Strategy Tester Report
机器人自动交易系统
AETOS-Demo (Build 971)

交易品种EURUSD (Euro vs U.S. Dollar )
时间周期15 分钟图 2015.06.01 00:00 - 2016.06.14 23:45 (2015.06.01 - 2016.06.15)
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)
参数汇客家园="www.huikehome.com"; 手数=0.01; 风险系数开关=true; 风险系数=40; 做单开始时间=10; 做单结束时间=15; 跟踪止损点数=110;
经测试过的柱数26889用于复盘的即时价数量10482101复盘模型的质量53.40%
输入图表错误47
起始资金5000.00点差当前 (18)
总净盈利3314.80总获利9777.75总亏损-6462.95
盈利比1.51预期盈利41.44
绝对亏损322.16最大亏损1303.64 (19.36%)相对亏损19.36% (1303.64)
交易单总计80卖单 (%获利百分比)35 (82.86%)买单 (%获利百分比)45 (84.44%)
盈利交易(%占总百分比)67 (83.75%)亏损交易(%占总百分比)13 (16.25%)
最大:获利交易379.18亏损交易-626.74
平均获利交易145.94亏损交易-497.15
最大:连续获利金额11 (1492.24)连续亏损金额2 (-963.22)
最多:连续获利次数1517.67 (9)连续亏损次数-963.22 (2)
平均:连续获利6连续亏损1
Graph
#时间类型订单手数价格止损获利获利余额
12015.06.02 10:15buy limit10.301.095851.081741.10497
22015.06.02 15:15delete10.301.095851.081741.10497
32015.06.08 12:30buy limit20.301.115251.101381.12384
42015.06.09 10:15sell limit30.301.127891.141011.12096
52015.06.09 10:15delete20.301.115251.101381.12384
62015.06.09 11:22sell30.301.127891.141011.12096
72015.06.11 12:00sell limit40.301.125751.138341.11998
82015.06.11 12:30t/p30.301.120961.141011.12096206.845206.84
92015.06.11 12:39sell40.301.125751.138341.11998
102015.06.11 15:15buy limit50.301.121751.108201.12961
112015.06.12 06:39buy50.301.121751.108201.12961
122015.06.12 08:51t/p40.301.119981.138341.11998172.845379.68
132015.06.12 12:15buy limit60.301.119691.107331.12491
142015.06.15 01:48buy60.301.119691.107331.12491
152015.06.15 08:07t/p60.301.124911.107331.12491156.605536.28
162015.06.16 06:51t/p50.301.129611.108201.12961233.515769.79
172015.06.24 13:00sell limit70.401.120021.131961.11570
182015.06.24 17:37sell70.401.120021.131961.11570
192015.06.25 09:30t/p70.401.115701.131961.11570171.755941.55
202015.06.26 10:00sell limit80.401.120591.131901.11768
212015.06.26 10:45sell80.401.120591.131901.11768
222015.06.26 13:02t/p80.401.117681.131901.11768116.406057.95
232015.06.29 14:15buy limit90.401.113341.100741.11911
242015.06.30 14:15delete90.401.113341.100741.11911
252015.07.02 12:30sell limit100.401.106761.118321.10330
262015.07.02 12:34sell100.401.106761.118321.10330
272015.07.05 21:00t/p100.401.103301.118321.10330138.066196.00
282015.07.16 10:00sell limit110.401.092471.104761.08737
292015.07.16 12:45delete110.401.092471.104761.08737
302015.07.16 13:00sell limit120.401.087501.099521.08300
312015.07.16 13:07sell120.401.087501.099521.08300
322015.07.17 20:39t/p120.401.083001.099521.08300179.666375.67
332015.07.21 13:15buy limit130.401.087171.075571.09072
342015.07.21 13:39buy130.401.087171.075571.09072
352015.07.21 14:03t/p130.401.090721.075571.09072142.006517.67
362015.07.24 12:00sell limit140.401.094171.105871.09038
372015.07.24 12:15sell140.401.094171.105871.09038
382015.07.24 13:30buy limit150.401.094081.082461.09766
392015.07.27 07:17s/l140.401.105871.105871.09038-468.346049.32
402015.07.27 10:00delete150.401.094081.082461.09766
412015.08.04 10:00buy limit160.401.096721.085801.09876
422015.08.04 12:15delete160.401.096721.085801.09876
432015.08.05 11:15buy limit170.401.085891.074751.08840
442015.08.05 14:13buy170.401.085891.074751.08840
452015.08.05 17:17t/p170.401.088401.074751.08840100.406149.72
462015.08.06 12:15sell limit180.401.090081.101971.08588
472015.08.06 13:31sell180.401.090081.101971.08588
482015.08.07 13:18t/p180.401.085881.101971.08588167.666317.38
492015.08.10 14:00buy limit190.401.095531.083791.09938
502015.08.11 10:00delete190.401.095531.083791.09938
512015.08.11 11:45buy limit200.401.103231.091861.10627
522015.08.11 14:30delete200.401.103231.091861.10627
532015.08.12 12:15buy limit210.401.114841.103831.11708
542015.08.12 12:52buy210.401.114841.103831.11708
552015.08.12 13:37t/p210.401.117081.103831.1170889.606406.98
562015.08.18 15:30sell limit220.401.103371.114581.10068
572015.08.18 16:18sell220.401.103371.114581.10068
582015.08.19 12:45sell limit230.401.104531.117341.09828
592015.08.19 14:41sell230.401.104531.117341.09828
602015.08.19 15:30buy limit240.401.104511.092171.10970
612015.08.19 17:38buy240.401.104511.092171.10970
622015.08.19 17:48t/p240.401.109701.092171.10970207.606614.58
632015.08.20 00:17s/l220.401.114581.114581.10068-449.786164.80
642015.08.20 10:46s/l230.401.117341.117341.09828-513.445651.37
652015.08.21 12:45buy limit250.401.128861.117121.13272
662015.08.21 12:57buy250.401.128861.117121.13272
672015.08.21 15:05t/p250.401.132721.117121.13272154.405805.77
682015.08.25 10:30sell limit260.401.152561.166291.14426
692015.08.25 20:31sell260.401.152561.166291.14426
702015.08.26 10:41t/p260.401.144261.166291.14426331.646137.41
712015.08.27 12:30sell limit270.401.129301.140691.12620
722015.08.27 15:45delete270.401.129301.140691.12620
732015.08.28 10:00sell limit280.401.129371.140891.12598
742015.08.28 15:30delete280.401.129371.140891.12598
752015.08.28 15:45sell limit290.401.120811.133531.11476
762015.08.28 17:28sell290.401.120811.133531.11476
772015.09.02 11:15sell limit300.401.127311.139341.12280
782015.09.02 15:45delete300.401.127311.139341.12280
792015.09.03 12:42t/p290.401.114761.133531.11476239.906377.31
802015.09.14 14:15sell limit310.401.130921.142061.12837
812015.09.14 15:23sell310.401.130921.142061.12837
822015.09.15 14:53t/p310.401.128371.142061.12837101.656478.96
832015.09.23 10:30buy limit320.401.112461.100661.11644
842015.09.23 12:45delete320.401.112461.100661.11644
852015.09.24 11:00buy limit330.401.121041.108351.12700
862015.09.24 14:30delete330.401.121041.108351.12700
872015.09.24 14:45buy limit340.401.126241.114001.13120
882015.09.24 15:43buy340.401.126241.114001.13120
892015.09.25 07:22s/l340.401.114001.114001.13120-491.125987.84
902015.09.29 11:45sell limit350.401.124951.138061.11803
912015.09.29 13:45delete350.401.124951.138061.11803
922015.09.30 10:15sell limit360.401.121861.133571.11805
932015.09.30 11:02sell360.401.121861.133571.11805
942015.09.30 13:37t/p360.401.118051.133571.11805152.406140.24
952015.10.01 12:45buy limit370.401.115491.104361.11798
962015.10.02 10:00delete370.401.115491.104361.11798
972015.10.05 15:45sell limit380.401.120911.132391.11762
982015.10.06 07:28sell380.401.120911.132391.11762
992015.10.06 11:30buy limit390.401.120951.110001.12306
1002015.10.06 12:58buy390.401.120951.110001.12306
1012015.10.06 14:05t/p390.401.123061.110001.1230684.406224.64
1022015.10.08 18:08s/l380.401.132391.132391.11762-460.605764.04
1032015.10.09 12:30buy limit400.401.135871.124441.13903
1042015.10.09 13:08buy400.401.135871.124441.13903
1052015.10.12 09:13t/p400.401.139031.124441.13903124.865888.90
1062015.10.13 12:45buy limit410.401.138171.126481.14192
1072015.10.13 13:13buy410.401.138171.126481.14192
1082015.10.13 14:15sell limit420.301.137981.150001.13348
1092015.10.13 15:03sell420.301.137981.150001.13348
1102015.10.14 07:23t/p410.401.141921.126481.14192148.466037.36
1112015.10.15 12:45sell limit430.401.140741.154561.13226
1122015.10.15 15:18sell430.401.140741.154561.13226
1132015.10.19 09:37t/p420.301.133481.150001.13348133.406170.76
1142015.10.19 10:00t/p430.401.132261.154561.13226338.496509.25
1152015.10.21 10:00sell limit440.401.136361.147671.13345
1162015.10.21 15:00delete440.401.136361.147671.13345
1172015.10.29 10:00buy limit450.401.094051.081611.09947
1182015.10.29 12:15delete450.401.094051.081611.09947
1192015.10.30 11:15buy limit460.401.100861.089401.10410
1202015.10.30 11:18buy460.401.100861.089401.10410
1212015.10.30 13:33t/p460.401.104101.089401.10410129.606638.85
1222015.11.03 12:15sell limit470.401.099841.112921.09300
1232015.11.04 10:15delete470.401.099841.112921.09300
1242015.11.05 13:15buy limit480.401.086841.074991.09093
1252015.11.05 15:13buy480.401.086841.074991.09093
1262015.11.06 11:30buy limit490.401.087251.076351.08923
1272015.11.06 12:45buy490.401.087251.076351.08923
1282015.11.06 13:31s/l490.401.076351.076351.08923-436.006202.85
1292015.11.06 13:32s/l480.401.074991.074991.09093-475.485727.38
1302015.11.16 14:30sell limit500.401.072911.084071.07033
1312015.11.17 10:00delete500.401.072911.084071.07033
1322015.11.17 15:00buy limit510.401.066341.055081.06912
1332015.11.17 15:13buy510.401.066341.055081.06912
1342015.11.18 09:36t/p510.401.069121.055081.06912109.765837.14
1352015.11.18 15:45sell limit520.401.066271.077391.06378
1362015.11.18 19:12sell520.401.066271.077391.06378
1372015.11.20 15:30sell limit530.401.068601.080691.06394
1382015.11.22 23:17t/p520.401.063781.077391.0637898.275935.41
1392015.11.23 12:30delete530.401.068601.080691.06394
1402015.11.26 11:45buy limit540.401.061071.050381.06259
1412015.11.26 12:58buy540.401.061071.050381.06259
1422015.11.27 06:46t/p540.401.062591.050381.0625959.365994.77
1432015.11.30 13:15buy limit550.401.057291.046351.05938
1442015.11.30 15:27buy550.401.057291.046351.05938
1452015.12.01 02:18t/p550.401.059381.046351.0593882.176076.94
1462015.12.01 13:45buy limit560.401.059741.048461.06257
1472015.12.02 10:07buy560.401.059741.048461.06257
1482015.12.02 13:45sell limit570.401.059611.071451.05551
1492015.12.02 14:15sell570.401.059611.071451.05551
1502015.12.02 17:27t/p570.401.055511.071451.05551164.006240.94
1512015.12.02 19:48t/p560.401.062571.048461.06257113.206354.14
1522015.12.04 15:15buy limit580.401.090651.076331.10024
1532015.12.04 15:53buy580.401.090651.076331.10024
1542015.12.07 12:30sell limit590.401.081041.092541.07769
1552015.12.07 12:58sell590.401.081041.092541.07769
1562015.12.08 15:30buy limit600.401.088301.076651.09195
1572015.12.08 15:42buy600.401.088301.076651.09195
1582015.12.09 05:22t/p600.401.091951.076651.09195144.526498.66
1592015.12.09 06:40s/l590.401.092541.092541.07769-460.686037.98
1602015.12.09 17:58t/p580.401.100241.076331.10024379.186417.16
1612015.12.14 14:30buy limit610.401.097921.086301.10152
1622015.12.15 10:00delete610.401.097921.086301.10152
1632015.12.15 11:00sell limit620.401.102041.113731.09827
1642015.12.16 11:15delete620.401.102041.113731.09827
1652015.12.17 14:15buy limit630.401.085041.073081.08939
1662015.12.17 14:22buy630.401.085041.073081.08939
1672015.12.18 10:00sell limit640.401.084091.096771.07812
1682015.12.18 12:15delete640.401.084091.096771.07812
1692015.12.18 14:15sell limit650.401.082791.094551.07887
1702015.12.18 14:57sell650.401.082791.094551.07887
1712015.12.21 13:30buy limit660.401.086591.075521.08895
1722015.12.21 13:43t/p630.401.089391.073081.08939171.066588.22
1732015.12.22 11:30delete660.401.086591.075521.08895
1742015.12.22 11:53s/l650.401.094551.094551.07887-471.086117.14
1752015.12.22 12:00buy limit670.401.093561.082541.09581
1762015.12.22 12:51buy670.401.093561.082541.09581
1772015.12.22 13:22t/p670.401.095811.082541.0958190.006207.14
1782016.01.08 10:15sell limit680.401.088121.099871.08424
1792016.01.08 14:15delete680.401.088121.099871.08424
1802016.01.12 15:45sell limit690.401.084181.095701.08079
1812016.01.12 16:10sell690.401.084181.095701.08079
1822016.01.13 09:28t/p690.401.080791.095701.08079135.266342.40
1832016.01.13 14:00buy limit700.401.081741.070411.08469
1842016.01.14 12:30delete700.401.081741.070411.08469
1852016.01.14 15:30sell limit710.401.089821.101651.08576
1862016.01.15 08:57sell710.401.089821.101651.08576
1872016.01.15 12:45buy limit720.401.090351.078921.09352
1882016.01.15 12:48buy720.401.090351.078921.09352
1892016.01.15 13:32t/p720.401.093521.078921.09352126.806469.20
1902016.01.18 10:00buy limit730.401.089081.077431.09273
1912016.01.18 10:33buy730.401.089081.077431.09273
1922016.01.19 14:45buy limit740.401.087791.075961.09185
1932016.01.19 17:47t/p730.401.092731.077431.09273144.526613.73
1942016.01.20 10:00delete740.401.087791.075961.09185
1952016.01.21 13:33t/p710.401.085761.101651.08576160.376774.09
1962016.01.26 15:45buy limit750.401.083261.072211.08557
1972016.01.27 10:00delete750.401.083261.072211.08557
1982016.02.02 12:00buy limit760.401.091321.080471.09321
1992016.02.02 12:59buy760.401.091321.080471.09321
2002016.02.02 13:56t/p760.401.093211.080471.0932175.606849.69
2012016.02.09 15:45buy limit770.401.128121.115651.13360
2022016.02.10 07:03buy770.401.128121.115651.13360
2032016.02.11 08:37t/p770.401.133601.115651.13360214.617064.31
2042016.02.12 12:45sell limit780.501.127971.139661.12422
2052016.02.12 15:15delete780.501.127971.139661.12422
2062016.02.18 10:45sell limit790.501.113271.124101.11141
2072016.02.18 14:45delete790.501.113271.124101.11141
2082016.02.19 15:30buy limit800.501.109071.096611.11453
2092016.02.22 07:58buy800.501.109071.096611.11453
2102016.02.22 14:00sell limit810.401.104851.119191.09520
2112016.02.22 15:45delete810.401.104851.119191.09520
2122016.02.23 10:00sell limit820.401.102231.115181.09568
2132016.02.23 13:15delete820.401.102231.115181.09568
2142016.02.24 11:42s/l800.501.096611.096611.11453-626.746437.57
2152016.02.26 13:15sell limit830.401.101721.113011.09884
2162016.02.26 13:28sell830.401.101721.113011.09884
2172016.02.26 13:37t/p830.401.098841.113011.09884115.206552.77
2182016.02.29 15:30sell limit840.401.088111.099781.08439
2192016.02.29 18:33sell840.401.088111.099781.08439
2202016.03.01 13:00buy limit850.401.086661.075521.08919
2212016.03.01 14:27buy850.401.086661.075521.08919
2222016.03.01 15:02t/p840.401.084391.099781.08439148.466701.23
2232016.03.02 11:00sell limit860.401.086311.097321.08405
2242016.03.02 15:30delete860.401.086311.097321.08405
2252016.03.03 10:15buy limit870.401.087101.076261.08895
2262016.03.03 12:33t/p850.401.089191.075521.0891995.316796.54
2272016.03.03 14:30delete870.401.087101.076261.08895
2282016.03.03 15:00buy limit880.401.090011.077261.09612
2292016.03.04 13:30delete880.401.090011.077261.09612
2302016.03.07 14:30sell limit890.401.095981.107171.09334
2312016.03.07 15:10sell890.401.095981.107171.09334
2322016.03.10 10:45buy limit900.401.097231.085931.10010
2332016.03.10 11:08buy900.401.097231.085931.10010
2342016.03.10 12:47t/p890.401.093341.107171.09334103.896900.43
2352016.03.10 12:57s/l900.401.085931.085931.10010-452.006448.43
2362016.03.11 13:15sell limit910.401.110261.121881.10666
2372016.03.11 13:21sell910.401.110261.121881.10666
2382016.03.14 10:30sell limit920.401.112361.123521.10977
2392016.03.14 12:45delete920.401.112361.123521.10977
2402016.03.16 12:30buy limit930.401.108861.097831.11113
2412016.03.16 12:32buy930.401.108861.097831.11113
2422016.03.16 13:13t/p910.401.106661.121881.10666142.966591.39
2432016.03.16 18:00t/p930.401.111131.097831.1111390.806682.19
2442016.03.21 10:00buy limit940.401.124851.113491.12785
2452016.03.21 13:00delete940.401.124851.113491.12785
2462016.03.22 14:00buy limit950.401.121661.110081.12515
2472016.03.22 16:18buy950.401.121661.110081.12515
2482016.03.23 10:30sell limit960.401.118881.129741.11695
2492016.03.23 10:42sell960.401.118881.129741.11695
2502016.03.23 12:30sell limit970.401.119051.129951.11704
2512016.03.23 12:58t/p960.401.116951.129741.1169577.206759.39
2522016.03.23 13:28sell970.401.119051.129951.11704
2532016.03.23 16:08t/p970.401.117041.129951.1170480.406839.79
2542016.03.24 15:45buy limit980.401.116011.104931.11841
2552016.03.24 23:53buy980.401.116011.104931.11841
2562016.03.25 10:15buy limit990.401.116211.105551.11766
2572016.03.25 12:30delete990.401.116211.105551.11766
2582016.03.28 13:03t/p980.401.118411.104931.1184192.976932.76
2592016.03.29 16:23t/p950.401.125151.110081.12515128.997061.75
2602016.03.31 10:00buy limit1000.401.133981.120951.14071
2612016.03.31 13:30delete1000.401.133981.120951.14071
2622016.03.31 14:00buy limit1010.401.139541.127991.14296
2632016.03.31 14:17buy1010.401.139541.127991.14296
2642016.04.01 10:00buy limit1020.401.139071.127221.14318
2652016.04.01 12:13t/p1010.401.142961.127991.14296135.267197.01
2662016.04.01 12:32buy1020.401.139071.127221.14318
2672016.04.01 12:41t/p1020.401.143181.127221.14318164.407361.41
2682016.04.05 15:15buy limit1030.501.135611.123521.14025
2692016.04.06 06:28buy1030.501.135611.123521.14025
2702016.04.06 15:36t/p1030.501.140251.123521.14025232.007593.41
2712016.04.13 13:45sell limit1040.501.131101.142521.12795
2722016.04.14 10:00delete1040.501.131101.142521.12795
2732016.04.15 14:15buy limit1050.501.129181.117151.13369
2742016.04.15 15:14buy1050.501.129181.117151.13369
2752016.04.18 12:30buy limit1060.501.130701.119551.13325
2762016.04.18 12:34buy1060.501.130701.119551.13325
2772016.04.19 06:17t/p1060.501.133251.119551.13325125.587718.99
2782016.04.19 06:24t/p1050.501.133691.117151.13369221.677940.66
2792016.04.19 15:15buy limit1070.501.137141.125921.13985
2802016.04.19 15:48buy1070.501.137141.125921.13985
2812016.04.22 10:27s/l1070.501.125921.125921.13985-570.587370.08
2822016.04.22 10:30sell limit1080.501.127991.140451.12253
2832016.04.22 11:15sell1080.501.127991.140451.12253
2842016.04.22 16:49t/p1080.501.122531.140451.12253273.007643.08
2852016.04.25 11:30buy limit1090.501.125151.114261.12711
2862016.04.25 12:56buy1090.501.125151.114261.12711
2872016.04.25 14:30buy limit1100.501.125401.114321.12780
2882016.04.25 15:00t/p1090.501.127111.114261.1271198.007741.08
2892016.04.26 10:45delete1100.501.125401.114321.12780
2902016.05.02 12:15buy limit1110.501.148441.137191.15120
2912016.05.02 12:56buy1110.501.148441.137191.15120
2922016.05.02 13:58t/p1110.501.151201.137191.15120138.007879.08
2932016.05.04 11:45buy limit1120.501.148771.137261.15212
2942016.05.04 14:00buy1120.501.148771.137261.15212
2952016.05.05 13:45sell limit1130.501.143001.154111.14052
2962016.05.06 09:35sell1130.501.143001.154111.14052
2972016.05.06 12:47t/p1130.501.140521.154111.14052124.008003.08
2982016.05.06 14:15sell limit1140.501.143921.157761.13538
2992016.05.09 12:15delete1140.501.143921.157761.13538
3002016.05.10 02:40s/l1120.501.137261.137261.15212-587.137415.95
3012016.05.11 10:00buy limit1150.501.139121.128351.14083
3022016.05.11 10:22buy1150.501.139121.128351.14083
3032016.05.11 12:12t/p1150.501.140831.128351.1408385.507501.45
3042016.05.12 10:30sell limit1160.501.140411.151361.13828
3052016.05.12 12:59sell1160.501.140411.151361.13828
3062016.05.12 15:50t/p1160.501.138281.151361.13828106.507607.95
3072016.05.19 10:30sell limit1170.501.121811.132901.11937
3082016.05.19 13:30delete1170.501.121811.132901.11937
3092016.05.20 14:30sell limit1180.501.122051.133641.11852
3102016.05.20 17:39sell1180.501.122051.133641.11852
3112016.05.24 07:45t/p1180.501.118521.133641.11852175.637783.58
3122016.05.24 12:00sell limit1190.501.119771.132621.11343
3132016.05.24 15:00delete1190.501.119771.132621.11343
3142016.05.24 15:45sell limit1200.501.115351.126271.11331
3152016.05.25 03:27sell1200.501.115351.126271.11331
3162016.05.25 14:23t/p1200.501.113311.126271.11331102.007885.58
3172016.05.30 13:30buy limit1210.501.113851.103351.11494
3182016.05.30 14:59buy1210.501.113851.103351.11494
3192016.05.31 00:06t/p1210.501.114941.103351.1149452.617938.19
3202016.05.31 13:30buy limit1220.501.115381.104531.11727
3212016.05.31 14:48buy1220.501.115381.104531.11727
3222016.06.01 11:45buy limit1230.501.115981.105391.11729
3232016.06.01 11:50t/p1220.501.117271.104531.1172792.618030.80
3242016.06.01 14:00buy1230.501.115981.105391.11729
3252016.06.01 14:20t/p1230.501.117291.105391.1172965.508096.30
3262016.06.09 13:00sell limit1240.501.133921.145171.13115
3272016.06.09 15:15delete1240.501.133921.145171.13115
3282016.06.10 10:00sell limit1250.501.130081.142051.12571
3292016.06.10 11:25sell1250.501.130081.142051.12571
3302016.06.10 17:49t/p1250.501.125711.142051.12571218.508314.80