[外匯 Forex] 用「我自己寫的軟體 Trader_Training_BT」在歷史盤下單: 2008/09/04 ~ 2008/09/30

在歷史盤下單一個月,共獲利543點,淨利65.87%。後來獲利吐了一些回去,加油!


商品 USDJPY (United States Dollar vs. Japanese Yen)
時間週期 15 分鐘圖 2008.09.04 00:00 - 2009.12.11 22:45 (2008.09.04 - 2009.12.12)
復盤模式 控制點(基於最近的小一級時段內的12個控制點的分形插值計算)
參數 Email=" "; License_Key=123; SL_Pips=20; TP_Pips=20; Lots=0; Risk_Percentage=2;
經測試過的柱數 32350 用於復盤的即時價數量 564488 復盤模型的品質 n/a
輸入圖表錯誤 158615
起始資金 10000.00
總淨盈利 6587.35 毛利 12994.86 毛損 -6407.51
獲利係數 2.03 預期收益 153.19
絕對虧損 377.29 最大虧損 4208.58 (22.43%) 相對虧損 22.43% (4208.58)
總交易 43 空方部位 (獲利百分比) 24 (66.67%) 多方部位 (獲利百分比) 19 (57.89%)
獲利交易(占總百分比) 27 (62.79%) 虧損交易(占總百分比) 16 (37.21%)
最大: 獲利交易 1417.50 虧損交易 -948.50
平均: 獲利交易 481.29 虧損交易 -400.47
最大: 連續獲利金額 7 (4182.95) 連續虧損金額 3 (-671.62)
最多: 連續獲利次數 4182.95 (7) 連續虧損次數 -1802.15 (2)
平均: 連續獲利 2 連續虧損 2

 

# 時間 類型 掛單 手數 價位 止損 獲利 獲利 餘額
1 2008.09.04 11:01 sell 1 0.77 108.28 108.53 107.78
2 2008.09.04 11:20 sell 2 0.90 108.40 108.60 107.80
3 2008.09.04 11:22 modify 1 0.77 108.28 108.58 107.78
4 2008.09.04 11:34 modify 1 0.77 108.28 108.78 107.78
5 2008.09.04 11:34 modify 2 0.90 108.40 108.90 107.80
6 2008.09.04 18:18 t/p 1 0.77 107.78 108.78 107.78 357.28 10357.28
7 2008.09.04 18:18 t/p 2 0.90 107.80 108.90 107.80 501.11 10858.39
8 2008.09.04 18:52 buy 3 0.71 107.80 107.50 108.10
9 2008.09.04 19:56 s/l 3 0.71 107.50 107.50 108.10 -198.15 10660.24
10 2008.09.04 22:16 buy 4 0.69 107.23 106.93 107.63
11 2008.09.05 00:18 s/l 4 0.69 106.93 106.93 107.63 -193.69 10466.55
12 2008.09.05 13:17 sell 5 0.79 106.25 106.50 105.85
13 2008.09.05 15:31 t/p 5 0.79 105.85 106.50 105.85 298.65 10765.20
14 2008.09.05 19:32 sell 6 1.00 107.04 107.24 106.74
15 2008.09.05 22:23 modify 6 1.00 107.04 107.34 106.74
16 2008.09.08 00:00 s/l 6 1.00 107.34 107.34 106.74 -277.53 10487.67
17 2008.09.08 05:30 sell 7 0.69 108.42 108.72 108.12
18 2008.09.08 05:44 modify 7 0.69 108.42 108.92 108.12
19 2008.09.08 06:20 modify 7 0.69 108.42 109.02 108.12
20 2008.09.08 09:24 modify 7 0.69 108.42 109.02 107.82
21 2008.09.08 11:07 modify 7 0.69 108.42 109.12 107.82
22 2008.09.08 11:21 modify 7 0.69 108.42 109.22 107.82
23 2008.09.08 15:04 sell 8 0.41 108.50 109.00 108.00
24 2008.09.08 17:59 t/p 8 0.41 108.00 109.00 108.00 189.81 10677.48
25 2008.09.08 19:12 t/p 7 0.69 107.82 109.22 107.82 384.08 11061.56
26 2008.09.08 21:41 sell 9 0.56 107.95 108.35 107.45
27 2008.09.08 23:16 s/l 9 0.56 108.35 108.35 107.45 -206.70 10854.86
28 2008.09.09 01:04 sell 10 0.55 108.07 108.47 107.47
29 2008.09.09 04:04 t/p 10 0.55 107.47 108.47 107.47 307.09 11161.95
30 2008.09.09 11:45 sell 11 0.73 107.58 107.88 107.08
31 2008.09.09 12:00 s/l 11 0.73 107.88 107.88 107.08 -202.98 10958.97
32 2008.09.09 12:05 sell 12 0.72 107.72 108.02 107.12
33 2008.09.09 12:32 s/l 12 0.72 108.02 108.02 107.12 -199.96 10759.01
34 2008.09.09 17:53 sell 13 1.00 107.48 108.08 106.88
35 2008.09.09 21:10 t/p 13 1.00 106.88 108.08 106.88 561.38 11320.39
36 2008.09.10 09:22 sell 14 0.20 107.36 107.96 106.76
37 2008.09.10 14:57 t/p 14 0.20 106.76 107.96 106.76 112.46 11432.85
38 2008.09.10 16:52 sell 15 0.50 107.55 107.85 107.05
39 2008.09.10 18:34 s/l 15 0.50 107.85 107.85 107.05 -139.03 11293.82
40 2008.09.10 19:20 sell 16 0.80 107.77 108.17 107.17
41 2008.09.10 19:20 modify 16 0.80 107.77 108.00 107.17
42 2008.09.11 02:56 close 16 0.80 107.48 108.00 107.17 212.11 11505.93
43 2008.09.11 05:22 sell 17 0.80 107.47 107.87 106.97
44 2008.09.11 11:38 t/p 17 0.80 106.97 107.87 106.97 374.01 11879.94
45 2008.09.11 23:36 sell 18 0.80 107.14 107.44 106.54
46 2008.09.12 06:03 sell 19 0.80 107.21 107.51 106.71
47 2008.09.12 09:31 s/l 18 0.80 107.44 107.44 106.54 -224.63 11655.31
48 2008.09.12 09:37 s/l 19 0.80 107.51 107.51 106.71 -223.19 11432.12
49 2008.09.12 11:03 buy 20 0.80 107.55 107.25 107.95
50 2008.09.12 14:06 s/l 20 0.80 107.25 107.25 107.95 -223.80 11208.32
51 2008.09.12 16:53 buy 21 1.20 107.07 0.00 107.37
52 2008.09.12 17:42 t/p 21 1.20 107.37 0.00 107.37 335.29 11543.61
53 2008.09.15 01:49 buy 22 1.20 106.37 105.87 106.87
54 2008.09.15 02:19 t/p 22 1.20 106.87 105.87 106.87 561.37 12104.98
55 2008.09.15 07:02 buy 23 1.00 105.51 105.21 106.01
56 2008.09.15 07:43 t/p 23 1.00 106.01 105.21 106.01 471.25 12576.23
57 2008.09.15 15:30 sell 24 0.50 105.72 106.22 105.32
58 2008.09.15 17:57 s/l 24 0.50 106.22 106.22 105.32 -235.34 12340.89
59 2008.09.15 21:09 sell 25 2.00 105.65 105.95 105.45
60 2008.09.15 21:43 t/p 25 2.00 105.45 105.95 105.45 379.47 12720.36
61 2008.09.16 02:19 buy 26 0.50 104.31 104.01 104.61
62 2008.09.16 05:45 close 26 0.50 104.36 104.01 104.61 23.96 12744.32
63 2008.09.16 22:25 sell 27 1.50 105.82 106.22 105.32
64 2008.09.16 23:06 modify 27 1.50 105.82 0.00 105.32
65 2008.09.17 00:32 t/p 27 1.50 105.32 0.00 105.32 710.05 13454.37
66 2008.09.17 15:51 buy 28 1.50 105.57 105.07 106.07
67 2008.09.17 16:12 modify 28 1.50 105.57 0.00 106.07
68 2008.09.17 20:38 buy 29 1.50 104.77 0.00 105.07
69 2008.09.17 21:33 t/p 29 1.50 105.07 0.00 105.07 428.13 13882.50
70 2008.09.18 07:30 buy 30 1.50 104.38 103.98 104.88
71 2008.09.18 10:00 t/p 30 1.50 104.88 103.98 104.88 715.04 14597.54
72 2008.09.18 12:41 buy 31 1.50 104.59 104.19 105.09
73 2008.09.18 13:08 s/l 31 1.50 104.19 104.19 105.09 -575.98 14021.56
74 2008.09.18 14:04 buy 32 2.00 104.75 104.25 105.25
75 2008.09.18 16:53 t/p 32 2.00 105.25 104.25 105.25 949.85 14971.41
76 2008.09.19 03:23 t/p 28 1.50 106.07 0.00 106.07 707.01 15678.42
77 2008.09.19 17:52 sell 33 2.00 106.89 0.00 106.49
78 2008.09.22 02:12 t/p 33 2.00 106.49 0.00 106.49 748.20 16426.62
79 2008.09.22 06:59 buy 34 0.50 106.51 0.00 106.71
80 2008.09.22 15:23 t/p 34 0.50 106.71 0.00 106.71 93.71 16520.33
81 2008.09.23 01:52 buy 35 2.00 105.55 105.05 105.85
82 2008.09.23 11:07 t/p 35 2.00 105.85 105.05 105.85 566.84 17087.17
83 2008.09.23 11:48 sell 36 2.00 105.78 106.18 105.28
84 2008.09.23 13:04 t/p 36 2.00 105.28 106.18 105.28 949.94 18037.11
85 2008.09.23 18:07 sell 37 2.00 105.65 106.15 105.15
86 2008.09.24 03:24 close 37 2.00 105.56 106.15 105.15 167.40 18204.51
87 2008.09.24 10:32 buy 38 2.00 106.24 105.74 106.74
88 2008.09.24 14:46 buy 39 2.00 105.91 105.51 106.31
89 2008.09.24 15:23 s/l 38 2.00 105.74 105.74 106.74 -946.16 17258.35
90 2008.09.25 09:50 s/l 39 2.00 105.51 105.51 106.31 -758.22 16500.13
91 2008.09.25 16:19 buy 40 5.00 105.85 0.00 105.95
92 2008.09.25 16:50 t/p 40 5.00 105.95 0.00 105.95 471.87 16972.00
93 2008.09.26 05:20 buy 41 2.00 105.98 105.48 106.48
94 2008.09.26 09:03 buy 42 3.00 105.73 105.43 106.13
95 2008.09.26 10:44 s/l 41 2.00 105.48 105.48 106.48 -948.50 16023.50
96 2008.09.26 10:44 s/l 42 3.00 105.43 105.43 106.13 -853.65 15169.85
97 2008.09.29 08:45 sell 43 3.00 106.34 106.84 105.84
98 2008.09.29 15:53 t/p 43 3.00 105.84 106.84 105.84 1417.50 16587.35


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