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<!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">
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</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>ExpertMAPSAR</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3">交易品种:</td>
<td nowrap colspan="10" align="left"><b>USDCHFc</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3">期间:</td>
<td nowrap colspan="10" align="left"><b>H1 (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=ExpertMAPSAR</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_ParabolicSAR_Step=0.02</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3"></td>
<td nowrap colspan="10" align="left"><b>Inp_Trailing_ParabolicSAR_Maximum=0.2</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>6726</b></td>
<td nowrap colspan="3">报价:</td>
<td nowrap><b>16206699</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>28.10</b></td>
<td nowrap colspan="3">绝对结余亏损:</td>
<td nowrap><b>0.00</b></td>
<td nowrap colspan="3">绝对净值亏损:</td>
<td nowrap colspan="2"><b>46.22</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3">毛利:</td>
<td nowrap><b>28.10</b></td>
<td nowrap colspan="3">最大结余亏损:</td>
<td nowrap><b>0.00 (0.00%)</b></td>
<td nowrap colspan="3">最大净值亏损:</td>
<td nowrap colspan="2"><b>64.71 (24.10%)</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3">毛损:</td>
<td nowrap><b>0.00</b></td>
<td nowrap colspan="3">相对结余亏损:</td>
<td nowrap><b>0.00% (0.00)</b></td>
<td nowrap colspan="3">相对净值亏损:</td>
<td nowrap colspan="2"><b>24.10% (64.71)</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>0.00</b></td>
<td nowrap colspan="3">预期收益:</td>
<td nowrap><b>5.62</b></td>
<td nowrap colspan="3">预付款维持率:</td>
<td nowrap colspan="2"><b>10189.00%</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3">采收率:</td>
<td nowrap><b>0.43</b></td>
<td nowrap colspan="3">夏普比率:</td>
<td nowrap><b>0.02</b></td>
<td nowrap colspan="3">分值:</td>
<td nowrap colspan="2"><b>0.00 (0.00%)</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3">AHPR:</td>
<td nowrap><b>1.0217 (2.17%)</b></td>
<td nowrap colspan="3">LR 相关性:</td>
<td nowrap><b>0.95</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>1.0215 (2.15%)</b></td>
<td nowrap colspan="3">LR 标准误差:</td>
<td nowrap><b>3.06</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>5</b></td>
<td nowrap colspan="3">卖出交易 (赢得 %):</td>
<td nowrap><b>3 (100.00%)</b></td>
<td nowrap colspan="3">买入交易 (赢得 %):</td>
<td nowrap colspan="2"><b>2 (100.00%)</b></td>
</tr>
<tr align="right">
<td nowrap colspan="3">总成交:</td>
<td nowrap><b>10</b></td>
<td nowrap colspan="3">盈利交易 (% 全部):</td>
<td nowrap><b>5 (100.00%)</b></td>
<td nowrap colspan="3">亏损交易 (% 全部):</td>
<td nowrap colspan="2"><b>0 (0.00%)</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>13.52</b></td>
<td nowrap colspan="3">最大 亏损交易:</td>
<td nowrap colspan="2"><b>0.00</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>5.62</b></td>
<td nowrap colspan="3">平均 亏损交易:</td>
<td nowrap colspan="2"><b>0.00</b></td>
</tr>
<tr align="right">
<td nowrap colspan="4"></td>
<td nowrap colspan="3">最大值 连胜 ($):</td>
<td nowrap><b>5 (28.10)</b></td>
<td nowrap colspan="3">最大值 连败 ($):</td>
<td nowrap colspan="2"><b>0 (0.00)</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>28.10 (5)</b></td>
<td nowrap colspan="3">极大值 连续亏损 (count):</td>
<td nowrap colspan="2"><b>0.00 (0)</b></td>
</tr>
<tr align="right">
<td nowrap colspan="4"></td>
<td nowrap colspan="3">平均 连胜:</td>
<td nowrap><b>5</b></td>
<td nowrap colspan="3">平均 连败:</td>
<td nowrap colspan="2"><b>0</b></td>
</tr>
<tr align="right">
<td colspan="13" style="height: 10px"></td>
</tr>
<tr align="center">
<th colspan="13"><img src="ExpertMAPSAR_USDCHFc_H1_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="ExpertMAPSAR_USDCHFc_H1_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>0.64</b></td>
<td nowrap colspan="3">相关性 (盈利, MAE):</td>
<td nowrap><b>0.97</b></td>
<td nowrap colspan="3">相关性 (MFE,MAE):</td>
<td nowrap colspan="2"><b>0.4553</b></td>
</tr>
<tr align="center">
<th colspan="13"><img src="ExpertMAPSAR_USDCHFc_H1_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>11:05:31</b></td>
<td nowrap colspan="3">最大持仓时间:</td>
<td nowrap><b>6584:24:23</b></td>
<td nowrap colspan="3">平均持仓时间:</td>
<td nowrap colspan="2"><b>1334:18:27</b></td>
</tr>
<tr align="center">
<th colspan="13"><img src="ExpertMAPSAR_USDCHFc_H1_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>USDCHFc</td><td>sell</td><td colspan="2">0.01 / 0.01</td><td>0.00000</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>2025.06.03 05:40:19</td><td>3</td><td>USDCHFc</td><td>buy</td><td colspan="2">0.01 / 0.01</td><td>0.00000</td><td></td><td></td><td colspan="2">2025.06.03 05:40:19</td><td>filled</td><td>sl 0.81855</td></tr>
<tr bgcolor="#FFFFFF" align=right><td>2025.06.03 06:00:00</td><td>4</td><td>USDCHFc</td><td>buy</td><td colspan="2">0.01 / 0.01</td><td>0.00000</td><td></td><td></td><td colspan="2">2025.06.03 06:00:00</td><td>filled</td><td></td></tr>
<tr bgcolor="#F7F7F7" align=right><td>2025.06.04 10:07:04</td><td>5</td><td>USDCHFc</td><td>sell</td><td colspan="2">0.01 / 0.01</td><td>0.00000</td><td></td><td></td><td colspan="2">2025.06.04 10:07:04</td><td>filled</td><td>sl 0.82254</td></tr>
<tr bgcolor="#FFFFFF" align=right><td>2025.06.04 11:00:00</td><td>6</td><td>USDCHFc</td><td>sell</td><td colspan="2">0.01 / 0.01</td><td>0.00000</td><td></td><td></td><td colspan="2">2025.06.04 11:00:00</td><td>filled</td><td></td></tr>
<tr bgcolor="#F7F7F7" align=right><td>2025.06.05 05:19:01</td><td>7</td><td>USDCHFc</td><td>buy</td><td colspan="2">0.01 / 0.01</td><td>0.00000</td><td></td><td></td><td colspan="2">2025.06.05 05:19:01</td><td>filled</td><td>sl 0.81908</td></tr>
<tr bgcolor="#FFFFFF" align=right><td>2025.06.05 06:00:00</td><td>8</td><td>USDCHFc</td><td>sell</td><td colspan="2">0.01 / 0.01</td><td>0.00000</td><td></td><td></td><td colspan="2">2025.06.05 06:00:00</td><td>filled</td><td></td></tr>
<tr bgcolor="#F7F7F7" align=right><td>2025.06.05 17:05:31</td><td>9</td><td>USDCHFc</td><td>buy</td><td colspan="2">0.01 / 0.01</td><td>0.00000</td><td></td><td></td><td colspan="2">2025.06.05 17:05:31</td><td>filled</td><td>sl 0.81804</td></tr>
<tr bgcolor="#FFFFFF" align=right><td>2025.06.05 18:00:00</td><td>10</td><td>USDCHFc</td><td>buy limit</td><td colspan="2">0.01 / 0.01</td><td>0.81885</td><td></td><td></td><td colspan="2">2025.06.11 15:35:36</td><td>filled</td><td></td></tr>
<tr bgcolor="#F7F7F7" align=right><td>2026.06.30 23:59:59</td><td>11</td><td>USDCHFc</td><td>sell</td><td colspan="2">0.01 / 0.01</td><td>0.00000</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>USDCHFc</td><td>sell</td><td>in</td><td>0.01</td><td>0.82241</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>2025.06.03 05:40:19</td><td>3</td><td>USDCHFc</td><td>buy</td><td>out</td><td>0.01</td><td>0.81855</td><td>3</td><td>0.00</td><td>-0.15</td><td>4.72</td><td>254.57</td><td>sl 0.81855</td></tr>
<tr bgcolor="#F7F7F7" align=right><td>2025.06.03 06:00:00</td><td>4</td><td>USDCHFc</td><td>buy</td><td>in</td><td>0.01</td><td>0.81845</td><td>4</td><td>0.00</td><td>0.00</td><td>0.00</td><td>254.57</td><td></td></tr>
<tr bgcolor="#FFFFFF" align=right><td>2025.06.04 10:07:04</td><td>5</td><td>USDCHFc</td><td>sell</td><td>out</td><td>0.01</td><td>0.82253</td><td>5</td><td>0.00</td><td>0.07</td><td>4.96</td><td>259.60</td><td>sl 0.82254</td></tr>
<tr bgcolor="#F7F7F7" align=right><td>2025.06.04 11:00:00</td><td>6</td><td>USDCHFc</td><td>sell</td><td>in</td><td>0.01</td><td>0.82318</td><td>6</td><td>0.00</td><td>0.00</td><td>0.00</td><td>259.60</td><td></td></tr>
<tr bgcolor="#FFFFFF" align=right><td>2025.06.05 05:19:01</td><td>7</td><td>USDCHFc</td><td>buy</td><td>out</td><td>0.01</td><td>0.81908</td><td>7</td><td>0.00</td><td>-0.45</td><td>5.01</td><td>264.16</td><td>sl 0.81908</td></tr>
<tr bgcolor="#F7F7F7" align=right><td>2025.06.05 06:00:00</td><td>8</td><td>USDCHFc</td><td>sell</td><td>in</td><td>0.01</td><td>0.81841</td><td>8</td><td>0.00</td><td>0.00</td><td>0.00</td><td>264.16</td><td></td></tr>
<tr bgcolor="#FFFFFF" align=right><td>2025.06.05 17:05:31</td><td>9</td><td>USDCHFc</td><td>buy</td><td>out</td><td>0.01</td><td>0.81807</td><td>9</td><td>0.00</td><td>0.00</td><td>0.42</td><td>264.58</td><td>sl 0.81804</td></tr>
<tr bgcolor="#F7F7F7" align=right><td>2025.06.11 15:35:36</td><td>10</td><td>USDCHFc</td><td>buy</td><td>in</td><td>0.01</td><td>0.81885</td><td>10</td><td>0.00</td><td>0.00</td><td>0.00</td><td>264.58</td><td></td></tr>
<tr bgcolor="#FFFFFF" align=right><td>2026.06.30 23:59:59</td><td>11</td><td>USDCHFc</td><td>sell</td><td>out</td><td>0.01</td><td>0.80807</td><td>11</td><td>0.00</td><td>26.86</td><td>-13.34</td><td>278.10</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>26.33</b></td>
<td nowrap><b>1.77</b></td>
<td nowrap><b>278.10</b></td>
<td nowrap></td>
</tr>
<tr>
<td nowrap style="height: 10px"></td>
</tr>
</table>
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</body>
</html>
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