策略测试报告
ICMarkets-Demo (Build 2007)
设置
专家: 三品种回归直线模型v1.01
交易品种: DE30
期间: H1 (2018.01.01 - 2019.03.20)
输入: WordsColor=255
MySymbol1=HK50
MySymbol2=JP225
MySymbol3=DE30
Acoordinates=18887,15642,9560.9
Bcoordinates=31977,24008,13390
Deviation=140000
CompoundLots=true
Sencitive=0.08
AllowAdding=true
Interval=50000
Multiple=1
MaxOrders=5
TakeProfit=50000
StopLoss=320000
UseMoneyTP=false
MoneyTP=500
Magicnum=321321
交易商: International Capital Markets Pty Ltd.
货币: USD
初始入金: 10 000.00
杠杆: 1:500
结果
质量历史: 96%
柱: 6978 报价: 20294455 交易品种: 3
总净盈利: 7 673.85 绝对结余亏损: 0.00 绝对净值亏损: 1 512.50
毛利: 11 717.69 最大结余亏损: 1 019.08 (5.45%) 最大净值亏损: 3 976.57 (26.05%)
毛损: -4 043.84 相对结余亏损: 5.45% (1 019.08) 相对净值亏损: 29.15% (3 491.20)
盈利因子: 2.90 预期收益: 403.89 预付款维持率: 1285.38%
采收率: 1.93 夏普比率: 0.45 分值: 1.35 (82.30%)
AHPR: 1.0329 (3.29%) LR 相关性: 0.97 OnTester结果: 0
GHPR: 1.0304 (3.04%) LR 标准误差: 861.37
交易总计: 19 卖出交易 (赢得 %): 8 (87.50%) 买入交易 (赢得 %): 11 (45.45%)
总成交: 38 盈利交易 (% 全部): 12 (63.16%) 亏损交易 (% 全部): 7 (36.84%)
最大 获利交易: 2 761.23 最大 亏损交易: -1 019.08
平均 获利交易: 976.47 平均 亏损交易: -577.69
最大值 连胜 ($): 4 (3 942.10) 最大值 连败 ($): 2 (-341.09)
极大值 连续获利 (count): 3 942.10 (4) 极大值 连续亏损 (count): -1 019.08 (1)
平均 连胜: 2 平均 连败: 1
Graph
Graph
相关性 (盈利, MFE): 0.90 相关性 (盈利, MAE): 0.20 相关性 (MFE,MAE): 0.0304
Graph
最小持仓时间: 496:53:04 最大持仓时间: 1812:08:08 平均持仓时间: 1315:08:34
Graph
订单
开价时间 订单 交易品种 类型 交易量 价位 止损 止盈 时间 状态 注释
2018.02.05 08:06:592HK50sell4.00 / 4.0032187.642018.02.05 08:06:59filledsel_1
2018.02.05 08:06:593JP225buy62.00 / 62.0022648.922018.02.05 08:06:59filledbuy_1
2018.02.05 08:06:594DE30buy0.30 / 0.3012637.502018.02.05 08:06:59filledbuy_1
2018.02.06 03:15:005HK50sell3.00 / 3.0032069.592018.02.06 03:15:00filledsel_2
2018.02.06 03:15:006JP225buy64.00 / 64.0021609.482018.02.06 03:15:00filledbuy_2
2018.02.06 03:15:007DE30buy0.20 / 0.2012156.202018.02.06 03:15:00filledbuy_2
2018.04.26 05:30:188DE30sell0.20 / 0.2012479.182018.04.26 05:30:18filledbuy_2
2018.04.26 05:30:189JP225sell64.00 / 64.0022333.012018.04.26 05:30:18filledbuy_2
2018.04.26 05:30:1810HK50buy3.00 / 3.0030133.402018.04.26 05:30:18filledsel_2
2018.04.26 05:30:1811DE30sell0.30 / 0.3012479.182018.04.26 05:30:18filledbuy_1
2018.04.26 05:30:1812JP225sell62.00 / 62.0022333.012018.04.26 05:30:18filledbuy_1
2018.04.26 05:30:1813HK50buy4.00 / 4.0030133.402018.04.26 05:30:18filledsel_1
2018.09.05 16:59:2614HK50buy4.00 / 4.0027121.182018.09.05 16:59:26filledbuy_1
2018.09.05 16:59:2615JP225sell91.00 / 91.0022558.002018.09.05 16:59:26filledsel_1
2018.09.05 16:59:2616DE30buy0.10 / 0.1012107.802018.09.05 16:59:26filledbuy_1
2018.09.11 11:25:1617HK50buy4.00 / 4.0026314.242018.09.11 11:25:16filledbuy_2
2018.09.11 11:25:1618JP225sell90.00 / 90.0022638.612018.09.11 11:25:16filledsel_2
2018.09.18 08:00:0219HK50buy4.00 / 4.0026691.492018.09.18 08:00:02filledbuy_3
2018.09.18 08:00:0220JP225sell93.00 / 93.0023467.002018.09.18 08:00:02filledsel_3
2018.10.04 09:52:3021HK50buy4.00 / 4.0026526.142018.10.04 09:52:30filledbuy_4
2018.10.04 09:52:3022JP225sell96.00 / 96.0023962.492018.10.04 09:52:30filledsel_4
2018.10.04 09:52:3023DE30sell0.10 / 0.1012253.592018.10.04 09:52:30filledbuy_1
2018.10.04 09:52:3024DE30sell0.10 / 0.1012253.592018.10.04 09:52:30filledsel_4
2018.12.20 05:07:3425DE30buy0.10 / 0.1010661.962018.12.20 05:07:34filledsel_4
2018.12.20 05:07:3426JP225buy96.00 / 96.0020584.322018.12.20 05:07:34filledsel_4
2018.12.20 05:07:3427HK50sell4.00 / 4.0025681.472018.12.20 05:07:34filledbuy_4
2018.12.20 05:07:3428JP225buy93.00 / 93.0020584.322018.12.20 05:07:34filledsel_3
2018.12.20 05:07:3429HK50sell4.00 / 4.0025681.472018.12.20 05:07:34filledbuy_3
2018.12.20 05:07:3430JP225buy90.00 / 90.0020584.322018.12.20 05:07:34filledsel_2
2018.12.20 05:07:3431HK50sell4.00 / 4.0025681.472018.12.20 05:07:34filledbuy_2
2018.12.20 05:07:3432JP225buy91.00 / 91.0020584.322018.12.20 05:07:34filledsel_1
2018.12.20 05:07:3433HK50sell4.00 / 4.0025681.472018.12.20 05:07:34filledbuy_1
2019.02.08 09:15:4134HK50sell5.00 / 5.0027962.552019.02.08 09:15:41filledsel_1
2019.02.08 09:15:4135JP225buy72.00 / 72.0020313.322019.02.08 09:15:41filledbuy_1
2019.02.08 09:15:4136DE30buy0.90 / 0.9011012.552019.02.08 09:15:41filledbuy_1
2019.03.19 23:59:5937DE30sell0.90 / 0.9011747.402019.03.19 23:59:59filledend of test
2019.03.19 23:59:5938JP225sell72.00 / 72.0021576.002019.03.19 23:59:59filledend of test
2019.03.19 23:59:5939HK50buy5.00 / 5.0029513.402019.03.19 23:59:59filledend of test
成交
时间 成交 交易品种 类型 趋势 交易量 价位 订单 手续费 库存费 盈利 结余 注释
2018.01.01 00:00:001balance0.000.0010 000.0010 000.00
2018.02.05 08:06:592HK50sellin4.0032187.6420.000.000.0010 000.00sel_1
2018.02.05 08:06:593JP225buyin62.0022648.9230.000.000.0010 000.00buy_1
2018.02.05 08:06:594DE30buyin0.3012637.5040.000.000.0010 000.00buy_1
2018.02.06 03:15:005HK50sellin3.0032069.5950.000.000.0010 000.00sel_2
2018.02.06 03:15:006JP225buyin64.0021609.4860.000.000.0010 000.00buy_2
2018.02.06 03:15:007DE30buyin0.2012156.2070.000.000.0010 000.00buy_2
2018.04.26 05:30:188DE30sellout0.2012479.1880.00-16.3078.6510 062.35buy_2
2018.04.26 05:30:189JP225sellout64.0022333.0190.00-80.99423.4510 404.81buy_2
2018.04.26 05:30:1810HK50buyout3.0030133.40100.00-38.03740.1411 106.92sel_2
2018.04.26 05:30:1811DE30sellout0.3012479.18110.00-24.70-57.8311 024.39buy_1
2018.04.26 05:30:1812JP225sellout62.0022333.01120.00-79.45-179.1110 765.83buy_1
2018.04.26 05:30:1813HK50buyout4.0030133.40130.00-51.491 047.0211 761.36sel_1
2018.09.05 16:59:2614HK50buyin4.0027121.18140.000.000.0011 761.36buy_1
2018.09.05 16:59:2615JP225sellin91.0022558.00150.000.000.0011 761.36sel_1
2018.09.05 16:59:2616DE30buyin0.1012107.80160.000.000.0011 761.36buy_1
2018.09.11 11:25:1617HK50buyin4.0026314.24170.000.000.0011 761.36buy_2
2018.09.11 11:25:1618JP225sellin90.0022638.61180.000.000.0011 761.36sel_2
2018.09.18 08:00:0219HK50buyin4.0026691.49190.000.000.0011 761.36buy_3
2018.09.18 08:00:0220JP225sellin93.0023467.00200.000.000.0011 761.36sel_3
2018.10.04 09:52:3021HK50buyin4.0026526.14210.000.000.0011 761.36buy_4
2018.10.04 09:52:3022JP225sellin96.0023962.49220.000.000.0011 761.36sel_4
2018.10.04 09:52:3023DE30sellout0.1012253.59230.00-2.7616.7411 775.34buy_1
2018.10.04 09:52:3024DE30sellin0.1012253.59240.000.000.0011 775.34sel_4
2018.12.20 05:07:3425DE30buyout0.1010661.96250.00-9.76181.1211 946.70sel_4
2018.12.20 05:07:3426JP225buyout96.0020584.32260.00-122.322 883.5514 707.93sel_4
2018.12.20 05:07:3427HK50sellout4.0025681.47270.00-140.11-431.5814 136.24buy_4
2018.12.20 05:07:3428JP225buyout93.0020584.32280.00-141.292 383.7116 378.66sel_3
2018.12.20 05:07:3429HK50sellout4.0025681.47290.00-167.06-516.0615 695.54buy_3
2018.12.20 05:07:3430JP225buyout90.0020584.32300.00-147.101 643.9117 192.35sel_2
2018.12.20 05:07:3431HK50sellout4.0025681.47310.00-179.60-323.3116 689.44buy_2
2018.12.20 05:07:3432JP225buyout91.0020584.32320.00-157.841 596.9618 128.56sel_1
2018.12.20 05:07:3433HK50sellout4.0025681.47330.00-190.34-735.6117 202.61buy_1
2019.02.08 09:15:4134HK50sellin5.0027962.55340.000.000.0017 202.61sel_1
2019.02.08 09:15:4135JP225buyin72.0020313.32350.000.000.0017 202.61buy_1
2019.02.08 09:15:4136DE30buyin0.9011012.55360.000.000.0017 202.61buy_1
2019.03.19 23:59:5937DE30sellout0.9011747.40370.00-33.11750.7317 920.23end of test
2019.03.19 23:59:5938JP225sellout72.0021576.00380.00-43.30816.0018 692.93end of test
2019.03.19 23:59:5939HK50buyout5.0029513.40390.00-31.26-987.8217 673.85end of test
0.00 -1 656.81 9 330.66 17 673.85