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2012 外汇实战总结  

2013-03-24 08:37:59|  分类: 投资理财 |  标签: |举报 |字号 订阅

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1. 总体看,全年共交易了53手,其中盈利44手,亏损9手。平均每手盈利$117.30。这里有个问题,均亏损318.98要大于均盈利206.54,这也是业余选手与专业的差距。

  All Trades
Winners
Losers
Total Number of Trades 53 44 9
Avg. Trade Net Profit $117.30 $206.54 -$318.98
1 Std. Deviation of Avg. Trade $388.77 $308.55 $461.29
Avg. Trade + 1 Std. Deviation $506.07 $515.08 $142.31
Avg. Trade - 1 Std. Deviation -$271.47 -$102.01 -$780.26
Coefficient of Variation 331.43% 149.39% 144.61%


2. 最长盈利手数达到19,连续输的只有3手。这项及格了。


Winning Series
Number of Series
Avg. Gain per Series
Avg. Loss Next Trade
3 1 $70.48 -$273.00
4 1 $109.58 -$91.00
5 2 $408.62 -$359.00
8 1 $53.88 -$25.00
19 1 $206.36 -$340.83
Losing Series
Number of Series
Avg. Loss per Series
Avg. Gain Next Trade
1 4 -$182.46 $249.60
2 1 -$928.98 $54.83
3 1 -$94.33 $62.00

3. 长短期比较。53手中,37为短期交易,16为长期交易。可以看出,长期交易盈利率93%远高于短期78%。说明对市场的长时间走向判断准确率较短期为高。但短期交易毛盈利高过长期。
  All Trades
Long Trades
Short Trades
Total Net Profit $6,216.89 $1,324.23 $4,892.66
Gross Profit $9,087.69 $2,823.20 $6,264.49
Gross Loss -$2,870.80 -$1,498.96 -$1,371.83
Profit Factor 3.17 1.88 4.57
       
Roll Over Credit -$15.81 -$28.20 $12.40
Open Position P/L $0.00 $0.00 $0.00
       
Select Total Net Profit $3,655.19 $172.23 $3,482.96
Select Gross Profit $6,525.99 $1,671.20 $4,854.79
Select Gross Loss -$2,870.80 -$1,498.96 -$1,371.83
Select Profit Factor 2.27 1.11 3.54
       
Adjusted Total Net Profit $3,889.94 -$903.68 $3,244.36
Adjusted Gross Profit $7,717.67 $2,094.25 $5,101.21
Adjusted Gross Loss -$3,827.73 -$2,997.93 -$1,856.85
Adjusted Profit Factor 2.02 0.7 2.75
       
Total Number of Trades 53 16 37
Percent Profitable 83.02% 93.75% 78.38%
Winning Trades 44 15 29
Losing Trades 9 1 8
Even Trades 0 0 0

4. 全年增长率为 6.22%. 胜率达到了83.02%

Period Net Profit % Gain Profit Factor # Trades % Profitable
Last 12 month $6,216.89 6.22% 3.17 53 83.02%


5. 全年交易记录.


1   Sell   1/25/12 12:52 AM SIM615660X EURUSD $1.30 0 100000 -$17.00 (0.01%) $996.00
  Buy 1/25/12 12:52 AM SIM615660X EURUSD $1.30   -$17.00 -$17.00   -$17.00 0.00% (1.68%)
2 Sell 1/26/12 08:27 PM SIM615660X EURUSD $1.31 0 100000 -$192.00 (0.15%) $205.00 51.64%  
  Buy 1/26/12 09:23 PM SIM615660X EURUSD $1.31   -$192.00 -$209.00   -$192.00 0.00% (48.36%)
3 Sell 1/26/12 09:01 PM SIM615660X EURUSD $1.31 0 100000 -$74.00 (0.06%) $0.00 0.00%  
  Buy 1/26/12 09:23 PM SIM615660X EURUSD $1.31   -$74.00 -$283.00   -$74.00 0.00% (100.00%)
4 Sell 1/26/12 09:34 PM SIM615660X EURUSD $1.31 0 100000 $62.00 0.05% $62.00 4.80%  
  Buy 1/27/12 07:53 AM SIM615660X EURUSD $1.31   $62.00 -$221.00   -$1,229.00 100.00% 4.80%
5 Sell 1/27/12 04:08 AM SIM615660X EURUSD $1.32 0 100000 $425.00 0.32% $425.00 33.76%  
  Buy 1/27/12 08:15 AM SIM615660X EURUSD $1.31   $425.00 $204.00   -$834.00 100.00% 33.76%
6 Sell 1/30/12 09:06 PM SIM615660X EURUSD $1.32 0 100000 $50.00 0.04% $50.00 17.67%  
  Buy 1/31/12 06:59 AM SIM615660X EURUSD $1.32   $50.00 $254.00   -$233.00 100.00% 17.67%
7 Buy 1/31/12 07:52 AM SIM615660X EURUSD $1.32 0 100000 $43.00 0.03% $43.00 100.00%  
  Sell 1/31/12 08:10 AM SIM615660X EURUSD $1.32   $43.00 $297.00   $0.00 100.00% 100.00%
8 Buy 2/5/12 09:44 PM SIM615660X EURUSD $1.31 0 100000 $1,152.00 0.88% $1,152.00 63.30%  
  Sell 2/7/12 09:12 AM SIM615660X EURUSD $1.32   $1,152.00 $1,449.00   -$668.00 100.00% 63.30%
9 Buy 2/7/12 08:27 PM SIM615660X AUDUSD $1.08 0 100000 $491.00 0.46% $491.00 71.06%  
  Sell 2/8/12 07:17 AM SIM615660X AUDUSD $1.08   $491.00 $1,940.00   -$200.00 100.00% 71.06%
10 Sell 2/15/12 07:23 PM SIM615660X EURUSD $1.30 0 100000 $212.00 0.16% $212.00 100.00%  
  Buy 2/15/12 09:10 PM SIM615660X EURUSD $1.30   $212.00 $2,152.00   $0.00 100.00% 100.00%
11 Buy 3/20/12 08:01 AM SIM615660X EURUSD $1.32 0 100000 $353.00 0.27% $353.00 59.73%  
  Sell 3/20/12 08:59 AM SIM615660X EURUSD $1.32   $353.00 $2,505.00   -$238.00 100.00% 59.73%
12 Sell 3/20/12 09:19 AM SIM615660X EURUSD $1.32 5000 100000 $83.50 0.06% $634.50 100.00%  
  Buy 3/21/12 07:36 AM SIM615660X EURUSD $1.32   $83.50 $2,588.50   $0.00 13.09% 13.09%
13 Buy 3/21/12 07:36 AM SIM615660X EURUSD $1.32 -8000 100000 $163.20 0.12% $591.20 84.09%  
  Sell 3/21/12 08:40 PM SIM615660X EURUSD $1.32   $163.20 $2,751.70   -$112.80 39.20% 23.30%
14 Sell 4/10/12 07:42 AM SIM615660X EURUSD $1.31 0 100000 $104.11 0.08% $104.11 29.41%  
  Buy 4/10/12 08:16 AM SIM615660X EURUSD $1.31   $104.11 $2,855.81   -$249.89 100.00% 29.41%
15 Sell 4/26/12 08:40 PM SIM615660X EURUSD $1.32 0 100000 $21.00 0.02% $21.00 100.00%  
  Buy 4/26/12 09:35 PM SIM615660X EURUSD $1.32   $21.00 $2,876.81   $0.00 100.00% 100.00%
16 Buy 5/1/12 08:02 PM SIM615660X EURUSD $1.32 0 100000 $57.00 0.04% $57.00 5.67%  
  Sell 5/1/12 09:33 PM SIM615660X EURUSD $1.32   $57.00 $2,933.81   -$948.00 100.00% 5.67%
17 Sell 5/7/12 07:35 PM SIM615660X EURUSD $1.30 0 100000 $50.00 0.04% $50.00 100.00%  
  Buy 5/7/12 08:15 PM SIM615660X EURUSD $1.30   $50.00 $2,983.81   $0.00 100.00% 100.00%
18 Sell 5/8/12 07:32 AM SIM615660X EURUSD $1.30 0 100000 $52.00 0.04% $148.00 59.68%  
  Buy 5/8/12 07:36 PM SIM615660X EURUSD $1.30   $52.00 $3,035.81   -$100.00 61.29% 20.97%
19 Buy 5/9/12 07:51 PM SIM615660X EURUSD $1.29 0 100000 $15.00 0.01% $15.00 100.00%  
  Sell 5/9/12 08:47 PM SIM615660X EURUSD $1.29   $15.00 $3,050.81   $0.00 100.00% 100.00%
20 Buy 5/9/12 09:06 PM SIM615660X EURUSD $1.30 0 100000 $59.00 0.05% $59.00 100.00%  
  Sell 5/10/12 07:34 AM SIM615660X EURUSD $1.30   $59.00 $3,109.81   $0.00 100.00% 100.00%
21 Buy 5/10/12 07:59 AM SIM615660X USDJPY ?79.85 12000 200000 $124.16 0.06% $425.62 100.00%  
  Sell 5/10/12 08:53 PM SIM615660X USDJPY ?79.90   $124.16 $3,233.97   $0.00 28.92% 28.92%
22 Sell 5/10/12 07:34 AM SIM615660X EURUSD $1.30 -2000 100000 $403.80 0.31% $403.80 64.95%  
  Buy 5/10/12 08:53 PM SIM615660X EURUSD $1.29   $403.80 $3,637.77   -$218.20 100.00% 64.95%
23 Sell 5/9/12 10:06 PM SIM615660X GBPJPY ?128.59 -24000 100000 -$340.83 (0.21%) $0.00 0.00%  
  Buy 5/10/12 08:53 PM SIM615660X GBPJPY ?128.86   -$340.83 $3,296.94   -$1,009.14 66.42% (33.58%)
24 Buy 5/10/12 09:10 PM SIM615660X EURUSD $1.29 0 100000 $57.00 0.04% $57.00 28.22%  
  Sell 5/10/12 09:18 PM SIM615660X EURUSD $1.29   $57.00 $3,353.94   -$145.00 100.00% 28.22%
25 Sell 5/14/12 07:31 AM SIM615660X AUDUSD $1.00 0 100000 $2.00 0.00% $2.00 100.00%  
  Buy 5/14/12 07:44 AM SIM615660X AUDUSD $1.00   $2.00 $3,355.94   $0.00 100.00% 100.00%
26 Sell 5/14/12 07:57 PM SIM615660X EURUSD $1.28 0 100000 $98.00 0.08% $98.00 20.29%  
  Buy 5/14/12 08:08 PM SIM615660X EURUSD $1.28   $98.00 $3,453.94   -$385.00 100.00% 20.29%
27 Sell 5/14/12 09:33 PM SIM615660X EURUSD $1.28 0 100000 $43.00 0.03% $43.00 9.82%  
  Buy 5/14/12 09:42 PM SIM615660X EURUSD $1.28   $43.00 $3,496.94   -$395.00 100.00% 9.82%
28 Sell 5/15/12 07:00 PM SIM615660X AUDUSD $0.99 0 100000 $38.00 0.04% $38.00 12.58%  
  Buy 5/15/12 07:11 PM SIM615660X AUDUSD $0.99   $38.00 $3,534.94   -$264.00 100.00% 12.58%
29 Sell 5/15/12 07:21 PM SIM615660X EURUSD $1.27 0 100000 $6.00 0.00% $6.00 1.98%  
  Buy 5/15/12 08:32 PM SIM615660X EURUSD $1.27   $6.00 $3,540.94   -$297.00 100.00% 1.98%
30 Sell 5/16/12 09:35 PM SIM615660X EURUSD $1.27 0 100000 $178.00 0.14% $178.00 62.24%  
  Buy 5/17/12 02:06 AM SIM615660X EURUSD $1.27   $178.00 $3,718.94   -$108.00 100.00% 62.24%
31 Buy 5/21/12 08:32 PM SIM615660X EURUSD $1.28 0 100000 $9.00 0.01% $9.00 0.65%  
  Sell 5/21/12 08:43 PM SIM615660X EURUSD $1.28   $9.00 $3,727.94   -$1,373.00 100.00% 0.65%
32 Sell 5/22/12 08:27 PM SIM615660X EURUSD $1.27 0 100000 -$25.00 (0.02%) $1,080.00 97.74%  
  Buy 5/23/12 03:04 AM SIM615660X EURUSD $1.27   -$25.00 $3,702.94   -$25.00 0.00% (2.26%)
33 Sell 5/22/12 09:44 PM SIM615660X EURUSD $1.27 0 100000 $258.00 0.20% $258.00 100.00%  
  Buy 5/23/12 03:04 AM SIM615660X EURUSD $1.27   $258.00 $3,960.94   $0.00 100.00% 100.00%
34 Buy 6/5/12 07:33 AM SIM615660X EURUSD $1.24 0 100000 $3.00 0.00% $3.00 1.22%  
  Sell 6/5/12 11:13 AM SIM615660X EURUSD $1.24   $3.00 $3,963.94   -$243.00 100.00% 1.22%
35 Sell 6/5/12 09:18 PM SIM615660X EURUSD $1.25 0 100000 $10.00 0.01% $10.00 1.07%  
  Buy 6/5/12 09:49 PM SIM615660X EURUSD $1.25   $10.00 $3,973.94   -$926.00 100.00% 1.07%
36 Buy 6/6/12 08:17 PM SIM615660X GBPJPY ?122.68 0 100000 $167.34 0.11% $167.34 26.10%  
  Sell 6/6/12 08:33 PM SIM615660X GBPJPY ?122.81   $167.34 $4,141.27   -$466.01 100.00% 26.10%
37 Sell 6/6/12 08:10 PM SIM615660X EURUSD $1.26 0 100000 -$91.00 (0.07%) $271.00 74.86%  
  Buy 6/6/12 08:33 PM SIM615660X EURUSD $1.26   -$91.00 $4,050.27   -$91.00 0.00% (25.14%)
38 Sell 6/13/12 07:50 AM SIM615660X EURUSD $1.25 19000 100000 $563.90 0.45% $563.90 21.24%  
  Buy 6/25/12 11:07 AM SIM615660X EURUSD $1.25   $563.90 $4,614.17   -$2,083.30 100.00% 21.24%
39 Sell 9/17/12 07:55 AM SIM615660X EURUSD $1.31 7000 100000 $31.70 0.02% $48.70 8.54%  
  Buy 9/17/12 04:42 PM SIM615660X EURUSD $1.31   $31.70 $4,645.87   -$513.30 96.98% 5.52%
40 Sell 10/21/12 08:03 PM SIM615660X EURUSD $1.30 12000 100000 $718.20 0.55% $887.20 67.38%  
  Buy 10/24/12 02:21 PM SIM615660X EURUSD $1.30   $718.20 $5,364.07   -$428.40 87.15% 54.52%
41 Sell 12/2/12 04:41 PM SIM615660X EURUSD $1.30 37000 100000 $850.04 0.65% $850.04 37.67%  
  Buy 12/7/12 08:55 AM SIM615660X EURUSD $1.29   $850.04 $6,214.12   -$1,397.46 100.00% 37.67%
42 Sell 12/2/12 07:57 PM SIM615660X EURUSD $1.30 37000 100000 $1,409.70 1.08% $1,409.70 62.57%  
  Buy 12/7/12 08:55 AM SIM615660X EURUSD $1.29   $1,409.70 $7,623.82   -$837.80 100.00% 62.57%
43 Sell 12/10/12 09:25 PM SIM615660X EURUSD $1.29 0 100000 -$359.00 (0.28%) $62.00 14.73%  
  Buy 12/11/12 04:00 AM SIM615660X EURUSD $1.30   -$359.00 $7,264.82   -$359.00 0.00% (85.27%)
44 Buy 12/4/12 10:18 PM SIM615660X USDCAD $0.99 -280000 200000 -$1,498.96 (0.73%) $257.45 12.67%  
  Sell 12/12/12 07:27 PM SIM615660X USDCAD $0.98   -$1,498.96 $5,765.85   -$1,932.04 19.85% (67.47%)
45 Sell 12/12/12 07:27 PM SIM615660X USDCAD $0.98 0 200000 $54.83 0.03% $54.83 24.55%  
  Buy 12/13/12 10:13 AM SIM615660X USDCAD $0.98   $54.83 $5,820.68   -$168.58 100.00% 24.55%
46 Sell 12/13/12 09:45 AM SIM615660X EURUSD $1.31 6000 100000 $103.60 0.08% $556.60 93.60%  
  Buy 12/13/12 09:29 PM SIM615660X EURUSD $1.31   $103.60 $5,924.28   -$37.40 23.74% 17.34%
47 Sell 12/13/12 11:38 PM SIM615660X EURUSD $1.31 0 100000 $53.00 0.04% $53.00 6.43%  
  Buy 12/14/12 08:07 AM SIM615660X EURUSD $1.31   $53.00 $5,977.28   -$771.00 100.00% 6.43%
48 Sell 12/14/12 09:38 AM SIM615660X EURUSD $1.31 0 100000 -$273.00 (0.21%) $0.00 0.00%  
  Buy 12/14/12 11:00 AM SIM615660X EURUSD $1.31   -$273.00 $5,704.28   -$273.00 0.00% (100.00%)
49 Buy 12/14/12 11:16 AM SIM615660X EURUSD $1.32 -5000 100000 $119.50 0.09% $119.50 56.34%  
  Sell 12/16/12 04:27 PM SIM615660X EURUSD $1.32   $119.50 $5,823.78   -$93.50 100.00% 56.34%
50 Buy 12/17/12 07:44 PM SIM615660X EURUSD $1.32 0 100000 $10.00 0.01% $10.00 100.00%  
  Sell 12/17/12 08:03 PM SIM615660X EURUSD $1.32   $10.00 $5,833.78   $0.00 100.00% 100.00%
51 Sell 12/17/12 08:46 PM SIM615660X EURUSD $1.32 0 100000 $8.00 0.01% $8.00 1.21%  
  Buy 12/17/12 09:04 PM SIM615660X EURUSD $1.32   $8.00 $5,841.78   -$651.00 100.00% 1.21%
52 Sell 12/19/12 08:35 PM SIM615660X EURUSD $1.32 33000 100000 $287.30 0.21% $304.30 28.26%  
  Buy 12/20/12 08:16 PM SIM615660X EURUSD $1.32   $287.30 $6,129.08   -$760.70 98.40% 26.67%
53 Sell 12/20/12 06:06 AM SIM615660X GBPJPY ?136.78 0 100000 $87.81 0.05% $673.01 47.77%  
  Buy 12/20/12 08:16 PM SIM615660X GBPJPY ?136.71   $87.81 $6,216.89   -$737.24 58.45% 6.22
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