印钞机EA，二周回报26%，来评价这个EA如何

发图，发真实报表。

Closed Transactions:
Ticket	Open Time	Type	Size	Item	Price	S / L	T / P	Close Time	Price	Commission	Taxes	Swap	Profit
64889506	2011.10.21 18:20	balance	Auto Account Sync with FXCM										1 975.00
64901838	2011.10.24 16:02	buy	0.10	eurchf	1.22631	1.22099	0.00000	2011.10.24 18:03	1.22717	0.00	0.00	0.00	9.78
64902214	2011.10.24 16:46	buy	0.10	eurchf	1.22567	1.22043	0.00000	2011.10.24 18:03	1.22698	0.00	0.00	0.00	14.89
64902788	2011.10.24 18:03	sell	0.10	eurchf	1.22694	1.23234	0.00000	2011.10.24 20:32	1.22685	0.00	0.00	0.00	1.02
64902797	2011.10.24 18:04	sell	0.10	eurchf	1.22748	1.23285	0.00000	2011.10.24 20:32	1.22685	0.00	0.00	0.00	7.14
64903663	2011.10.24 20:32	buy	0.10	eurchf	1.22685	1.22146	0.00000	2011.10.24 21:59	1.22635	0.00	0.00	0.00	-5.68
64914417	2011.10.25 14:24	buy	0.10	eurchf	1.22431	1.21901	0.00000	2011.10.25 15:06	1.22586	0.00	0.00	0.00	17.56
64915020	2011.10.25 14:51	buy	0.10	eurchf	1.22379	1.21860	0.00000	2011.10.25 15:06	1.22582	0.00	0.00	0.00	23.00
64915344	2011.10.25 15:06	sell	0.10	eurchf	1.22587	1.23116	0.00000	2011.10.25 17:50	1.22358	0.00	0.00	0.00	26.07
64916876	2011.10.25 17:23	sell	0.10	eurgbp	0.87012	0.87440	0.00000	2011.10.25 18:15	0.86943	0.00	0.00	0.00	11.04
64919045	2011.10.25 23:58	buy	0.10	eurgbp	0.86871	0.86439	0.00000	2011.10.26 00:35	0.86922	0.00	0.00	0.00	8.16
64917241	2011.10.25 18:15	buy	0.10	eurgbp	0.86945	0.86521	0.00000	2011.10.26 00:35	0.86916	0.00	0.00	0.00	-4.64
64918035	2011.10.25 20:10	buy	0.10	eurchf	1.22107	1.21560	0.00000	2011.10.26 01:35	1.22260	0.00	0.00	0.00	17.43
64918012	2011.10.25 20:07	buy	0.10	eurchf	1.22175	1.21632	0.00000	2011.10.26 01:35	1.22244	0.00	0.00	0.00	7.86
64917670	2011.10.25 19:16	buy	0.10	eurchf	1.22234	1.21690	0.00000	2011.10.26 01:35	1.22258	0.00	0.00	0.00	2.73
64917425	2011.10.25 18:40	buy	0.10	eurchf	1.22308	1.21781	0.00000	2011.10.26 01:36	1.22258	0.00	0.00	0.00	-5.69
64917051	2011.10.25 17:50	buy	0.10	eurchf	1.22365	1.21839	0.00000	2011.10.26 01:36	1.22258	0.00	0.00	0.00	-12.18
64929740	2011.10.26 15:25	sell	0.20	eurgbp	0.86953	0.87381	0.00000	2011.10.26 17:05	0.86938	0.00	0.00	0.00	4.78
64929805	2011.10.26 15:29	sell	0.20	eurgbp	0.87023	0.87449	0.00000	2011.10.26 17:05	0.86938	0.00	0.00	0.00	27.05
64930861	2011.10.26 17:05	buy	0.20	eurgbp	0.86936	0.86507	0.00000	2011.10.26 17:37	0.87016	0.00	0.00	0.00	25.49
64931177	2011.10.26 17:37	sell	0.20	eurgbp	0.87014	0.87441	0.00000	2011.10.26 20:01	0.87101	0.00	0.00	0.00	-27.80
64931382	2011.10.26 17:49	sell	0.20	eurgbp	0.87103	0.87533	0.00000	2011.10.26 20:01	0.87097	0.00	0.00	0.00	1.92
64931329	2011.10.26 17:47	sell	0.20	eurgbp	0.87055	0.87484	0.00000	2011.10.26 20:01	0.87096	0.00	0.00	0.00	-13.11
64931483	2011.10.26 17:53	sell	0.20	eurgbp	0.87128	0.87565	0.00000	2011.10.26 20:01	0.87098	0.00	0.00	0.00	9.59
64932945	2011.10.26 20:01	buy	0.20	eurgbp	0.87101	0.86662	0.00000	2011.10.26 21:28	0.87025	0.00	0.00	0.00	-24.28
64947694	2011.10.27 15:16	buy	0.20	eurchf	1.21980	1.21448	0.00000	2011.10.27 17:02	1.22100	0.00	0.00	0.00	27.90
64948890	2011.10.27 16:23	buy	0.20	eurchf	1.21828	1.21302	0.00000	2011.10.27 17:02	1.22122	0.00	0.00	0.00	68.34
64948800	2011.10.27 16:21	buy	0.20	eurchf	1.21858	1.21329	0.00000	2011.10.27 17:02	1.22122	0.00	0.00	0.00	61.36
64949356	2011.10.27 17:02	sell	0.20	eurchf	1.22098	1.22633	0.00000	2011.10.27 20:07	1.22037	0.00	0.00	0.00	14.18
64949395	2011.10.27 17:06	sell	0.20	eurchf	1.22183	1.22717	0.00000	2011.10.27 20:07	1.22021	0.00	0.00	0.00	37.67
64949363	2011.10.27 17:03	sell	0.20	eurchf	1.22126	1.22646	0.00000	2011.10.27 20:07	1.22018	0.00	0.00	0.00	25.12
64951383	2011.10.27 20:07	buy	0.20	eurchf	1.22050	1.21501	0.00000	2011.10.27 21:29	1.21999	0.00	0.00	0.00	-11.86
64957568	2011.10.28 11:30	buy	0.40	eurusd	1.41395	1.41371	1.41438	2011.10.28 11:31	1.41360	0.00	0.00	0.00	-14.00
64962937	2011.10.31 01:25	buy	0.20	eurusd	1.41281	1.41348	1.41419	2011.10.31 01:25	1.41389	0.00	0.00	0.00	21.60
64963035	2011.10.31 01:26	buy	0.20	eurusd	1.41384	1.41325	1.41449	2011.10.31 01:26	1.41304	0.00	0.00	0.00	-16.00
64963377	2011.10.31 01:29	buy	0.20	eurusd	1.41289	1.41300	1.41372	2011.10.31 01:30	1.41292	0.00	0.00	0.00	0.60
64964802	2011.10.31 02:04	sell	0.20	eurusd	1.41147	1.41144	1.41071	2011.10.31 02:05	1.41153	0.00	0.00	0.00	-1.20
64965554	2011.10.31 02:23	buy	0.20	eurusd	1.40529	1.40509	1.40603	2011.10.31 02:24	1.40499	0.00	0.00	0.00	-6.00
64969153	2011.10.31 06:55	sell	0.20	eurusd	1.40335	1.40315	1.40247	2011.10.31 06:57	1.40332	0.00	0.00	0.00	0.60
64970174	2011.10.31 08:00	sell	0.20	eurusd	1.40409	1.41509	1.40199	2011.10.31 08:11	1.40176	0.00	0.00	0.00	46.60
64970147	2011.10.31 08:00	sell	0.60	eurusd	1.40422	1.40412	1.40162	2011.10.31 08:12	1.40159	0.00	0.00	0.00	157.80
64973415	2011.10.31 13:21	sell	0.20	eurusd	1.40217	1.40249	1.40180	2011.10.31 13:21	1.40258	0.00	0.00	0.00	-8.20
64974796	2011.10.31 15:14	buy	0.20	eurusd	1.39618	1.39597	1.39664	2011.10.31 15:15	1.39573	0.00	0.00	0.00	-9.00
64977558	2011.10.31 19:14	buy	0.20	eurusd	1.38981	1.38888	1.39037	2011.10.31 19:19	1.38874	0.00	0.00	0.00	-21.40
64979973	2011.11.01 00:14	buy	0.20	eurusd	1.38322	1.38401	1.38473	2011.11.01 00:15	1.38356	0.00	0.00	0.00	6.80
64983576	2011.11.01 06:50	buy	0.20	eurusd	1.37859	1.37884	1.37951	2011.11.01 06:53	1.37884	0.00	0.00	0.00	5.00
64983685	2011.11.01 06:59	buy	0.20	eurusd	1.37736	1.37644	1.37794	2011.11.01 07:02	1.37628	0.00	0.00	0.00	-21.60
64985374	2011.11.01 08:28	buy	0.20	eurusd	1.36816	1.36870	1.36940	2011.11.01 08:30	1.36874	0.00	0.00	0.00	11.60
64988605	2011.11.01 12:05	buy	0.20	eurusd	1.36603	1.36585	1.36654	2011.11.01 12:05	1.36594	0.00	0.00	0.00	-1.80
64989116	2011.11.01 12:35	buy	0.20	eurusd	1.36701	1.36617	1.36760	2011.11.01 12:35	1.36605	0.00	0.00	0.00	-19.20
64989174	2011.11.01 12:37	buy	0.20	eurusd	1.36460	1.36484	1.36552	2011.11.01 12:38	1.36478	0.00	0.00	0.00	3.60
64992576	2011.11.01 15:42	sell	0.20	eurchf	1.21925	1.22450	0.00000	2011.11.01 16:01	1.21738	0.00	0.00	0.00	41.99
64993407	2011.11.01 16:45	sell	0.20	eurusd	1.37017	1.38117	1.36807	2011.11.01 17:00	1.36796	0.00	0.00	0.00	44.20
64993964	2011.11.01 17:30	sell	0.70	eurusd	1.37282	1.37272	1.37022	2011.11.01 18:57	1.37145	0.00	0.00	0.00	95.90
64993947	2011.11.01 17:30	sell	0.20	eurusd	1.37266	1.38366	1.37056	2011.11.01 19:02	1.37045	0.00	0.00	0.00	44.20
64993206	2011.11.01 16:25	buy	0.20	eurchf	1.21578	1.21034	0.00000	2011.11.01 21:12	1.21472	0.00	0.00	0.00	-23.90
64993158	2011.11.01 16:20	buy	0.20	eurchf	1.21631	1.21100	0.00000	2011.11.01 21:13	1.21472	0.00	0.00	0.00	-35.85
64992847	2011.11.01 16:01	buy	0.20	eurchf	1.21735	1.21197	0.00000	2011.11.01 21:13	1.21475	0.00	0.00	0.00	-58.64
64997830	2011.11.02 01:00	sell	0.40	gbpusd	1.59594	1.60794	1.59094	2011.11.02 02:11	1.59711	0.00	0.00	0.00	-46.80
64999223	2011.11.02 03:30	sell	0.20	eurusd	1.37135	1.38235	1.36925	2011.11.02 07:43	1.37546	0.00	0.00	0.00	-82.20
65001537	2011.11.02 08:06	sell	0.10	eurusd	1.37700	1.37790	1.37652	2011.11.02 08:09	1.37793	0.00	0.00	0.00	-9.30
65014982	2011.11.03 04:00	sell	0.70	eurusd	1.36999	1.36989	1.36739	2011.11.03 05:13	1.36989	0.00	0.00	0.00	7.00
65015321	2011.11.03 05:15	sell	0.70	eurusd	1.36993	1.36983	1.36733	2011.11.03 06:32	1.36985	0.00	0.00	0.00	5.60
65025887	2011.11.03 15:56	sell	0.10	eurgbp	0.86075	0.86499	0.00000	2011.11.03 19:55	0.86174	0.00	0.00	0.00	-15.88
65026699	2011.11.03 17:07	sell	0.10	eurgbp	0.86204	0.86631	0.00000	2011.11.03 19:55	0.86176	0.00	0.00	0.00	4.49
65027304	2011.11.03 17:47	sell	0.10	eurgbp	0.86291	0.86721	0.00000	2011.11.03 19:55	0.86178	0.00	0.00	0.00	18.13
65026463	2011.11.03 16:50	sell	0.10	eurgbp	0.86150	0.86575	0.00000	2011.11.03 19:55	0.86179	0.00	0.00	0.00	-4.65
65027275	2011.11.03 17:46	sell	0.10	eurgbp	0.86255	0.86679	0.00000	2011.11.03 19:55	0.86174	0.00	0.00	0.00	13.00
65028410	2011.11.03 19:55	buy	0.10	eurgbp	0.86174	0.85739	0.00000	2011.11.03 21:27	0.86142	0.00	0.00	0.00	-5.14
65030337	2011.11.04 01:00	buy	0.70	eurusd	1.38002	1.36802	1.38262	2011.11.04 01:15	1.38091	0.00	0.00	0.00	62.30
65027369	2011.11.03 17:49	buy	0.10	usdchf	0.87869	0.87223	0.88000	2011.11.04 03:03	0.87957	0.00	0.00	0.00	10.00
65026891	2011.11.03 17:18	buy	0.10	usdchf	0.87929	0.87297	0.88000	2011.11.04 03:03	0.87957	0.00	0.00	0.00	3.18
65026853	2011.11.03 17:16	buy	0.10	usdchf	0.87992	0.87359	0.88000	2011.11.04 03:03	0.87957	0.00	0.00	0.00	-3.98
65026575	2011.11.03 16:59	buy	0.10	usdchf	0.88053	0.87429	0.88000	2011.11.04 03:03	0.87955	0.00	0.00	0.00	-11.14
65026533	2011.11.03 16:56	buy	0.10	usdchf	0.88133	0.87507	0.88000	2011.11.04 03:05	0.87970	0.00	0.00	0.00	-18.53
										0.00	0.00	0.00	514.62
Closed P/L:												514.62
Open Trades:
Ticket	Open Time	Type	Size	Item	Price	S / L	T / P		Price	Commission	Taxes	Swap	Profit
No transactions
										0.00	0.00	0.00	0.00
										Floating P/L:		0.00
Working Orders:
Ticket	Open Time	Type	Size	Item	Price	S / L	T / P	Market Price
No transactions
Summary:
Deposit/Withdrawal:		1 975.00		Credit Facility:				0.00
Closed Trade P/L:		514.62		Floating P/L:				0.00	Margin:			0.00
Balance:		2 489.62		Equity:				2 489.62	Free Margin:			2 489.62
Details:
file:///C:/Documents%20and%20Settings/Administrator/桌面/交易记录/DetailedStatement.gif
Gross Profit:		1 054.27		Gross Loss:				539.65	Total Net Profit:			514.62
Profit Factor:		1.95		Expected Payoff:				6.95
Absolute Drawdown:		0.00		Maximal Drawdown:				259.97 (9.69%)	Relative Drawdown:			9.69% (259.97)
Total Trades:		74		Short 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%)
Largest		profit trade:						157.80	loss trade:			-82.20
Average		profit trade:						23.96	loss trade:			-17.99
Maximum		consecutive wins ($):						6 (234.57)	consecutive losses ($):			6 (-256.69)
Maximal		consecutive profit (count):						234.57 (6)	consecutive loss (count):			-256.69 (6)
Average		consecutive wins:						3	consecutive 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

                               
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    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

                               
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    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