加载中…实盘日记84——稳定
(2012-05-15 17:09:01)
标签：
外汇 |
分类： 用实盘解 |
稳定
……陈宏杰博客
优秀系统与平凡系统的区别在于稳定性，好系统与坏系统的区别在于收益率高低。也就是说，一旦系统长期测试收益值高于设定值（比如CPI的常年均值，比如定存的无风险收益的2倍，比如证券市场收益均值等等），该系统就已经登堂入室，未达到的就是坏系统，要么改进，要么放弃。我们知道若有两个系统，其中A系统收益率每年10%，B系统收益为第1年+100%，第2年-50%，如此往复。我们必定会选择A系统。但是如果还有一个C系统：第1年50%，第2年-20%，第3年1%，第4年-2%，第5年10%，如此发展，就终值收益水平将难以界定A和C孰好孰坏，但绝大多数人还会选择A，因容易评估。好系统在多年测试中必须遵守一个原则：不能爆仓，生命安全永远排在第一位。陈宏杰博客
科萨斯统计了过去一年和五年（国际资本市场）投资收益水平，我们注意到五年期内收益强劲的品种，在最近一年收益都有大幅度回落，高速单向运动不可持续。高斯们在大部分情况下是可以获得不错收益的。但曼德博罗们却沉默着等待崩溃的来临，当大众苦逼时，他们会脱颖而出。神创造宇宙时，乐意对称性被普遍而不完美的执行着。投资（投机）如听李姆斯基·科萨可夫的《野蜂狂舞》，如看克劳德·莫奈的《日出·印象》。投资群就像一群野蜂，刚才还在头顶盘旋，片刻后突然上升几尺朝某个方向呼啸而去，再片刻后又突然折反朝另一个方向涌去。远看莫奈的画，浪里的舟、舟里的客、薄雾里的初阳、勒阿弗尔港口的起重机、塞纳河的水波……近看什么都没有，只余一堆色块，你说是水，我说是船……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》。
| 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% | 2012/05/14 | $733,605.20 | 1.14% | 46.72% | |
| 2012/02/24 | $635,858.40 | 0.03% | 27.17% | 2012/05/15 | $734,719.87 | 0.15% | 46.94% | |
| 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 |
|
2012.05.11 11:01 |
buy |
gbpusd |
1.60938 |
1.60902 |
2012.05.14 14:27 |
1.60903 |
-27.28 |
|
2012.05.13 21:13 |
buy |
gbpusd |
1.60572 |
1.60932 |
2012.05.14 14:48 |
1.60933 |
1 124.55 |
|
2012.05.14 21:14 |
balance |
|
|
|
|
|
2.40 |
|
2012.05.14 21:14 |
balance |
|
|
|
|
|
2.40 |
|
2012.05.14 21:14 |
balance |
|
|
|
|
|
0.60 |
|
2012.05.14 21:14 |
balance |
|
|
|
|
|
12.00 |
|
|
|
|
|
|
Closed P/L: |
64 368.94 |
|
|
|
|
|
|
|
|
|
64 368.94 |
|
Open Trades: |
|
|
|
|
|
|
|
|
Open Time |
Type |
Item |
Price |
T / P |
|
Price |
Profit |
|
2012.04.30 12:26 |
buy |
gbpusd |
1.62429 |
1.62685 |
|
1.61044 |
-21 545.86 |
|
2012.05.06 22:17 |
buy |
gbpusd |
1.61273 |
0.00000 |
|
1.61044 |
-712.50 |
|
2012.05.10 21:00 |
buy |
gbpusd |
1.61501 |
1.61470 |
|
1.61044 |
-355.46 |
|
2012.05.11 06:02 |
buy |
gbpusd |
1.61140 |
1.61470 |
|
1.61044 |
-298.69 |
|
2012.05.04 00:09 |
buy |
usdjpy |
80.164 |
80.132 |
|
79.926 |
-231.61 |
|
2012.05.11 15:02 |
buy |
usdjpy |
79.889 |
0.000 |
|
79.926 |
720.11 |
|
2012.05.14 11:07 |
buy |
usdjpy |
79.802 |
80.132 |
|
79.926 |
482.67 |
|
2012.05.14 11:15 |
buy |
usdjpy |
79.821 |
0.000 |
|
79.926 |
204.36 |
|
2012.05.14 11:15 |
buy |
usdjpy |
79.824 |
0.000 |
|
79.926 |
198.52 |
|
2012.05.14 11:15 |
buy |
usdjpy |
79.824 |
0.000 |
|
79.926 |
198.52 |
|
|
|
|
|
|
|
|
-21 339.94 |
|
|
|
|
|
|
Floating P/L: |
-21 339.94 |
|
|
Working Orders: |
|
|
|
|
|
|
|
|
Open Time |
Type |
Item |
Price |
T / P |
Market Price |
|
|
|
2012.05.11 14:32 |
buy limit |
gbpusd |
1.59940 |
0.00000 |
|
1.61073 |
Buy.3 |
|
2012.05.13 21:13 |
buy limit |
gbpusd |
1.59372 |
0.00000 |
|
1.61073 |
Buy.3 |
|
2012.05.14 11:07 |
buy limit |
usdjpy |
78.602 |
0.000 |
|
79.949 |
Buy.3 |
|
|
|
|
|
|
|
|
|
|
Summary: |
|
|
|
|
|
|
|
|
Deposit/Withdrawal: |
670 350.93 |
Credit Facility: |
0.00 |
|
|
|
|
|
Closed Trade P/L: |
64 368.94 |
Floating P/L: |
-21 339.94 |
Margin: |
34 250.00 |
||
|
Balance: |
734 719.87 |
Equity: |
713 379.93 |
Free Margin: |
679 129.93 |
||
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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