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

Soarari 報表一,測試期間:2009.01.01 - 2010.01.31,把本金放大約3.5倍。

注意:歷史測試績效不代表未來獲利。


Strategy Tester Report
Soarari_online
MIGBank-Demo (Build 225)

Symbol USDJPY (US Dollar vs Japanese Yen)
Period 2009.01.02 06:00 - 2010.01.29 22:55 (2009.01.01 - 2010.01.31)
Model Every tick (the most precise method based on all available least timeframes)
Parameters  
Bars in test 80413 Ticks modelled 10781680 Modelling quality 90.00%
Mismatched charts errors 87
Initial deposit 10000.00
Total net profit 24644.15 Gross profit 37991.86 Gross loss -13347.71
Profit factor 2.85 Expected payoff 547.65
Absolute drawdown 301.47 Maximal drawdown 12797.90 (30.12%) Relative drawdown 30.12% (12797.90)
Total trades 45 Short positions (won %) 34 (82.35%) Long positions (won %) 11 (90.91%)
Profit trades (% of total) 38 (84.44%) Loss trades (% of total) 7 (15.56%)
Largest profit trade 4244.58 loss trade -5234.79
Average profit trade 999.79 loss trade -1906.82
Maximum consecutive wins (profit in money) 15 (17193.14) consecutive losses (loss in money) 2 (-8476.12)
Maximal consecutive profit (count of wins) 17193.14 (15) consecutive loss (count of losses) -8476.12 (2)
Average consecutive wins 6 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 0.000 317.55 10317.55
3   sell 2 0.94   0.000 0.000
4   close 2 0.94   0.000 0.000 1470.37 11787.92
5   buy 3 1.07   0.000 0.000
6   close 3 1.07   0.000 0.000 113.64 11901.56
7   buy 4 1.08   0.000 0.000
8   close 4 1.08   0.000 0.000 224.35 12125.91
9   sell 5 1.10   0.000 0.000
10   close 5 1.10   0.000 0.000 192.60 12318.51
11   sell 6 1.12   0.000 0.000
12   sell 7 2.07   0.000 0.000
13   close 7 2.07   0.000 0.000 463.06 12781.57
14   close 6 1.12   0.000 0.000 169.28 12950.85
15   sell 8 1.18   0.000 0.000
16   sell 9 2.18   0.000 0.000
17   close 9 2.18   0.000 0.000 1776.43 14727.28
18   close 8 1.18   0.000 0.000 510.04 15237.33
19   buy 10 1.39   0.000 0.000
20   close 10 1.39   0.000 0.000 712.14 15949.46
21   sell 11 1.45   0.000 0.000
22   close 11 1.45   0.000 0.000 442.28 16391.74
23   buy 12 1.49   0.000 0.000
24   close 12 1.49   0.000 0.000 100.41 16492.15
25   sell 13 1.50   0.000 0.000
26   sell 14 2.77   0.000 0.000
27   close 14 2.77   0.000 0.000 579.14 17071.28
28   close 13 1.50   0.000 0.000 -323.45 16747.83
29   sell 15 1.52   0.000 0.000
30   close 15 1.52   0.000 0.000 522.05 17269.88
31   buy 16 1.57   0.000 0.000
32   close 16 1.57   0.000 0.000 652.50 17922.38
33   sell 17 1.63   0.000 0.000
34   sell 18 3.01   0.000 0.000
35   close 18 3.01   0.000 0.000 1129.89 19052.27
36   close 17 1.63   0.000 0.000 553.10 19605.37
37   sell 19 1.78   0.000 0.000
38   close 19 1.78   0.000 0.000 1766.27 21371.63
39   sell 20 1.94   0.000 0.000
40   close 20 1.94   0.000 0.000 957.83 22329.47
41   buy 21 2.03   0.000 0.000
42   close 21 2.03   0.000 0.000 329.44 22658.91
43   sell 22 2.06   0.000 0.000
44   close 22 2.06   0.000 0.000 439.65 23098.56
45   buy 23 2.10   0.000 0.000
46   buy 24 3.88   0.000 0.000
47   close 24 3.88   0.000 0.000 2036.85 25135.41
48   close 23 2.10   0.000 0.000 820.15 25955.56
49   buy 25 2.36   0.000 0.000
50   close 25 2.36   0.000 0.000 108.22 26063.78
51   sell 26 2.37   0.000 0.000
52   sell 27 4.38   0.000 0.000
53   close 27 4.38   0.000 0.000 3190.84 29254.62
54   close 26 2.37   0.000 0.000 1140.61 30395.23
55   sell 28 2.77   0.000 0.000
56   sell 29 5.11   0.000 0.000
57   close 29 5.11   0.000 0.000 2639.24 33034.47
58   close 28 2.77   0.000 0.000 906.50 33940.97
59   sell 30 3.09   0.000 0.000
60   close 30 3.09   0.000 0.000 -875.99 33064.98
61   buy 31 3.01   0.000 0.000
62   close 31 3.01   0.000 0.000 -373.02 32691.96
63   sell 32 2.97   0.000 0.000
64   close 32 2.97   0.000 0.000 738.16 33430.12
65   sell 33 3.04   0.000 0.000
66   close 33 3.04   0.000 0.000 -1125.31 32304.81
67   sell 34 2.94   0.000 0.000
68   close 34 2.94   0.000 0.000 3108.28 35413.09
69   sell 35 3.22   0.000 0.000
70   sell 36 5.95   0.000 0.000
71   close 36 5.95   0.000 0.000 4244.58 39657.67
72   close 35 3.22   0.000 0.000 406.86 40064.54
73   sell 37 3.65   0.000 0.000
74   sell 38 6.73   0.000 0.000
75   close 38 6.73   0.000 0.000 1124.89 41189.43
76   close 37 3.65   0.000 0.000 181.84 41371.27
77   sell 39 3.76   0.000 0.000
78   sell 40 6.95   0.000 0.000
79   close 40 6.95   0.000 0.000 -3241.33 38129.94
80   close 39 3.76   0.000 0.000 -5234.79 32895.15
81   sell 41 2.99   0.000 0.000
82   close 41 2.99   0.000 0.000 1057.92 33953.07
83   sell 42 3.09   0.000 0.000
84   close 42 3.09   0.000 0.000 848.04 34801.11
85   sell 43 3.17   0.000 0.000
86   close 43 3.17   0.000 0.000 -2173.82 32627.28
87   buy 44 2.97   0.000 0.000
88   close 44 2.97   0.000 0.000 983.26 33610.55
89   sell 45 3.06   0.000 0.000
90   close 45 3.06   0.000 0.000 1033.60 34644.15

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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