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本周记账式交易明细(奶牛)
下图为本周记账式交易明细:
本周总共做0.9手,手续费为0.9,则实际余额应为:5405.5-0.9*90=5324.5
平均止损约为5美金,则回报风险比率R=324.5/450=0.72
以日线图为标准,7日至9日,3天总计波幅为30.68+26.97+23.67=81.32,实际盈利波幅为8.05+2.34=10.39
盈利波幅率=10.39/81.32=12.78%,所以杂波过滤幅度为87.22%。
R值<1,显然本周的交易策略并不是很适当的...
不过盈利波幅我还是很满意的,差不多是10%左右。
有什么问题大家可以留言,共同探讨。
该贴最后一次修改时间为:2009-01-10 09:42:45
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黄金
聲明:本文為入駐FX168財經網人物頻道的作者發布,不代表FX168財經網的觀點。文中觀點僅供參考,投資有風險,入市需謹慎
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能现场指导吗,可付费的.如愿意可加qq717280847
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Alpari Ltd
Account: 1279564 |
Name: 知恩 |
Currency: USD |
2009 January 9, 22:59 |
Closed Transactions: |
Ticket |
Open Time |
Type |
Size |
Item |
Price |
S / L |
T / P |
Close Time |
Price |
Commission |
Taxes |
Swap |
Profit |
34219005 |
2008.11.26 14:28 |
balance |
Deposit |
5 000.00 |
34342479 |
2008.11.28 08:36 |
sell |
0.10 |
gold |
813.30 |
0.00 |
0.00 |
2008.11.28 10:55 |
813.60 |
0.00 |
0.00 |
0.00 |
-3.00 |
34351311 |
2008.11.28 10:55 |
buy |
0.10 |
gold |
813.60 |
0.00 |
818.00 |
2008.12.11 08:37 |
818.00 |
0.00 |
0.00 |
-16.54 |
44.00 |
34500942 |
2008.12.02 07:26 |
buy |
0.10 |
gold |
769.30 |
762.00 |
785.00 |
2008.12.05 14:22 |
759.70 |
0.00 |
0.00 |
-6.28 |
-96.00 |
34662250 |
2008.12.04 08:48 |
buy |
0.10 |
gold |
766.00 |
762.00 |
0.00 |
2008.12.05 14:22 |
759.70 |
0.00 |
0.00 |
-1.24 |
-63.00 |
34669798 |
2008.12.04 06:45 |
buy |
0.10 |
gold |
768.60 |
0.00 |
818.00 |
2008.12.11 08:37 |
818.00 |
0.00 |
0.00 |
-8.92 |
494.00 |
34784009 |
2008.12.05 11:26 |
sell |
0.10 |
usdchf |
1.2019 |
0.0000 |
0.0000 |
2008.12.12 11:51 |
1.1799 |
0.00 |
0.00 |
-1.74 |
186.46 |
34784129 |
2008.12.05 11:28 |
buy |
0.10 |
eurusd |
1.2777 |
0.0000 |
0.0000 |
2008.12.12 11:51 |
1.3319 |
0.00 |
0.00 |
1.30 |
542.00 |
34859353 |
2008.12.08 09:36 |
buy |
0.10 |
audusd |
0.6661 |
0.0000 |
0.0000 |
2008.12.17 05:16 |
0.6964 |
0.00 |
0.00 |
6.17 |
303.00 |
35165666 |
2008.12.12 07:39 |
buy |
0.10 |
gold |
809.90 |
0.00 |
830.00 |
2008.12.15 02:16 |
830.00 |
0.00 |
0.00 |
-1.33 |
201.00 |
35315557 |
2008.12.16 00:04 |
sell |
0.10 |
gold |
839.10 |
0.00 |
0.00 |
2008.12.16 05:13 |
835.60 |
0.00 |
0.00 |
0.00 |
35.00 |
35321824 |
2008.12.16 05:47 |
sell |
0.10 |
gold |
835.20 |
0.00 |
0.00 |
2009.01.07 02:42 |
858.50 |
0.00 |
0.00 |
2.44 |
-233.00 |
35399946 |
2008.12.17 14:48 |
sell |
0.10 |
gold |
859.20 |
0.00 |
0.00 |
2009.01.07 02:43 |
858.40 |
0.00 |
0.00 |
1.65 |
8.00 |
35424151 |
2008.12.17 09:22 |
sell |
0.10 |
eurusd |
1.4144 |
0.0000 |
0.0000 |
2009.01.06 05:17 |
1.3612 |
0.00 |
0.00 |
-21.34 |
532.00 |
35424506 |
2008.12.17 09:23 |
buy |
0.10 |
usdchf |
1.1126 |
0.0000 |
1.1200 |
2009.01.06 09:17 |
1.1200 |
0.00 |
0.00 |
-2.42 |
66.07 |
35424607 |
2008.12.17 09:24 |
buy |
0.10 |
usdjpy |
88.50 |
0.00 |
0.00 |
2009.01.06 05:16 |
92.97 |
0.00 |
0.00 |
-3.76 |
480.80 |
35424857 |
2008.12.17 09:26 |
sell |
0.10 |
gbpusd |
1.5612 |
0.0000 |
0.0000 |
2009.01.05 12:29 |
1.4552 |
0.00 |
0.00 |
-17.77 |
1 060.00 |
35437963 |
2008.12.17 12:21 |
sell |
0.10 |
gold |
854.20 |
0.00 |
0.00 |
2009.01.07 02:43 |
858.40 |
0.00 |
0.00 |
1.65 |
-42.00 |
35501576 |
2008.12.18 02:27 |
sell |
0.10 |
gold |
862.00 |
0.00 |
0.00 |
2009.01.07 02:43 |
858.50 |
0.00 |
0.00 |
-0.74 |
35.00 |
35510680 |
2008.12.18 10:42 |
sell |
0.10 |
eurusd |
1.4600 |
0.0000 |
0.0000 |
2009.01.06 05:17 |
1.3615 |
0.00 |
0.00 |
-17.92 |
985.00 |
35547506 |
2008.12.18 12:58 |
sell |
0.10 |
gold |
872.10 |
0.00 |
0.00 |
2009.01.07 02:43 |
858.40 |
0.00 |
0.00 |
-0.74 |
137.00 |
36181496 |
2009.01.06 01:40 |
buy |
0.10 |
gbpusd |
1.4683 |
0.0000 |
0.0000 |
2009.01.08 03:02 |
1.5057 |
0.00 |
0.00 |
1.25 |
374.00 |
|
0.00 |
0.00 |
-86.28 |
5 046.33 |
Closed P/L: |
4 960.05 |
Open Trades: |
Ticket |
Open Time |
Type |
Size |
Item |
Price |
S / L |
T / P |
|
Price |
Commission |
Taxes |
Swap |
Profit |
36396225 |
2009.01.08 16:52 |
sell |
0.10 |
gold |
855.20 |
0.00 |
0.00 |
|
854.50 |
0.00 |
0.00 |
-0.40 |
7.00 |
36181500 |
2009.01.06 01:40 |
sell |
0.10 |
usdcad |
1.1908 |
0.0000 |
0.0000 |
|
1.1855 |
0.00 |
0.00 |
0.85 |
44.71 |
|
0.00 |
0.00 |
0.45 |
51.71 |
|
Floating P/L: |
52.16 |
Working Orders: |
Ticket |
Open Time |
Type |
Size |
Item |
Price |
S / L |
T / P |
Market Price |
|
No transactions |
|
Summary: |
Deposit/Withdrawal: |
5 000.00 |
Credit Facility: |
0.00 |
|
Closed Trade P/L: |
4 960.05 |
Floating P/L: |
52.16 |
Margin: |
185.52 |
Balance: |
9 960.05 |
Equity: |
10 012.21 |
Free Margin: |
9 826.69 |
|
Details: |
|
Gross Profit: |
5 400.48 |
Gross Loss: |
440.43 |
Total Net Profit: |
4 960.05 |
Profit Factor: |
12.26 |
Expected Payoff: |
236.19 |
|
Absolute Drawdown: |
169.52 |
Maximal Drawdown: |
261.26 (2.70%) |
Relative Drawdown: |
3.39% (169.52) |
|
Total Trades: |
21 |
Short Positions (won %): |
11 (72.73%) |
Long Positions (won %): |
10 (80.00%) |
Profit Trades (% of total): |
16 (76.19%) |
Loss trades (% of total): |
5 (23.81%) |
Largest |
profit trade: |
1 042.23 |
loss trade: |
-230.56 |
Average |
profit trade: |
337.53 |
loss trade: |
-88.09 |
Maximum |
consecutive wins ($): |
12 (4 845.06) |
consecutive losses ($): |
3 (-169.52) |
Maximal |
consecutive profit (count): |
4 845.06 (12) |
consecutive loss (count): |
-230.56 (1) |
Average |
consecutive wins: |
5 |
consecutive losses: |
2 |
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老师,你让我知道怎么才是搞金融的人。谢谢。学习了。
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