加载中…实盘日记82——2.1版
(2012-05-11 14:32:15)
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外汇股票 |
分类： 用实盘解 |
2.1版
……陈宏杰博客
我们对2.0版进行了一些改进，《实盘日记52——2.O版上线》有介绍。改进后结果不错，连续测试1999.01至2012.05，呈现30度上升态势，且非常稳定。连续测试的数据及资金变动见下图。连续测试的单利滚存，于是对此程式进行了一次复利测试，分为1、每年一结算（次年将利润转入本金）；2、半年一结算（下一个半年将利润转入本金）；3、每季一结算（次季度将利润转入本金）。三类统计如下表，1999.01.01至2011.12.31，总收益分别为：266倍、237倍、220倍。我们以5千元启始，最终资金变动为110万至134万（详见下表）。收益率高是重要的，但稳定性一样非常重要，下表中环比收益并没有太惊人的表现，但长期正值变动最终成就世界第八大奇迹。愿大家的账户皆如测试那样神勇。陈宏杰博客
账户经过一次结算，结算前数据见《实盘日记45——月报》。月度简报如下。
| 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 | 2012/03/12 | $670,369.20 | 0.00% | 34.07% | |||
| 2012/01/09 | $534,078.11 | 6.82% | 6.82% | 2012/03/13 | $671,526.04 | 0.17% | 34.31% | |
| 2012/01/13 | $567,456.78 | 6.25% | 13.49% | 2012/03/14 | $671,592.43 | 0.01% | 34.32% | |
| 2012/01/14 | $569,887.18 | 0.43% | 13.98% | 2012/03/15 | $671,627.09 | 0.01% | 34.33% | |
| 2012/01/16 | $569,915.62 | 0.00% | 13.98% | 2012/03/16 | $671,764.95 | 0.02% | 34.35% | |
| 2012/01/17 | $569,963.76 | 0.01% | 13.99% | 2012/03/20 | $671,809.01 | 0.01% | 34.36% | |
| 2012/01/18 | $570,195.56 | 0.04% | 14.04% | 2012/03/21 | $671,933.26 | 0.02% | 34.39% | |
| 2012/01/19 | $570,910.56 | 0.13% | 14.18% | 2012/03/22 | $673,073.97 | 0.17% | 34.61% | |
| 2012/01/20 | $572,462.31 | 0.27% | 14.49% | 2012/03/23 | $674,104.92 | 0.15% | 34.82% | |
| 2012/01/21 | $575,101.00 | 0.46% | 15.02% | 2012/03/26 | $674,563.95 | 0.07% | 34.91% | |
| 2012/01/23 | $575,214.13 | 0.02% | 15.04% | 2012/03/28 | $675,269.40 | 0.10% | 35.05% | |
| 2012/01/24 | $577,350.87 | 0.37% | 15.47% | 2012/03/29 | $675,963.96 | 0.10% | 35.19% | |
| 2012/01/25 | $577,808.39 | 0.08% | 15.56% | 2012/03/30 | $679,369.53 | 0.50% | 35.87% | |
| 2012/01/27 | $584,651.54 | 1.18% | 16.93% | 2012/04/02 | $681,104.00 | 0.26% | 36.22% | |
| 2012/01/28 | $585,197.78 | 0.09% | 17.04% | 2012/04/04 | $687,197.20 | 0.89% | 37.44% | |
| 2012/01/30 | $586,052.78 | 0.15% | 17.21% | 2012/04/07 | $690,405.38 | 0.47% | 38.08% | |
| 2012/01/31 | $586,248.68 | 0.03% | 17.25% | 2012/04/09 | $690,425.57 | 0.00% | 38.09% | |
| 2012/02/01 | $586,921.75 | 0.11% | 17.38% | 2012/04/10 | $691,132.55 | 0.10% | 38.23% | |
| 2012/02/02 | $590,297.15 | 0.58% | 18.06% | 2012/04/11 | $693,813.11 | 0.39% | 38.76% | |
| 2012/02/03 | $590,997.98 | 0.12% | 18.20% | 2012/04/12 | $694,014.12 | 0.03% | 38.80% | |
| 2012/02/04 | $591,848.33 | 0.14% | 18.37% | 2012/04/16 | $694,684.39 | 0.10% | 38.94% | |
| 2012/02/06 | $591,982.60 | 0.02% | 18.40% | 2012/04/17 | $696,735.00 | 0.30% | 39.35% | |
| 2012/02/07 | $592,634.84 | 0.11% | 18.53% | 2012/04/18 | $697,008.45 | 0.04% | 39.40% | |
| 2012/02/08 | $593,025.00 | 0.07% | 18.61% | 2012/04/23 | $699,582.28 | 0.37% | 39.92% | |
| 2012/02/09 | $594,834.48 | 0.31% | 18.97% | 2012/04/25 | $717,737.11 | 2.60% | 43.55% | |
| 2012/02/10 | $595,200.12 | 0.06% | 19.04% | 2012/04/26 | $718,204.81 | 0.07% | 43.64% | |
| 2012/02/13 | $595,680.96 | 0.08% | 19.14% | 2012/04/27 | $719,545.66 | 0.19% | 43.91% | |
| 2012/02/14 | $602,347.20 | 1.12% | 20.47% | 2012/04/30 | $719,114.55 | -0.06% | 43.82% | |
| 2012/02/15 | $603,495.48 | 0.19% | 20.70% | 2012/05/01 | $719,370.76 | 0.04% | 43.87% | |
| 2012/02/16 | $603,797.88 | 0.05% | 20.76% | 2012/05/02 | $719,653.80 | 0.04% | 43.93% | |
| 2012/02/17 | $604,273.24 | 0.08% | 20.85% | 2012/05/03 | $720,947.85 | 0.18% | 44.19% | |
| 2012/02/18 | $611,148.23 | 1.14% | 22.23% | 2012/05/07 | $721,665.99 | 0.10% | 44.33% | |
| 2012/02/20 | $611,278.46 | 0.02% | 22.26% | 2012/05/08 | $722,955.40 | 0.18% | 44.59% | |
| 2012/02/21 | $611,665.93 | 0.06% | 22.33% | 2012/05/09 | $722,971.00 | 0.00% | 44.59% | |
| 2012/02/22 | $611,709.13 | 0.01% | 22.34% | 2012/05/11 | $725,304.97 | 0.32% | 45.06% | |
| 2012/02/23 | $635,685.13 | 3.92% | 27.14% | |||||
| 2012/02/24 | $635,858.40 | 0.03% | 27.17% | |||||
| 2012/02/27 | $659,790.20 | 3.76% | 31.96% | |||||
| 2012/02/28 | $659,833.40 | 0.01% | 31.97% | |||||
| 2012/02/29 | $660,481.40 | 0.10% | 32.10% | |||||
| 2012/03/01 | $663,717.24 | 0.49% | 32.74% | |||||
| 2012/03/02 | $664,235.64 | 0.08% | 32.85% | |||||
| 2012/03/05 | $667,006.35 | 0.42% | 33.40% | |||||
| 2012/03/06 | $667,177.82 | 0.03% | 33.44% | |||||
| 2012/03/07 | $670,004.86 | 0.42% | 34.00% | |||||
| 2012/03/08 | $670,134.46 | 0.02% | 34.03% | |||||
| 2012/03/09 | $670,350.93 | 0.03% | 34.07% |
|
Open Time |
Type |
Item |
Price |
T / P |
|
Price |
Profit |
|
2012.05.08 07:11 |
buy |
gbpusd |
1.61496 |
1.61466 |
05.09 17:52 |
1.61468 |
-21.59 |
|
2012.05.09 09:29 |
buy |
gbpusd |
1.61136 |
1.61466 |
05.09 17:52 |
1.61468 |
1 024.09 |
|
2012.05.08 12:27 |
buy |
gbpusd |
1.61340 |
1.61309 |
05.09 15:37 |
1.61309 |
-23.95 |
|
2012.05.09 12:05 |
buy |
gbpusd |
1.60979 |
1.61309 |
05.09 15:37 |
1.61309 |
1 019.66 |
|
2012.05.08 21:17 |
balance |
|
|
|
|
|
2.40 |
|
2012.05.08 21:17 |
balance |
|
|
|
|
|
12.00 |
|
2012.05.08 21:17 |
balance |
|
|
|
|
|
0.60 |
|
2012.05.08 21:17 |
balance |
|
|
|
|
|
0.60 |
|
2012.05.09 21:13 |
balance |
|
|
|
|
|
7.20 |
|
2012.05.09 21:13 |
balance |
|
|
|
|
|
36.00 |
|
2012.05.10 07:50 |
buy |
gbpusd |
1.61222 |
1.61582 |
05.10 11:30 |
1.61582 |
278.16 |
|
2012.05.10 21:19 |
balance |
|
|
|
|
|
2.40 |
|
2012.05.10 21:19 |
balance |
|
|
|
|
|
12.00 |
|
|
|
|
|
|
|
|
54 954.04 |
|
|
|
|
|
|
Closed P/L: |
54 954.04 |
|
|
Open Trades: |
|
|
|
|
|
|
|
|
Open Time |
Type |
Item |
Price |
T / P |
|
Price |
Profit |
|
2012.04.30 12:26 |
buy |
gbpusd |
1.62429 |
1.62685 |
|
1.61119 |
-20 280.68 |
|
2012.05.06 22:17 |
buy |
gbpusd |
1.61273 |
0.00000 |
|
1.61119 |
-476.83 |
|
2012.05.10 21:00 |
buy |
gbpusd |
1.61501 |
1.61470 |
|
1.61119 |
-295.69 |
|
2012.05.11 06:02 |
buy |
gbpusd |
1.61140 |
1.61470 |
|
1.61119 |
-65.02 |
|
2012.04.30 12:41 |
buy |
usdjpy |
80.068 |
0.000 |
|
79.841 |
-4 401.06 |
|
2012.04.30 13:48 |
buy |
usdjpy |
79.971 |
0.000 |
|
79.841 |
-1 260.22 |
|
2012.05.01 05:05 |
buy |
usdjpy |
79.700 |
0.000 |
|
79.841 |
4 100.54 |
|
2012.05.04 00:09 |
buy |
usdjpy |
80.164 |
80.133 |
|
79.841 |
-313.11 |
|
2012.05.04 12:30 |
buy |
usdjpy |
79.940 |
0.000 |
|
79.841 |
-1.92 |
|
2012.05.04 14:47 |
buy |
usdjpy |
79.866 |
0.000 |
|
79.841 |
-242.35 |
|
2012.05.04 14:48 |
buy |
usdjpy |
79.881 |
0.000 |
|
79.841 |
-387.76 |
|
2012.05.06 21:30 |
buy |
usdjpy |
79.803 |
80.133 |
|
79.841 |
147.35 |
|
|
|
|
|
|
|
|
-23 476.75 |
|
|
|
|
|
|
Floating P/L: |
-23 476.75 |
|
|
Working Orders: |
|
|
|
|
|
|
|
|
Open Time |
Type |
Item |
Price |
T / P |
Market Price |
|
|
|
2012.05.06 21:30 |
buy limit |
usdjpy |
78.603 |
0.000 |
|
79.864 |
Buy.3 |
|
2012.05.11 06:02 |
buy limit |
gbpusd |
1.59940 |
0.00000 |
|
1.61146 |
Buy.3 |
|
Summary: |
|
|
|
|
|
|
|
|
Deposit/Withdrawal: |
670 350.93 |
Credit Facility: |
0.00 |
|
|
|
|
|
Closed Trade P/L: |
54 954.04 |
Floating P/L: |
-23 476.75 |
Margin: |
58 559.00 |
||
|
Balance: |
725 304.97 |
Equity: |
701 828.22 |
Free Margin: |
643 269.22 |
||
链接
前四十篇
次四十篇
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》
实盘月报五月篇 《实盘日记81——月报》
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