[外匯 Forex] 關鍵字:自動交易軟件程式交易program trading

Soarari 報表二,測試期間:2007.01.01 - 2010.01.31,把本金放大44倍。

注意:歷史測試績效不代表未來獲利能力。


Strategy Tester Report
Soarari_online
MIGBank-Demo (Build 225)

Symbol USDJPY (US Dollar vs Japanese Yen)
Period 2007.01.02 00:00 - 2010.01.29 22:55 (2007.01.01 - 2010.01.31)
Model Every tick (the most precise method based on all available least timeframes)
Parameters  
Bars in test 227455 Ticks modelled 17137849 Modelling quality 90.00%
Mismatched charts errors 87
Initial deposit 10000.00
Total net profit 433697.68 Gross profit 639408.34 Gross loss -205710.66
Profit factor 3.11 Expected payoff 2644.50
Absolute drawdown 2968.11 Maximal drawdown 163462.42 (30.08%) Relative drawdown 58.71% (16626.52)
Total trades 164 Short positions (won %) 97 (79.38%) Long positions (won %) 67 (68.66%)
Profit trades (% of total) 123 (75.00%) Loss trades (% of total) 41 (25.00%)
Largest profit trade 39773.62 loss trade -66956.67
Average profit trade 5198.44 loss trade -5017.33
Maximum consecutive wins (profit in money) 17 (220076.29) consecutive losses (loss in money) 4 (-1271.02)
Maximal consecutive profit (count of wins) 220076.29 (17) consecutive loss (count of losses) -108279.57 (3)
Average consecutive wins 4 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1   sell 1 0.91   0.000 0.000
2   close 1 0.91   0.000 0.000 240.12 10240.12
3   buy 2 0.93   0.000 0.000
4   buy 3 1.72   0.000 0.000
5   close 3 1.72   0.000 0.000 821.32 11061.44
6   close 2 0.93   0.000 0.000 326.81 11388.25
7   sell 4 1.04   0.000 0.000
8   close 4 1.04   0.000 0.000 -12.31 11375.94
9   sell 5 1.04   0.000 0.000
10   close 5 1.04   0.000 0.000 169.05 11544.98
11   sell 6 1.05   0.000 0.000
12   sell 7 1.94   0.000 0.000
13   close 7 1.94   0.000 0.000 569.35 12114.33
14   close 6 1.05   0.000 0.000 -55.48 12058.85
15   sell 8 1.10   0.000 0.000
16   sell 9 2.03   0.000 0.000
17   close 9 2.03   0.000 0.000 -524.38 11534.47
18   close 8 1.10   0.000 0.000 -947.28 10587.19
19   buy 10 0.96   0.000 0.000
20   close 10 0.96   0.000 0.000 215.19 10802.37
21   sell 11 0.98   0.000 0.000
22   sell 12 1.81   0.000 0.000
23   close 12 1.81   0.000 0.000 -516.83 10285.54
24   close 11 0.98   0.000 0.000 -441.36 9844.18
25   buy 13 0.90   0.000 0.000
26   buy 14 1.65   0.000 0.000
27   close 14 1.65   0.000 0.000 -30.59 9813.60
28   close 13 0.90   0.000 0.000 -282.24 9531.35
29   buy 15 0.87   0.000 0.000
30   close 15 0.87   0.000 0.000 654.83 10186.18
31   buy 16 0.93   0.000 0.000
32   close 16 0.93   0.000 0.000 142.27 10328.45
33   sell 17 0.94   0.000 0.000
34   sell 18 1.74   0.000 0.000
35   close 18 1.74   0.000 0.000 230.09 10558.55
36   close 17 0.94   0.000 0.000 21.31 10579.86
37   sell 19 0.96   0.000 0.000
38   close 19 0.96   0.000 0.000 29.20 10609.06
39   sell 20 0.97   0.000 0.000
40   sell 21 1.78   0.000 0.000
41   close 21 1.78   0.000 0.000 -583.34 10025.72
42   close 20 0.97   0.000 0.000 -823.81 9201.91
43   sell 22 0.84   0.000 0.000
44   close 22 0.84   0.000 0.000 126.85 9328.76
45   buy 23 0.85   0.000 0.000
46   buy 24 1.57   0.000 0.000
47   close 24 1.57   0.000 0.000 266.55 9595.32
48   close 23 0.85   0.000 0.000 -126.26 9469.05
49   sell 25 0.86   0.000 0.000
50   close 25 0.86   0.000 0.000 256.01 9725.06
51   buy 26 0.88   0.000 0.000
52   close 26 0.88   0.000 0.000 352.17 10077.23
53   buy 27 0.92   0.000 0.000
54   buy 28 1.69   0.000 0.000
55   close 28 1.69   0.000 0.000 1428.89 11506.12
56   close 27 0.92   0.000 0.000 314.86 11820.98
57   sell 29 1.08   0.000 0.000
58   close 29 1.08   0.000 0.000 170.86 11991.84
59   buy 30 1.09   0.000 0.000
60   close 30 1.09   0.000 0.000 -103.10 11888.74
61   buy 31 1.08   0.000 0.000
62   buy 32 2.00   0.000 0.000
63   close 32 2.00   0.000 0.000 64.68 11953.42
64   close 31 1.08   0.000 0.000 -75.37 11878.05
65   buy 33 1.08   0.000 0.000
66   buy 34 2.00   0.000 0.000
67   close 34 2.00   0.000 0.000 1268.07 13146.12
68   close 33 1.08   0.000 0.000 515.45 13661.57
69   sell 35 1.24   0.000 0.000
70   close 35 1.24   0.000 0.000 -88.86 13572.71
71   sell 36 1.24   0.000 0.000
72   close 36 1.24   0.000 0.000 972.02 14544.73
73   buy 37 1.32   0.000 0.000
74   close 37 1.32   0.000 0.000 949.25 15493.99
75   buy 38 1.41   0.000 0.000
76   buy 39 2.60   0.000 0.000
77   close 39 2.60   0.000 0.000 -208.29 15285.70
78   close 38 1.41   0.000 0.000 -321.72 14963.98
79   sell 40 1.36   0.000 0.000
80   close 40 1.36   0.000 0.000 276.73 15240.71
81   sell 41 1.39   0.000 0.000
82   sell 42 2.56   0.000 0.000
83   close 42 2.56   0.000 0.000 657.78 15898.50
84   close 41 1.39   0.000 0.000 -3.69 15894.80
85   sell 43 1.45   0.000 0.000
86   sell 44 2.67   0.000 0.000
87   close 44 2.67   0.000 0.000 430.93 16325.73
88   close 43 1.45   0.000 0.000 155.32 16481.05
89   sell 45 1.50   0.000 0.000
90   sell 46 2.77   0.000 0.000
91   close 46 2.77   0.000 0.000 607.16 17088.21
92   close 45 1.50   0.000 0.000 277.59 17365.81
93   sell 47 1.58   0.000 0.000
94   close 47 1.58   0.000 0.000 209.59 17575.40
95   buy 48 1.60   0.000 0.000
96   close 48 1.60   0.000 0.000 753.11 18328.51
97   sell 49 1.67   0.000 0.000
98   sell 50 3.08   0.000 0.000
99   close 50 3.08   0.000 0.000 2437.54 20766.05
100   close 49 1.67   0.000 0.000 894.91 21660.96
101   buy 51 1.97   0.000 0.000
102   close 51 1.97   0.000 0.000 -229.93 21431.03
103   sell 52 1.95   0.000 0.000
104   close 52 1.95   0.000 0.000 448.40 21879.43
105   buy 53 1.99   0.000 0.000
106   close 53 1.99   0.000 0.000 1185.96 23065.39
107   buy 54 2.10   0.000 0.000
108   close 54 2.10   0.000 0.000 2085.49 25150.88
109   buy 55 2.29   0.000 0.000
110   close 55 2.29   0.000 0.000 412.41 25563.29
111   sell 56 2.33   0.000 0.000
112   sell 57 4.29   0.000 0.000
113   close 57 4.29   0.000 0.000 1488.58 27051.87
114   close 56 2.33   0.000 0.000 556.31 27608.18
115   buy 58 2.51   0.000 0.000
116   buy 59 4.64   0.000 0.000
117   close 59 4.64   0.000 0.000 -1113.27 26494.92
118   close 58 2.51   0.000 0.000 -6165.65 20329.27
119   buy 60 1.85   0.000 0.000
120   buy 61 3.42   0.000 0.000
121   close 61 3.42   0.000 0.000 2580.17 22909.44
122   close 60 1.85   0.000 0.000 -1229.85 21679.59
123   buy 62 1.97   0.000 0.000
124   close 62 1.97   0.000 0.000 644.95 22324.53
125   buy 63 2.03   0.000 0.000
126   close 63 2.03   0.000 0.000 1173.34 23497.87
127   sell 64 2.14   0.000 0.000
128   close 64 2.14   0.000 0.000 1842.78 25340.66
129   buy 65 2.31   0.000 0.000
130   close 65 2.31   0.000 0.000 751.45 26092.11
131   buy 66 2.37   0.000 0.000
132   buy 67 4.38   0.000 0.000
133   close 67 4.38   0.000 0.000 33.01 26125.12
134   close 66 2.37   0.000 0.000 -1695.50 24429.62
135   buy 68 2.22   0.000 0.000
136   buy 69 4.10   0.000 0.000
137   close 69 4.10   0.000 0.000 1694.64 26124.26
138   close 68 2.22   0.000 0.000 -3906.13 22218.12
139   buy 70 2.02   0.000 0.000
140   close 70 2.02   0.000 0.000 994.75 23212.87
141   buy 71 2.11   0.000 0.000
142   buy 72 3.90   0.000 0.000
143   close 72 3.90   0.000 0.000 3117.53 26330.40
144   close 71 2.11   0.000 0.000 -651.24 25679.16
145   buy 73 2.34   0.000 0.000
146   close 73 2.34   0.000 0.000 1893.53 27572.69
147   sell 74 2.51   0.000 0.000
148   close 74 2.51   0.000 0.000 2608.13 30180.82
149   sell 75 2.75   0.000 0.000
150   close 75 2.75   0.000 0.000 -473.33 29707.49
151   sell 76 2.70   0.000 0.000
152   close 76 2.70   0.000 0.000 1607.63 31315.11
153   buy 77 2.85   0.000 0.000
154   close 77 2.85   0.000 0.000 960.69 32275.81
155   sell 78 2.94   0.000 0.000
156   close 78 2.94   0.000 0.000 1124.22 33400.03
157   sell 79 3.04   0.000 0.000
158   sell 80 5.61   0.000 0.000
159   close 80 5.61   0.000 0.000 1476.01 34876.04
160   close 79 3.04   0.000 0.000 -322.24 34553.80
161   buy 81 3.14   0.000 0.000
162   close 81 3.14   0.000 0.000 2285.15 36838.95
163   sell 82 3.35   0.000 0.000
164   sell 83 6.19   0.000 0.000
165   close 83 6.19   0.000 0.000 2477.11 39316.06
166   close 82 3.35   0.000 0.000 1055.60 40371.67
167   sell 84 3.67   0.000 0.000
168   sell 85 6.78   0.000 0.000
169   close 85 6.78   0.000 0.000 1113.76 41485.42
170   close 84 3.67   0.000 0.000 57.92 41543.34
171   buy 86 3.78   0.000 0.000
172   close 86 3.78   0.000 0.000 -1929.39 39613.95
173   sell 87 3.60   0.000 0.000
174   close 87 3.60   0.000 0.000 798.87 40412.82
175   buy 88 3.68   0.000 0.000
176   close 88 3.68   0.000 0.000 1366.14 41778.96
177   buy 89 3.80   0.000 0.000
178   buy 90 7.02   0.000 0.000
179   close 90 7.02   0.000 0.000 2261.55 44040.51
180   close 89 3.80   0.000 0.000 -622.92 43417.59
181   buy 91 3.95   0.000 0.000
182   close 91 3.95   0.000 0.000 3550.23 46967.82
183   sell 92 4.27   0.000 0.000
184   close 92 4.27   0.000 0.000 940.25 47908.07
185   sell 93 4.36   0.000 0.000
186   close 93 4.36   0.000 0.000 1647.03 49555.10
187   sell 94 4.51   0.000 0.000
188   close 94 4.51   0.000 0.000 2208.61 51763.71
189   buy 95 4.71   0.000 0.000
190   buy 96 8.70   0.000 0.000
191   close 96 8.70   0.000 0.000 4050.59 55814.30
192   close 95 4.71   0.000 0.000 -1001.48 54812.82
193   buy 97 4.99   0.000 0.000
194   buy 98 9.21   0.000 0.000
195   close 98 9.21   0.000 0.000 -609.63 54203.19
196   close 97 4.99   0.000 0.000 -880.87 53322.32
197   sell 99 4.85   0.000 0.000
198   sell 100 8.96   0.000 0.000
199   close 100 8.96   0.000 0.000 2835.85 56158.17
200   close 99 4.85   0.000 0.000 1048.41 57206.58
201   sell 101 5.21   0.000 0.000
202   close 101 5.21   0.000 0.000 663.93 57870.51
203   buy 102 5.27   0.000 0.000
204   close 102 5.27   0.000 0.000 2703.08 60573.59
205   sell 103 5.51   0.000 0.000
206   sell 104 10.18   0.000 0.000
207   close 104 10.18   0.000 0.000 11588.45 72162.05
208   close 103 5.51   0.000 0.000 4297.65 76459.69
209   buy 105 6.96   0.000 0.000
210   close 105 6.96   0.000 0.000 4043.76 80503.45
211   buy 106 7.33   0.000 0.000
212   close 106 7.33   0.000 0.000 7668.74 88172.19
213   sell 107 8.02   0.000 0.000
214   sell 108 14.81   0.000 0.000
215   close 108 14.81   0.000 0.000 4451.14 92623.33
216   close 107 8.02   0.000 0.000 -2455.64 90167.69
217   buy 109 8.21   0.000 0.000
218   close 109 8.21   0.000 0.000 63.70 90231.39
219   sell 110 8.21   0.000 0.000
220   close 110 8.21   0.000 0.000 15866.12 106097.51
221   buy 111 9.65   0.000 0.000
222   close 111 9.65   0.000 0.000 -7006.49 99091.02
223   sell 112 9.02   0.000 0.000
224   close 112 9.02   0.000 0.000 8708.90 107799.93
225   sell 113 9.81   0.000 0.000
226   close 113 9.81   0.000 0.000 12969.68 120769.60
227   sell 114 10.99   0.000 0.000
228   close 114 10.99   0.000 0.000 6492.49 127262.09
229   sell 115 11.58   0.000 0.000
230   close 115 11.58   0.000 0.000 4053.68 131315.77
231   sell 116 11.95   0.000 0.000
232   close 116 11.95   0.000 0.000 18708.98 150024.75
233   buy 117 13.65   0.000 0.000
234   close 117 13.65   0.000 0.000 1464.64 151489.39
235   buy 118 13.79   0.000 0.000
236   close 118 13.79   0.000 0.000 2879.94 154369.33
237   sell 119 14.05   0.000 0.000
238   close 119 14.05   0.000 0.000 2487.11 156856.44
239   sell 120 14.27   0.000 0.000
240   sell 121 26.35   0.000 0.000
241   close 121 26.35   0.000 0.000 5929.40 162785.85
242   close 120 14.27   0.000 0.000 2175.78 164961.63
243   sell 122 15.01   0.000 0.000
244   sell 123 27.71   0.000 0.000
245   close 123 27.71   0.000 0.000 22616.00 187577.63
246   close 122 15.01   0.000 0.000 6507.27 194084.90
247   buy 124 17.66   0.000 0.000
248   close 124 17.66   0.000 0.000 9065.58 203150.48
249   sell 125 18.49   0.000 0.000
250   close 125 18.49   0.000 0.000 5664.39 208814.86
251   buy 126 19.00   0.000 0.000
252   close 126 19.00   0.000 0.000 1300.23 210115.09
253   sell 127 19.12   0.000 0.000
254   sell 128 35.30   0.000 0.000
255   close 128 35.30   0.000 0.000 7427.06 217542.15
256   close 127 19.12   0.000 0.000 -4097.77 213444.39
257   sell 129 19.42   0.000 0.000
258   close 129 19.42   0.000 0.000 6700.85 220145.24
259   buy 130 20.03   0.000 0.000
260   close 130 20.03   0.000 0.000 8345.23 228490.47
261   sell 131 20.79   0.000 0.000
262   sell 132 38.39   0.000 0.000
263   close 132 38.39   0.000 0.000 14451.61 242942.08
264   close 131 20.79   0.000 0.000 7076.68 250018.76
265   sell 133 22.75   0.000 0.000
266   close 133 22.75   0.000 0.000 22605.28 272624.03
267   sell 134 24.81   0.000 0.000
268   close 134 24.81   0.000 0.000 12282.18 284906.21
269   buy 135 25.93   0.000 0.000
270   close 135 25.93   0.000 0.000 4234.99 289141.20
271   sell 136 26.31   0.000 0.000
272   close 136 26.31   0.000 0.000 5643.17 294784.37
273   buy 137 26.83   0.000 0.000
274   buy 138 49.52   0.000 0.000
275   close 138 49.52   0.000 0.000 26048.54 320832.91
276   close 137 26.83   0.000 0.000 10506.76 331339.67
277   buy 139 30.15   0.000 0.000
278   close 139 30.15   0.000 0.000 1414.61 332754.28
279   sell 140 30.28   0.000 0.000
280   sell 141 50.00   0.000 0.000
281   sell 142 5.90   0.000 0.000
282   close 142 5.90   0.000 0.000 4306.33 337060.61
283   close 141 50.00   0.000 0.000 36494.27 373554.88
284   close 140 30.28   0.000 0.000 14614.70 388169.58
285   sell 143 35.32   0.000 0.000
286   sell 144 50.00   0.000 0.000
287   sell 145 15.21   0.000 0.000
288   close 145 15.21   0.000 0.000 7872.76 396042.34
289   close 144 50.00   0.000 0.000 25880.21 421922.55
290   close 143 35.32   0.000 0.000 11598.12 433520.67
291   sell 146 39.45   0.000 0.000
292   close 146 39.45   0.000 0.000 -11129.03 422391.64
293   buy 147 38.44   0.000 0.000
294   close 147 38.44   0.000 0.000 -4721.91 417669.73
295   sell 148 38.01   0.000 0.000
296   close 148 38.01   0.000 0.000 9489.06 427158.79
297   sell 149 38.87   0.000 0.000
298   close 149 38.87   0.000 0.000 -14333.34 412825.45
299   sell 150 37.57   0.000 0.000
300   close 150 37.57   0.000 0.000 39773.62 452599.07
301   sell 151 41.19   0.000 0.000
302   sell 152 50.00   0.000 0.000
303   sell 153 26.04   0.000 0.000
304   close 153 26.04   0.000 0.000 18613.32 471212.39
305   close 152 50.00   0.000 0.000 35739.85 506952.24
306   close 151 41.19   0.000 0.000 5262.86 512215.10
307   sell 154 46.61   0.000 0.000
308   sell 155 50.00   0.000 0.000
309   sell 156 36.05   0.000 0.000
310   close 156 36.05   0.000 0.000 6117.52 518332.62
311   close 155 50.00   0.000 0.000 8484.77 526817.39
312   close 154 46.61   0.000 0.000 2440.86 529258.25
313   sell 157 48.16   0.000 0.000
314   sell 158 50.00   0.000 0.000
315   sell 159 38.92   0.000 0.000
316   close 159 38.92   0.000 0.000 -18086.90 511171.34
317   close 158 50.00   0.000 0.000 -23236.00 487935.34
318   close 157 48.16   0.000 0.000 -66956.67 420978.67
319   sell 160 38.31   0.000 0.000
320   close 160 38.31   0.000 0.000 13629.30 434607.98
321   sell 161 39.55   0.000 0.000
322   close 161 39.55   0.000 0.000 10897.20 445505.18
323   sell 162 40.54   0.000 0.000
324   close 162 40.54   0.000 0.000 -27710.57 417794.61
325   buy 163 38.02   0.000 0.000
326   close 163 38.02   0.000 0.000 12628.64 430423.25
327   sell 164 39.17   0.000 0.000
328   close 164 39.17   0.000 0.000 13274.43 443697.68

相關連結:

[外匯]自動交易軟件: Soarari

[外匯]自動交易軟件: Soarari 報表一
[外匯]自動交易軟件: Soarari 報表二
[外匯]自動交易軟件: Soarari 報表三


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