gavindiaz/mt5_report_parser
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity
Files
main
mt5_report_parser/新建文件夹/ExpertMAMA_GBPJPYc_M5_default.htm
T
gavindiaz 491ea17137 添加批量解析
2026-07-11 03:22:50 +08:00

368 lines
35 KiB
HTML
Raw Permalink Blame History

<!DOCTYPE html PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd">
<html>
<head>
<title>策略测试报告</title>
<meta name="generator" content="strategy tester">
<style type="text/css">
<!--
@media screen {
td { font: 8pt Tahoma,Arial; }
th { font: 10pt Tahoma,Arial; }
}
@media print {
td { font: 7pt Tahoma,Arial; }
th { font: 9pt Tahoma,Arial; }
}
.msdate { mso-number-format:"General Date"; }
.mspt { mso-number-format:\#\,\#\#0\.00; }
body {margin:1px;}
//-->
</style>
</head>
<body>
<div align="center">
<table cellspacing="1" cellpadding="3" border="0">
<tr align="center">
<td colspan="13"><div style="font: 14pt Tahoma"><b>策略测试报告</b><br></div></td>
</tr>
<tr align="center">
<td colspan="13"><div style="font: 10pt Tahoma"><b>ICMarketsSC-MT5-6 (Build 5833)</b><br></div></td>
</tr>
<tr>
<td nowrap style="height: 10px"></td>
</tr>
<tr>
<td colspan="13" align="center"><div style="font: 10pt Tahoma"><b>设置</b></div></td>
</tr>
<tr align="right">
<td nowrap colspan="3">专家:</td>
<td nowrap colspan="10" align="left"><b>ExpertMAMA</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3">交易品种:</td>
<td nowrap colspan="10" align="left"><b>GBPJPYc</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3">期间:</td>
<td nowrap colspan="10" align="left"><b>M5 (2025.06.01 - 2026.07.01)</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3">输入:</td>
<td nowrap colspan="10" align="left"><b>Inp_Expert_Title=ExpertMAMA</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3"></td>
<td nowrap colspan="10" align="left"><b>Inp_Signal_MA_Period=12</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3"></td>
<td nowrap colspan="10" align="left"><b>Inp_Signal_MA_Shift=6</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3"></td>
<td nowrap colspan="10" align="left"><b>Inp_Signal_MA_Method=0</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3"></td>
<td nowrap colspan="10" align="left"><b>Inp_Signal_MA_Applied=1</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3"></td>
<td nowrap colspan="10" align="left"><b>Inp_Trailing_MA_Period=12</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3"></td>
<td nowrap colspan="10" align="left"><b>Inp_Trailing_MA_Shift=0</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3"></td>
<td nowrap colspan="10" align="left"><b>Inp_Trailing_MA_Method=0</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3"></td>
<td nowrap colspan="10" align="left"><b>Inp_Trailing_MA_Applied=1</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3" >公司:</td>
<td nowrap colspan="10" align="left"><b>Raw Trading Ltd</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3" >货币:</td>
<td nowrap colspan="10" align="left"><b>USD</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3" >初始入金:</td>
<td nowrap colspan="10" align="left"><b>250.00</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3" >杠杆:</td>
<td nowrap colspan="10" align="left"><b>1:500</b></td>
</tr>
<tr>
<td nowrap style="height: 10px"></td>
</tr>
<tr>
<td colspan="13" align="center"><div style="font: 10pt Tahoma"><b>结果</b></div></td>
</tr>
<tr align="right">
<td nowrap colspan="3">质量历史:</td>
<td nowrap><b>100%</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3">柱:</td>
<td nowrap><b>80576</b></td>
<td nowrap colspan="3">报价:</td>
<td nowrap><b>39606865</b></td>
<td nowrap colspan="3">交易品种:</td>
<td nowrap colspan="2"><b>1</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3">总净盈利:</td>
<td nowrap><b>-195.82</b></td>
<td nowrap colspan="3">绝对结余亏损:</td>
<td nowrap><b>195.82</b></td>
<td nowrap colspan="3">绝对净值亏损:</td>
<td nowrap colspan="2"><b>196.99</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3">毛利:</td>
<td nowrap><b>2.56</b></td>
<td nowrap colspan="3">最大结余亏损:</td>
<td nowrap><b>198.33 (78.54%)</b></td>
<td nowrap colspan="3">最大净值亏损:</td>
<td nowrap colspan="2"><b>201.00 (79.13%)</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3">毛损:</td>
<td nowrap><b>-198.38</b></td>
<td nowrap colspan="3">相对结余亏损:</td>
<td nowrap><b>78.54% (198.33)</b></td>
<td nowrap colspan="3">相对净值亏损:</td>
<td nowrap colspan="2"><b>79.13% (201.00)</b></td>
</tr>
<tr>
<td nowrap style="height: 10px"></td>
</tr>
<tr align="right">
<td nowrap colspan="3">盈利因子:</td>
<td nowrap><b>0.01</b></td>
<td nowrap colspan="3">预期收益:</td>
<td nowrap><b>-32.64</b></td>
<td nowrap colspan="3">预付款维持率:</td>
<td nowrap colspan="2"><b>1963.33%</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3">采收率:</td>
<td nowrap><b>-0.97</b></td>
<td nowrap colspan="3">夏普比率:</td>
<td nowrap><b>-0.11</b></td>
<td nowrap colspan="3">分值:</td>
<td nowrap colspan="2"><b>0.88 (62.11%)</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3">AHPR:</td>
<td nowrap><b>0.8708 (-12.92%)</b></td>
<td nowrap colspan="3">LR 相关性:</td>
<td nowrap><b>-0.64</b></td>
<td nowrap colspan="3">OnTester结果:</td>
<td nowrap colspan="2"><b>0</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3">GHPR:</td>
<td nowrap><b>0.7750 (-22.50%)</b></td>
<td nowrap colspan="3">LR 标准误差:</td>
<td nowrap><b>65.07</b></td>
<td nowrap colspan="3"></td>
<td nowrap colspan="2"><b></b></td>
</tr>
<tr>
<td nowrap style="height: 10px"></td>
</tr>
<tr align="right">
<td nowrap colspan="3">交易总计:</td>
<td nowrap><b>6</b></td>
<td nowrap colspan="3">卖出交易 (赢得 %):</td>
<td nowrap><b>6 (66.67%)</b></td>
<td nowrap colspan="3">买入交易 (赢得 %):</td>
<td nowrap colspan="2"><b>0 (0.00%)</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3">总成交:</td>
<td nowrap><b>12</b></td>
<td nowrap colspan="3">盈利交易 (% 全部):</td>
<td nowrap><b>4 (66.67%)</b></td>
<td nowrap colspan="3">亏损交易 (% 全部):</td>
<td nowrap colspan="2"><b>2 (33.33%)</b></td>
</tr>
<tr align="right">
<td nowrap colspan="4"></td>
<td nowrap colspan="3">最大 获利交易:</td>
<td nowrap><b>1.84</b></td>
<td nowrap colspan="3">最大 亏损交易:</td>
<td nowrap colspan="2"><b>-198.33</b></td>
</tr>
<tr align="right">
<td nowrap colspan="4"></td>
<td nowrap colspan="3">平均 获利交易:</td>
<td nowrap><b>0.64</b></td>
<td nowrap colspan="3">平均 亏损交易:</td>
<td nowrap colspan="2"><b>-99.19</b></td>
</tr>
<tr align="right">
<td nowrap colspan="4"></td>
<td nowrap colspan="3">最大值 连胜 ($):</td>
<td nowrap><b>3 (0.72)</b></td>
<td nowrap colspan="3">最大值 连败 ($):</td>
<td nowrap colspan="2"><b>1 (-198.33)</b></td>
</tr>
<tr align="right">
<td nowrap colspan="4"></td>
<td nowrap colspan="3">极大值 连续获利 (count):</td>
<td nowrap><b>1.84 (1)</b></td>
<td nowrap colspan="3">极大值 连续亏损 (count):</td>
<td nowrap colspan="2"><b>-198.33 (1)</b></td>
</tr>
<tr align="right">
<td nowrap colspan="4"></td>
<td nowrap colspan="3">平均 连胜:</td>
<td nowrap><b>2</b></td>
<td nowrap colspan="3">平均 连败:</td>
<td nowrap colspan="2"><b>1</b></td>
</tr>
<tr align="right">
<td colspan="13" style="height: 10px"></td>
</tr>
<tr align="center">
<th colspan="13"><img src="ExpertMAMA_GBPJPYc_M5_default.png" title="结余图" width=820 height=200 border=0 alt="Graph"></th>
</tr>
<tr align="right">
<td colspan="13" style="height: 10px"></td>
</tr>
<tr align="center">
<th colspan="13"><img src="ExpertMAMA_GBPJPYc_M5_default-hst.png" width=860 height=400 border=0 alt="Graph"></th>
</tr>
<tr align="right">
<td colspan="13" style="height: 10px"></td>
</tr>
<tr align="right">
<td nowrap colspan="3">相关性 (盈利, MFE):</td>
<td nowrap><b>0.61</b></td>
<td nowrap colspan="3">相关性 (盈利, MAE):</td>
<td nowrap><b>1.00</b></td>
<td nowrap colspan="3">相关性 (MFE,MAE):</td>
<td nowrap colspan="2"><b>0.5955</b></td>
</tr>
<tr align="center">
<th colspan="13"><img src="ExpertMAMA_GBPJPYc_M5_default-mfemae.png" width=860 height=400 border=0 alt="Graph"></th>
</tr>
<tr align="right">
<td colspan="13" style="height: 10px"></td>
</tr>
<tr align="right">
<td nowrap colspan="3">最小持仓时间:</td>
<td nowrap><b>0:05:04</b></td>
<td nowrap colspan="3">最大持仓时间:</td>
<td nowrap><b>6732:09:59</b></td>
<td nowrap colspan="3">平均持仓时间:</td>
<td nowrap colspan="2"><b>1127:56:18</b></td>
</tr>
<tr align="center">
<th colspan="13"><img src="ExpertMAMA_GBPJPYc_M5_default-holding.png" width=860 height=200 border=0 alt="Graph"></th>
</tr>
<tr align="right">
<td colspan="13" style="height: 10px"></td>
</tr>
</table>
<table cellspacing="1" cellpadding="3" border="0">
<tr>
<td style="width: 90px;height: 10px"></td>
<td style="width: 40px;"></td>
<td style="width: 60px;"></td>
<td style="width: 60px;"></td>
<td style="width: 60px;"></td>
<td style="width: 60px;"></td>
<td style="width: 60px;"></td>
<td style="width: 70px;"></td>
<td style="width: 70px;"></td>
<td style="width: 60px;"></td>
<td style="width: 60px;"></td>
<td style="width: 60px;"></td>
<td style="width: 100px;"></td>
</tr>
<tr align="center">
<th colspan="13" style="height: 25px"><div style="font: 10pt Tahoma"><b>订单</b></div></th>
</tr>
<tr align="center" bgcolor="#E5F0FC">
<td nowrap style="height: 30px"><b>开价时间</b></td>
<td nowrap><b>订单</b></td>
<td nowrap><b>交易品种</b></td>
<td nowrap><b>类型</b></td>
<td nowrap colspan="2"><b>交易量</b></td>
<td nowrap><b>价位</b></td>
<td nowrap><b>止损</b></td>
<td nowrap><b>止盈</b></td>
<td nowrap colspan="2"><b>时间</b></td>
<td nowrap><b>状态</b></td>
<td nowrap><b>注释</b></td>
</tr>
<tr bgcolor="#FFFFFF" align=right><td>2025.06.02 00:04:00</td><td>2</td><td>GBPJPYc</td><td>sell</td><td colspan="2">0.01 / 0.01</td><td>0.000</td><td></td><td></td><td colspan="2">2025.06.02 00:04:00</td><td>filled</td><td></td></tr>
<tr bgcolor="#F7F7F7" align=right><td>2025.06.02 14:46:25</td><td>3</td><td>GBPJPYc</td><td>buy</td><td colspan="2">0.01 / 0.01</td><td>0.000</td><td></td><td></td><td colspan="2">2025.06.02 14:46:25</td><td>filled</td><td>sl 193.198</td></tr>
<tr bgcolor="#FFFFFF" align=right><td>2025.06.02 14:50:00</td><td>4</td><td>GBPJPYc</td><td>sell</td><td colspan="2">0.01 / 0.01</td><td>0.000</td><td></td><td></td><td colspan="2">2025.06.02 14:50:00</td><td>filled</td><td></td></tr>
<tr bgcolor="#F7F7F7" align=right><td>2025.06.03 02:10:59</td><td>5</td><td>GBPJPYc</td><td>buy</td><td colspan="2">0.01 / 0.01</td><td>0.000</td><td></td><td></td><td colspan="2">2025.06.03 02:10:59</td><td>filled</td><td>sl 193.143</td></tr>
<tr bgcolor="#FFFFFF" align=right><td>2025.06.03 02:15:00</td><td>6</td><td>GBPJPYc</td><td>sell</td><td colspan="2">0.01 / 0.01</td><td>0.000</td><td></td><td></td><td colspan="2">2025.06.03 02:15:00</td><td>filled</td><td></td></tr>
<tr bgcolor="#F7F7F7" align=right><td>2025.06.03 10:55:38</td><td>7</td><td>GBPJPYc</td><td>buy</td><td colspan="2">0.01 / 0.01</td><td>0.000</td><td></td><td></td><td colspan="2">2025.06.03 10:55:38</td><td>filled</td><td>sl 193.108</td></tr>
<tr bgcolor="#FFFFFF" align=right><td>2025.06.03 11:00:00</td><td>8</td><td>GBPJPYc</td><td>sell</td><td colspan="2">0.01 / 0.01</td><td>0.000</td><td></td><td></td><td colspan="2">2025.06.03 11:00:00</td><td>filled</td><td></td></tr>
<tr bgcolor="#F7F7F7" align=right><td>2025.06.03 11:05:04</td><td>9</td><td>GBPJPYc</td><td>buy</td><td colspan="2">0.01 / 0.01</td><td>0.000</td><td></td><td></td><td colspan="2">2025.06.03 11:05:04</td><td>filled</td><td>sl 193.073</td></tr>
<tr bgcolor="#FFFFFF" align=right><td>2025.06.03 11:10:00</td><td>10</td><td>GBPJPYc</td><td>sell</td><td colspan="2">0.01 / 0.01</td><td>0.000</td><td></td><td></td><td colspan="2">2025.06.03 11:10:00</td><td>filled</td><td></td></tr>
<tr bgcolor="#F7F7F7" align=right><td>2025.06.03 11:48:46</td><td>11</td><td>GBPJPYc</td><td>buy</td><td colspan="2">0.01 / 0.01</td><td>0.000</td><td></td><td></td><td colspan="2">2025.06.03 11:48:46</td><td>filled</td><td>sl 192.951</td></tr>
<tr bgcolor="#FFFFFF" align=right><td>2025.06.03 11:50:00</td><td>12</td><td>GBPJPYc</td><td>sell</td><td colspan="2">0.01 / 0.01</td><td>0.000</td><td></td><td></td><td colspan="2">2025.06.03 11:50:00</td><td>filled</td><td></td></tr>
<tr bgcolor="#F7F7F7" align=right><td>2026.06.30 23:59:59</td><td>13</td><td>GBPJPYc</td><td>buy</td><td colspan="2">0.01 / 0.01</td><td>0.000</td><td></td><td></td><td colspan="2">2026.06.30 23:59:59</td><td>filled</td><td>end of test</td></tr>
<tr>
<td nowrap style="height: 10px"></td>
</tr>
<tr align="center">
<th colspan="13" style="height: 25px"><div style="font: 10pt Tahoma"><b>成交</b></div></th>
</tr>
<tr align="center" bgcolor="#E5F0FC">
<td nowrap style="height: 30px"><b>时间</b></td>
<td nowrap><b>成交</b></td>
<td nowrap><b>交易品种</b></td>
<td nowrap><b>类型</b></td>
<td nowrap><b>趋势</b></td>
<td nowrap><b>交易量</b></td>
<td nowrap><b>价位</b></td>
<td nowrap><b>订单</b></td>
<td nowrap><b>手续费</b></td>
<td nowrap><b>库存费</b></td>
<td nowrap><b>盈利</b></td>
<td nowrap><b>结余</b></td>
<td nowrap><b>注释</b></td>
</tr>
<tr bgcolor="#FFFFFF" align=right><td>2025.06.01 00:00:00</td><td>1</td><td></td><td>balance</td><td></td><td></td><td></td><td></td><td>0.00</td><td>0.00</td><td>250.00</td><td>250.00</td><td></td></tr>
<tr bgcolor="#F7F7F7" align=right><td>2025.06.02 00:04:00</td><td>2</td><td>GBPJPYc</td><td>sell</td><td>in</td><td>0.01</td><td>193.461</td><td>2</td><td>0.00</td><td>0.00</td><td>0.00</td><td>250.00</td><td></td></tr>
<tr bgcolor="#FFFFFF" align=right><td>2025.06.02 14:46:25</td><td>3</td><td>GBPJPYc</td><td>buy</td><td>out</td><td>0.01</td><td>193.198</td><td>3</td><td>0.00</td><td>0.00</td><td>1.84</td><td>251.84</td><td>sl 193.198</td></tr>
<tr bgcolor="#F7F7F7" align=right><td>2025.06.02 14:50:00</td><td>4</td><td>GBPJPYc</td><td>sell</td><td>in</td><td>0.01</td><td>193.160</td><td>4</td><td>0.00</td><td>0.00</td><td>0.00</td><td>251.84</td><td></td></tr>
<tr bgcolor="#FFFFFF" align=right><td>2025.06.03 02:10:59</td><td>5</td><td>GBPJPYc</td><td>buy</td><td>out</td><td>0.01</td><td>193.144</td><td>5</td><td>0.00</td><td>-0.16</td><td>0.11</td><td>251.79</td><td>sl 193.143</td></tr>
<tr bgcolor="#F7F7F7" align=right><td>2025.06.03 02:15:00</td><td>6</td><td>GBPJPYc</td><td>sell</td><td>in</td><td>0.01</td><td>193.120</td><td>6</td><td>0.00</td><td>0.00</td><td>0.00</td><td>251.79</td><td></td></tr>
<tr bgcolor="#FFFFFF" align=right><td>2025.06.03 10:55:38</td><td>7</td><td>GBPJPYc</td><td>buy</td><td>out</td><td>0.01</td><td>193.109</td><td>7</td><td>0.00</td><td>0.00</td><td>0.08</td><td>251.87</td><td>sl 193.108</td></tr>
<tr bgcolor="#F7F7F7" align=right><td>2025.06.03 11:00:00</td><td>8</td><td>GBPJPYc</td><td>sell</td><td>in</td><td>0.01</td><td>193.091</td><td>8</td><td>0.00</td><td>0.00</td><td>0.00</td><td>251.87</td><td></td></tr>
<tr bgcolor="#FFFFFF" align=right><td>2025.06.03 11:05:04</td><td>9</td><td>GBPJPYc</td><td>buy</td><td>out</td><td>0.01</td><td>193.073</td><td>9</td><td>0.00</td><td>0.00</td><td>0.13</td><td>252.00</td><td>sl 193.073</td></tr>
<tr bgcolor="#F7F7F7" align=right><td>2025.06.03 11:10:00</td><td>10</td><td>GBPJPYc</td><td>sell</td><td>in</td><td>0.01</td><td>193.024</td><td>10</td><td>0.00</td><td>0.00</td><td>0.00</td><td>252.00</td><td></td></tr>
<tr bgcolor="#FFFFFF" align=right><td>2025.06.03 11:48:46</td><td>11</td><td>GBPJPYc</td><td>buy</td><td>out</td><td>0.01</td><td>192.951</td><td>11</td><td>0.00</td><td>0.00</td><td>0.51</td><td>252.51</td><td>sl 192.951</td></tr>
<tr bgcolor="#F7F7F7" align=right><td>2025.06.03 11:50:00</td><td>12</td><td>GBPJPYc</td><td>sell</td><td>in</td><td>0.01</td><td>192.952</td><td>12</td><td>0.00</td><td>0.00</td><td>0.00</td><td>252.51</td><td></td></tr>
<tr bgcolor="#FFFFFF" align=right><td>2026.06.30 23:59:59</td><td>13</td><td>GBPJPYc</td><td>buy</td><td>out</td><td>0.01</td><td>215.593</td><td>13</td><td>0.00</td><td>-59.03</td><td>-139.30</td><td>54.18</td><td>end of test</td></tr>
<tr align="right">
<td nowrap colspan="8" style="height: 30px"></td>
<td nowrap><b>0.00</b></td>
<td nowrap><b>-59.19</b></td>
<td nowrap><b>-136.63</b></td>
<td nowrap><b>54.18</b></td>
<td nowrap></td>
</tr>
<tr>
<td nowrap style="height: 10px"></td>
</tr>
</table>
</div>
</body>
</html>
Reference in New Issue View Git Blame Copy Permalink