交易系统测试Ⅱ——(96.01～00.12)_陈宏杰

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交易系统测试Ⅱ——(96.01～00.12)

(2008-02-15 15:41:09)

标签：

股票

分类：就投资谈

交易系统测试Ⅱ——(96.01～00.12)

……陈宏杰博客 blog.sina.com.cn/timesbaby……

96年收益 +1.39%

97年收益 +25.26%

98年收益 +11.66%

99年收益 -22.63%

00年收益 +4.11%

95年1月至00年12月资金由85,902.00元增长为98,113.00元。总收益14.22%，年复合收益3%。共计交易52回合，其中31个回合为亏损，21个盈利。单回合最大亏损4.13%，单回合最大盈利29.02%。盈利回合平均值为+4.47%，亏损回合平均值为-2.28%。此阶段不如人意。

91年7月至00年12月资金由10,000.00元增长到98,113.00元。总收益881%，年复合收益37.2%。

资金量           日期          股数   单项盈亏    单项损益

85,902 95.12.08 ↑ 112 -1,389.38
13,927 95.12.11 ↓ (112) -1,036.65 -1.21%
84,865 96.01.04 ↑   87    -484.67
36,399 96.01.08 ↓ (87) -3,343.66 -3.94%
81,522 96.02.16 ↑ 91    400.76
32,041 96.03.12 ↓ (91)   716.90 0.88%
82,239 96.04.05 ↑ 78   -290.74
37,171 96.04.12 ↑ 53   -565.76
  5,525 96.04.19 ↑   5 3,521.54
  2,181 96.05.16 ↑   2 12,385.27
809 96.05.23 ↓ (139) 6,838.34 8.32%
89,077 96.05.23 ↓ (38) -228.15
64,909 96.06.07 ↑ 38 -3,321.40 -3.73%
85,756 96.07.01 ↓ (47)   -294.43
49,634 96.07.09 ↑ 47 -3,069.00 -3.58%
82,687 96.08.23 ↓ (34)   104.49
54,690 96.08.30 ↑ 34     13.10 0.02%
82,700 96.09.09 ↓ (56)   -921.41
38,490 96.09.16 ↑ 56    147.31   0.18%
82,847 96.10.30 ↓ (52) 1,345.64
31,244 96.11.19 ↑ 52 -2,797.85 -3.38%
80,049 96.12.12 ↓ (30)   -358.65
44,184 96.12.20 ↓ (13) 8,200.57
32,514 96.12.26 ↑ 44 7,043.86 8.80%
87,093 97.01.22 ↑   41   -223.83
48,866 97.02.18 ↓ (41) -139.52 -0.16%
86,954 97.02.21 ↑ 23  -1,559.70
63,617 97.02.28 ↑ 13    584.22
49,736 97.03.07 ↑ 22 1,721.41
25,650 97.03.17 ↑ 15 6,605.12  陈宏杰博客   blog.sina.com.cn/TimesBaby
  8,796 97.03.24 ↑   4 9,018.76
  4,560 97.03.31 ↑   3 12,317.32
354 97.05.14 ↓ (81) 25,233.37  29.02%
112,187 97.05.14 ↓ (31)    76.72
68,623 97.05.22 ↓ (21) 5,372.14
41,081 97.06.02 ↑ 53     52.25 0.05%
112,239 97.06.11 ↓ (25) -4,399.48
82,068 97.06.20 ↑   25 -1,704.03 -1.52%
110,535 97.06.27 ↓ (53)   119.60
43,232 97.06.28 ↓ (9) 2,340.38
32,781 97.07.14 ↑   62 4,570.02 4.13%
115,105 97.07.14 ↑   38     416.51
70,646 97.07.23 ↑   43     138.44
18,655 97.07.25 ↓ (81) -2,742.11 -2.38%
112,363 97.08.08 ↑ 64   -853.49
34,555 97.08.12 ↓ (64) -3,716.44 -3.31%
108,647 97.08.25 ↑ 53   -134.16
46,560 97.09.01 ↑ 14 2,196.89
29,249 97.09.12 ↓ (67) 2,048.37 1.89%
110,695 97.09.12 ↓ (72)   481.32
22,155 97.09.22 ↓ (16)  8,787.71
3,375 97.10.08 ↑   88 6,479.18 5.85%
117,174 97.10.29 ↓ (46) -1,468.48
63,183 97.10.31 ↓ (37) -2,372.69
20,117 97.11.17 ↑ 83 -4,673.20 -3.99%
112,501 97.11.21 ↓ (57) -2,183.15
46,642 97.12.05 ↑ 57    108.53 0.10%
112,609 97.12.19 ↓ (86) -2,303.13
13,705 97.12.23 ↑ 86 -3,515.33 -3.12%
109,094 98.01.13 ↓ (58) 1,127.32
39,313 98.01.23 ↑   58 -1,976.44 -1.81%
107,118 98.02.16 ↓ (80) -1,189.15
8,505 98.03.02 ↓ (7) 2,566.30
     74 98.03.04 ↑   87    354.23 0.33%
107,472 98.03.12 ↓ (71) -583.38
23,193 98.03.25 ↑   71 -2,419.89 -2.25%
105,052 98.04.20 ↓ (64) -1,280.17
22,589 98.04.22 ↑ 64 -3,377.45 -3.22%
101,675 98.06.09 ↓ (68)    478.26
7,653 98.06.11 ↓ (5) 1,830.72
1,579 98.06.19 ↑ 72   -938.81 -0.92%
100,736 98.07.20 ↓ (70) 2,172.98
8,179 98.07.21 ↑ 70    -41.46 -0.04%
100,694 98.08.07 ↓ (73)   -51.33
6,849 98.09.04 ↑ 73 7,839.11 7.79%
108,533 98.09.04 ↑ 38   -429.58
64,243 98.09.10 ↑   18 1,600.31
43,262 98.09.25 ↓ (56)    495.92 0.46%
109,029 98.09.28 ↑ 66 -1,045.56
27,988 98.10.12 ↑ 18   -143.41
6,049 98.10.21 ↓ (83) -1,232.77 -1.13%
107,797 98.11.03 ↑ 67   -422.38
24,725 98.11.06 ↑ 13    905.83
8,864 98.11.23 ↓ (80) 3,912.04 3.63%
111,709 98.11.25 ↓ (79) -1,376.00
11,238 98.12.10 ↓ (8) 4,026.08
1,485 98.12.29 ↓   (1) 9,436.33
     85 99.01.08 ↑ 88 10,105.87 9.05%
121,814 99.01.08 ↑ 91 2,037.37
18,144 99.01.22 ↑ 12 1,298.05
3,966 99.01.29 ↓ (104) -1,745.41 -1.43%
120,069 99.03.11 ↑ 46    -332.79
67,385 99.03.31 ↓ (46) -102.41 -0.09%
119,967 99.03.31 ↓ (100) -1,472.09
4,068 99.04.02 ↑ 100 -3,639.68 -3.03%
116,327 99.04.21 ↓ (61) -2,013.23
46,098 99.04.27 ↓ (30) 3,333.43
12,809 99.05.06 ↑ 91    553.17 0.48%
116,880 99.05.10 ↓ (71)   356.56
39,184 99.05.14 ↓ (26)   749.49
11,781 99.05.19 ↑ 97 -3,285.24 -2.81%
113,595 99.07.01 ↓ (23)   331.77
76,884 99.07.06 ↓ (24) 1,332.93
40,234 99.07.19 ↓ (13) 3,264.06
20,108 99.07.21 ↑ 60 -3,708.38 -3.26%
109,887 99.08.16 ↓ (31) -842.38
61,673 99.09.09 ↑   31 -3,913.32 -3.56%
105,973 99.10.08 ↓ (24)   -74.25
69,495 99.10.15 ↑   24   -308.42 -0.29%
105,665 99.10.19 ↓ (49)   448.55
31,901 99.10.27 ↑ 49 -1,625.30 -1.54%
104,039 99.10.27 ↑ 46    402.91
34,460 99.11.10 ↓ (46) -3,465.78 -3.33%
100,574 99.11.16 ↑ 49 -1,577.21
28,040 99.12.06 ↓ (49) -3,297.62 -3.28%
97,276 99.12.15 ↑ 59   -665.01
11,526 99.12.21 ↓ (59) -3,033.54 -3.12%
94,243 00.01.06 ↑   25   -315.71
57,522 00.02.14 ↑ 10   5,583.78
41,317 00.02.17 ↑ 13 2,862.24
19,398 00.02.28 ↑   5 5,883.68
10,274 00.03.03 ↑   5 7,588.20
1,921 00.03.06 ↓ (58) 4,368.90 4.64%
98,611 00.03.06 ↓ (35)   -532.27
40,365 00.03.14 ↓ (13) -1,308.78
18,430 00.03.24 ↑ 48 -4,075.59 -4.13%
94,536 00.04.17 ↓ (42) -1,151.69
19,993 00.04.20 ↑ 42 -3,036.01 -3.21%
91,500 00.05.10 ↓ (40) 1,086.34
19,311 00.05.19 ↑ 40    707.27 0.77%
92,207 00.08.23 ↓ (21) -2,066.56
50,178 00.09.05 ↓ (12) -108.07
26,428 00.09.19 ↓ (10) 1,917.71
7,974 00.10.10 ↑ 43 2,383.48 2.58%
94,591 00.10.23 ↑ 42   -359.75
12,723 00.11.20 ↓ (42) 4,655.65 4.92%
99,246 00.11.20 ↓ (45)   -18.85
6,561 00.12.04 ↑ 45 -1,133.34 -1.14%
98,113  陈宏杰博客   blog.sina.com.cn/TimesBaby

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