国外著名交易系统亮瞎你的眼【可以很好的抓住出场点噢】
Symbol GBPUSD (Great Britain Pound vs US Dollar)
Period 15 Minutes (M15) 2001.01.01 08:00 - 2007.11.01 11:30 (2001.01.01 - 2007.11.02)
Model Every tick (the most precise method based on all available least timeframes)
Parameters Capital=5; TP=10; stoploss=20;
Bars in test 170993 Ticks modelled 14497918 Modelling quality 90.00%
Mismatched charts errors 85
Initial deposit 1000.00
Total net profit 2000842434.78 Gross profit 4903705131.72 Gross loss -2902862696.93
Profit factor 1.69 Expected payoff 73544.16
Absolute drawdown 30.90 Maximal drawdown 148960977.55 (8.16%) Relative drawdown 27.84% (20028975.87)
Total trades 27206 Short positions (won %) 13565 (77.93%) Long positions (won %) 13641 (78.47%)
Profit trades (% of total) 21275 (78.20%) Loss trades (% of total) 5931 (21.80%)
Largest profit trade 6978526.80 loss trade -19448528.00
Average profit trade 230491.43 loss trade -489439.00
Maximum consecutive wins (profit in money) 43 (1720760.30) consecutive losses (loss in money) 6 (-3690188.00)
Maximal consecutive profit (count of wins) 134789804.80 (24) consecutive loss (count of losses) -47408648.00 (4)
Average consecutive wins 5 consecutive losses |
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显身卡
