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
相关性 (盈利, MFE):			0.90	相关性 (盈利, MAE):			0.20	相关性 (MFE,MAE):			0.0304
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

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 08:06:59	2	HK50	sell	4.00 / 4.00		32187.64			2018.02.05 08:06:59		filled	sel_1
2018.02.05 08:06:59	3	JP225	buy	62.00 / 62.00		22648.92			2018.02.05 08:06:59		filled	buy_1
2018.02.05 08:06:59	4	DE30	buy	0.30 / 0.30		12637.50			2018.02.05 08:06:59		filled	buy_1
2018.02.06 03:15:00	5	HK50	sell	3.00 / 3.00		32069.59			2018.02.06 03:15:00		filled	sel_2
2018.02.06 03:15:00	6	JP225	buy	64.00 / 64.00		21609.48			2018.02.06 03:15:00		filled	buy_2
2018.02.06 03:15:00	7	DE30	buy	0.20 / 0.20		12156.20			2018.02.06 03:15:00		filled	buy_2
2018.04.26 05:30:18	8	DE30	sell	0.20 / 0.20		12479.18			2018.04.26 05:30:18		filled	buy_2
2018.04.26 05:30:18	9	JP225	sell	64.00 / 64.00		22333.01			2018.04.26 05:30:18		filled	buy_2
2018.04.26 05:30:18	10	HK50	buy	3.00 / 3.00		30133.40			2018.04.26 05:30:18		filled	sel_2
2018.04.26 05:30:18	11	DE30	sell	0.30 / 0.30		12479.18			2018.04.26 05:30:18		filled	buy_1
2018.04.26 05:30:18	12	JP225	sell	62.00 / 62.00		22333.01			2018.04.26 05:30:18		filled	buy_1
2018.04.26 05:30:18	13	HK50	buy	4.00 / 4.00		30133.40			2018.04.26 05:30:18		filled	sel_1
2018.09.05 16:59:26	14	HK50	buy	4.00 / 4.00		27121.18			2018.09.05 16:59:26		filled	buy_1
2018.09.05 16:59:26	15	JP225	sell	91.00 / 91.00		22558.00			2018.09.05 16:59:26		filled	sel_1
2018.09.05 16:59:26	16	DE30	buy	0.10 / 0.10		12107.80			2018.09.05 16:59:26		filled	buy_1
2018.09.11 11:25:16	17	HK50	buy	4.00 / 4.00		26314.24			2018.09.11 11:25:16		filled	buy_2
2018.09.11 11:25:16	18	JP225	sell	90.00 / 90.00		22638.61			2018.09.11 11:25:16		filled	sel_2
2018.09.18 08:00:02	19	HK50	buy	4.00 / 4.00		26691.49			2018.09.18 08:00:02		filled	buy_3
2018.09.18 08:00:02	20	JP225	sell	93.00 / 93.00		23467.00			2018.09.18 08:00:02		filled	sel_3
2018.10.04 09:52:30	21	HK50	buy	4.00 / 4.00		26526.14			2018.10.04 09:52:30		filled	buy_4
2018.10.04 09:52:30	22	JP225	sell	96.00 / 96.00		23962.49			2018.10.04 09:52:30		filled	sel_4
2018.10.04 09:52:30	23	DE30	sell	0.10 / 0.10		12253.59			2018.10.04 09:52:30		filled	buy_1
2018.10.04 09:52:30	24	DE30	sell	0.10 / 0.10		12253.59			2018.10.04 09:52:30		filled	sel_4
2018.12.20 05:07:34	25	DE30	buy	0.10 / 0.10		10661.96			2018.12.20 05:07:34		filled	sel_4
2018.12.20 05:07:34	26	JP225	buy	96.00 / 96.00		20584.32			2018.12.20 05:07:34		filled	sel_4
2018.12.20 05:07:34	27	HK50	sell	4.00 / 4.00		25681.47			2018.12.20 05:07:34		filled	buy_4
2018.12.20 05:07:34	28	JP225	buy	93.00 / 93.00		20584.32			2018.12.20 05:07:34		filled	sel_3
2018.12.20 05:07:34	29	HK50	sell	4.00 / 4.00		25681.47			2018.12.20 05:07:34		filled	buy_3
2018.12.20 05:07:34	30	JP225	buy	90.00 / 90.00		20584.32			2018.12.20 05:07:34		filled	sel_2
2018.12.20 05:07:34	31	HK50	sell	4.00 / 4.00		25681.47			2018.12.20 05:07:34		filled	buy_2
2018.12.20 05:07:34	32	JP225	buy	91.00 / 91.00		20584.32			2018.12.20 05:07:34		filled	sel_1
2018.12.20 05:07:34	33	HK50	sell	4.00 / 4.00		25681.47			2018.12.20 05:07:34		filled	buy_1
2019.02.08 09:15:41	34	HK50	sell	5.00 / 5.00		27962.55			2019.02.08 09:15:41		filled	sel_1
2019.02.08 09:15:41	35	JP225	buy	72.00 / 72.00		20313.32			2019.02.08 09:15:41		filled	buy_1
2019.02.08 09:15:41	36	DE30	buy	0.90 / 0.90		11012.55			2019.02.08 09:15:41		filled	buy_1
2019.03.19 23:59:59	37	DE30	sell	0.90 / 0.90		11747.40			2019.03.19 23:59:59		filled	end of test
2019.03.19 23:59:59	38	JP225	sell	72.00 / 72.00		21576.00			2019.03.19 23:59:59		filled	end of test
2019.03.19 23:59:59	39	HK50	buy	5.00 / 5.00		29513.40			2019.03.19 23:59:59		filled	end 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 00:00:00	1		balance					0.00	0.00	10 000.00	10 000.00
2018.02.05 08:06:59	2	HK50	sell	in	4.00	32187.64	2	0.00	0.00	0.00	10 000.00	sel_1
2018.02.05 08:06:59	3	JP225	buy	in	62.00	22648.92	3	0.00	0.00	0.00	10 000.00	buy_1
2018.02.05 08:06:59	4	DE30	buy	in	0.30	12637.50	4	0.00	0.00	0.00	10 000.00	buy_1
2018.02.06 03:15:00	5	HK50	sell	in	3.00	32069.59	5	0.00	0.00	0.00	10 000.00	sel_2
2018.02.06 03:15:00	6	JP225	buy	in	64.00	21609.48	6	0.00	0.00	0.00	10 000.00	buy_2
2018.02.06 03:15:00	7	DE30	buy	in	0.20	12156.20	7	0.00	0.00	0.00	10 000.00	buy_2
2018.04.26 05:30:18	8	DE30	sell	out	0.20	12479.18	8	0.00	-16.30	78.65	10 062.35	buy_2
2018.04.26 05:30:18	9	JP225	sell	out	64.00	22333.01	9	0.00	-80.99	423.45	10 404.81	buy_2
2018.04.26 05:30:18	10	HK50	buy	out	3.00	30133.40	10	0.00	-38.03	740.14	11 106.92	sel_2
2018.04.26 05:30:18	11	DE30	sell	out	0.30	12479.18	11	0.00	-24.70	-57.83	11 024.39	buy_1
2018.04.26 05:30:18	12	JP225	sell	out	62.00	22333.01	12	0.00	-79.45	-179.11	10 765.83	buy_1
2018.04.26 05:30:18	13	HK50	buy	out	4.00	30133.40	13	0.00	-51.49	1 047.02	11 761.36	sel_1
2018.09.05 16:59:26	14	HK50	buy	in	4.00	27121.18	14	0.00	0.00	0.00	11 761.36	buy_1
2018.09.05 16:59:26	15	JP225	sell	in	91.00	22558.00	15	0.00	0.00	0.00	11 761.36	sel_1
2018.09.05 16:59:26	16	DE30	buy	in	0.10	12107.80	16	0.00	0.00	0.00	11 761.36	buy_1
2018.09.11 11:25:16	17	HK50	buy	in	4.00	26314.24	17	0.00	0.00	0.00	11 761.36	buy_2
2018.09.11 11:25:16	18	JP225	sell	in	90.00	22638.61	18	0.00	0.00	0.00	11 761.36	sel_2
2018.09.18 08:00:02	19	HK50	buy	in	4.00	26691.49	19	0.00	0.00	0.00	11 761.36	buy_3
2018.09.18 08:00:02	20	JP225	sell	in	93.00	23467.00	20	0.00	0.00	0.00	11 761.36	sel_3
2018.10.04 09:52:30	21	HK50	buy	in	4.00	26526.14	21	0.00	0.00	0.00	11 761.36	buy_4
2018.10.04 09:52:30	22	JP225	sell	in	96.00	23962.49	22	0.00	0.00	0.00	11 761.36	sel_4
2018.10.04 09:52:30	23	DE30	sell	out	0.10	12253.59	23	0.00	-2.76	16.74	11 775.34	buy_1
2018.10.04 09:52:30	24	DE30	sell	in	0.10	12253.59	24	0.00	0.00	0.00	11 775.34	sel_4
2018.12.20 05:07:34	25	DE30	buy	out	0.10	10661.96	25	0.00	-9.76	181.12	11 946.70	sel_4
2018.12.20 05:07:34	26	JP225	buy	out	96.00	20584.32	26	0.00	-122.32	2 883.55	14 707.93	sel_4
2018.12.20 05:07:34	27	HK50	sell	out	4.00	25681.47	27	0.00	-140.11	-431.58	14 136.24	buy_4
2018.12.20 05:07:34	28	JP225	buy	out	93.00	20584.32	28	0.00	-141.29	2 383.71	16 378.66	sel_3
2018.12.20 05:07:34	29	HK50	sell	out	4.00	25681.47	29	0.00	-167.06	-516.06	15 695.54	buy_3
2018.12.20 05:07:34	30	JP225	buy	out	90.00	20584.32	30	0.00	-147.10	1 643.91	17 192.35	sel_2
2018.12.20 05:07:34	31	HK50	sell	out	4.00	25681.47	31	0.00	-179.60	-323.31	16 689.44	buy_2
2018.12.20 05:07:34	32	JP225	buy	out	91.00	20584.32	32	0.00	-157.84	1 596.96	18 128.56	sel_1
2018.12.20 05:07:34	33	HK50	sell	out	4.00	25681.47	33	0.00	-190.34	-735.61	17 202.61	buy_1
2019.02.08 09:15:41	34	HK50	sell	in	5.00	27962.55	34	0.00	0.00	0.00	17 202.61	sel_1
2019.02.08 09:15:41	35	JP225	buy	in	72.00	20313.32	35	0.00	0.00	0.00	17 202.61	buy_1
2019.02.08 09:15:41	36	DE30	buy	in	0.90	11012.55	36	0.00	0.00	0.00	17 202.61	buy_1
2019.03.19 23:59:59	37	DE30	sell	out	0.90	11747.40	37	0.00	-33.11	750.73	17 920.23	end of test
2019.03.19 23:59:59	38	JP225	sell	out	72.00	21576.00	38	0.00	-43.30	816.00	18 692.93	end of test
2019.03.19 23:59:59	39	HK50	buy	out	5.00	29513.40	39	0.00	-31.26	-987.82	17 673.85	end of test
								0.00	-1 656.81	9 330.66	17 673.85