Optimization Report
多聞天 2011_02_07 (Ver0.1)
Pass | 損益 | Total trades | Profit factor | Expected Payoff | Drawdown $ | Drawdown % |
12 | 7349.44 | 391 | 1.68 | 18.80 | 931.64 | 6.52 |
22 | 6989.54 | 351 | 1.50 | 19.91 | 947.26 | 6.06 |
17 | 6878.13 | 366 | 1.54 | 18.79 | 861.36 | 5.99 |
13 | 6756.79 | 391 | 1.75 | 17.28 | 828.80 | 5.82 |
7 | 6468.42 | 437 | 1.67 | 14.80 | 841.45 | 6.01 |
18 | 6151.87 | 366 | 1.58 | 16.81 | 813.41 | 6.65 |
23 | 6113.14 | 351 | 1.52 | 17.42 | 878.62 | 5.82 |
11 | 5829.99 | 391 | 1.42 | 14.91 | 1025.50 | 7.86 |
27 | 5732.31 | 339 | 1.39 | 16.91 | 1714.20 | 12.30 |
21 | 5705.57 | 351 | 1.34 | 16.26 | 1040.93 | 8.50 |
32 | 5697.37 | 331 | 1.39 | 17.21 | 1664.15 | 12.21 |
14 | 5687.58 | 391 | 1.72 | 14.55 | 769.67 | 5.64 |
8 | 5678.14 | 437 | 1.70 | 12.99 | 735.24 | 5.51 |
24 | 5591.38 | 351 | 1.55 | 15.93 | 810.00 | 5.49 |
6 | 5433.44 | 437 | 1.44 | 12.43 | 1082.75 | 8.97 |
16 | 5300.81 | 366 | 1.34 | 14.48 | 1069.71 | 9.01 |
19 | 5273.16 | 366 | 1.57 | 14.41 | 764.01 | 5.51 |
28 | 5209.26 | 339 | 1.42 | 15.37 | 1218.51 | 9.21 |
33 | 5108.13 | 331 | 1.41 | 15.43 | 1185.91 | 9.17 |
15 | 5014.20 | 391 | 1.73 | 12.82 | 708.23 | 5.45 |
9 | 4997.95 | 437 | 1.71 | 11.44 | 685.94 | 5.45 |
25 | 4751.11 | 351 | 1.53 | 13.54 | 714.75 | 5.28 |
29 | 4694.01 | 339 | 1.44 | 13.85 | 1216.30 | 9.27 |
31 | 4648.06 | 331 | 1.27 | 14.04 | 1485.27 | 11.99 |
26 | 4647.00 | 339 | 1.26 | 13.71 | 1535.73 | 12.09 |
34 | 4600.89 | 331 | 1.43 | 13.90 | 1183.60 | 9.21 |
20 | 4526.57 | 366 | 1.55 | 12.37 | 705.39 | 5.36 |
10 | 4178.24 | 437 | 1.66 | 9.56 | 707.40 | 5.89 |
30 | 3913.42 | 339 | 1.41 | 11.54 | 1184.30 | 9.32 |
2 | 3807.45 | 501 | 1.46 | 7.60 | 780.23 | 6.44 |
35 | 3784.57 | 331 | 1.39 | 11.43 | 1150.50 | 9.25 |
3 | 3271.94 | 501 | 1.46 | 6.53 | 775.67 | 6.88 |
4 | 2982.19 | 501 | 1.49 | 5.95 | 660.81 | 5.87 |
1 | 2570.26 | 501 | 1.24 | 5.13 | 1435.28 | 12.37 |
5 | 2478.49 | 501 | 1.45 | 4.95 | 670.44 | 6.03 |