| 商品 | GBPUSD. (Great Britain Pound vs US Dollar) | ||||
| 时间周期 | 15 分钟图 2011.01.10 02:15 - 2011.02.04 23:45 (2009.01.01 - 2011.02.07) | ||||
| 复盘模型 | 每个即时价位(基于所有可利用的最小时段的每一个价位的分形插值计算) | ||||
| 经测试过的柱数 | 2012 | 用于复盘的即时价数量 | 255921 | 复盘模型的质量 | 51.03% |
| 输入图表错误 | 1 | ||||
| 起始资金 | 10000.00 | ||||
| 总净盈利 | 2930.49 | 总获利 | 3277.59 | 总亏损 | -347.10 |
| 盈利比 | 9.44 | 预期盈利 | 69.77 | ||
| 绝对亏损 | 3278.38 | 最大亏损 | 3432.54 (32.46%) | 相对亏损 | 33.40% (3371.38) |
| 交易单总计 | 42 | 卖单 (获利百分比) | 39 (82.05%) | 买单 (获利百分比) | 3 (100.00%) |
| 盈利交易(占总百分比) | 35 (83.33%) | 亏损交易(占总百分比) | 7 (16.67%) | ||
| 最大: | 获利交易 | 278.07 | 亏损交易 | -77.20 | |
| 平均: | 获利交易 | 93.65 | 亏损交易 | -49.59 | |
| 最大: | 连续获利金额 | 20 (1932.21) | 连续亏损金额 | 4 (-287.80) | |
| 最多: | 连续获利次数 | 1932.21 (20) | 连续亏损次数 | -287.80 (4) | |
| 平均: | 连续获利 | 18 | 连续亏损 | 4 | |

| # | 时间 | 类型 | 定单 | 手数 | 价位 | 止损 | 获利 | 获利 | 余额 |
| 1 | 2011.01.13 01:00 | sell | 1 | 0.10 | 1.5748 | 0.0000 | 0.0000 | ||
| 2 | 2011.01.13 02:00 | sell | 2 | 0.10 | 1.5744 | 0.0000 | 0.0000 | ||
| 3 | 2011.01.13 04:30 | sell | 3 | 0.10 | 1.5746 | 0.0000 | 0.0000 | ||
| 4 | 2011.01.13 10:00 | sell | 4 | 0.10 | 1.5739 | 0.0000 | 0.0000 | ||
| 5 | 2011.01.13 22:45 | sell | 5 | 0.10 | 1.5826 | 0.0000 | 0.0000 | ||
| 6 | 2011.01.13 23:00 | sell | 6 | 0.10 | 1.5821 | 0.0000 | 0.0000 | ||
| 7 | 2011.01.14 10:00 | sell | 7 | 0.10 | 1.5835 | 0.0000 | 0.0000 | ||
| 8 | 2011.01.14 13:45 | sell | 8 | 0.10 | 1.5834 | 0.0000 | 0.0000 | ||
| 9 | 2011.01.14 22:15 | sell | 9 | 0.10 | 1.5867 | 0.0000 | 0.0000 | ||
| 10 | 2011.01.17 00:15 | sell | 10 | 0.10 | 1.5870 | 0.0000 | 0.0000 | ||
| 11 | 2011.01.17 02:30 | sell | 11 | 0.10 | 1.5866 | 0.0000 | 0.0000 | ||
| 12 | 2011.01.17 15:45 | sell | 12 | 0.10 | 1.5901 | 0.0000 | 0.0000 | ||
| 13 | 2011.01.17 19:00 | sell | 13 | 0.10 | 1.5904 | 0.0000 | 0.0000 | ||
| 14 | 2011.01.17 19:15 | sell | 14 | 0.10 | 1.5895 | 0.0000 | 0.0000 | ||
| 15 | 2011.01.18 14:15 | sell | 15 | 0.10 | 1.5983 | 0.0000 | 0.0000 | ||
| 16 | 2011.01.18 15:45 | sell | 16 | 0.10 | 1.5993 | 0.0000 | 0.0000 | ||
| 17 | 2011.01.18 16:00 | sell | 17 | 0.10 | 1.5993 | 0.0000 | 0.0000 | ||
| 18 | 2011.01.18 18:00 | sell | 18 | 0.10 | 1.5984 | 0.0000 | 0.0000 | ||
| 19 | 2011.01.19 10:30 | sell | 19 | 0.10 | 1.6010 | 0.0000 | 0.0000 | ||
| 20 | 2011.01.25 17:45 | buy | 20 | 0.10 | 1.5814 | 0.0000 | 0.0000 | ||
| 21 | 2011.01.25 17:45 | close | 19 | 0.10 | 1.5814 | 0.0000 | 0.0000 | 194.68 | 10194.68 |
| 22 | 2011.01.25 17:45 | close | 18 | 0.10 | 1.5814 | 0.0000 | 0.0000 | 168.46 | 10363.14 |
| 23 | 2011.01.25 17:45 | close | 17 | 0.10 | 1.5814 | 0.0000 | 0.0000 | 177.46 | 10540.60 |
| 24 | 2011.01.25 17:45 | close | 16 | 0.10 | 1.5814 | 0.0000 | 0.0000 | 177.46 | 10718.06 |
| 25 | 2011.01.25 17:45 | close | 15 | 0.10 | 1.5814 | 0.0000 | 0.0000 | 167.46 | 10885.52 |
| 26 | 2011.01.25 17:45 | close | 14 | 0.10 | 1.5814 | 0.0000 | 0.0000 | 79.24 | 10964.76 |
| 27 | 2011.01.25 17:45 | close | 13 | 0.10 | 1.5814 | 0.0000 | 0.0000 | 88.24 | 11053.00 |
| 28 | 2011.01.25 17:45 | close | 12 | 0.10 | 1.5814 | 0.0000 | 0.0000 | 85.24 | 11138.24 |
| 29 | 2011.01.25 17:45 | close | 11 | 0.10 | 1.5814 | 0.0000 | 0.0000 | 50.24 | 11188.48 |
| 30 | 2011.01.25 17:45 | close | 10 | 0.10 | 1.5814 | 0.0000 | 0.0000 | 54.24 | 11242.72 |
| 31 | 2011.01.25 17:45 | close | 9 | 0.10 | 1.5814 | 0.0000 | 0.0000 | 51.02 | 11293.74 |
| 32 | 2011.01.25 17:45 | close | 8 | 0.10 | 1.5814 | 0.0000 | 0.0000 | 18.02 | 11311.76 |
| 33 | 2011.01.25 17:45 | close | 7 | 0.10 | 1.5814 | 0.0000 | 0.0000 | 19.02 | 11330.78 |
| 34 | 2011.01.25 17:45 | close | 6 | 0.10 | 1.5814 | 0.0000 | 0.0000 | 4.80 | 11335.58 |
| 35 | 2011.01.25 17:45 | close | 5 | 0.10 | 1.5814 | 0.0000 | 0.0000 | 9.80 | 11345.38 |
| 36 | 2011.01.25 17:45 | close | 4 | 0.10 | 1.5814 | 0.0000 | 0.0000 | -77.20 | 11268.18 |
| 37 | 2011.01.25 17:45 | close | 3 | 0.10 | 1.5814 | 0.0000 | 0.0000 | -70.20 | 11197.98 |
| 38 | 2011.01.25 17:45 | close | 2 | 0.10 | 1.5814 | 0.0000 | 0.0000 | -72.20 | 11125.78 |
| 39 | 2011.01.25 17:45 | close | 1 | 0.10 | 1.5814 | 0.0000 | 0.0000 | -68.20 | 11057.58 |
| 40 | 2011.01.25 18:00 | buy | 21 | 0.10 | 1.5825 | 0.0000 | 0.0000 | ||
| 41 | 2011.01.25 19:00 | buy | 22 | 0.10 | 1.5818 | 0.0000 | 0.0000 | ||
| 42 | 2011.02.01 14:30 | sell | 23 | 0.10 | 1.6092 | 0.0000 | 0.0000 | ||
| 43 | 2011.02.01 14:30 | close | 22 | 0.10 | 1.6092 | 0.0000 | 0.0000 | 274.07 | 11331.65 |
| 44 | 2011.02.01 14:30 | close | 21 | 0.10 | 1.6092 | 0.0000 | 0.0000 | 267.07 | 11598.72 |
| 45 | 2011.02.01 14:30 | close | 20 | 0.10 | 1.6092 | 0.0000 | 0.0000 | 278.07 | 11876.79 |
| 46 | 2011.02.01 15:45 | sell | 24 | 0.10 | 1.6091 | 0.0000 | 0.0000 | ||
| 47 | 2011.02.01 17:15 | sell | 25 | 0.10 | 1.6094 | 0.0000 | 0.0000 | ||
| 48 | 2011.02.02 00:16 | sell | 26 | 0.10 | 1.6136 | 0.0000 | 0.0000 | ||
| 49 | 2011.02.02 00:30 | sell | 27 | 0.10 | 1.6134 | 0.0000 | 0.0000 | ||
| 50 | 2011.02.02 00:45 | sell | 28 | 0.10 | 1.6132 | 0.0000 | 0.0000 | ||
| 51 | 2011.02.02 03:46 | sell | 29 | 0.10 | 1.6131 | 0.0000 | 0.0000 | ||
| 52 | 2011.02.02 08:15 | sell | 30 | 0.10 | 1.6155 | 0.0000 | 0.0000 | ||
| 53 | 2011.02.02 11:30 | sell | 31 | 0.10 | 1.6167 | 0.0000 | 0.0000 | ||
| 54 | 2011.02.02 14:30 | sell | 32 | 0.10 | 1.6193 | 0.0000 | 0.0000 | ||
| 55 | 2011.02.02 16:15 | sell | 33 | 0.10 | 1.6184 | 0.0000 | 0.0000 | ||
| 56 | 2011.02.02 16:30 | sell | 34 | 0.10 | 1.6183 | 0.0000 | 0.0000 | ||
| 57 | 2011.02.02 16:45 | sell | 35 | 0.10 | 1.6180 | 0.0000 | 0.0000 | ||
| 58 | 2011.02.02 18:15 | sell | 36 | 0.10 | 1.6181 | 0.0000 | 0.0000 | ||
| 59 | 2011.02.03 05:30 | sell | 37 | 0.10 | 1.6192 | 0.0000 | 0.0000 | ||
| 60 | 2011.02.03 06:00 | sell | 38 | 0.10 | 1.6182 | 0.0000 | 0.0000 | ||
| 61 | 2011.02.03 13:00 | sell | 39 | 0.10 | 1.6225 | 0.0000 | 0.0000 | ||
| 62 | 2011.02.03 13:15 | sell | 40 | 0.10 | 1.6220 | 0.0000 | 0.0000 | ||
| 63 | 2011.02.03 13:30 | sell | 41 | 0.10 | 1.6208 | 0.0000 | 0.0000 | ||
| 64 | 2011.02.03 13:45 | sell | 42 | 0.10 | 1.6208 | 0.0000 | 0.0000 | ||
| 65 | 2011.02.04 23:54 | close at stop | 42 | 0.10 | 1.6111 | 0.0000 | 0.0000 | 96.78 | 11973.57 |
| 66 | 2011.02.04 23:54 | close at stop | 41 | 0.10 | 1.6111 | 0.0000 | 0.0000 | 96.78 | 12070.35 |
| 67 | 2011.02.04 23:54 | close at stop | 40 | 0.10 | 1.6111 | 0.0000 | 0.0000 | 108.78 | 12179.13 |
| 68 | 2011.02.04 23:54 | close at stop | 39 | 0.10 | 1.6111 | 0.0000 | 0.0000 | 113.78 | 12292.91 |
| 69 | 2011.02.04 23:54 | close at stop | 38 | 0.10 | 1.6111 | 0.0000 | 0.0000 | 70.78 | 12363.69 |
| 70 | 2011.02.04 23:54 | close at stop | 37 | 0.10 | 1.6111 | 0.0000 | 0.0000 | 80.78 | 12444.47 |
| 71 | 2011.02.04 23:54 | close at stop | 36 | 0.10 | 1.6111 | 0.0000 | 0.0000 | 69.12 | 12513.59 |
| 72 | 2011.02.04 23:54 | close at stop | 35 | 0.10 | 1.6111 | 0.0000 | 0.0000 | 68.12 | 12581.71 |
| 73 | 2011.02.04 23:54 | close at stop | 34 | 0.10 | 1.6111 | 0.0000 | 0.0000 | 71.12 | 12652.83 |
| 74 | 2011.02.04 23:54 | close at stop | 33 | 0.10 | 1.6111 | 0.0000 | 0.0000 | 72.12 | 12724.95 |
| 75 | 2011.02.04 23:54 | close at stop | 32 | 0.10 | 1.6111 | 0.0000 | 0.0000 | 81.12 | 12806.07 |
| 76 | 2011.02.04 23:54 | close at stop | 31 | 0.10 | 1.6111 | 0.0000 | 0.0000 | 55.12 | 12861.19 |
| 77 | 2011.02.04 23:54 | close at stop | 30 | 0.10 | 1.6111 | 0.0000 | 0.0000 | 43.12 | 12904.31 |
| 78 | 2011.02.04 23:54 | close at stop | 29 | 0.10 | 1.6111 | 0.0000 | 0.0000 | 19.12 | 12923.43 |
| 79 | 2011.02.04 23:54 | close at stop | 28 | 0.10 | 1.6111 | 0.0000 | 0.0000 | 20.12 | 12943.55 |
| 80 | 2011.02.04 23:54 | close at stop | 27 | 0.10 | 1.6111 | 0.0000 | 0.0000 | 22.12 | 12965.67 |
| 81 | 2011.02.04 23:54 | close at stop | 26 | 0.10 | 1.6111 | 0.0000 | 0.0000 | 24.12 | 12989.79 |
| 82 | 2011.02.04 23:54 | close at stop | 25 | 0.10 | 1.6111 | 0.0000 | 0.0000 | -18.10 | 12971.69 |
| 83 | 2011.02.04 23:54 | close at stop | 24 | 0.10 | 1.6111 | 0.0000 | 0.0000 | -21.10 | 12950.59 |
| 84 | 2011.02.04 23:54 | close at stop | 23 | 0.10 | 1.6111 | 0.0000 | 0.0000 | -20.10 | 12930.49 |