[外匯]自動交易軟件: Soarari 報表一－FreeFOREVER

[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