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Strategy Tester Report
500美刀稳定盈利【!!!只适用于黄金5分钟周期,其他任何品种和周期均无效】
XMGlobal-Real 15 (Build 1440)
回测实图
【特别声明】本EA仅用于学术研究,谨慎用于投资,如用于投资,风险自负!
【特别声明】本EA仅用于学术研究,谨慎用于投资,如用于投资,风险自负!
【特别声明】本EA仅用于学术研究,谨慎用于投资,如用于投资,风险自负!
交易品种
| GOLD | 时间周期 | 5 分钟图 2024.05.21 15:05 - 2025.04.23 13:50 | 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 | LotSize=0.05; StopLossPoints=1100; TakeProfitPoints=1300; MagicNumber=123456; LicenseExpiry="2025.10.31 23:59"; |
| 经测试过的柱数 | 65274 | 用于复盘的即时价数量 | 42908844 | 复盘模型的质量 | 38.73% | 输入图表错误 | 3 |
| | | | | 起始资金 | 500.00 |
| | 点差 | 当前 (49) | 总净盈利 | 669.54 | 总获利 | 1394.11 | 总亏损 | -724.57 | 盈利比 | 1.92 | 预期盈利 | 19.13 |
| | 绝对亏损 | 202.98 | 最大亏损 | 607.29 (51.83%) | 相对亏损 | 51.83% (607.29) |
| 交易单总计 | 35 | 卖单 (%获利百分比) | 0 (0.00%) | 买单 (%获利百分比) | 35 (62.86%) | | 盈利交易(%占总百分比) | 22 (62.86%) | 亏损交易(%占总百分比) | 13 (37.14%) | 最大: | 获利交易 | 65.00 | 亏损交易 | -57.39 | 平均 | 获利交易 | 63.37 | 亏损交易 | -55.74 | 最大: | 连续获利金额 | 8 (512.82) | 连续亏损金额 | 8 (-444.78) | 最多: | 连续获利次数 | 512.82 (8) | 连续亏损次数 | -444.78 (8) | 平均: | 连续获利 | 4 | 连续亏损 | 3 |
# | 时间 | 类型 | 订单 | 手数 | 价格 | 止损 | 止盈 | 获利 | 余额 | 1 | 2024.05.27 15:20 | buy | 1 | 0.05 | 2348.55 | 2337.55 | 2361.55 |
| 2 | 2024.05.27 16:55 | buy | 2 | 0.05 | 2356.96 | 2345.96 | 2369.96 |
| 3 | 2024.05.28 09:15 | s/l | 2 | 0.05 | 2345.96 | 2345.96 | 2369.96 | -57.39 | 442.61 | 4 | 2024.05.28 16:18 | t/p | 1 | 0.05 | 2361.55 | 2337.55 | 2361.55 | 62.61 | 505.22 | 5 | 2024.06.19 11:10 | buy | 3 | 0.05 | 2334.53 | 2323.53 | 2347.53 |
| 6 | 2024.06.19 11:15 | buy | 4 | 0.05 | 2334.84 | 2323.84 | 2347.84 |
| 7 | 2024.06.19 17:03 | s/l | 4 | 0.05 | 2323.84 | 2323.84 | 2347.84 | -55.00 | 450.22 | 8 | 2024.06.19 17:03 | s/l | 3 | 0.05 | 2323.53 | 2323.53 | 2347.53 | -55.00 | 395.22 | 9 | 2024.06.20 07:40 | buy | 5 | 0.05 | 2340.22 | 2329.22 | 2353.22 |
| 10 | 2024.06.20 08:30 | buy | 6 | 0.05 | 2342.32 | 2331.32 | 2355.32 |
| 11 | 2024.06.20 17:00 | buy | 7 | 0.05 | 2349.66 | 2338.66 | 2362.66 |
| 12 | 2024.06.20 17:05 | t/p | 5 | 0.05 | 2353.22 | 2329.22 | 2353.22 | 65.00 | 460.22 | 13 | 2024.06.20 17:20 | buy | 8 | 0.05 | 2354.25 | 2343.25 | 2367.25 |
| 14 | 2024.06.20 17:21 | t/p | 6 | 0.05 | 2355.32 | 2331.32 | 2355.32 | 65.00 | 525.22 | 15 | 2024.06.20 17:45 | buy | 9 | 0.05 | 2360.74 | 2349.74 | 2373.74 |
| 16 | 2024.06.20 17:56 | t/p | 7 | 0.05 | 2362.66 | 2338.66 | 2362.66 | 65.00 | 590.22 | 17 | 2024.06.21 11:27 | t/p | 8 | 0.05 | 2367.25 | 2343.25 | 2367.25 | 62.61 | 652.82 | 18 | 2024.06.21 16:43 | s/l | 9 | 0.05 | 2349.74 | 2349.74 | 2373.74 | -57.39 | 595.43 | 19 | 2024.09.12 16:40 | buy | 10 | 0.05 | 2544.98 | 2533.98 | 2557.98 |
| 20 | 2024.09.12 21:40 | buy | 11 | 0.05 | 2557.36 | 2546.36 | 2570.36 |
| 21 | 2024.09.12 21:55 | buy | 12 | 0.05 | 2558.29 | 2547.29 | 2571.29 |
| 22 | 2024.09.12 21:55 | t/p | 10 | 0.05 | 2557.98 | 2533.98 | 2557.98 | 65.00 | 660.43 | 23 | 2024.09.12 22:50 | buy | 13 | 0.05 | 2558.94 | 2547.94 | 2571.94 |
| 24 | 2024.09.12 23:45 | buy | 14 | 0.05 | 2560.15 | 2549.15 | 2573.15 |
| 25 | 2024.09.13 04:10 | buy | 15 | 0.05 | 2567.30 | 2556.30 | 2580.30 |
| 26 | 2024.09.13 10:50 | buy | 16 | 0.05 | 2570.66 | 2559.66 | 2583.66 |
| 27 | 2024.09.13 10:50 | t/p | 11 | 0.05 | 2570.36 | 2546.36 | 2570.36 | 62.61 | 723.04 | 28 | 2024.09.13 12:26 | t/p | 12 | 0.05 | 2571.29 | 2547.29 | 2571.29 | 62.61 | 785.64 | 29 | 2024.09.13 12:27 | t/p | 13 | 0.05 | 2571.94 | 2547.94 | 2571.94 | 62.61 | 848.25 | 30 | 2024.09.13 15:53 | t/p | 14 | 0.05 | 2573.15 | 2549.15 | 2573.15 | 62.61 | 910.86 | 31 | 2024.09.13 16:18 | t/p | 15 | 0.05 | 2580.30 | 2556.30 | 2580.30 | 65.00 | 975.86 | 32 | 2024.09.13 19:06 | t/p | 16 | 0.05 | 2583.66 | 2559.66 | 2583.66 | 65.00 | 1040.86 | 33 | 2024.10.16 09:20 | buy | 17 | 0.05 | 2675.50 | 2664.50 | 2688.50 |
| 34 | 2024.10.16 09:25 | buy | 18 | 0.05 | 2676.29 | 2665.29 | 2689.29 |
| 35 | 2024.10.16 11:35 | buy | 19 | 0.05 | 2677.83 | 2666.83 | 2690.83 |
| 36 | 2024.10.16 19:03 | s/l | 19 | 0.05 | 2666.83 | 2666.83 | 2690.83 | -55.00 | 985.86 | 37 | 2024.10.17 13:52 | t/p | 17 | 0.05 | 2688.50 | 2664.50 | 2688.50 | 57.82 | 1043.68 | 38 | 2024.10.17 16:58 | t/p | 18 | 0.05 | 2689.29 | 2665.29 | 2689.29 | 57.82 | 1101.50 | 39 | 2024.11.22 23:45 | buy | 20 | 0.05 | 2712.22 | 2701.22 | 2725.22 |
| 40 | 2024.11.22 23:50 | buy | 21 | 0.05 | 2713.09 | 2702.09 | 2726.09 |
| 41 | 2024.11.25 01:02 | s/l | 21 | 0.05 | 2702.09 | 2702.09 | 2726.09 | -57.39 | 1044.11 | 42 | 2024.11.25 01:02 | s/l | 20 | 0.05 | 2701.22 | 2701.22 | 2725.22 | -57.39 | 986.72 | 43 | 2024.11.25 01:20 | buy | 22 | 0.05 | 2716.17 | 2705.17 | 2729.17 |
| 44 | 2024.11.25 03:03 | s/l | 22 | 0.05 | 2705.17 | 2705.17 | 2729.17 | -55.00 | 931.72 | 45 | 2024.12.11 02:45 | buy | 23 | 0.05 | 2700.71 | 2689.71 | 2713.71 |
| 46 | 2024.12.11 06:36 | s/l | 23 | 0.05 | 2689.71 | 2689.71 | 2713.71 | -55.00 | 876.72 | 47 | 2025.01.07 15:20 | buy | 24 | 0.05 | 2658.38 | 2647.38 | 2671.38 |
| 48 | 2025.01.07 17:03 | s/l | 24 | 0.05 | 2647.38 | 2647.38 | 2671.38 | -55.00 | 821.72 | 49 | 2025.03.05 18:25 | buy | 25 | 0.05 | 2929.69 | 2918.69 | 2942.69 |
| 50 | 2025.03.05 19:20 | s/l | 25 | 0.05 | 2918.69 | 2918.69 | 2942.69 | -55.00 | 766.72 | 51 | 2025.03.13 04:55 | buy | 26 | 0.05 | 2944.63 | 2933.63 | 2957.63 |
| 52 | 2025.03.13 05:25 | buy | 27 | 0.05 | 2946.19 | 2935.19 | 2959.19 |
| 53 | 2025.03.13 09:12 | s/l | 27 | 0.05 | 2935.19 | 2935.19 | 2959.19 | -55.00 | 711.72 | 54 | 2025.03.13 09:43 | s/l | 26 | 0.05 | 2933.63 | 2933.63 | 2957.63 | -55.00 | 656.72 | 55 | 2025.03.13 11:40 | buy | 28 | 0.05 | 2948.11 | 2937.11 | 2961.11 |
| 56 | 2025.03.13 11:45 | buy | 29 | 0.05 | 2948.20 | 2937.20 | 2961.20 |
| 57 | 2025.03.13 15:45 | buy | 30 | 0.05 | 2952.27 | 2941.27 | 2965.27 |
| 58 | 2025.03.13 16:20 | buy | 31 | 0.05 | 2954.05 | 2943.05 | 2967.05 |
| 59 | 2025.03.13 16:41 | t/p | 28 | 0.05 | 2961.11 | 2937.11 | 2961.11 | 65.00 | 721.72 | 60 | 2025.03.13 16:42 | t/p | 29 | 0.05 | 2961.20 | 2937.20 | 2961.20 | 65.00 | 786.72 | 61 | 2025.03.13 16:44 | t/p | 30 | 0.05 | 2965.27 | 2941.27 | 2965.27 | 65.00 | 851.72 | 62 | 2025.03.13 16:48 | t/p | 31 | 0.05 | 2967.05 | 2943.05 | 2967.05 | 65.00 | 916.72 | 63 | 2025.03.13 22:35 | buy | 32 | 0.05 | 2985.83 | 2974.83 | 2998.83 |
| 64 | 2025.03.13 22:45 | buy | 33 | 0.05 | 2986.89 | 2975.89 | 2999.89 |
| 65 | 2025.03.13 22:50 | buy | 34 | 0.05 | 2988.51 | 2977.51 | 3001.51 |
| 66 | 2025.03.14 11:42 | t/p | 32 | 0.05 | 2998.83 | 2974.83 | 2998.83 | 62.61 | 979.33 | 67 | 2025.03.14 12:12 | t/p | 33 | 0.05 | 2999.89 | 2975.89 | 2999.89 | 62.61 | 1041.93 | 68 | 2025.03.14 12:15 | t/p | 34 | 0.05 | 3001.51 | 2977.51 | 3001.51 | 62.61 | 1104.54 | 69 | 2025.04.10 05:10 | buy | 35 | 0.05 | 3112.12 | 3101.12 | 3125.12 |
| 70 | 2025.04.10 06:13 | t/p | 35 | 0.05 | 3125.12 | 3101.12 | 3125.12 | 65.00 | 1169.54
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