گزارش الگوریتم معاملات آتی زعفران (ALGO STAR)

مقدمه

امروزه دردنیا ،الگوریتمها در توالی زمانی مشخص گزارش هایی از ویژوال تست هایی از عملکرد الگوریتم خود با استفاده ار رباتها در ژورنال ها و نشریات برای آشنایی سرمایه گزاران منتشر میکنند.

Strategy Tester Report
Dr.Sohrabi98-10-03 Final SAF Optimized
Symbol SAFES98 (زعفران نگين تحويل اسفند 98)
Period 1 Minute (M1) 2019.11.10 12:53 – 2020.02.19 16:59 (2018.01.30 – 2020.02.20)
Model Every tick (the most precise method based on all available least timeframes)
Parameters
Bars in test 19272 Ticks modelled 47704 Modelling quality 24.87%
Mismatched charts errors 0
Initial deposit 2000000.00 Spread Current (0)
Total net profit 32689.00 Gross profit 62301.00 Gross loss -29612.00
Profit factor 2.10 Expected payoff 487.90
Absolute drawdown 400.00 Maximal drawdown 5708.00 (0.28%) Relative drawdown 0.28% (5708.00)
Total trades 67 Short positions (won %) 33 (60.61%) Long positions (won %) 34 (55.88%)
Profit trades (% of total) 39 (58.21%) Loss trades (% of total) 28 (41.79%)
Largest profit trade 4600.00 loss trade -2800.00
Average profit trade 1597.46 loss trade -1057.57
Maximum consecutive wins (profit in money) 6 (13314.00) consecutive losses (loss in money) 3 (-5118.00)
Maximal consecutive profit (count of wins) 13314.00 (6) consecutive loss (count of losses) -5118.00 (3)
Average consecutive wins 2 consecutive losses 2

# Time Type Order Size Price S / L T / P Profit Balance
1 2019.11.10 16:57 buy 1 1.00 102400 0 0
2 2019.11.11 10:41 close 1 1.00 103618 0 0 1218.00 2001218.00
3 2019.11.11 16:56 buy 2 1.00 104900 0 0
4 2019.11.12 11:10 close 2 1.00 106945 0 0 2045.00 2003263.00
5 2019.11.12 16:55 buy 3 1.00 108700 0 0
6 2019.11.13 10:56 close 3 1.00 110620 0 0 1920.00 2005183.00
7 2019.11.16 16:58 buy 4 1.00 118800 0 0
8 2019.11.17 10:30 close 4 1.00 120556 0 0 1756.00 2006939.00
9 2019.11.17 16:56 sell 5 1.00 115300 0 0
10 2019.11.18 10:52 close 5 1.00 111225 0 0 4075.00 2011014.00
11 2019.11.18 16:57 sell 6 1.00 110000 0 0
12 2019.11.19 10:30 close 6 1.00 107700 0 0 2300.00 2013314.00
13 2019.11.19 16:55 buy 7 1.00 113500 0 0
14 2019.11.20 16:55 close 7 1.00 112600 0 0 -900.00 2012414.00
15 2019.11.21 15:55 buy 8 1.00 113600 0 0
16 2019.11.23 11:31 close 8 1.00 112660 0 0 -940.00 2011474.00
17 2019.11.23 11:31 sell 9 2.00 112660 0 0
18 2019.11.23 14:58 close 9 2.00 111700 0 0 1920.00 2013394.00
19 2019.11.23 16:55 sell 10 1.00 110600 0 0
20 2019.11.24 11:10 close 10 1.00 112363 0 0 -1763.00 2011631.00
21 2019.11.24 11:10 buy 11 2.00 112363 0 0
22 2019.11.24 12:00 close 11 2.00 114150 0 0 3574.00 2015205.00
23 2019.11.24 16:55 buy 12 1.00 114100 0 0
24 2019.11.25 14:34 close 12 1.00 112817 0 0 -1283.00 2013922.00
25 2019.11.25 14:34 sell 13 2.00 112817 0 0
26 2019.11.26 10:30 close 13 2.00 111518 0 0 2598.00 2016520.00
27 2019.11.28 15:55 buy 14 1.00 108800 0 0
28 2019.11.30 11:01 close 14 1.00 107500 0 0 -1300.00 2015220.00
29 2019.11.30 11:01 sell 15 2.00 107500 0 0
30 2019.11.30 12:45 close 15 2.00 106173 0 0 2654.00 2017874.00
31 2019.11.30 16:57 sell 16 1.00 105900 0 0
32 2019.12.01 10:37 close 16 1.00 102300 0 0 3600.00 2021474.00
33 2019.12.02 16:55 sell 17 1.00 103200 0 0
34 2019.12.03 10:47 close 17 1.00 104100 0 0 -900.00 2020574.00
35 2019.12.03 10:47 buy 18 2.00 104100 0 0
36 2019.12.03 13:29 close 18 2.00 105020 0 0 1840.00 2022414.00
37 2019.12.03 16:55 buy 19 1.00 105600 0 0
38 2019.12.04 10:36 close 19 1.00 107359 0 0 1759.00 2024173.00
39 2019.12.04 16:55 buy 20 1.00 109200 0 0
40 2019.12.05 10:55 close 20 1.00 111091 0 0 1891.00 2026064.00
41 2019.12.07 16:55 buy 21 1.00 109100 0 0
42 2019.12.08 10:30 close 21 1.00 108500 0 0 -600.00 2025464.00
43 2019.12.08 10:30 sell 22 2.00 108500 0 0
44 2019.12.08 10:31 close 22 2.00 109173 0 0 -1346.00 2024118.00
45 2019.12.08 16:55 sell 23 1.00 108200 0 0
46 2019.12.09 11:06 close 23 1.00 107400 0 0 800.00 2024918.00
47 2019.12.09 16:55 sell 24 1.00 108000 0 0
48 2019.12.10 10:30 close 24 1.00 108600 0 0 -600.00 2024318.00
49 2019.12.10 10:30 buy 25 2.00 108600 0 0
50 2019.12.10 10:42 close 25 2.00 107900 0 0 -1400.00 2022918.00
51 2019.12.10 16:58 sell 26 1.00 104900 0 0
52 2019.12.11 10:30 close 26 1.00 104000 0 0 900.00 2023818.00
53 2019.12.12 15:55 buy 27 1.00 105400 0 0
54 2019.12.14 10:43 close 27 1.00 106575 0 0 1175.00 2024993.00
55 2019.12.16 16:56 buy 28 1.00 103800 0 0
56 2019.12.17 10:29 close 28 1.00 103400 0 0 -400.00 2024593.00
57 2019.12.17 10:29 sell 29 2.00 103400 0 0
58 2019.12.17 10:31 close 29 2.00 103845 0 0 -890.00 2023703.00
59 2019.12.17 16:55 buy 30 1.00 105200 0 0
60 2019.12.18 10:36 close 30 1.00 106600 0 0 1400.00 2025103.00
61 2019.12.18 16:56 buy 31 1.00 106700 0 0
62 2019.12.19 10:41 close 31 1.00 106400 0 0 -300.00 2024803.00
63 2019.12.19 10:41 sell 32 2.00 106400 0 0
64 2019.12.19 11:32 close 32 2.00 106800 0 0 -800.00 2024003.00
65 2019.12.19 15:56 buy 33 1.00 107200 0 0
66 2019.12.21 10:32 close 33 1.00 107945 0 0 745.00 2024748.00
67 2019.12.21 16:57 sell 34 1.00 105800 0 0
68 2019.12.22 12:15 close 34 1.00 104300 0 0 1500.00 2026248.00
69 2019.12.29 16:57 sell 35 1.00 94300 0 0
70 2019.12.30 10:31 close 35 1.00 94500 0 0 -200.00 2026048.00
71 2019.12.30 10:31 buy 36 2.00 94500 0 0
72 2019.12.30 10:31 close 36 2.00 94200 0 0 -600.00 2025448.00
73 2019.12.30 16:56 sell 37 1.00 91900 0 0
74 2019.12.31 14:31 close 37 1.00 92500 0 0 -600.00 2024848.00
75 2019.12.31 14:31 buy 38 2.00 92500 0 0
76 2019.12.31 14:39 close 38 2.00 93200 0 0 1400.00 2026248.00
77 2019.12.31 16:56 buy 39 1.00 95500 0 0
78 2020.01.01 16:50 close 39 1.00 93300 0 0 -2200.00 2024048.00
79 2020.01.01 16:50 sell 40 2.00 93300 0 0
80 2020.01.02 11:36 close 40 2.00 91000 0 0 4600.00 2028648.00
81 2020.01.05 16:55 buy 41 1.00 96700 0 0
82 2020.01.07 11:07 close 41 1.00 95400 0 0 -1300.00 2027348.00
83 2020.01.07 11:07 sell 42 2.00 95400 0 0
84 2020.01.07 13:13 close 42 2.00 96800 0 0 -2800.00 2024548.00
85 2020.01.07 16:57 buy 43 1.00 97800 0 0
86 2020.01.08 14:46 close 43 1.00 96782 0 0 -1018.00 2023530.00
87 2020.01.08 14:46 sell 44 2.00 96782 0 0
88 2020.01.08 15:32 close 44 2.00 95691 0 0 2182.00 2025712.00
89 2020.01.08 16:56 sell 45 1.00 96200 0 0
90 2020.01.09 11:10 close 45 1.00 93500 0 0 2700.00 2028412.00
91 2020.01.09 15:57 sell 46 1.00 93600 0 0
92 2020.01.11 10:31 close 46 1.00 93836 0 0 -236.00 2028176.00
93 2020.01.11 10:31 buy 47 2.00 93836 0 0
94 2020.01.11 10:32 close 47 2.00 94200 0 0 728.00 2028904.00
95 2020.01.12 16:58 sell 48 1.00 92800 0 0
96 2020.01.13 10:45 close 48 1.00 91800 0 0 1000.00 2029904.00
97 2020.01.13 16:56 buy 49 1.00 93700 0 0
98 2020.01.14 16:55 close 49 1.00 94300 0 0 600.00 2030504.00
99 2020.01.15 16:56 sell 50 1.00 93100 0 0
100 2020.01.16 14:55 close 50 1.00 94100 0 0 -1000.00 2029504.00
101 2020.01.16 14:55 buy 51 2.00 94100 0 0
102 2020.01.18 14:35 close 51 2.00 93000 0 0 -2200.00 2027304.00
103 2020.01.18 16:57 sell 52 1.00 93200 0 0
104 2020.01.19 16:59 close 52 1.00 93200 0 0 0.00 2027304.00
105 2020.01.20 16:57 buy 53 1.00 94900 0 0
106 2020.01.21 14:55 close 53 1.00 96100 0 0 1200.00 2028504.00
107 2020.01.21 16:58 buy 54 1.00 95700 0 0
108 2020.01.22 10:42 close 54 1.00 96750 0 0 1050.00 2029554.00
109 2020.01.22 16:57 buy 55 1.00 98200 0 0
110 2020.01.23 10:33 close 55 1.00 98771 0 0 571.00 2030125.00
111 2020.01.23 15:57 buy 56 1.00 100200 0 0
112 2020.01.25 10:30 close 56 1.00 100000 0 0 -200.00 2029925.00
113 2020.01.25 10:30 sell 57 2.00 100000 0 0
114 2020.01.25 10:30 close 57 2.00 100318 0 0 -636.00 2029289.00
115 2020.01.25 16:56 sell 58 1.00 98800 0 0
116 2020.01.26 12:07 close 58 1.00 96900 0 0 1900.00 2031189.00
117 2020.01.26 16:55 sell 59 1.00 96300 0 0
118 2020.01.27 16:55 close 59 1.00 96200 0 0 100.00 2031289.00
119 2020.01.28 16:57 sell 60 1.00 95700 0 0
120 2020.01.30 10:54 close 60 1.00 94800 0 0 900.00 2032189.00
121 2020.02.02 16:55 buy 61 1.00 96800 0 0
122 2020.02.03 10:51 close 61 1.00 98400 0 0 1600.00 2033789.00
123 2020.02.04 16:56 sell 62 1.00 95500 0 0
124 2020.02.05 10:46 close 62 1.00 94800 0 0 700.00 2034489.00
125 2020.02.05 16:56 buy 63 1.00 96600 0 0
126 2020.02.06 12:58 close 63 1.00 95600 0 0 -1000.00 2033489.00
127 2020.02.06 12:58 sell 64 2.00 95600 0 0
128 2020.02.09 11:34 close 64 2.00 96700 0 0 -2200.00 2031289.00
129 2020.02.13 15:58 sell 65 1.00 93800 0 0
130 2020.02.15 11:03 close 65 1.00 93200 0 0 600.00 2031889.00
131 2020.02.16 16:55 sell 66 1.00 93400 0 0
132 2020.02.17 16:55 close 66 1.00 93300 0 0 100.00 2031989.00
133 2020.02.18 16:55 buy 67 1.00 93400 0 0
134 2020.02.19 16:59 close at stop 67 1.00 94100 0 0 700.00 2032689.00

مجموعه سود معاملات این الگوریتم در این سررسید تا این لحظه مبلغ 326890 تومان به ازای یک قرارداد زعفران بوده است.

با تشکر

فرزان سهرابی

دیدگاهتان را بنویسید

نشانی ایمیل شما منتشر نخواهد شد. بخش‌های موردنیاز علامت‌گذاری شده‌اند *