Entry Date | Entry Price | Exit Date | Exit Price | Gain | Duration |
7/26/2007 | 791.48 | 8/13/2007 | 779.81 | -0.01475 | 18 |
11/20/2007 | 749.33 | 12/31/2007 | 766.03 | 0.022287 | 41 |
1/17/2008 | 680.57 | 3/25/2008 | 705.27 | 0.036293 | 68 |
4/4/2008 | 713.73 | 4/11/2008 | 688.16 | -0.03583 | 7 |
4/18/2008 | 721.07 | 6/6/2008 | 740.37 | 0.026766 | 49 |
7/7/2008 | 658.26 | 7/25/2008 | 710.34 | 0.079118 | 18 |
8/1/2008 | 716.16 | 9/8/2008 | 732.86 | 0.023319 | 38 |
9/30/2008 | 679.58 | 11/4/2008 | 545.97 | -0.19661 | 35 |
11/14/2008 | 456.52 | 11/28/2008 | 473.14 | 0.036406 | 14 |
3/6/2009 | 351.05 | 3/18/2009 | 417.63 | 0.18966 | 12 |
3/27/2009 | 429 | 9/25/2009 | 598.94 | 0.396131 | 182 |
10/9/2009 | 614.92 | 1/22/2010 | 617.12 | 0.003578 | 105 |
2/19/2010 | 631.62 | 4/30/2010 | 716.6 | 0.134543 | 70 |
5/6/2010 | 672.23 | 5/14/2010 | 693.98 | 0.032355 | 8 |
5/20/2010 | 640.04 | 7/23/2010 | 650.65 | 0.016577 | 64 |
8/6/2010 | 650.68 | 12/2/2010 | 751.2 | 0.154485 | 118 |
12/3/2010 | 756.42 | 6/6/2011 | 795.33 | 0.05144 | 185 |
6/16/2011 | 781.54 | 7/15/2011 | 828.78 | 0.060445 | 29 |
7/22/2011 | 841.82 | 7/29/2011 | 797.03 | -0.05321 | 7 |
8/8/2011 | 650.96 | 8/30/2011 | 728.08 | 0.118471 | 22 |
9/22/2011 | 643.42 | 10/10/2011 | 684.9 | 0.064468 | 18 |
12/16/2011 | 722.05 | 8/31/2012 | 812.09 | 0.124701 | 259 |
9/7/2012 | 842.27 | 10/12/2012 | 823.09 | -0.02277 | 35 |
11/23/2012 | 807.18 | 12/14/2012 | 823.75 | 0.020528 | 21 |
新系统回测结果
所有跟帖:
• 五年的交易全部在这里了。买卖各12次。 -armorr- ♂ (0 bytes) () 12/22/2012 postreply 19:59:44
• 回测结果。2012年一月份开始,用一个小帐户开始 -armorr- ♂ (55 bytes) () 12/22/2012 postreply 20:05:44
• 是指数交易吗。 -green35- ♀ (0 bytes) () 12/22/2012 postreply 19:57:44
• 罗素2000。 -armorr- ♂ (0 bytes) () 12/22/2012 postreply 20:00:12
• 只作long,罗素下跌时空仓等待? -green35- ♀ (0 bytes) () 12/22/2012 postreply 20:02:47
• 对,只作多。卖了之后空仓等下次进场。 -armorr- ♂ (0 bytes) () 12/22/2012 postreply 20:07:49
• a good system w/ 22% return/year -tianfangye- ♂ (3653 bytes) () 12/22/2012 postreply 20:05:27
• 长期还有待时间考验。 -armorr- ♂ (41 bytes) () 12/22/2012 postreply 20:13:56
• 你今年操作两次,正好打平? -10things- ♂ (0 bytes) () 12/22/2012 postreply 20:45:40
• impressive -小昭mm- ♀ (0 bytes) () 12/22/2012 postreply 21:42:34