VIDEO
回测设置
交易品种
GBPUSD (Great Britain Pound vs US Dollar)
周期
15 Minutes (M15) 2019.06.02 23:00 - 2020.08.31 23:45 (2019.06.01 - 2020.09.01)
建模方式
Every tick (the most precise method based on all available least timeframes)
参数
WinLargeFonts: falseMagic: 987123EA_Comment: "ReviewForexRobots.com"MaxSpread: 3Slippage: 2StealthMode: trueEmergencyStopDist: 50CloseOnlyOnProfit: falseNFA: falseNo_Hedge: falseCS Custom Settings RefreshDays: 6PendingOrderDist: 0StopLimitExpire: 15StopLoss: 0TakeProfit: 0SecureProfit: 0SecureProfitTriger: 0UseCustomPair: falseUseSettingsFrom: "GBPUSD"MM Risk Management RecoveryMode: falseFixedLots: 0.01AutoMM: 10AutoMM_Max: 20MaxAccountTrades: 0MaxAccountDD: 0FE MondayFriday Rules MondayStartHour: 0FridayExit: falseLastTradeHour: 19ExitHour: 20NF News Filter Settings Avoid_News: falseAutoGMT_Offset: trueManualGMT_Offset: 2DST_Usage: trueInclude_Medium_News: trueWait_Before_News: 30Wait_After_News: 30TM Time Management Settings MondayTrading: trueMondayHoursForbidden: ""TuesdayTrading: trueTuesdayHoursForbidden: ""WednesdayTrading: trueWednesdayHoursForbidden: ""ThursdayTrading: trueThursdayHoursForbidden: ""FridayTrading: trueFridayHoursForbidden: ""SaturdayTrading: trueSundayTrading: trueNN Notifications EMAIL_Notification: falsePUSH_Notification: falseBS Broker Spy Settings BSM_Alerts: trueBSM_Alert_Open_Delay: 1000BSM_Alert_Open_Slippage: 2BSM_Alert_StopLimit_Delay: 1000BSM_Alert_StopLimit_Slippage: 2BSM_Alert_Close_Delay: 1000BSM_Alert_Close_Slippage: 2
回测结果
最大连续盈利次数(以金额计)
5 (-4691.14)
最大连续亏损次数(以金额计)
5 (-4691.14)
最大连续盈利次数(以笔数计)
5251.60 (26)
最大连续亏损次数(以笔数计)
-4691.14 (5)
我们在历史中心数据和 99% 质量的 Dukascopy 刻度数据上运行两个官方推荐的货币对 EURUSD 和 GBPUSD,历史中心数据回溯测试的价差为 2,而刻度数据回溯测试的价差为 2。点差为 2,实际点差为 0.7。
所有回测均使用默认设置运行,AutoMM 设置为 3。使用 0.1 的固定批次对每对进行额外的 Tick 数据回测。
所有回溯测试均在 Tickmill ECN Pro Demo account 上运行,并借助 Tick Data Suite ,ECN 经纪商的点差较低,这将影响EA 表现良好,而固定点差经纪商的点差可能会更高,因此建议在这种情况下不要使用 WallStreet Forex Robot 3.0 Domination ,因为这不是一个好主意。
英镑/美元 (GBPUSD)
使用 MM
回测设置
交易品种
GBPUSD (Great Britain Pound vs US Dollar)
周期
15 Minutes (M15) 1999.01.04 09:13 - 2021.11.05 11:26
建模方式
Every tick (the most precise method based on all available least timeframes)
参数
WinLargeFonts=false Magic=987123 EA_Comment="MyFxBots.com" MaxSpread=3 Slippage=2 StealthMode=true EmergencyStopDist=50 CloseOnlyOnProfit=false NFA=false No_Hedge=false CS="==== Custom Settings ====" RefreshDays=6 PendingOrderDist=0 StopLimitExpire=15 StopLoss=0 TakeProfit=0 SecureProfit=0 SecureProfitTriger=0 UseCustomPair=false UseSettingsFrom="EURUSD" MM="==== Risk Management ====" RecoveryMode=false FixedLots=0.01 AutoMM=3 AutoMM_Max=20 MaxAccountTrades=0 MaxAccountDD=0 FE="==== Monday-Friday Rules ====" MondayStartHour=0 FridayExit=false LastTradeHour=19 ExitHour=20 GS="==== GMT Settings ====" AutoGMT_Offset=true ManualGMT_Offset=2 DST_Usage=true NF="==== News Filter Settings ====" Avoid_News=false Include_Medium_News=true Wait_Before_News=30 Wait_After_News=30 TM="==== Time Management Settings ====" MondayTrading=true MondayHoursForbidden="" TuesdayTrading=true TuesdayHoursForbidden="" WednesdayTrading=true WednesdayHoursForbidden="" ThursdayTrading=true ThursdayHoursForbidden="" FridayTrading=true FridayHoursForbidden="" SaturdayTrading=true SundayTrading=true NN="==== Notifications ====" EMAIL_Notification=false PUSH_Notification=false MF="==== Market Bias Filter ====" UseMarketBiasFilter=false ThresholdPercent=60 BS="==== Broker Spy Settings ====" BSM_Alerts=true BSM_Alert_Open_Delay=1000 BSM_Alert_Open_Slippage=2 BSM_Alert_StopLimit_Delay=1000 BSM_Alert_StopLimit_Slippage=2 BSM_Alert_Close_Delay=1000 BSM_Alert_Close_Slippage=2
回测结果
最大连续盈利次数(以金额计)
6 (-7093.01)
最大连续亏损次数(以金额计)
5 (-354.69)
最大连续盈利次数(以笔数计)
106912.52 (27)
最大连续亏损次数(以笔数计)
-91361.64 (2)
固定交易手数
回测设置
交易品种
GBPUSD (Great Britain Pound vs US Dollar)
周期
15 Minutes (M15) 1999.01.04 09:13 - 2021.11.04 08:40
建模方式
Every tick (the most precise method based on all available least timeframes)
参数
WinLargeFonts=false Magic=987123 EA_Comment="MyFxBots.com" MaxSpread=3 Slippage=2 StealthMode=true EmergencyStopDist=50 CloseOnlyOnProfit=false NFA=false No_Hedge=false CS="==== Custom Settings ====" RefreshDays=6 PendingOrderDist=0 StopLimitExpire=15 StopLoss=0 TakeProfit=0 SecureProfit=0 SecureProfitTriger=0 UseCustomPair=false UseSettingsFrom="EURUSD" MM="==== Risk Management ====" RecoveryMode=false FixedLots=0.01 AutoMM=3 AutoMM_Max=20 MaxAccountTrades=0 MaxAccountDD=0 FE="==== Monday-Friday Rules ====" MondayStartHour=0 FridayExit=false LastTradeHour=19 ExitHour=20 GS="==== GMT Settings ====" AutoGMT_Offset=true ManualGMT_Offset=2 DST_Usage=true NF="==== News Filter Settings ====" Avoid_News=false Include_Medium_News=true Wait_Before_News=30 Wait_After_News=30 TM="==== Time Management Settings ====" MondayTrading=true MondayHoursForbidden="" TuesdayTrading=true TuesdayHoursForbidden="" WednesdayTrading=true WednesdayHoursForbidden="" ThursdayTrading=true ThursdayHoursForbidden="" FridayTrading=true FridayHoursForbidden="" SaturdayTrading=true SundayTrading=true NN="==== Notifications ====" EMAIL_Notification=false PUSH_Notification=false MF="==== Market Bias Filter ====" UseMarketBiasFilter=false ThresholdPercent=60 BS="==== Broker Spy Settings ====" BSM_Alerts=true BSM_Alert_Open_Delay=1000 BSM_Alert_Open_Slippage=2 BSM_Alert_StopLimit_Delay=1000 BSM_Alert_StopLimit_Slippage=2 BSM_Alert_Close_Delay=1000 BSM_Alert_Close_Slippage=2
回测结果
最大连续盈利次数(以金额计)
6 (-1003.60)
最大连续亏损次数(以金额计)
6 (-4770.47)
最大连续盈利次数(以笔数计)
5581.40 (47)
最大连续亏损次数(以笔数计)
-2760.00 (3)
欧元/美元 (EURUSD)
使用 MM
回测设置
交易品种
EURUSD (Euro vs US Dollar)
周期
15 Minutes (M15) 1999.01.05 08:14 - 2021.11.05 11:48
建模方式
Every tick (the most precise method based on all available least timeframes)
参数
WinLargeFonts=false Magic=987123 EA_Comment="MyFxBots.com" MaxSpread=3 Slippage=2 StealthMode=true EmergencyStopDist=50 CloseOnlyOnProfit=false NFA=false No_Hedge=false CS="==== Custom Settings ====" RefreshDays=6 PendingOrderDist=0 StopLimitExpire=15 StopLoss=0 TakeProfit=0 SecureProfit=0 SecureProfitTriger=0 UseCustomPair=false UseSettingsFrom="EURUSD" MM="==== Risk Management ====" RecoveryMode=false FixedLots=0.01 AutoMM=0 AutoMM_Max=20 MaxAccountTrades=0 MaxAccountDD=0 FE="==== Monday-Friday Rules ====" MondayStartHour=0 FridayExit=false LastTradeHour=19 ExitHour=20 GS="==== GMT Settings ====" AutoGMT_Offset=true ManualGMT_Offset=2 DST_Usage=true NF="==== News Filter Settings ====" Avoid_News=false Include_Medium_News=true Wait_Before_News=30 Wait_After_News=30 TM="==== Time Management Settings ====" MondayTrading=true MondayHoursForbidden="" TuesdayTrading=true TuesdayHoursForbidden="" WednesdayTrading=true WednesdayHoursForbidden="" ThursdayTrading=true ThursdayHoursForbidden="" FridayTrading=true FridayHoursForbidden="" SaturdayTrading=true SundayTrading=true NN="==== Notifications ====" EMAIL_Notification=false PUSH_Notification=false MF="==== Market Bias Filter ====" UseMarketBiasFilter=false ThresholdPercent=60 BS="==== Broker Spy Settings ====" BSM_Alerts=true BSM_Alert_Open_Delay=1000 BSM_Alert_Open_Slippage=2 BSM_Alert_StopLimit_Delay=1000 BSM_Alert_StopLimit_Slippage=2 BSM_Alert_Close_Delay=1000 BSM_Alert_Close_Slippage=2
回测结果
最大连续盈利次数(以金额计)
5 (-22744.76)
最大连续盈利次数(以笔数计)
32793.44 (20)
最大连续亏损次数(以笔数计)
-24852.43 (4)
固定交易手数
回测设置
交易品种
EURUSD (Euro vs US Dollar)
周期
15 Minutes (M15) 1999.01.05 08:14 - 2021.11.03 14:03
建模方式
Every tick (the most precise method based on all available least timeframes)
参数
WinLargeFonts=false Magic=987123 EA_Comment="MyFxBots.com" MaxSpread=3 Slippage=2 StealthMode=true EmergencyStopDist=50 CloseOnlyOnProfit=false NFA=false No_Hedge=false CS="==== Custom Settings ====" RefreshDays=6 PendingOrderDist=0 StopLimitExpire=15 StopLoss=0 TakeProfit=0 SecureProfit=0 SecureProfitTriger=0 UseCustomPair=false UseSettingsFrom="EURUSD" MM="==== Risk Management ====" RecoveryMode=false FixedLots=0.01 AutoMM=0 AutoMM_Max=20 MaxAccountTrades=0 MaxAccountDD=0 FE="==== Monday-Friday Rules ====" MondayStartHour=0 FridayExit=false LastTradeHour=19 ExitHour=20 GS="==== GMT Settings ====" AutoGMT_Offset=true ManualGMT_Offset=2 DST_Usage=true NF="==== News Filter Settings ====" Avoid_News=false Include_Medium_News=true Wait_Before_News=30 Wait_After_News=30 TM="==== Time Management Settings ====" MondayTrading=true MondayHoursForbidden="" TuesdayTrading=true TuesdayHoursForbidden="" WednesdayTrading=true WednesdayHoursForbidden="" ThursdayTrading=true ThursdayHoursForbidden="" FridayTrading=true FridayHoursForbidden="" SaturdayTrading=true SundayTrading=true NN="==== Notifications ====" EMAIL_Notification=false PUSH_Notification=false MF="==== Market Bias Filter ====" UseMarketBiasFilter=false ThresholdPercent=60 BS="==== Broker Spy Settings ====" BSM_Alerts=true BSM_Alert_Open_Delay=1000 BSM_Alert_Open_Slippage=2 BSM_Alert_StopLimit_Delay=1000 BSM_Alert_StopLimit_Slippage=2 BSM_Alert_Close_Delay=1000 BSM_Alert_Close_Slippage=2
回测结果
最大连续盈利次数(以金额计)
7 (-2661.60)
最大连续亏损次数(以金额计)
6 (-17.86)
最大连续盈利次数(以笔数计)
4088.20 (35)
最大连续亏损次数(以笔数计)
-2661.60 (7)
美元/日元 (USDJPY)
使用 MM
回测设置
交易品种
USDJPY (US Dollar vs Japanese Yen)
周期
15 Minutes (M15) 1999.01.04 08:54 - 2021.11.05 11:23
建模方式
Every tick (the most precise method based on all available least timeframes)
参数
WinLargeFonts=false Magic=987123 EA_Comment="MyFxBots.com" MaxSpread=3 Slippage=2 StealthMode=true EmergencyStopDist=50 CloseOnlyOnProfit=false NFA=false No_Hedge=false CS="==== Custom Settings ====" RefreshDays=6 PendingOrderDist=0 StopLimitExpire=15 StopLoss=0 TakeProfit=0 SecureProfit=0 SecureProfitTriger=0 UseCustomPair=false UseSettingsFrom="EURUSD" MM="==== Risk Management ====" RecoveryMode=false FixedLots=0.01 AutoMM=3 AutoMM_Max=20 MaxAccountTrades=0 MaxAccountDD=0 FE="==== Monday-Friday Rules ====" MondayStartHour=0 FridayExit=false LastTradeHour=19 ExitHour=20 GS="==== GMT Settings ====" AutoGMT_Offset=true ManualGMT_Offset=2 DST_Usage=true NF="==== News Filter Settings ====" Avoid_News=false Include_Medium_News=true Wait_Before_News=30 Wait_After_News=30 TM="==== Time Management Settings ====" MondayTrading=true MondayHoursForbidden="" TuesdayTrading=true TuesdayHoursForbidden="" WednesdayTrading=true WednesdayHoursForbidden="" ThursdayTrading=true ThursdayHoursForbidden="" FridayTrading=true FridayHoursForbidden="" SaturdayTrading=true SundayTrading=true NN="==== Notifications ====" EMAIL_Notification=false PUSH_Notification=false MF="==== Market Bias Filter ====" UseMarketBiasFilter=false ThresholdPercent=60 BS="==== Broker Spy Settings ====" BSM_Alerts=true BSM_Alert_Open_Delay=1000 BSM_Alert_Open_Slippage=2 BSM_Alert_StopLimit_Delay=1000 BSM_Alert_StopLimit_Slippage=2 BSM_Alert_Close_Delay=1000 BSM_Alert_Close_Slippage=2
回测结果
最大连续盈利次数(以金额计)
4 (-3957.88)
最大连续亏损次数(以金额计)
4 (-14637.60)
最大连续盈利次数(以笔数计)
99875.62 (32)
最大连续亏损次数(以笔数计)
-72478.34 (1)
固定交易手数
回测设置
交易品种
USDJPY (US Dollar vs Japanese Yen)
周期
15 Minutes (M15) 1999.01.04 08:54 - 2021.11.03 12:33
建模方式
Every tick (the most precise method based on all available least timeframes)
参数
WinLargeFonts=false Magic=987123 EA_Comment="MyFxBots.com" MaxSpread=3 Slippage=2 StealthMode=true EmergencyStopDist=50 CloseOnlyOnProfit=false NFA=false No_Hedge=false CS="==== Custom Settings ====" RefreshDays=6 PendingOrderDist=0 StopLimitExpire=15 StopLoss=0 TakeProfit=0 SecureProfit=0 SecureProfitTriger=0 UseCustomPair=false UseSettingsFrom="EURUSD" MM="==== Risk Management ====" RecoveryMode=false FixedLots=0.01 AutoMM=3 AutoMM_Max=20 MaxAccountTrades=0 MaxAccountDD=0 FE="==== Monday-Friday Rules ====" MondayStartHour=0 FridayExit=false LastTradeHour=19 ExitHour=20 GS="==== GMT Settings ====" AutoGMT_Offset=true ManualGMT_Offset=2 DST_Usage=true NF="==== News Filter Settings ====" Avoid_News=false Include_Medium_News=true Wait_Before_News=30 Wait_After_News=30 TM="==== Time Management Settings ====" MondayTrading=true MondayHoursForbidden="" TuesdayTrading=true TuesdayHoursForbidden="" WednesdayTrading=true WednesdayHoursForbidden="" ThursdayTrading=true ThursdayHoursForbidden="" FridayTrading=true FridayHoursForbidden="" SaturdayTrading=true SundayTrading=true NN="==== Notifications ====" EMAIL_Notification=false PUSH_Notification=false MF="==== Market Bias Filter ====" UseMarketBiasFilter=false ThresholdPercent=60 BS="==== Broker Spy Settings ====" BSM_Alerts=true BSM_Alert_Open_Delay=1000 BSM_Alert_Open_Slippage=2 BSM_Alert_StopLimit_Delay=1000 BSM_Alert_StopLimit_Slippage=2 BSM_Alert_Close_Delay=1000 BSM_Alert_Close_Slippage=2
回测结果
最大连续盈利次数(以金额计)
4 (-1231.52)
最大连续亏损次数(以金额计)
4 (-18144.75)
最大连续盈利次数(以笔数计)
4435.06 (41)
最大连续亏损次数(以笔数计)
-3300.73 (2)
美元/加元 (USDCAD)
使用 MM
回测设置
交易品种
USDCAD (US Dollar vs Canadian Dollar)
周期
15 Minutes (M15) 1999.01.05 18:01 - 2021.11.05 11:41
建模方式
Every tick (the most precise method based on all available least timeframes)
参数
WinLargeFonts=false Magic=987123 EA_Comment="MyFxBots.com" MaxSpread=3 Slippage=2 StealthMode=true EmergencyStopDist=50 CloseOnlyOnProfit=false NFA=false No_Hedge=false CS="==== Custom Settings ====" RefreshDays=6 PendingOrderDist=0 StopLimitExpire=15 StopLoss=0 TakeProfit=0 SecureProfit=0 SecureProfitTriger=0 UseCustomPair=false UseSettingsFrom="EURUSD" MM="==== Risk Management ====" RecoveryMode=false FixedLots=0.01 AutoMM=0 AutoMM_Max=20 MaxAccountTrades=0 MaxAccountDD=0 FE="==== Monday-Friday Rules ====" MondayStartHour=0 FridayExit=false LastTradeHour=19 ExitHour=20 GS="==== GMT Settings ====" AutoGMT_Offset=true ManualGMT_Offset=2 DST_Usage=true NF="==== News Filter Settings ====" Avoid_News=false Include_Medium_News=true Wait_Before_News=30 Wait_After_News=30 TM="==== Time Management Settings ====" MondayTrading=true MondayHoursForbidden="" TuesdayTrading=true TuesdayHoursForbidden="" WednesdayTrading=true WednesdayHoursForbidden="" ThursdayTrading=true ThursdayHoursForbidden="" FridayTrading=true FridayHoursForbidden="" SaturdayTrading=true SundayTrading=true NN="==== Notifications ====" EMAIL_Notification=false PUSH_Notification=false MF="==== Market Bias Filter ====" UseMarketBiasFilter=false ThresholdPercent=60 BS="==== Broker Spy Settings ====" BSM_Alerts=true BSM_Alert_Open_Delay=1000 BSM_Alert_Open_Slippage=2 BSM_Alert_StopLimit_Delay=1000 BSM_Alert_StopLimit_Slippage=2 BSM_Alert_Close_Delay=1000 BSM_Alert_Close_Slippage=2
回测结果
最大连续盈利次数(以金额计)
5 (-18605.84)
最大连续亏损次数(以金额计)
4 (-30.43)
最大连续盈利次数(以笔数计)
52824.23 (23)
最大连续亏损次数(以笔数计)
-45663.10 (2)
固定交易手数
回测设置
交易品种
USDCAD (US Dollar vs Canadian Dollar)
周期
15 Minutes (M15) 1999.01.05 18:01 - 2021.11.03 10:47
建模方式
Every tick (the most precise method based on all available least timeframes)
参数
WinLargeFonts=false Magic=987123 EA_Comment="MyFxBots.com" MaxSpread=3 Slippage=2 StealthMode=true EmergencyStopDist=50 CloseOnlyOnProfit=false NFA=false No_Hedge=false CS="==== Custom Settings ====" RefreshDays=6 PendingOrderDist=0 StopLimitExpire=15 StopLoss=0 TakeProfit=0 SecureProfit=0 SecureProfitTriger=0 UseCustomPair=false UseSettingsFrom="EURUSD" MM="==== Risk Management ====" RecoveryMode=false FixedLots=0.01 AutoMM=0 AutoMM_Max=20 MaxAccountTrades=0 MaxAccountDD=0 FE="==== Monday-Friday Rules ====" MondayStartHour=0 FridayExit=false LastTradeHour=19 ExitHour=20 GS="==== GMT Settings ====" AutoGMT_Offset=true ManualGMT_Offset=2 DST_Usage=true NF="==== News Filter Settings ====" Avoid_News=false Include_Medium_News=true Wait_Before_News=30 Wait_After_News=30 TM="==== Time Management Settings ====" MondayTrading=true MondayHoursForbidden="" TuesdayTrading=true TuesdayHoursForbidden="" WednesdayTrading=true WednesdayHoursForbidden="" ThursdayTrading=true ThursdayHoursForbidden="" FridayTrading=true FridayHoursForbidden="" SaturdayTrading=true SundayTrading=true NN="==== Notifications ====" EMAIL_Notification=false PUSH_Notification=false MF="==== Market Bias Filter ====" UseMarketBiasFilter=false ThresholdPercent=60 BS="==== Broker Spy Settings ====" BSM_Alerts=true BSM_Alert_Open_Delay=1000 BSM_Alert_Open_Slippage=2 BSM_Alert_StopLimit_Delay=1000 BSM_Alert_StopLimit_Slippage=2 BSM_Alert_Close_Delay=1000 BSM_Alert_Close_Slippage=2
回测结果
最大连续盈利次数(以金额计)
5 (-1274.44)
最大连续亏损次数(以金额计)
4 (-30.27)
最大连续盈利次数(以笔数计)
4475.10 (49)
最大连续亏损次数(以笔数计)
-2076.32 (4)
以下是使用QuantAnalyzer v4.10.5 对 EURUSD 和 GBPUSD 之前的固定点差(2 点)回测报告进行的 EUR30 和 GBP33 的另一项合并分析:
华尔街外汇机器人 EUR30、GBP33 Tick 数据投资组合点差 2、AutoMM 3
起始余额为 1,000 美元,每月平均盈利为 24.83 美元,综合最大相对回撤为 4.63%,平均盈利系数为 1.46,盈利交易占总数的 86.27%,平均盈亏比为6.28。还提供包含 100 次模拟的快速蒙特卡洛模拟图 。
WallStreet Forex Robot 5.0,合并 30 欧元和 33 英镑固定点差数据回测结果
EA 之前的新更新中最令人印象深刻的是新的 EURUSD 设置,但无论如何我更喜欢使其尽可能接近“出厂设置”。