印钞机EA，二周回报26%，来评价这个EA如何
本帖最后由 星火之路 于 2011-11-4 18:01 编辑发图，发真实报表。
Closed Transactions:
TicketOpen TimeTypeSizeItemPriceS / LT / PClose TimePriceCommissionTaxesSwapProfit
648895062011.10.21 18:20balanceAuto Account Sync with FXCM1 975.00
649018382011.10.24 16:02buy0.10eurchf1.226311.220990.000002011.10.24 18:031.227170.000.000.009.78
649022142011.10.24 16:46buy0.10eurchf1.225671.220430.000002011.10.24 18:031.226980.000.000.0014.89
649027882011.10.24 18:03sell0.10eurchf1.226941.232340.000002011.10.24 20:321.226850.000.000.001.02
649027972011.10.24 18:04sell0.10eurchf1.227481.232850.000002011.10.24 20:321.226850.000.000.007.14
649036632011.10.24 20:32buy0.10eurchf1.226851.221460.000002011.10.24 21:591.226350.000.000.00-5.68
649144172011.10.25 14:24buy0.10eurchf1.224311.219010.000002011.10.25 15:061.225860.000.000.0017.56
649150202011.10.25 14:51buy0.10eurchf1.223791.218600.000002011.10.25 15:061.225820.000.000.0023.00
649153442011.10.25 15:06sell0.10eurchf1.225871.231160.000002011.10.25 17:501.223580.000.000.0026.07
649168762011.10.25 17:23sell0.10eurgbp0.870120.874400.000002011.10.25 18:150.869430.000.000.0011.04
649190452011.10.25 23:58buy0.10eurgbp0.868710.864390.000002011.10.26 00:350.869220.000.000.008.16
649172412011.10.25 18:15buy0.10eurgbp0.869450.865210.000002011.10.26 00:350.869160.000.000.00-4.64
649180352011.10.25 20:10buy0.10eurchf1.221071.215600.000002011.10.26 01:351.222600.000.000.0017.43
649180122011.10.25 20:07buy0.10eurchf1.221751.216320.000002011.10.26 01:351.222440.000.000.007.86
649176702011.10.25 19:16buy0.10eurchf1.222341.216900.000002011.10.26 01:351.222580.000.000.002.73
649174252011.10.25 18:40buy0.10eurchf1.223081.217810.000002011.10.26 01:361.222580.000.000.00-5.69
649170512011.10.25 17:50buy0.10eurchf1.223651.218390.000002011.10.26 01:361.222580.000.000.00-12.18
649297402011.10.26 15:25sell0.20eurgbp0.869530.873810.000002011.10.26 17:050.869380.000.000.004.78
649298052011.10.26 15:29sell0.20eurgbp0.870230.874490.000002011.10.26 17:050.869380.000.000.0027.05
649308612011.10.26 17:05buy0.20eurgbp0.869360.865070.000002011.10.26 17:370.870160.000.000.0025.49
649311772011.10.26 17:37sell0.20eurgbp0.870140.874410.000002011.10.26 20:010.871010.000.000.00-27.80
649313822011.10.26 17:49sell0.20eurgbp0.871030.875330.000002011.10.26 20:010.870970.000.000.001.92
649313292011.10.26 17:47sell0.20eurgbp0.870550.874840.000002011.10.26 20:010.870960.000.000.00-13.11
649314832011.10.26 17:53sell0.20eurgbp0.871280.875650.000002011.10.26 20:010.870980.000.000.009.59
649329452011.10.26 20:01buy0.20eurgbp0.871010.866620.000002011.10.26 21:280.870250.000.000.00-24.28
649476942011.10.27 15:16buy0.20eurchf1.219801.214480.000002011.10.27 17:021.221000.000.000.0027.90
649488902011.10.27 16:23buy0.20eurchf1.218281.213020.000002011.10.27 17:021.221220.000.000.0068.34
649488002011.10.27 16:21buy0.20eurchf1.218581.213290.000002011.10.27 17:021.221220.000.000.0061.36
649493562011.10.27 17:02sell0.20eurchf1.220981.226330.000002011.10.27 20:071.220370.000.000.0014.18
649493952011.10.27 17:06sell0.20eurchf1.221831.227170.000002011.10.27 20:071.220210.000.000.0037.67
649493632011.10.27 17:03sell0.20eurchf1.221261.226460.000002011.10.27 20:071.220180.000.000.0025.12
649513832011.10.27 20:07buy0.20eurchf1.220501.215010.000002011.10.27 21:291.219990.000.000.00-11.86
649575682011.10.28 11:30buy0.40eurusd1.413951.413711.414382011.10.28 11:311.413600.000.000.00-14.00
649629372011.10.31 01:25buy0.20eurusd1.412811.413481.414192011.10.31 01:251.413890.000.000.0021.60
649630352011.10.31 01:26buy0.20eurusd1.413841.413251.414492011.10.31 01:261.413040.000.000.00-16.00
649633772011.10.31 01:29buy0.20eurusd1.412891.413001.413722011.10.31 01:301.412920.000.000.000.60
649648022011.10.31 02:04sell0.20eurusd1.411471.411441.410712011.10.31 02:051.411530.000.000.00-1.20
649655542011.10.31 02:23buy0.20eurusd1.405291.405091.406032011.10.31 02:241.404990.000.000.00-6.00
649691532011.10.31 06:55sell0.20eurusd1.403351.403151.402472011.10.31 06:571.403320.000.000.000.60
649701742011.10.31 08:00sell0.20eurusd1.404091.415091.401992011.10.31 08:111.401760.000.000.0046.60
649701472011.10.31 08:00sell0.60eurusd1.404221.404121.401622011.10.31 08:121.401590.000.000.00157.80
649734152011.10.31 13:21sell0.20eurusd1.402171.402491.401802011.10.31 13:211.402580.000.000.00-8.20
649747962011.10.31 15:14buy0.20eurusd1.396181.395971.396642011.10.31 15:151.395730.000.000.00-9.00
649775582011.10.31 19:14buy0.20eurusd1.389811.388881.390372011.10.31 19:191.388740.000.000.00-21.40
649799732011.11.01 00:14buy0.20eurusd1.383221.384011.384732011.11.01 00:151.383560.000.000.006.80
649835762011.11.01 06:50buy0.20eurusd1.378591.378841.379512011.11.01 06:531.378840.000.000.005.00
649836852011.11.01 06:59buy0.20eurusd1.377361.376441.377942011.11.01 07:021.376280.000.000.00-21.60
649853742011.11.01 08:28buy0.20eurusd1.368161.368701.369402011.11.01 08:301.368740.000.000.0011.60
649886052011.11.01 12:05buy0.20eurusd1.366031.365851.366542011.11.01 12:051.365940.000.000.00-1.80
649891162011.11.01 12:35buy0.20eurusd1.367011.366171.367602011.11.01 12:351.366050.000.000.00-19.20
649891742011.11.01 12:37buy0.20eurusd1.364601.364841.365522011.11.01 12:381.364780.000.000.003.60
649925762011.11.01 15:42sell0.20eurchf1.219251.224500.000002011.11.01 16:011.217380.000.000.0041.99
649934072011.11.01 16:45sell0.20eurusd1.370171.381171.368072011.11.01 17:001.367960.000.000.0044.20
649939642011.11.01 17:30sell0.70eurusd1.372821.372721.370222011.11.01 18:571.371450.000.000.0095.90
649939472011.11.01 17:30sell0.20eurusd1.372661.383661.370562011.11.01 19:021.370450.000.000.0044.20
649932062011.11.01 16:25buy0.20eurchf1.215781.210340.000002011.11.01 21:121.214720.000.000.00-23.90
649931582011.11.01 16:20buy0.20eurchf1.216311.211000.000002011.11.01 21:131.214720.000.000.00-35.85
649928472011.11.01 16:01buy0.20eurchf1.217351.211970.000002011.11.01 21:131.214750.000.000.00-58.64
649978302011.11.02 01:00sell0.40gbpusd1.595941.607941.590942011.11.02 02:111.597110.000.000.00-46.80
649992232011.11.02 03:30sell0.20eurusd1.371351.382351.369252011.11.02 07:431.375460.000.000.00-82.20
650015372011.11.02 08:06sell0.10eurusd1.377001.377901.376522011.11.02 08:091.377930.000.000.00-9.30
650149822011.11.03 04:00sell0.70eurusd1.369991.369891.367392011.11.03 05:131.369890.000.000.007.00
650153212011.11.03 05:15sell0.70eurusd1.369931.369831.367332011.11.03 06:321.369850.000.000.005.60
650258872011.11.03 15:56sell0.10eurgbp0.860750.864990.000002011.11.03 19:550.861740.000.000.00-15.88
650266992011.11.03 17:07sell0.10eurgbp0.862040.866310.000002011.11.03 19:550.861760.000.000.004.49
650273042011.11.03 17:47sell0.10eurgbp0.862910.867210.000002011.11.03 19:550.861780.000.000.0018.13
650264632011.11.03 16:50sell0.10eurgbp0.861500.865750.000002011.11.03 19:550.861790.000.000.00-4.65
650272752011.11.03 17:46sell0.10eurgbp0.862550.866790.000002011.11.03 19:550.861740.000.000.0013.00
650284102011.11.03 19:55buy0.10eurgbp0.861740.857390.000002011.11.03 21:270.861420.000.000.00-5.14
650303372011.11.04 01:00buy0.70eurusd1.380021.368021.382622011.11.04 01:151.380910.000.000.0062.30
650273692011.11.03 17:49buy0.10usdchf0.878690.872230.880002011.11.04 03:030.879570.000.000.0010.00
650268912011.11.03 17:18buy0.10usdchf0.879290.872970.880002011.11.04 03:030.879570.000.000.003.18
650268532011.11.03 17:16buy0.10usdchf0.879920.873590.880002011.11.04 03:030.879570.000.000.00-3.98
650265752011.11.03 16:59buy0.10usdchf0.880530.874290.880002011.11.04 03:030.879550.000.000.00-11.14
650265332011.11.03 16:56buy0.10usdchf0.881330.875070.880002011.11.04 03:050.879700.000.000.00-18.53
0.000.000.00514.62
Closed P/L:514.62
Open Trades:
TicketOpen TimeTypeSizeItemPriceS / LT / P PriceCommissionTaxesSwapProfit
No transactions
0.000.000.000.00
Floating P/L:0.00
Working Orders:
TicketOpen TimeTypeSizeItemPriceS / LT / PMarket Price
No transactions
Summary:
Deposit/Withdrawal:1 975.00Credit Facility:0.00
Closed Trade P/L:514.62Floating P/L:0.00Margin:0.00
Balance:2 489.62Equity:2 489.62Free Margin:2 489.62
Details:
file:///C:/Documents%20and%20Settings/Administrator/桌面/交易记录/DetailedStatement.gif
Gross Profit:1 054.27Gross Loss:539.65Total Net Profit:514.62
Profit Factor:1.95Expected Payoff:6.95
Absolute Drawdown:0.00Maximal Drawdown:259.97 (9.69%)Relative Drawdown:9.69% (259.97)
Total Trades:74Short Positions (won %):32 (71.88%)Long Positions (won %):42 (50.00%)
Profit Trades (% of total):44 (59.46%)Loss trades (% of total):30 (40.54%)
Largestprofit trade:157.80loss trade:-82.20
Averageprofit trade:23.96loss trade:-17.99
Maximumconsecutive wins ($):6 (234.57)consecutive losses ($):6 (-256.69)
Maximalconsecutive profit (count):234.57 (6)consecutive loss (count):-256.69 (6)
Averageconsecutive wins:3consecutive losses:2
补图片 才一二周看不出来问题，我有个网友的EA前二周赚60%，周一爆了 我一般测试10年 我一般测试10年
纹枰默卒 发表于 2011-11-4 18:35 http://www.y2.cn/images/common/back.gif
这个是真实账号裸奔，不是回测。 才一二周看不出来问题，我有个网友的EA前二周赚60%，周一爆了
qinqiudan 发表于 2011-11-4 18:15 http://www.y2.cn/images/common/back.gif
嗯 ，我就是有这个担心。 2K的仓单子下0.1已经够了，总体仓位居然有超过的0.6的，那么即便能盈利也会在不确定的情况下死掉。这是资金管理问题。 回报率可以通过调节下单数来调整的，准确的说，回报率并非是衡量一个EA成功与否的指标
一个成功的EA主要看下面几个方面：
1、平均每单的价格获利点数
2、净利润增长平滑程度
3、总体单量的盈利比率
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