本帖最後由 jameschiang1 於 13-12-27 12:56 編輯
迷彩 發表於 13-12-26 17:42 
寫的很好，有機會要秀一下"程式" 喔
僅供參考喔
| | | | | | | | | | | | | | | | | | | | | | TradeStation Strategy Performance Report -xxx2 TXC1-5 min. (2001/1/2-2013/12/12) | | | | | | | | Performance Summary: All Trades[/td] [td][/td] [td][/td] [/tr]
| | | | | | | | | Total Net Profit | $5,350,800.00 | | Open position P/L | $6,000.00 | | Gross Profit | | $13,070,000.00 | | Gross Loss | | ($7,719,200.00) | | | | | | | | | Total # of trades | 866 | | Percent profitable | 58.08% | | Number winning trades | 503 | | Number losing trades | 363 | | | | | | | | | Largest winning trade | $163,200.00 | | Largest losing trade | ($221,600.00) | | Average winning trade | $25,984.10 | | Average losing trade | ($21,265.01) | | Ratio avg win/avg loss | 1.22 | | Avg trade (win & loss) | $6,178.75 | | | | | | | | | Max consec. Winners | 15 | | Max consec. losers | 7 | | Avg # bars in winners | 197 | | Avg # bars in losers | 179 | | | | | | | | | Max intraday drawdown | ($447,600.00) | | | | | | Profit Factor | | 1.69 | | Max # contracts held | 1 | | Account size required | $447,600.00 | | Return on account | 1195.44% | | | | | | | | Performance Summary: Long Trades[/td] [td][/td] [td][/td] [/tr]
| | | | | | | | | Total Net Profit | $3,457,200.00 | | Open position P/L | $0.00 | | Gross Profit | | $8,131,000.00 | | Gross Loss | | ($4,673,800.00) | | | | | | | | | Total # of trades | 500 | | Percent profitable | 59.40% | | Number winning trades | 297 | | Number losing trades | 203 | | | | | | | | | Largest winning trade | $163,200.00 | | Largest losing trade | ($221,600.00) | | Average winning trade | $27,377.10 | | Average losing trade | ($23,023.65) | | Ratio avg win/avg loss | 1.19 | | Avg trade (win & loss) | $6,914.40 | | | | | | | | | Max consec. Winners | 9 | | Max consec. losers | 7 | | Avg # bars in winners | 228 | | Avg # bars in losers | 192 | | | | | | | | | Max intraday drawdown | ($388,800.00) | | | | | | Profit Factor | | 1.74 | | Max # contracts held | 1 | | Account size required | $388,800.00 | | Return on account | 889.20% | | | | | | | | Performance Summary: Short Trades[/td] [td][/td] [td][/td] [/tr]
| | | | | | | | | Total Net Profit | $1,893,600.00 | | Open position P/L | $6,000.00 | | Gross Profit | | $4,939,000.00 | | Gross Loss | | ($3,045,400.00) | | | | | | | | | Total # of trades | 366 | | Percent profitable | 56.28% | | Number winning trades | 206 | | Number losing trades | 160 | | | | | | | | | Largest winning trade | $122,400.00 | | Largest losing trade | ($185,800.00) | | Average winning trade | $23,975.73 | | Average losing trade | ($19,033.75) | | Ratio avg win/avg loss | 1.26 | | Avg trade (win & loss) | $5,173.77 | | | | | | | | | Max consec. Winners | 10 | | Max consec. losers | 5 | | Avg # bars in winners | 152 | | Avg # bars in losers | 163 | | | | | | | | | Max intraday drawdown | ($453,600.00) | | | | | | Profit Factor | | 1.62 | | Max # contracts held | 1 | | Account size required | $453,600.00 | | Return on account | 417.46% | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
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發表於 13-12-26 17:08
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發表於 13-12-27 08:42
