[外匯]自動交易軟件: Soarari 報表二－FreeFOREVER

[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