非常暴利的EAThe MasterMind 2

2012-04-16 · 10286 阅读

策略测试报告

TheMasterMind2

AlpariUS-Demo (Build 216)

货币对		EURUSD (Euro vs US Dollar)
时间周期		5 分钟(M5) 2008.03.26 00:00 - 2008.06.23 23:55 (2008.03.26 - 2008.06.24)
模式化		每个替克
参量		Lots=200; StopLoss=2000; TakeProfit=0; TradeAtCloseBar=true; TrailingStop=0; TrailingStep=1; BreakEven=0; MagicNumber=0; Repeat=3; Periods=5; UseAlert=false; SendEmail=true; TradeLog="MasterMind2"; Slippage=3; Indicator_Setting="---------- Indicator Setting"; Crash=false; TimeFrame=0; Length=5; Method=3; Smoothing=1; Filter=5; RealTime=true; Steady=false; Color=true; Alerts=true; EmailON=false; SignalPrice=true; SignalPriceBUY=Yellow; SignalPriceSELL=Aqua; CountBars=1485;

测试柱	19210	模式化替克	645880	模式化质量	64.34%
图表错误	57

初始存款额	10000.00
净盈利	666081.59	毛盈利	677363.18	毛亏损	-11281.59
赢利因素	60.04	预期回报	13060.42
完全借款	8178.20	最大借款	479872.92 (56.12%)	相对借款	90.30% (362204.68)

总交易	51	卖空仓位 (盈利百分比)	27 (77.78%)	看涨仓位 (盈利百分比)	24 (100.00%)
		赢利交易(总数百分比)	45 (88.24%)	亏损交易(总数百分比)	6 (11.76%)
最大		赢利交易	65972.79	亏损交易	-2760.80
平均		赢利交易	15052.52	亏损交易	-1880.27
最小		连续盈利 (金钱数）	21 (506188.03)	连续亏损 (金钱数）	3 (-6689.41)
最大		连续盈利 (数量)	506188.03 (21)	连续亏损 (数量)	-6689.41 (3)
平均		连续赢利	15	连续亏损	3

#	时间	类型	定单	标准手数	价格	S / L	T / P	盈利	价差
1	2008.03.26 19:55	sell	1	1.30	1.5816	1.7816	0.0000
2	2008.03.26 19:55	sell	2	1.10	1.5817	1.7817	0.0000
3	2008.03.26 19:55	sell	3	0.80	1.5816	1.7816	0.0000
4	2008.03.31 20:50	close	1	1.30	1.5774	1.7816	0.0000	485.55	10485.55
5	2008.03.31 20:50	close	2	1.10	1.5773	1.7817	0.0000	432.85	10918.40
6	2008.03.31 20:50	close	3	0.80	1.5774	1.7816	0.0000	298.80	11217.20
7	2008.03.31 20:50	buy	4	1.50	1.5772	1.3772	0.0000
8	2008.03.31 20:50	buy	5	1.20	1.5773	1.3773	0.0000
9	2008.03.31 20:50	buy	6	0.90	1.5772	1.3772	0.0000
10	2008.04.09 19:00	close	4	1.50	1.5855	1.3772	0.0000	1281.45	12498.65
11	2008.04.09 19:00	close	5	1.20	1.5856	1.3773	0.0000	1025.16	13523.81
12	2008.04.09 19:00	close	6	0.90	1.5855	1.3772	0.0000	768.87	14292.68
13	2008.04.09 19:00	sell	7	1.90	1.5856	1.7856	0.0000
14	2008.04.09 19:00	sell	8	1.50	1.5857	1.7857	0.0000
15	2008.04.09 19:00	sell	9	1.20	1.5856	1.7856	0.0000
16	2008.04.10 18:45	close	7	1.90	1.5729	1.7856	0.0000	2359.99	16652.67
17	2008.04.10 18:45	close	8	1.50	1.5730	1.7857	0.0000	1863.15	18515.82
18	2008.04.10 18:45	close	9	1.20	1.5731	1.7856	0.0000	1466.52	19982.34
19	2008.04.10 18:45	buy	10	2.70	1.5732	1.3732	0.0000
20	2008.04.10 18:45	buy	11	2.10	1.5733	1.3733	0.0000
21	2008.04.10 18:45	buy	12	1.70	1.5734	1.3734	0.0000
22	2008.04.11 04:45	close	10	2.70	1.5773	1.3732	0.0000	1114.29	21096.63
23	2008.04.11 04:46	close	11	2.10	1.5772	1.3733	0.0000	824.67	21921.30
24	2008.04.11 04:46	close	12	1.70	1.5771	1.3734	0.0000	633.59	22554.89
25	2008.04.11 04:47	sell	13	3.10	1.5771	1.7771	0.0000
26	2008.04.11 09:40	sell	14	2.10	1.5842	1.7842	0.0000
27	2008.04.11 09:40	sell	15	1.60	1.5843	1.7843	0.0000
28	2008.05.12 05:55	close	13	3.10	1.5405	1.7771	0.0000	10509.93	33064.82
29	2008.05.12 05:55	close	14	2.10	1.5404	1.7842	0.0000	8631.63	41696.45
30	2008.05.12 05:56	close	15	1.60	1.5405	1.7843	0.0000	6576.48	48272.93
31	2008.05.12 05:56	buy	16	6.70	1.5404	1.3404	0.0000
32	2008.05.12 05:56	buy	17	5.20	1.5405	1.3405	0.0000
33	2008.05.12 05:56	buy	18	4.10	1.5406	1.3406	0.0000
34	2008.05.12 12:50	close	16	6.70	1.5461	1.3404	0.0000	3819.00	52091.93
35	2008.05.12 12:50	close	17	5.20	1.5462	1.3405	0.0000	2964.00	55055.93
36	2008.05.12 12:50	close	18	4.10	1.5461	1.3406	0.0000	2255.00	57310.93
37	2008.05.12 12:50	sell	19	8.00	1.5462	1.7462	0.0000
38	2008.05.12 12:50	sell	20	6.20	1.5461	1.7461	0.0000
39	2008.05.12 12:50	sell	21	4.90	1.5460	1.7460	0.0000
40	2008.05.19 17:20	close	19	8.00	1.5490	1.7462	0.0000	-2760.80	54550.13
41	2008.05.19 17:20	close	20	6.20	1.5489	1.7461	0.0000	-2139.62	52410.51
42	2008.05.19 17:20	close	21	4.90	1.5490	1.7460	0.0000	-1788.99	50621.52
43	2008.05.19 17:20	buy	22	7.00	1.5489	1.3489	0.0000
44	2008.05.19 17:20	buy	23	5.50	1.5490	1.3490	0.0000
45	2008.05.19 17:20	buy	24	4.30	1.5491	1.3491	0.0000
46	2008.05.21 22:10	close	22	7.00	1.5789	1.3489	0.0000	21037.80	71659.32
47	2008.05.21 22:10	close	23	5.50	1.5788	1.3490	0.0000	16419.70	88079.02
48	2008.05.21 22:10	close	24	4.30	1.5789	1.3491	0.0000	12837.22	100916.24
49	2008.05.21 22:10	sell	25	14.10	1.5790	1.7790	0.0000
50	2008.05.21 22:11	sell	26	10.90	1.5789	1.7789	0.0000
51	2008.05.21 22:11	sell	27	8.50	1.5790	1.7790	0.0000
52	2008.05.27 22:05	close	25	14.10	1.5684	1.7790	0.0000	14159.22	115075.46
53	2008.05.27 22:05	close	26	10.90	1.5685	1.7789	0.0000	10727.78	125803.24
54	2008.05.27 22:05	close	27	8.50	1.5686	1.7790	0.0000	8365.70	134168.94
55	2008.05.27 22:05	buy	28	18.70	1.5685	1.3685	0.0000
56	2008.05.27 22:06	buy	29	14.60	1.5686	1.3686	0.0000
57	2008.05.27 22:06	buy	30	11.40	1.5687	1.3687	0.0000
58	2008.05.28 09:20	close	28	18.70	1.5750	1.3685	0.0000	12205.49	146374.43
59	2008.05.28 09:20	close	29	14.60	1.5751	1.3686	0.0000	9529.42	155903.85
60	2008.05.28 09:20	close	30	11.40	1.5750	1.3687	0.0000	7212.78	163116.63
61	2008.05.28 09:20	sell	31	22.80	1.5751	1.7751	0.0000
62	2008.05.28 09:20	sell	32	17.60	1.5752	1.7752	0.0000
63	2008.05.28 09:20	sell	33	13.80	1.5751	1.7751	0.0000
64	2008.05.29 18:10	close	31	22.80	1.5517	1.7751	0.0000	52715.88	215832.51
65	2008.05.29 18:10	close	32	17.60	1.5518	1.7752	0.0000	40692.96	256525.47
66	2008.05.29 18:10	close	33	13.80	1.5515	1.7751	0.0000	32182.98	288708.45
67	2008.05.29 18:10	buy	34	40.30	1.5512	1.3512	0.0000
68	2008.05.29 18:10	buy	35	31.50	1.5513	1.3513	0.0000
69	2008.05.29 18:10	buy	36	24.30	1.5510	1.3510	0.0000
70	2008.06.05 20:15	close	34	40.30	1.5581	1.3512	0.0000	28568.67	317277.12
71	2008.06.05 20:15	close	35	31.50	1.5582	1.3513	0.0000	22330.35	339607.47
72	2008.06.05 20:15	close	36	24.30	1.5581	1.3510	0.0000	17712.27	357319.74
73	2008.06.05 20:15	sell	37	49.90	1.5582	1.7582	0.0000
74	2008.06.05 20:16	sell	38	39.00	1.5581	1.7581	0.0000
75	2008.06.05 20:16	sell	39	30.70	1.5578	1.7578	0.0000
76	2008.06.10 20:45	close	37	49.90	1.5447	1.7582	0.0000	65972.79	423292.53
77	2008.06.10 20:46	close	38	39.00	1.5445	1.7581	0.0000	51951.90	475244.43
78	2008.06.10 20:47	close	39	30.70	1.5443	1.7578	0.0000	40588.47	515832.90
79	2008.06.10 20:47	buy	40	72.10	1.5445	1.3445	0.0000
80	2008.06.10 20:47	buy	41	56.10	1.5443	1.3443	0.0000
81	2008.06.10 20:48	buy	42	43.70	1.5442	1.3442	0.0000
82	2008.06.13 00:30	close	40	72.10	1.5466	1.3445	0.0000	16114.35	531947.25
83	2008.06.13 00:30	close	41	56.10	1.5467	1.3443	0.0000	14221.35	546168.60
84	2008.06.13 00:30	close	42	43.70	1.5465	1.3442	0.0000	10640.95	556809.55
85	2008.06.13 00:31	sell	43	77.80	1.5464	1.7464	0.0000
86	2008.06.13 00:31	sell	44	60.70	1.5465	1.7465	0.0000
87	2008.06.13 00:31	sell	45	47.80	1.5463	1.7463	0.0000
88	2008.06.17 02:15	close	43	77.80	1.5465	1.7464	0.0000	-2225.08	554584.47
89	2008.06.17 02:15	close	44	60.70	1.5464	1.7465	0.0000	-522.02	554062.45
90	2008.06.17 02:15	close	45	47.80	1.5465	1.7463	0.0000	-1845.08	552217.37
91	2008.06.17 02:16	buy	46	77.20	1.5464	1.3464	0.0000
92	2008.06.17 02:18	buy	47	60.40	1.5465	1.3465	0.0000
93	2008.06.17 02:19	buy	48	47.00	1.5464	1.3464	0.0000
94	2008.06.18 19:40	close	46	77.20	1.5526	1.3464	0.0000	48072.44	600289.81
95	2008.06.18 19:40	close	47	60.40	1.5527	1.3465	0.0000	37611.08	637900.89
96	2008.06.18 19:40	close	48	47.00	1.5526	1.3464	0.0000	29266.90	667167.79
97	2008.06.18 19:40	sell	49	93.30	1.5525	1.7525	0.0000
98	2008.06.18 19:40	sell	50	72.50	1.5527	1.7527	0.0000
99	2008.06.18 19:41	sell	51	57.00	1.5525	1.7525	0.0000
100	2008.06.23 23:59	close at stop	51	57.00	1.5517	1.7525	0.0000	1909.50	669077.29
101	2008.06.23 23:59	close at stop	50	72.50	1.5517	1.7527	0.0000	3878.75	672956.04
102	2008.06.23 23:59	close at stop	49	93.30	1.5517	1.7525	0.0000	3125.55	676081.59