 | 3317.09 |
101 | 2023.02.09 14:00 | buy | 51 | 0.13 | 1.21479 | 1.20277 | 1.22681 | |
102 | 2023.02.15 15:31 | s/l | 51 | 0.13 | 1.20277 | 1.20277 | 1.22681 | -158.53 | 3158.57 |
103 | 2023.02.17 08:00 | sell | 52 | 0.11 | 1.19479 | 1.20803 | 1.18155 | |
104 | 2023.02.21 11:41 | s/l | 52 | 0.11 | 1.20803 | 1.20803 | 1.18155 | -146.56 | 3012.00 |
105 | 2023.02.23 10:00 | sell | 53 | 0.14 | 1.20602 | 1.21613 | 1.19591 | |
106 | 2023.02.24 15:33 | t/p | 53 | 0.14 | 1.19591 | 1.21613 | 1.19591 | 140.61 | 3152.61 |
107 | 2023.03.03 17:00 | sell | 54 | 0.16 | 1.19864 | 1.20801 | 1.18927 | |
108 | 2023.03.07 17:08 | t/p | 54 | 0.16 | 1.18927 | 1.20801 | 1.18927 | 148.58 | 3301.19 |
109 | 2023.03.09 09:00 | buy | 55 | 0.25 | 1.18557 | 1.17923 | 1.19191 | |
110 | 2023.03.09 16:01 | t/p | 55 | 0.25 | 1.19191 | 1.17923 | 1.19191 | 157.31 | 3458.50 |
111 | 2023.03.15 21:00 | buy | 56 | 0.08 | 1.20558 | 1.18627 | 1.22489 | |
112 | 2023.03.20 16:41 | t/p | 56 | 0.08 | 1.22489 | 1.18627 | 1.22489 | 152.83 | 3611.33 |
113 | 2023.03.21 14:00 | sell | 57 | 0.15 | 1.22559 | 1.23737 | 1.21381 | |
114 | 2023.03.30 15:38 | s/l | 57 | 0.15 | 1.23737 | 1.23737 | 1.21381 | -180.39 | 3430.94 |
115 | 2023.03.30 19:00 | sell | 58 | 0.18 | 1.23672 | 1.24577 | 1.22767 | |
116 | 2023.04.03 07:00 | t/p | 58 | 0.18 | 1.22767 | 1.24577 | 1.22767 | 161.37 | 3592.30 |
117 | 2023.04.07 11:00 | buy | 59 | 0.24 | 1.24366 | 1.23624 | 1.25108 | |
118 | 2023.04.10 15:49 | s/l | 59 | 0.24 | 1.23624 | 1.23624 | 1.25108 | -180.03 | 3412.28 |
119 | 2023.04.11 05:00 | buy | 60 | 0.17 | 1.23987 | 1.23007 | 1.24967 | |
120 | 2023.04.13 10:07 | t/p | 60 | 0.17 | 1.24967 | 1.23007 | 1.24967 | 163.62 | 3575.89 |
121 | 2023.04.18 14:00 | sell | 61 | 0.19 | 1.24375 | 1.25285 | 1.23465 | |
122 | 2023.04.28 17:19 | s/l | 61 | 0.19 | 1.25285 | 1.25285 | 1.23465 | -177.93 | 3397.96 |
123 | 2023.05.03 13:00 | buy | 62 | 0.17 | 1.25173 | 1.24189 | 1.26157 | |
124 | 2023.05.05 09:14 | t/p | 62 | 0.17 | 1.26157 | 1.24189 | 1.26157 | 164.29 | 3562.25 |
125 | 2023.05.05 11:00 | buy | 63 | 0.18 | 1.26107 | 1.25159 | 1.27055 | |
126 | 2023.05.11 16:58 | s/l | 63 | 0.18 | 1.25159 | 1.25159 | 1.27055 | -174.95 | 3387.30 |
127 | 2023.05.15 09:00 | sell | 64 | 0.17 | 1.24704 | 1.25698 | 1.23710 | |
128 | 2023.05.24 13:17 | t/p | 64 | 0.17 | 1.23710 | 1.25698 | 1.23710 | 165.39 | 3552.69 |
129 | 2023.05.26 16:00 | buy | 65 | 0.20 | 1.23716 | 1.22842 | 1.24590 | |
130 | 2023.06.01 13:20 | t/p | 65 | 0.20 | 1.24590 | 1.22842 | 1.24590 | 170.03 | 3722.72 |
131 | 2023.06.13 08:00 | sell | 66 | 0.16 | 1.25313 | 1.26434 | 1.24192 | |
132 | 2023.06.14 12:48 | s/l | 66 | 0.16 | 1.26434 | 1.26434 | 1.24192 | -180.45 | 3542.27 |
133 | 2023.06.16 04:00 | buy | 67 | 0.10 | 1.27822 | 1.26154 | 1.29490 | |
134 | 2023.06.28 17:37 | s/l | 67 | 0.10 | 1.26154 | 1.26154 | 1.29490 | -170.46 | 3371.81 |
135 | 2023.07.05 03:00 | buy | 68 | 0.21 | 1.27176 | 1.26404 | 1.27948 | |
136 | 2023.07.07 15:30 | t/p | 68 | 0.21 | 1.27948 | 1.26404 | 1.27948 | 158.40 | 3530.22 |
137 | 2023.07.12 09:00 | sell | 69 | 0.14 | 1.29548 | 1.30807 | 1.28289 | |
138 | 2023.07.13 15:59 | s/l | 69 | 0.14 | 1.30807 | 1.30807 | 1.28289 | -177.74 | 3352.48 |
139 | 2023.07.17 09:00 | buy | 70 | 0.27 | 1.30926 | 1.30328 | 1.31524 | |
140 | 2023.07.18 19:45 | s/l | 70 | 0.27 | 1.30328 | 1.30328 | 1.31524 | -163.72 | 3188.76 |
141 | 2023.07.20 23:00 | buy | 71 | 0.12 | 1.28652 | 1.27328 | 1.29976 | |
142 | 2023.07.31 23:59 | close at stop | 71 | 0.12 | 1.28329 | 1.27328 | 1.29976 | -42.78 | 3145.97 |