加载中…实盘日记71——3.0版
(2012-04-23 16:05:32)
标签：
外汇财经 |
分类： 用实盘解 |
3.0版
……陈宏杰博客
这几天忙于测试3.0程式，博客更新怠慢了，贴个2000年1月至2012年4月GBP/USD的连续测试结果。初值为1万，最高27.5万，终值17万。年化复利24.5%。3.0程式是以稳健为原则的随势交易模型，虽然选择5分钟线，但交易条件预设比较苛刻，十二余年交易次数为1351笔，其中00年、01年、03年、05年、06年、07年、10年、12年均未发生任何交易，04年只交易了8笔。集中交易出现在02年、08年、09年，收益非常可观，最高的达年利850%。参数仍有潜力可挖，正深入。3.0与2.0风格迥异，2.0见《实盘日记52——2.O版上线》。
| 商品 | GBPUSD (Great Britain Pound vs US Dollar) | ||||||
| 时间周期 | 5 分钟图 2000.01.02 23:05 - 2012.01.13 17:55 (2000.01.01 - 2012.04.01) | ||||||
| 复盘模型 | 控制点(基于最近的小一级时段内的12个控制点的分形插值计算) | ||||||
| 经测试过的柱数 |
889128 |
用于复盘的即时价数量 |
32446148 |
复盘模型的质量 |
n/a |
||
| 输入图表错误 |
523 |
||||||
| 起始资金 |
10000.00 |
|
|||||
| 总净盈利 |
163431.50 |
总获利 |
536070.85 |
总亏损 |
-372639.34 |
||
| 盈利比 |
1.44 |
预期盈利 |
385.45 |
||||
| 绝对亏损 |
1989.72 |
最大亏损 |
185246.59 (66.67%) |
相对亏损 |
66.67% (185246.59) |
||
| 交易单总计 |
424 |
卖单 (获利百分比) |
9 (33.33%) |
买单(获利百分比) |
415 (72.05%) |
||
| 盈利交易(占总百分比) |
302 (71.23%) |
亏损交易(占总百分比) |
122 (28.77%) |
||||
| 最大: | 获利交易 |
26409.24 |
亏损交易 |
-23291.92 |
|||
| 平均: | 获利交易 |
1775.07 |
亏损交易 |
-3054.42 |
|||
| 最大: | 连续获利金额 |
74 (29132.62) |
连续亏损金额 |
16 (-14782.36) |
|||
| 最多: | 连续获利次数 |
127548.10 (31) |
连续亏损次数 |
-68202.55 (15) |
|||
| 平均: | 连续获利 |
16 |
连续亏损 |
6 |
|||
总盈利迫近40%，账户经过一次结算，结算前数据见《实盘日记45——月报》。
| 初值 | $500,000.00 | |||||||
| 时间 | 终值 | 环比 | 总损益 | 时间 | 终值 | 环比 | 总损益 | |
| 2011/12/09 | $500,000.00 | |||||||
| 2012/01/09 | $534,078.11 | 6.82% | 6.82% | 2012/02/09 | $594,834.48 | 0.31% | 18.97% | |
| 2012/01/13 | $567,456.78 | 6.25% | 13.49% | 2012/02/10 | $595,200.12 | 0.06% | 19.04% | |
| 2012/01/14 | $569,887.18 | 0.43% | 13.98% | 2012/02/13 | $595,680.96 | 0.08% | 19.14% | |
| 2012/01/16 | $569,915.62 | 0.00% | 13.98% | 2012/02/14 | $602,347.20 | 1.12% | 20.47% | |
| 2012/01/17 | $569,963.76 | 0.01% | 13.99% | 2012/02/15 | $603,495.48 | 0.19% | 20.70% | |
| 2012/01/18 | $570,195.56 | 0.04% | 14.04% | 2012/02/16 | $603,797.88 | 0.05% | 20.76% | |
| 2012/01/19 | $570,910.56 | 0.13% | 14.18% | 2012/02/17 | $604,273.24 | 0.08% | 20.85% | |
| 2012/01/20 | $572,462.31 | 0.27% | 14.49% | 2012/02/18 | $611,148.23 | 1.14% | 22.23% | |
| 2012/01/21 | $575,101.00 | 0.46% | 15.02% | 2012/02/20 | $611,278.46 | 0.02% | 22.26% | |
| 2012/01/23 | $575,214.13 | 0.02% | 15.04% | 2012/02/21 | $611,665.93 | 0.06% | 22.33% | |
| 2012/01/24 | $577,350.87 | 0.37% | 15.47% | 2012/02/22 | $611,709.13 | 0.01% | 22.34% | |
| 2012/01/25 | $577,808.39 | 0.08% | 15.56% | 2012/02/23 | $635,685.13 | 3.92% | 27.14% | |
| 2012/01/27 | $584,651.54 | 1.18% | 16.93% | 2012/02/24 | $635,858.40 | 0.03% | 27.17% | |
| 2012/01/28 | $585,197.78 | 0.09% | 17.04% | 2012/02/27 | $659,790.20 | 3.76% | 31.96% | |
| 2012/01/30 | $586,052.78 | 0.15% | 17.21% | 2012/02/28 | $659,833.40 | 0.01% | 31.97% | |
| 2012/01/31 | $586,248.68 | 0.03% | 17.25% | 2012/02/29 | $660,481.40 | 0.10% | 32.10% | |
| 2012/02/01 | $586,921.75 | 0.11% | 17.38% | 2012/03/01 | $663,717.24 | 0.49% | 32.74% | |
| 2012/02/02 | $590,297.15 | 0.58% | 18.06% | 2012/03/02 | $664,235.64 | 0.08% | 32.85% | |
| 2012/02/03 | $590,997.98 | 0.12% | 18.20% | 2012/03/05 | $667,006.35 | 0.42% | 33.40% | |
| 2012/02/04 | $591,848.33 | 0.14% | 18.37% | 2012/03/06 | $667,177.82 | 0.03% | 33.44% | |
| 2012/02/06 | $591,982.60 | 0.02% | 18.40% | 2012/03/07 | $670,004.86 | 0.42% | 34.00% | |
| 2012/02/07 | $592,634.84 | 0.11% | 18.53% | 2012/03/08 | $670,134.46 | 0.02% | 34.03% | |
| 2012/02/08 | $593,025.00 | 0.07% | 18.61% | 2012/03/09 | $670,350.93 | 0.03% | 34.07% | |
| 时间 | 终值 | 环比 | 总损益 | 时间 | 终值 | 环比 | 总损益 | |
| 2012/03/12 | $670,369.20 | 0.00% | 34.07% | 2012/04/10 | $691,132.55 | 0.10% | 38.23% | |
| 2012/03/13 | $671,526.04 | 0.17% | 34.31% | 2012/04/11 | $693,813.11 | 0.39% | 38.76% | |
| 2012/03/14 | $671,592.43 | 0.01% | 34.32% | 2012/04/12 | $694,014.12 | 0.03% | 38.80% | |
| 2012/03/15 | $671,627.09 | 0.01% | 34.33% | 2012/04/16 | $694,684.39 | 0.10% | 38.94% | |
| 2012/03/16 | $671,764.95 | 0.02% | 34.35% | 2012/04/17 | $696,735.00 | 0.30% | 39.35% | |
| 2012/03/20 | $671,809.01 | 0.01% | 34.36% | 2012/04/18 | $697,008.45 | 0.04% | 39.40% | |
| 2012/03/21 | $671,933.26 | 0.02% | 34.39% | 2012/04/23 | $699,582.28 | 0.37% | 39.92% | |
| 2012/03/22 | $673,073.97 | 0.17% | 34.61% | |||||
| 2012/03/23 | $674,104.92 | 0.15% | 34.82% | |||||
| 2012/03/26 | $674,563.95 | 0.07% | 34.91% | |||||
| 2012/03/28 | $675,269.40 | 0.10% | 35.05% | |||||
| 2012/03/29 | $675,963.96 | 0.10% | 35.19% | |||||
| 2012/03/30 | $679,369.53 | 0.50% | 35.87% | |||||
| 2012/04/02 | $681,104.00 | 0.26% | 36.22% | |||||
| 2012/04/04 | $687,197.20 | 0.89% | 37.44% | |||||
| 2012/04/07 | $690,405.38 | 0.47% | 38.08% | |||||
| 2012/04/09 | $690,425.57 | 0.00% | 38.09% |
链接
前四十篇
实盘日记第一篇 《实盘日记⑴——刺猬》
实盘月报二月篇 《实盘日记23——月报》
实盘月报三月篇 《实盘日记45——月报》
实盘月报四月篇 《实盘日记63——月报》
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