交易品种		NZDCAD (New Zealand Dollar vs Canadian Dollar)
时间周期		4 小时图 2019.01.02 00:00 - 2019.02.28 20:00 (2019.01.01 - 2019.03.01)
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		Corner=0; Move_X=0; Move_Y=0; B00001="===================="; Button_Width=100; Font_Type="Arial Bold"; Font_Size=10; Font_Color=White; TradeRecordFileName="NZDCAD BACK TEST 2019 0101-0301";
经测试过的柱数	1254	用于复盘的即时价数量	1682032	复盘模型的质量	n/a
输入图表错误	545
起始资金	5000.00			点差	当前 (20)
总净盈利	717.07	总获利	1007.27	总亏损	-290.19
盈利比	3.47	预期盈利	14.34
绝对亏损	22.08	最大亏损	229.72 (4.07%)	相对亏损	4.07% (229.72)
交易单总计	50	卖单 (%获利百分比)	29 (65.52%)	买单 (%获利百分比)	21 (57.14%)
		盈利交易(%占总百分比)	31 (62.00%)	亏损交易(%占总百分比)	19 (38.00%)
最大:		获利交易	92.64	亏损交易	-29.66
平均		获利交易	32.49	亏损交易	-15.27
最大:		连续获利金额	8 (230.11)	连续亏损金额	7 (-127.74)
最多:		连续获利次数	242.70 (5)	连续亏损次数	-127.74 (7)
平均:		连续获利	4	连续亏损	3

#	时间	类型	订单	手数	价格	止损	获利	获利	余额
1	2019.01.02 04:40	sell limit	1	0.08	0.91350	0.91750	0.00000
2	2019.01.02 06:28	sell	1	0.08	0.91350	0.91750	0.00000
3	2019.01.02 08:20	sell stop	2	0.06	0.91150	0.91750	0.00000
4	2019.01.02 09:22	sell	2	0.06	0.91150	0.91750	0.00000
5	2019.01.02 16:05	sell	3	0.05	0.90919	0.91550	0.00000
6	2019.01.02 17:21	modify	2	0.06	0.91150	0.91550	0.00000
7	2019.01.02 17:21	modify	1	0.08	0.91350	0.91550	0.00000
8	2019.01.03 14:32	modify	3	0.05	0.90919	0.90650	0.00000
9	2019.01.03 14:32	modify	2	0.06	0.91150	0.90650	0.00000
10	2019.01.03 14:32	modify	1	0.08	0.91350	0.90650	0.00000
11	2019.01.03 21:38	modify	3	0.05	0.90919	0.90650	0.89800
12	2019.01.03 21:38	modify	2	0.06	0.91150	0.90650	0.89800
13	2019.01.03 21:38	modify	1	0.08	0.91350	0.90650	0.89800
14	2019.01.04 15:29	t/p	1	0.08	0.89800	0.90650	0.89800	92.64	5092.64
15	2019.01.04 15:29	t/p	2	0.06	0.89800	0.90650	0.89800	60.45	5153.09
16	2019.01.04 15:29	t/p	3	0.05	0.89800	0.90650	0.89800	41.69	5194.78
17	2019.01.07 03:40	sell stop	4	0.06	0.89950	0.90550	0.00000
18	2019.01.07 17:27	sell	4	0.06	0.89950	0.90550	0.00000
19	2019.01.07 20:09	sell stop	5	0.05	0.89750	0.90500	0.00000
20	2019.01.07 20:20	sell	5	0.05	0.89750	0.90500	0.00000
21	2019.01.08 06:43	modify	4	0.06	0.89950	0.90500	0.00000
22	2019.01.08 22:59	close	5	0.05	0.89277	0.90500	0.00000	17.68	5212.46
23	2019.01.08 22:59	close	4	0.06	0.89277	0.90500	0.00000	30.24	5242.70
24	2019.01.09 14:27	buy	6	0.07	0.89632	0.89100	0.00000
25	2019.01.09 16:27	buy	7	0.05	0.89850	0.89100	0.00000
26	2019.01.10 09:12	buy	8	0.10	0.89842	0.89500	0.00000
27	2019.01.11 04:15	buy stop	9	0.09	0.89900	0.89500	0.00000
28	2019.01.11 05:45	buy	9	0.09	0.89900	0.89500	0.00000
29	2019.01.11 10:30	modify	7	0.05	0.89850	0.89500	0.00000
30	2019.01.11 10:30	modify	6	0.07	0.89632	0.89500	0.00000
31	2019.01.11 14:50	buy	10	0.04	0.90318	0.89500	0.00000
32	2019.01.14 16:13	buy stop	11	0.09	0.90600	0.90200	0.00000
33	2019.01.14 16:51	buy	11	0.09	0.90600	0.90200	0.00000
34	2019.01.14 18:03	modify	10	0.04	0.90318	0.90200	0.00000
35	2019.01.14 18:03	modify	9	0.09	0.89900	0.90200	0.00000
36	2019.01.14 18:03	modify	8	0.10	0.89842	0.90200	0.00000
37	2019.01.14 18:03	modify	7	0.05	0.89850	0.90200	0.00000
38	2019.01.14 18:03	modify	6	0.07	0.89632	0.90200	0.00000
39	2019.01.15 12:19	close	11	0.09	0.90519	0.90200	0.00000	-5.68	5237.02
40	2019.01.15 12:19	close	10	0.04	0.90519	0.90200	0.00000	5.87	5242.89
41	2019.01.15 12:19	close	9	0.09	0.90519	0.90200	0.00000	41.48	5284.38
42	2019.01.15 12:19	close	8	0.10	0.90519	0.90200	0.00000	50.23	5334.61
43	2019.01.15 12:19	close	7	0.05	0.90519	0.90200	0.00000	24.47	5359.09
44	2019.01.15 12:19	close	6	0.07	0.90519	0.90200	0.00000	45.74	5404.83
45	2019.01.15 16:09	sell limit	12	0.09	0.90500	0.90900	0.00000
46	2019.01.15 21:59	sell	12	0.09	0.90500	0.90900	0.00000
47	2019.01.16 08:44	modify	12	0.09	0.90500	0.90600	0.00000
48	2019.01.16 09:59	buy stop	13	0.10	0.90600	0.90250	0.00000
49	2019.01.16 12:29	sell	14	0.06	0.89974	0.90600	0.00000
50	2019.01.16 12:59	delete	13	0.10	0.90600	0.90250	0.00000
51	2019.01.17 16:09	modify	14	0.06	0.89974	0.89850	0.00000
52	2019.01.17 16:09	modify	12	0.09	0.90500	0.89850	0.00000
53	2019.01.17 18:56	buy stop	15	0.07	0.89850	0.89300	0.00000
54	2019.01.17 20:36	close	14	0.06	0.89679	0.89850	0.00000	12.96	5417.79
55	2019.01.17 20:36	close	12	0.09	0.89679	0.89850	0.00000	54.85	5472.64
56	2019.01.17 21:40	buy	15	0.07	0.89850	0.89300	0.00000
57	2019.01.18 16:48	buy stop	16	0.08	0.89950	0.89500	0.00000
58	2019.01.18 17:27	modify	15	0.07	0.89850	0.89500	0.00000
59	2019.01.18 18:12	s/l	15	0.07	0.89500	0.89500	0.00000	-18.58	5454.06
60	2019.01.21 12:18	buy stop	17	0.07	0.89500	0.89000	0.00000
61	2019.01.21 19:02	buy	17	0.07	0.89500	0.89000	0.00000
62	2019.01.22 16:03	buy stop	18	0.08	0.89750	0.89300	0.00000
63	2019.01.22 16:05	buy	18	0.08	0.89750	0.89300	0.00000
64	2019.01.22 19:47	modify	17	0.07	0.89500	0.89300	0.00000
65	2019.01.22 23:45	buy	16	0.08	0.89950	0.89500	0.00000
66	2019.01.23 10:23	modify	16	0.08	0.89950	0.89300	0.00000
67	2019.01.24 04:14	close	18	0.08	0.90590	0.89300	0.00000	49.81	5503.87
68	2019.01.24 04:14	close	17	0.07	0.90590	0.89300	0.00000	56.58	5560.45
69	2019.01.24 04:14	close	16	0.08	0.90590	0.89300	0.00000	37.78	5598.23
70	2019.01.24 08:24	sell stop	19	0.07	0.90350	0.90850	0.00000
71	2019.01.24 11:26	sell	19	0.07	0.90350	0.90850	0.00000
72	2019.01.24 20:17	sell stop	20	0.06	0.90200	0.90800	0.00000
73	2019.01.24 23:50	modify	19	0.07	0.90350	0.90800	0.00000
74	2019.01.25 00:00	sell	20	0.06	0.90200	0.90800	0.00000
75	2019.01.25 05:11	sell stop	21	0.05	0.90000	0.90750	0.00000
76	2019.01.25 07:02	modify	20	0.06	0.90200	0.90750	0.00000
77	2019.01.25 07:02	modify	19	0.07	0.90350	0.90750	0.00000
78	2019.01.25 12:32	close	20	0.06	0.90300	0.90750	0.00000	-4.51	5593.72
79	2019.01.25 12:32	close	19	0.07	0.90300	0.90750	0.00000	2.49	5596.22
80	2019.01.25 12:35	buy stop	22	0.12	0.90300	0.90000	0.00000
81	2019.01.25 14:00	buy	22	0.12	0.90300	0.90000	0.00000
82	2019.01.25 17:27	buy	23	0.07	0.90508	0.90000	0.00000
83	2019.01.28 01:06	close	23	0.07	0.90295	0.90000	0.00000	-11.37	5584.85
84	2019.01.28 01:06	close	22	0.12	0.90295	0.90000	0.00000	-0.72	5584.13
85	2019.01.28 20:13	sell stop	24	0.08	0.90550	0.91000	0.00000
86	2019.01.28 20:55	sell	24	0.08	0.90550	0.91000	0.00000
87	2019.01.29 09:46	close	24	0.08	0.90874	0.91000	0.00000	-19.64	5564.49
88	2019.01.29 17:49	sell	25	0.08	0.90573	0.91050	0.00000
89	2019.01.30 08:46	close	25	0.08	0.90834	0.91050	0.00000	-15.85	5548.65
90	2019.01.30 09:51	buy stop	26	0.08	0.90850	0.90400	0.00000
91	2019.01.30 12:13	sell stop	27	0.09	0.90500	0.90900	0.00000
92	2019.01.30 12:52	sell	27	0.09	0.90500	0.90900	0.00000
93	2019.01.30 16:48	delete	26	0.08	0.90850	0.90400	0.00000
94	2019.01.30 16:48	delete	21	0.05	0.90000	0.90750	0.00000
95	2019.01.30 17:51	sell limit	28	0.06	0.90200	0.90850	0.00000
96	2019.01.30 17:58	sell	28	0.06	0.90200	0.90850	0.00000
97	2019.01.31 00:40	modify	27	0.09	0.90500	0.90850	0.00000
98	2019.01.31 02:20	s/l	27	0.09	0.90850	0.90850	0.00000	-24.20	5524.45
99	2019.01.31 02:20	s/l	28	0.06	0.90850	0.90850	0.00000	-29.66	5494.79
100	2019.02.01 00:22	sell stop	29	0.06	0.90600	0.91250	0.00000
101	2019.02.01 09:14	buy stop	30	0.10	0.90950	0.90600	0.00000
102	2019.02.01 11:14	buy	30	0.10	0.90950	0.90600	0.00000
103	2019.02.01 16:22	sell	31	0.11	0.90779	0.91100	0.00000
104	2019.02.01 17:05	s/l	30	0.10	0.90600	0.90600	0.00000	-26.31	5468.48
105	2019.02.01 17:05	sell	29	0.06	0.90600	0.91250	0.00000
106	2019.02.01 21:00	sell stop	32	0.04	0.90200	0.91100	0.00000
107	2019.02.01 21:24	delete	32	0.04	0.90200	0.91100	0.00000
108	2019.02.01 23:20	sell limit	33	0.05	0.90300	0.91100	0.00000
109	2019.02.01 23:40	sell limit	34	0.05	0.90300	0.91100	0.00000
110	2019.02.04 00:02	sell	33	0.05	0.90300	0.91100	0.00000
111	2019.02.04 00:02	sell	34	0.05	0.90300	0.91100	0.00000
112	2019.02.04 04:42	modify	29	0.06	0.90600	0.91100	0.00000
113	2019.02.04 12:17	sell	35	0.12	0.90156	0.90450	0.00000
114	2019.02.04 18:49	modify	34	0.05	0.90300	0.90450	0.00000
115	2019.02.04 18:49	modify	33	0.05	0.90300	0.90450	0.00000
116	2019.02.04 18:49	modify	31	0.11	0.90779	0.90450	0.00000
117	2019.02.04 18:49	modify	29	0.06	0.90600	0.90450	0.00000
118	2019.02.05 06:04	s/l	29	0.06	0.90450	0.90450	0.00000	6.54	5475.01
119	2019.02.05 06:04	s/l	31	0.11	0.90450	0.90450	0.00000	26.77	5501.78
120	2019.02.05 06:04	s/l	33	0.05	0.90450	0.90450	0.00000	-5.74	5496.05
121	2019.02.05 06:04	s/l	34	0.05	0.90450	0.90450	0.00000	-5.74	5490.31
122	2019.02.05 06:04	s/l	35	0.12	0.90450	0.90450	0.00000	-26.74	5463.57
123	2019.02.05 08:49	buy	36	0.09	0.90426	0.90000	0.00000
124	2019.02.05 12:38	sell	37	0.14	0.90285	0.90550	0.00000
125	2019.02.05 15:09	s/l	37	0.14	0.90550	0.90550	0.00000	-27.88	5435.69
126	2019.02.05 16:12	buy stop	38	0.06	0.90650	0.90050	0.00000
127	2019.02.05 22:19	modify	36	0.09	0.90426	0.90050	0.00000
128	2019.02.06 01:20	modify	36	0.09	0.90426	0.90400	0.00000
129	2019.02.06 03:12	buy	38	0.06	0.90650	0.90050	0.00000
130	2019.02.06 03:43	modify	38	0.06	0.90650	0.90400	0.00000
131	2019.02.06 03:50	s/l	36	0.09	0.90400	0.90400	0.00000	-1.96	5433.72
132	2019.02.06 03:50	s/l	38	0.06	0.90400	0.90400	0.00000	-11.28	5422.44
133	2019.02.06 05:58	sell	39	0.11	0.90380	0.90700	0.00000
134	2019.02.06 09:53	sell stop	40	0.07	0.90200	0.90700	0.00000
135	2019.02.06 17:31	sell	40	0.07	0.90200	0.90700	0.00000
136	2019.02.07 16:35	close	40	0.07	0.89728	0.90700	0.00000	24.41	5446.85
137	2019.02.07 16:35	close	39	0.11	0.89728	0.90700	0.00000	53.25	5500.10
138	2019.02.07 17:13	buy	41	0.07	0.89743	0.89250	0.00000
139	2019.02.08 08:18	buy stop	42	0.08	0.90050	0.89600	0.00000
140	2019.02.08 08:56	buy	42	0.08	0.90050	0.89600	0.00000
141	2019.02.08 15:30	s/l	42	0.08	0.89600	0.89600	0.00000	-27.05	5473.05
142	2019.02.11 02:13	close	41	0.07	0.89744	0.89250	0.00000	-0.26	5472.80
143	2019.02.11 07:30	buy stop	43	0.05	0.90050	0.89300	0.00000
144	2019.02.11 16:00	sell	44	0.07	0.89512	0.90050	0.00000
145	2019.02.12 01:29	modify	44	0.07	0.89512	0.89700	0.00000
146	2019.02.12 17:01	close	44	0.07	0.89327	0.89700	0.00000	9.59	5482.39
147	2019.02.13 03:02	buy	43	0.05	0.90050	0.89300	0.00000
148	2019.02.13 12:15	close	43	0.05	0.90182	0.89300	0.00000	4.96	5487.35
149	2019.02.14 04:18	buy	45	0.07	0.90391	0.89900	0.00000
150	2019.02.15 04:57	modify	45	0.07	0.90391	0.90600	0.00000
151	2019.02.18 01:00	close	45	0.07	0.90904	0.90600	0.00000	26.65	5514.00
152	2019.02.18 20:03	sell stop	46	0.05	0.90450	0.91200	0.00000
153	2019.02.19 09:44	delete	46	0.05	0.90450	0.91200	0.00000
154	2019.02.19 09:50	sell stop	47	0.08	0.90450	0.90900	0.00000
155	2019.02.19 11:59	sell	47	0.08	0.90450	0.90900	0.00000
156	2019.02.19 17:32	s/l	47	0.08	0.90900	0.90900	0.00000	-27.04	5486.96
157	2019.02.19 20:30	buy stop	48	0.05	0.91000	0.90300	0.00000
158	2019.02.20 04:14	delete	48	0.05	0.91000	0.90300	0.00000
159	2019.02.20 05:09	sell	49	0.09	0.90646	0.91050	0.00000
160	2019.02.20 08:41	sell stop	50	0.07	0.90550	0.91050	0.00000
161	2019.02.20 09:31	sell	50	0.07	0.90550	0.91050	0.00000
162	2019.02.20 16:30	modify	50	0.07	0.90550	0.90700	0.00000
163	2019.02.20 16:30	modify	49	0.09	0.90646	0.90700	0.00000
164	2019.02.21 00:08	sell	51	0.10	0.90335	0.90700	0.00000
165	2019.02.21 09:29	modify	51	0.10	0.90335	0.90600	0.00000
166	2019.02.21 09:29	modify	50	0.07	0.90550	0.90600	0.00000
167	2019.02.21 09:29	modify	49	0.09	0.90646	0.90600	0.00000
168	2019.02.21 20:57	modify	51	0.10	0.90335	0.90000	0.00000
169	2019.02.21 20:57	modify	50	0.07	0.90550	0.90000	0.00000
170	2019.02.21 20:57	modify	49	0.09	0.90646	0.90000	0.00000
171	2019.02.21 21:27	s/l	49	0.09	0.90000	0.90000	0.00000	43.11	5530.08
172	2019.02.21 21:27	s/l	50	0.07	0.90000	0.90000	0.00000	28.49	5558.57
173	2019.02.21 21:27	s/l	51	0.10	0.90000	0.90000	0.00000	25.15	5583.72
174	2019.02.22 00:22	buy stop	52	0.05	0.90200	0.89500	0.00000
175	2019.02.22 17:27	buy	52	0.05	0.90200	0.89500	0.00000
176	2019.02.22 19:13	modify	52	0.05	0.90200	0.89400	0.00000
177	2019.02.25 00:35	modify	52	0.05	0.90200	0.89750	0.00000
178	2019.02.25 19:49	buy	53	0.05	0.90731	0.90000	0.00000
179	2019.02.26 15:36	modify	53	0.05	0.90731	0.90500	0.00000
180	2019.02.26 15:36	modify	52	0.05	0.90200	0.90500	0.00000
181	2019.02.26 21:39	close	53	0.05	0.90800	0.90500	0.00000	2.48	5586.19
182	2019.02.26 21:39	close	52	0.05	0.90800	0.90500	0.00000	22.29	5608.49
183	2019.02.26 22:59	sell stop	54	0.08	0.90700	0.91150	0.00000
184	2019.02.26 23:45	sell	54	0.08	0.90700	0.91150	0.00000
185	2019.02.27 05:09	buy stop	55	0.11	0.90900	0.90550	0.00000
186	2019.02.27 12:40	sell stop	56	0.07	0.90350	0.90900	0.00000
187	2019.02.27 12:52	sell	56	0.07	0.90350	0.90900	0.00000
188	2019.02.27 14:01	modify	54	0.08	0.90700	0.90900	0.00000
189	2019.02.27 17:10	sell	57	0.04	0.89950	0.90900	0.00000
190	2019.02.28 12:11	modify	57	0.04	0.89950	0.90300	0.00000
191	2019.02.28 12:11	modify	56	0.07	0.90350	0.90300	0.00000
192	2019.02.28 12:11	modify	54	0.08	0.90700	0.90300	0.00000
193	2019.02.28 16:13	delete	55	0.11	0.90900	0.90550	0.00000
194	2019.02.28 16:46	sell limit	58	0.09	0.89900	0.90300	0.00000
195	2019.02.28 23:59	close at stop	57	0.04	0.89643	0.90300	0.00000	8.99	5617.48
196	2019.02.28 23:59	close at stop	56	0.07	0.89643	0.90300	0.00000	36.74	5654.22
197	2019.02.28 23:59	close at stop	54	0.08	0.89643	0.90300	0.00000	62.86	5717.07