绿色，红色，黄色波段分别为本级别，高级别和更高级别。如15分钟，60分钟和4小时
三个同时 bear trap, 买多30% ，如图中绿色文字所示
前两个bear trap， 买多20%
错三次，对一次
仍能大幅盈利
第一个和第三个bear trap，买多10%
三个同时 bull trap, 买空30% ，如图中红色文字所示
前两个bull trap， 买空20%
第一个和第三个bull trap，买空10%
其他组合无操作
欧元：
15分钟
等15分钟变成bear trap 买多
60分钟
Strategy Tester Report
EA_chzhshch1_2_11
AlpariUK-Demo (Build 409)
| Symbol | _US500 (US 500) | ||||
| Period | 15 Minutes (M15) 2011.10.03 00:00 - 2011.12.14 05:29 (2011.10.01 - 2011.12.16) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | MaxLossPerTrade=0.05; MaxMarginPerTrade=0.1; isTrendModify=true; isSellHalfWinningTrade=false; isHistoryOrderShow=false; sp500Future="US500.H"; crudeFuture="T.H1"; nq100Future="NQ100.H"; | ||||
| Bars in test | 5785 | Ticks modelled | 10567 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 9390.00 | Gross profit | 14245.00 | Gross loss | -4855.00 |
| Profit factor | 2.93 | Expected payoff | 626.00 | ||
| Absolute drawdown | 531.25 | Maximal drawdown | 2056.25 (11.61%) | Relative drawdown | 12.95% (2043.75) |
| Total trades | 15 | Short positions (won %) | 8 (37.50%) | Long positions (won %) | 7 (28.57%) |
| Profit trades (% of total) | 5 (33.33%) | Loss trades (% of total) | 10 (66.67%) | ||
| Largest | profit trade | 4995.00 | loss trade | -652.50 | |
| Average | profit trade | 2849.00 | loss trade | -485.50 | |
| Maximum | consecutive wins (profit in money) | 2 (6027.50) | consecutive losses (loss in money) | 5 (-2623.75) | |
| Maximal | consecutive profit (count of wins) | 6027.50 (2) | consecutive loss (count of losses) | -2623.75 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2011.10.04 03:30 | buy | 1 | 0.50 | 1088.25 | 1073.00 | 0.00 | ||
| 2 | 2011.10.04 14:00 | s/l | 1 | 0.50 | 1073.00 | 1073.00 | 0.00 | -381.25 | 9618.75 |
| 3 | 2011.10.04 15:45 | buy | 2 | 0.60 | 1076.50 | 1063.00 | 0.00 | ||
| 4 | 2011.10.12 14:00 | sell | 3 | 0.80 | 1197.50 | 1207.00 | 0.00 | ||
| 5 | 2011.10.12 16:30 | s/l | 3 | 0.80 | 1207.00 | 1207.00 | 0.00 | -380.00 | 9238.75 |
| 6 | 2011.10.14 13:30 | sell | 4 | 1.30 | 1206.50 | 1212.00 | 0.00 | ||
| 7 | 2011.10.14 14:30 | s/l | 4 | 1.30 | 1212.00 | 1212.00 | 0.00 | -357.50 | 8881.25 |
| 8 | 2011.10.17 08:30 | sell | 5 | 0.80 | 1222.75 | 1232.00 | 0.00 | ||
| 9 | 2011.10.18 17:45 | close | 5 | 0.80 | 1207.00 | 1232.00 | 0.00 | 630.00 | 9511.25 |
| 10 | 2011.10.31 21:45 | close | 2 | 0.60 | 1243.00 | 1063.00 | 0.00 | 4995.00 | 14506.25 |
| 11 | 2011.11.03 10:00 | buy | 6 | 0.20 | 1226.25 | 1203.00 | 0.00 | ||
| 12 | 2011.11.08 01:45 | sell | 7 | 1.10 | 1257.00 | 1267.00 | 0.00 | ||
| 13 | 2011.11.08 14:00 | s/l | 7 | 1.10 | 1267.00 | 1267.00 | 0.00 | -550.00 | 13956.25 |
| 14 | 2011.11.08 15:45 | sell | 8 | 1.50 | 1264.50 | 1272.00 | 0.00 | ||
| 15 | 2011.11.08 21:30 | s/l | 8 | 1.50 | 1272.00 | 1272.00 | 0.00 | -562.50 | 13393.75 |
| 16 | 2011.11.09 04:15 | sell | 9 | 1.70 | 1270.75 | 1277.00 | 0.00 | ||
| 17 | 2011.11.10 10:45 | close | 9 | 1.70 | 1240.25 | 1277.00 | 0.00 | 2592.50 | 15986.25 |
| 18 | 2011.11.11 18:45 | sell | 10 | 1.80 | 1260.25 | 1267.00 | 0.00 | ||
| 19 | 2011.11.14 00:15 | s/l | 10 | 1.80 | 1267.00 | 1267.00 | 0.00 | -607.50 | 15378.75 |
| 20 | 2011.11.14 09:45 | sell | 11 | 1.00 | 1264.75 | 1277.00 | 0.00 | ||
| 21 | 2011.11.21 00:15 | s/l | 6 | 0.20 | 1203.00 | 1203.00 | 0.00 | -232.50 | 15146.25 |
| 22 | 2011.11.21 19:15 | buy | 12 | 0.90 | 1187.50 | 1173.00 | 0.00 | ||
| 23 | 2011.11.23 02:15 | s/l | 12 | 0.90 | 1173.00 | 1173.00 | 0.00 | -652.50 | 14493.75 |
| 24 | 2011.11.23 09:15 | buy | 13 | 0.80 | 1172.50 | 1158.00 | 0.00 | ||
| 25 | 2011.11.24 15:45 | s/l | 13 | 0.80 | 1158.00 | 1158.00 | 0.00 | -580.00 | 13913.75 |
| 26 | 2011.11.24 17:15 | buy | 14 | 0.70 | 1163.75 | 1148.00 | 0.00 | ||
| 27 | 2011.11.25 10:15 | s/l | 14 | 0.70 | 1148.00 | 1148.00 | 0.00 | -551.25 | 13362.50 |
| 28 | 2011.11.25 15:00 | buy | 15 | 0.60 | 1156.25 | 1138.00 | 0.00 | ||
| 29 | 2011.11.28 10:00 | close | 11 | 1.00 | 1184.25 | 1277.00 | 0.00 | 4025.00 | 17387.50 |
| 30 | 2011.12.14 05:29 | close at stop | 15 | 0.60 | 1223.00 | 1138.00 | 0.00 | 2002.50 | 19390.00 |
60分钟
Strategy Tester Report
EA_chzhshch1_2_11
AlpariUK-Demo (Build 409)
| Symbol | _US500 (US 500) | ||||
| Period | 1 Hour (H1) 2011.04.28 00:00 - 2011.12.14 08:59 (2011.04.28 - 2011.12.16) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | MaxLossPerTrade=0.05; MaxMarginPerTrade=0.1; isTrendModify=true; isSellHalfWinningTrade=false; isHistoryOrderShow=false; sp500Future="US500.H"; crudeFuture="T.H1"; nq100Future="NQ100.H"; | ||||
| Bars in test | 4739 | Ticks modelled | 8477 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2461.25 | Gross profit | 3487.50 | Gross loss | -1026.25 |
| Profit factor | 3.40 | Expected payoff | 351.61 | ||
| Absolute drawdown | 190.00 | Maximal drawdown | 1358.75 (10.95%) | Relative drawdown | 10.95% (1358.75) |
| Total trades | 7 | Short positions (won %) | 6 (33.33%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 3 (42.86%) | Loss trades (% of total) | 4 (57.14%) | ||
| Largest | profit trade | 1350.00 | loss trade | -382.50 | |
| Average | profit trade | 1162.50 | loss trade | -256.56 | |
| Maximum | consecutive wins (profit in money) | 1 (1350.00) | consecutive losses (loss in money) | 3 (-805.00) | |
| Maximal | consecutive profit (count of wins) | 1350.00 (1) | consecutive loss (count of losses) | -805.00 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2011.05.11 17:00 | sell | 1 | 0.80 | 1347.25 | 1362.00 | 0.00 | ||
| 2 | 2011.05.26 21:00 | close | 1 | 0.80 | 1327.00 | 1362.00 | 0.00 | 810.00 | 10810.00 |
| 3 | 2011.08.30 07:00 | sell | 2 | 0.90 | 1207.00 | 1212.00 | 0.00 | ||
| 4 | 2011.08.30 18:00 | s/l | 2 | 0.90 | 1212.00 | 1212.00 | 0.00 | -225.00 | 10585.00 |
| 5 | 2011.08.31 21:00 | sell | 3 | 0.20 | 1212.25 | 1232.00 | 0.00 | ||
| 6 | 2011.10.05 13:00 | buy | 4 | 0.30 | 1123.50 | 1093.00 | 0.00 | ||
| 7 | 2011.10.21 17:00 | s/l | 3 | 0.20 | 1232.00 | 1232.00 | 0.00 | -197.50 | 10387.50 |
| 8 | 2011.10.26 17:00 | sell | 5 | 0.20 | 1218.75 | 1257.00 | 0.00 | ||
| 9 | 2011.10.27 08:00 | s/l | 5 | 0.20 | 1257.00 | 1257.00 | 0.00 | -382.50 | 10005.00 |
| 10 | 2011.11.01 14:00 | close | 4 | 0.30 | 1212.00 | 1093.00 | 0.00 | 1327.50 | 11332.50 |
| 11 | 2011.11.08 08:00 | sell | 6 | 0.30 | 1252.25 | 1267.00 | 0.00 | ||
| 12 | 2011.11.08 14:00 | s/l | 6 | 0.30 | 1267.00 | 1267.00 | 0.00 | -221.25 | 11111.25 |
| 13 | 2011.11.09 09:00 | sell | 7 | 0.40 | 1266.75 | 1277.00 | 0.00 | ||
| 14 | 2011.11.29 07:00 | close | 7 | 0.40 | 1199.25 | 1277.00 | 0.00 | 1350.00 | 12461.25 |
选择“Disable on www.wenxuecity.com”
选择“don't run on pages on this domain”
