以下是数据说话
Strategy Tester Report
ICMarketsSC
| 交易品种 | XTIUSD (Crude Oil vs US Dollar) | | 时间周期 | 30 分钟图 2022.03.15 16:00 - 2022.05.13 23:30 (2022.01.01 - 2022.05.15) | | 复盘模型 | 每个即时价格(基于所有可利用的最小时段的每一个价格的分形插值计算) | | 参数 | LOTS=0.01; | | | 经测试过的柱数 | 2048 | 用于复盘的即时价数量 | 1715790 | 复盘模型的质量 | 85.61% | | 输入图表错误 | 0 | | | | | | | 起始资金 | 300.00 | | | 点差 | 当前 (3) | | 总净盈利 | 1116.84 | 总获利 | 3174.36 | 总亏损 | -2057.52 | | 盈利比 | 1.54 | 预期盈利 | 18.31 | | | | 绝对亏损 | 210.50 | 最大亏损 | 607.70 (69.70%) | 相对亏损 | 78.09% (319.00) | | | 交易单总计 | 61 | 卖单 (%获利百分比) | 30 (23.33%) | 买单 (%获利百分比) | 31 (29.03%) | | 盈利交易(%占总百分比) | 16 (26.23%) | 亏损交易(%占总百分比) | 45 (73.77%) | 最大: | 获利交易 | 393.58 | 亏损交易 | -50.00 | 平均 | 获利交易 | 198.40 | 亏损交易 | -45.72 | 最大: | 连续获利金额 | 2 (536.36) | 连续亏损金额 | 7 (-311.16) | 最多: | 连续获利次数 | 536.36 (2) | 连续亏损次数 | -311.16 (7) | 平均: | 连续获利 | 1 | 连续亏损 | 3 |
| # | 时间 | 类型 | 订单 | 手数 | 价格 | 止损 | 止盈 | 获利 | 余额 | | 1 | 2022.03.16 06:00 | buy | 1 | 0.50 | 98.04 | 97.04 | 0.00 | | | 2 | 2022.03.16 13:17 | s/l | 1 | 0.50 | 97.04 | 97.04 | 0.00 | -50.00 | 250.00 | | 3 | 2022.03.16 14:30 | sell | 2 | 0.50 | 96.83 | 97.83 | 0.00 | | | 4 | 2022.03.16 15:07 | s/l | 2 | 0.50 | 97.83 | 97.83 | 0.00 | -50.00 | 200.00 | | 5 | 2022.03.16 16:00 | buy | 3 | 0.50 | 99.22 | 98.22 | 0.00 | | | 6 | 2022.03.16 16:42 | s/l | 3 | 0.50 | 98.22 | 98.22 | 0.00 | -50.00 | 150.00 | | 7 | 2022.03.16 17:30 | sell | 4 | 0.50 | 96.39 | 97.39 | 0.00 | | | 8 | 2022.03.16 18:22 | s/l | 4 | 0.50 | 97.39 | 97.39 | 0.00 | -50.00 | 100.00 | | 9 | 2022.03.17 06:30 | buy | 5 | 0.50 | 97.46 | 96.46 | 0.00 | | | 10 | 2022.03.18 16:00 | close | 5 | 0.50 | 103.95 | 96.46 | 0.00 | 325.28 | 425.28 | | 11 | 2022.03.18 16:00 | sell | 6 | 0.50 | 103.95 | 104.95 | 0.00 | | | 12 | 2022.03.18 16:30 | s/l | 6 | 0.50 | 104.95 | 104.95 | 0.00 | -50.00 | 375.28 | | 13 | 2022.03.18 20:30 | buy | 7 | 0.50 | 105.33 | 104.33 | 0.00 | | | 14 | 2022.03.22 12:30 | close | 7 | 0.50 | 109.79 | 104.33 | 0.00 | 226.12 | 601.40 | | 15 | 2022.03.22 12:30 | sell | 8 | 0.50 | 109.79 | 110.79 | 0.00 | | | 16 | 2022.03.22 13:06 | s/l | 8 | 0.50 | 110.79 | 110.79 | 0.00 | -50.00 | 551.40 | | 17 | 2022.03.23 05:30 | buy | 9 | 0.50 | 112.25 | 111.25 | 0.00 | | | 18 | 2022.03.23 09:20 | s/l | 9 | 0.50 | 111.25 | 111.25 | 0.00 | -50.00 | 501.40 | | 19 | 2022.03.24 17:00 | sell | 10 | 0.50 | 114.62 | 115.62 | 0.00 | | | 20 | 2022.03.24 17:52 | s/l | 10 | 0.50 | 115.62 | 115.62 | 0.00 | -50.00 | 451.40 | | 21 | 2022.03.25 19:00 | buy | 11 | 0.50 | 114.82 | 113.82 | 0.00 | | | 22 | 2022.03.28 01:00 | s/l | 11 | 0.50 | 113.82 | 113.82 | 0.00 | -47.66 | 403.74 | | 23 | 2022.03.28 02:30 | sell | 12 | 0.50 | 112.07 | 113.07 | 0.00 | | | 24 | 2022.03.29 12:00 | close | 12 | 0.50 | 108.37 | 113.07 | 0.00 | 183.54 | 587.28 | | 25 | 2022.03.29 12:00 | buy | 13 | 0.50 | 108.37 | 107.37 | 0.00 | | | 26 | 2022.03.29 12:14 | s/l | 13 | 0.50 | 107.37 | 107.37 | 0.00 | -50.00 | 537.28 | | 27 | 2022.03.29 15:30 | sell | 14 | 0.50 | 102.08 | 103.08 | 0.00 | | | 28 | 2022.03.29 17:16 | s/l | 14 | 0.50 | 103.08 | 103.08 | 0.00 | -50.00 | 487.28 | | 29 | 2022.03.29 23:30 | buy | 15 | 0.50 | 106.37 | 105.37 | 0.00 | | | 30 | 2022.03.31 03:20 | s/l | 15 | 0.50 | 105.37 | 105.37 | 0.00 | -48.44 | 438.84 | | 31 | 2022.03.31 03:30 | sell | 16 | 0.50 | 104.16 | 105.16 | 0.00 | | | 32 | 2022.03.31 16:33 | s/l | 16 | 0.50 | 105.16 | 105.16 | 0.00 | -50.00 | 388.84 | | 33 | 2022.03.31 19:30 | buy | 17 | 0.50 | 105.20 | 104.20 | 0.00 | | | 34 | 2022.03.31 19:52 | s/l | 17 | 0.50 | 104.20 | 104.20 | 0.00 | -50.00 | 338.84 | | 35 | 2022.03.31 20:30 | sell | 18 | 0.50 | 103.80 | 104.80 | 0.00 | | | 36 | 2022.04.04 09:30 | close | 18 | 0.50 | 101.40 | 104.80 | 0.00 | 114.16 | 453.00 | | 37 | 2022.04.04 09:30 | buy | 19 | 0.50 | 101.40 | 100.40 | 0.00 | | | 38 | 2022.04.04 12:14 | s/l | 19 | 0.50 | 100.40 | 100.40 | 0.00 | -50.00 | 403.00 | | 39 | 2022.04.04 13:00 | sell | 20 | 0.50 | 99.56 | 100.56 | 0.00 | | | 40 | 2022.04.04 13:35 | s/l | 20 | 0.50 | 100.56 | 100.56 | 0.00 | -50.00 | 353.00 | | 41 | 2022.04.04 14:30 | buy | 21 | 0.50 | 100.80 | 99.80 | 0.00 | | | 42 | 2022.04.05 18:00 | close | 21 | 0.50 | 103.20 | 99.80 | 0.00 | 120.78 | 473.78 | | 43 | 2022.04.05 18:00 | sell | 22 | 0.50 | 103.20 | 104.20 | 0.00 | | | 44 | 2022.04.05 18:18 | s/l | 22 | 0.50 | 104.20 | 104.20 | 0.00 | -50.00 | 423.78 | | 45 | 2022.04.06 11:30 | buy | 23 | 0.50 | 103.77 | 102.77 | 0.00 | | | 46 | 2022.04.06 16:26 | s/l | 23 | 0.50 | 102.77 | 102.77 | 0.00 | -50.00 | 373.78 | | 47 | 2022.04.06 18:00 | sell | 24 | 0.50 | 102.16 | 103.16 | 0.00 | | | 48 | 2022.04.08 11:00 | close | 24 | 0.50 | 97.84 | 103.16 | 0.00 | 213.08 | 586.86 | | 49 | 2022.04.08 11:00 | buy | 25 | 0.50 | 97.84 | 96.84 | 0.00 | | | 50 | 2022.04.08 13:49 | s/l | 25 | 0.50 | 96.84 | 96.84 | 0.00 | -50.00 | 536.86 | | 51 | 2022.04.08 14:30 | sell | 26 | 0.50 | 96.88 | 97.88 | 0.00 | | | 52 | 2022.04.08 15:18 | s/l | 26 | 0.50 | 97.88 | 97.88 | 0.00 | -50.00 | 486.86 | | 53 | 2022.04.08 15:30 | buy | 27 | 0.50 | 97.49 | 96.49 | 0.00 | | | 54 | 2022.04.08 16:54 | s/l | 27 | 0.50 | 96.49 | 96.49 | 0.00 | -50.00 | 436.86 | | 55 | 2022.04.08 17:00 | sell | 28 | 0.50 | 97.05 | 98.05 | 0.00 | | | 56 | 2022.04.08 17:30 | close | 28 | 0.50 | 97.32 | 98.05 | 0.00 | -13.50 | 423.36 | | 57 | 2022.04.08 17:30 | buy | 29 | 0.50 | 97.32 | 96.32 | 0.00 | | | 58 | 2022.04.08 17:59 | s/l | 29 | 0.50 | 96.32 | 96.32 | 0.00 | -50.00 | 373.36 | | 59 | 2022.04.08 18:00 | sell | 30 | 0.50 | 96.39 | 97.39 | 0.00 | | | 60 | 2022.04.08 18:26 | s/l | 30 | 0.50 | 97.39 | 97.39 | 0.00 | -50.00 | 323.36 | | 61 | 2022.04.08 19:30 | buy | 31 | 0.50 | 97.71 | 96.71 | 0.00 | | | 62 | 2022.04.11 03:45 | s/l | 31 | 0.50 | 96.71 | 96.71 | 0.00 | -47.66 | 275.70 | | 63 | 2022.04.11 04:30 | sell | 32 | 0.50 | 97.13 | 98.13 | 0.00 | | | 64 | 2022.04.12 03:30 | close | 32 | 0.50 | 95.80 | 98.13 | 0.00 | 65.04 | 340.74 | | 65 | 2022.04.12 03:30 | buy | 33 | 0.50 | 95.80 | 94.80 | 0.00 | | | 66 | 2022.04.14 11:00 | close | 33 | 0.50 | 103.19 | 94.80 | 0.00 | 371.06 | 711.80 | | 67 | 2022.04.14 11:00 | sell | 34 | 0.50 | 103.19 | 104.19 | 0.00 | | | 68 | 2022.04.14 11:30 | close | 34 | 0.50 | 103.80 | 104.19 | 0.00 | -30.50 | 681.30 | | 69 | 2022.04.14 11:30 | buy | 35 | 0.50 | 103.80 | 102.80 | 0.00 | | | 70 | 2022.04.14 14:00 | close | 35 | 0.50 | 103.33 | 102.80 | 0.00 | -23.50 | 657.80 | | 71 | 2022.04.14 14:00 | sell | 36 | 0.50 | 103.33 | 104.33 | 0.00 | | | 72 | 2022.04.14 19:00 | close | 36 | 0.50 | 103.80 | 104.33 | 0.00 | -23.50 | 634.30 | | 73 | 2022.04.14 19:00 | buy | 37 | 0.50 | 103.80 | 102.80 | 0.00 | | | 74 | 2022.04.19 10:30 | close | 37 | 0.50 | 107.25 | 102.80 | 0.00 | 176.40 | 810.70 | | 75 | 2022.04.19 10:30 | sell | 38 | 0.50 | 107.25 | 108.25 | 0.00 | | | 76 | 2022.04.21 05:30 | close | 38 | 0.50 | 103.62 | 108.25 | 0.00 | 178.58 | 989.28 | | 77 | 2022.04.21 05:30 | buy | 39 | 0.50 | 103.62 | 102.62 | 0.00 | | | 78 | 2022.04.21 15:54 | s/l | 39 | 0.50 | 102.62 | 102.62 | 0.00 | -50.00 | 939.28 | | 79 | 2022.04.21 16:00 | sell | 40 | 0.50 | 102.73 | 103.73 | 0.00 | | | 80 | 2022.04.21 16:05 | s/l | 40 | 0.50 | 103.73 | 103.73 | 0.00 | -50.00 | 889.28 | | 81 | 2022.04.21 16:30 | buy | 41 | 0.50 | 104.26 | 103.26 | 0.00 | | | 82 | 2022.04.21 19:49 | s/l | 41 | 0.50 | 103.26 | 103.26 | 0.00 | -50.00 | 839.28 | | 83 | 2022.04.22 05:00 | sell | 42 | 0.50 | 103.33 | 104.33 | 0.00 | | | 84 | 2022.04.25 23:00 | close | 42 | 0.50 | 99.33 | 104.33 | 0.00 | 195.62 | 1034.90 | | 85 | 2022.04.25 23:00 | buy | 43 | 0.50 | 99.33 | 98.33 | 0.00 | | | 86 | 2022.04.26 10:53 | s/l | 43 | 0.50 | 98.33 | 98.33 | 0.00 | -49.22 | 985.68 | | 87 | 2022.04.26 11:30 | sell | 44 | 0.50 | 98.05 | 99.05 | 0.00 | | | 88 | 2022.04.26 13:53 | s/l | 44 | 0.50 | 99.05 | 99.05 | 0.00 | -50.00 | 935.68 | | 89 | 2022.04.26 15:00 | buy | 45 | 0.50 | 99.51 | 98.51 | 0.00 | | | 90 | 2022.04.27 16:00 | close | 45 | 0.50 | 101.20 | 98.51 | 0.00 | 85.28 | 1020.96 | | 91 | 2022.04.27 16:00 | sell | 46 | 0.50 | 101.20 | 102.20 | 0.00 | | | 92 | 2022.04.27 18:05 | s/l | 46 | 0.50 | 102.20 | 102.20 | 0.00 | -50.00 | 970.96 | | 93 | 2022.04.27 22:00 | buy | 47 | 0.50 | 102.10 | 101.10 | 0.00 | | | 94 | 2022.04.28 05:14 | s/l | 47 | 0.50 | 101.10 | 101.10 | 0.00 | -49.22 | 921.74 | | 95 | 2022.04.28 05:30 | sell | 48 | 0.50 | 101.28 | 102.28 | 0.00 | | | 96 | 2022.04.28 10:59 | s/l | 48 | 0.50 | 102.28 | 102.28 | 0.00 | -50.00 | 871.74 | | 97 | 2022.04.28 11:00 | buy | 49 | 0.50 | 102.54 | 101.54 | 0.00 | | | 98 | 2022.04.28 14:50 | s/l | 49 | 0.50 | 101.54 | 101.54 | 0.00 | -50.00 | 821.74 | | 99 | 2022.04.29 22:00 | sell | 50 | 0.50 | 104.73 | 105.73 | 0.00 | | | 100 | 2022.05.02 20:00 | close | 50 | 0.50 | 104.67 | 105.73 | 0.00 | -1.38 | 820.36 | | 101 | 2022.05.02 20:00 | buy | 51 | 0.50 | 104.67 | 103.67 | 0.00 | | | 102 | 2022.05.03 11:28 | s/l | 51 | 0.50 | 103.67 | 103.67 | 0.00 | -49.22 | 771.14 | | 103 | 2022.05.03 11:30 | sell | 52 | 0.50 | 103.86 | 104.86 | 0.00 | | | 104 | 2022.05.03 13:21 | s/l | 52 | 0.50 | 104.86 | 104.86 | 0.00 | -50.00 | 721.14 | | 105 | 2022.05.04 09:30 | buy | 53 | 0.50 | 104.09 | 103.09 | 0.00 | | | 106 | 2022.05.05 20:00 | close | 53 | 0.50 | 107.59 | 103.09 | 0.00 | 175.78 | 896.92 | | 107 | 2022.05.05 20:00 | sell | 54 | 0.50 | 107.59 | 108.59 | 0.00 | | | 108 | 2022.05.05 21:07 | s/l | 54 | 0.50 | 108.59 | 108.59 | 0.00 | -50.00 | 846.92 | | 109 | 2022.05.05 23:30 | buy | 55 | 0.50 | 108.54 | 107.54 | 0.00 | | | 110 | 2022.05.06 04:06 | s/l | 55 | 0.50 | 107.54 | 107.54 | 0.00 | -49.22 | 797.70 | | 111 | 2022.05.09 02:30 | sell | 56 | 0.50 | 109.05 | 110.05 | 0.00 | | | 112 | 2022.05.09 05:53 | s/l | 56 | 0.50 | 110.05 | 110.05 | 0.00 | -50.00 | 747.70 | | 113 | 2022.05.09 07:00 | buy | 57 | 0.50 | 110.02 | 109.02 | 0.00 | | | 114 | 2022.05.09 09:30 | close | 57 | 0.50 | 109.53 | 109.02 | 0.00 | -24.50 | 723.20 | | 115 | 2022.05.09 09:30 | sell | 58 | 0.50 | 109.53 | 110.53 | 0.00 | | | 116 | 2022.05.11 07:00 | close | 58 | 0.50 | 101.60 | 110.53 | 0.00 | 393.58 | 1116.78 | | 117 | 2022.05.11 07:00 | buy | 59 | 0.50 | 101.60 | 100.60 | 0.00 | | | 118 | 2022.05.12 09:00 | close | 59 | 0.50 | 104.44 | 100.60 | 0.00 | 142.78 | 1259.56 | | 119 | 2022.05.12 09:00 | sell | 60 | 0.50 | 104.44 | 105.44 | 0.00 | | | 120 | 2022.05.12 16:15 | s/l | 60 | 0.50 | 105.44 | 105.44 | 0.00 | -50.00 | 1209.56 | | 121 | 2022.05.12 16:30 | buy | 61 | 0.50 | 106.05 | 105.05 | 0.00 | | | 122 | 2022.05.13 23:58 | close at stop | 61 | 0.50 | 110.18 | 105.05 | 0.00 | 207.28 | 1416.84 |
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