●總計177筆交易單口獲利+16968點(已扣除每筆交易成本10點)
多單118筆(+12600)
空單59筆(+4368)
●back-testing (2009.02.02~2014.07.16) 計66個月
交易次數:177 勝:111 敗:66 勝率:0.627
最大單筆虧損:-231
最大連續虧損:-340
最大連續虧損次數:5
最大單筆獲利:748
最大連續獲利:2050
最大連續獲利次數:9
平均獲利點數:186
平均虧損點數:-57
賺賠比:3.26
每筆交易獲利期望值:95.8
以下為每年績效
2009
| 交易次數 | 日期 | 多單 | 空單 | SUM |
| 1 | 2009/2/3 | 184 | 184 | |
| 2 | 2009/2/27 | -117 | 67 | |
| 3 | 2009/3/3 | 748 | 815 | |
| 4 | 2009/3/25 | 63 | 878 | |
| 5 | 2009/4/3 | 286 | 1164 | |
| 6 | 2009/4/24 | 215 | 1379 | |
| 7 | 2009/4/29 | 738 | 2117 | |
| 8 | 2009/5/25 | -59 | 2058 | |
| 9 | 2009/5/26 | 94 | 2152 | |
| 10 | 2009/6/4 | -51 | 2101 | |
| 11 | 2009/6/6 | 596 | 2697 | |
| 12 | 2009/6/23 | 425 | 3122 | |
| 13 | 2009/7/16 | 58 | 3180 | |
| 14 | 2009/8/5 | -88 | 3092 | |
| 15 | 2009/8/6 | -101 | 2991 | |
| 16 | 2009/8/13 | -61 | 2930 | |
| 17 | 2009/8/21 | -90 | 2840 | |
| 18 | 2009/9/1 | 561 | 3401 | |
| 19 | 2009/9/25 | 74 | 3475 | |
| 20 | 2009/10/5 | -111 | 3364 | |
| 21 | 2009/10/12 | 130 | 3494 | |
| 22 | 2009/10/19 | -4 | 3490 | |
| 23 | 2009/10/22 | -24 | 3466 | |
| 24 | 2009/11/3 | -128 | 3338 | |
| 25 | 2009/11/4 | 396 | 3734 | |
| 26 | 2009/12/17 | 31 | 3765 | |
| 27 | 2009/12/23 | 361 | 4126 |
2010
| 交易次數 | 日期 | 多單 | 空單 | SUM |
| 1 | 2010/1/19 | 88 | 88 | |
| 2 | 2010/2/9 | 310 | 398 | |
| 3 | 2010/3/8 | -17 | 381 | |
| 4 | 2010/3/18 | -41 | 340 | |
| 5 | 2010/3/31 | 51 | 391 | |
| 6 | 2010/4/12 | 17 | 408 | |
| 7 | 2010/4/14 | 146 | 554 | |
| 8 | 2010/4/26 | -28 | 526 | |
| 9 | 2010/4/28 | 22 | 548 | |
| 10 | 2010/4/29 | 565 | 1113 | |
| 11 | 2010/5/12 | 8 | 1121 | |
| 12 | 2010/5/14 | 163 | 1284 | |
| 13 | 2010/5/31 | -88 | 1196 | |
| 14 | 2010/6/1 | -22 | 1174 | |
| 15 | 2010/6/2 | 70 | 1244 | |
| 16 | 2010/6/8 | -2 | 1242 | |
| 17 | 2010/6/10 | 176 | 1418 | |
| 18 | 2010/6/11 | -122 | 1296 | |
| 19 | 2010/6/14 | 132 | 1428 | |
| 20 | 2010/6/24 | 30 | 1458 | |
| 21 | 2010/6/25 | -57 | 1401 | |
| 22 | 2010/6/29 | 243 | 1644 | |
| 23 | 2010/7/6 | 97 | 1741 | |
| 24 | 2010/7/9 | -9 | 1732 | |
| 25 | 2010/7/12 | -147 | 1585 | |
| 26 | 2010/7/15 | -19 | 1566 | |
| 27 | 2010/7/30 | 194 | 1760 | |
| 28 | 2010/8/4 | 12 | 1772 | |
| 29 | 2010/8/10 | 144 | 1916 | |
| 30 | 2010/8/13 | 78 | 1994 | |
| 31 | 2010/9/1 | 534 | 2528 | |
| 32 | 2010/9/17 | 7 | 2535 | |
| 33 | 2010/11/4 | -27 | 2508 | |
| 34 | 2010/11/22 | -7 | 2501 | |
| 35 | 2010/11/24 | 377 | 2878 | |
| 36 | 2010/12/16 | 161 | 3039 |
2011
| 交易次數 | 日期 | 多單 | 空單 | SUM |
| 1 | 2011/1/11 | 213 | 213 | |
| 2 | 2011/1/26 | 82 | 295 | |
| 3 | 2011/2/10 | 215 | 510 | |
| 4 | 2011/2/11 | -4 | 506 | |
| 5 | 2011/2/18 | -231 | 275 | |
| 6 | 2011/3/2 | -20 | 255 | |
| 7 | 2011/3/7 | 20 | 275 | |
| 8 | 2011/3/9 | 201 | 476 | |
| 9 | 2011/3/14 | 190 | 666 | |
| 10 | 2011/3/18 | 405 | 1071 | |
| 11 | 2011/4/21 | 55 | 1126 | |
| 12 | 2011/5/12 | -3 | 1123 | |
| 13 | 2011/5/13 | 67 | 1190 | |
| 14 | 2011/5/30 | 231 | 1421 | |
| 15 | 2011/6/13 | -61 | 1360 | |
| 16 | 2011/6/28 | -34 | 1326 | |
| 17 | 2011/6/29 | 220 | 1546 | |
| 18 | 2011/7/5 | 70 | 1616 | |
| 19 | 2011/7/8 | 234 | 1850 | |
| 20 | 2011/7/13 | 269 | 2119 | |
| 21 | 2011/7/26 | -107 | 2012 | |
| 22 | 2011/8/4 | 463 | 2475 | |
| 23 | 2011/8/8 | 569 | 3044 | |
| 24 | 2011/8/9 | 645 | 3689 | |
| 25 | 2011/8/18 | 157 | 3846 | |
| 26 | 2011/8/22 | 188 | 4034 | |
| 27 | 2011/8/29 | -30 | 4004 | |
| 28 | 2011/8/31 | 70 | 4074 | |
| 29 | 2011/9/6 | 40 | 4114 | |
| 30 | 2011/9/15 | 74 | 4188 | |
| 31 | 2011/9/21 | 14 | 4202 | |
| 32 | 2011/9/26 | 73 | 4275 | |
| 33 | 2011/10/4 | 313 | 4588 | |
| 34 | 2011/10/19 | 2 | 4590 | |
| 35 | 2011/10/21 | 385 | 4975 | |
| 36 | 2011/11/28 | 6 | 4981 | |
| 37 | 2011/12/1 | -58 | 4923 | |
| 38 | 2011/12/7 | -57 | 4866 | |
| 39 | 2011/12/9 | -96 | 4770 | |
| 40 | 2011/12/19 | 275 | 5045 | |
| 41 | 2011/12/23 | -31 | 5014 |
2012
| 交易次數 | 日期 | 多單 | 空單 | SUM |
| 1 | 2012/1/5 | -48 | -48 | |
| 2 | 2012/1/10 | -97 | -145 | |
| 3 | 2012/1/31 | 520 | 375 | |
| 4 | 2012/2/17 | 22 | 397 | |
| 5 | 2012/2/23 | 51 | 448 | |
| 6 | 2012/3/9 | -35 | 413 | |
| 7 | 2012/3/13 | 113 | 526 | |
| 8 | 2012/4/11 | 3 | 529 | |
| 9 | 2012/4/20 | 36 | 565 | |
| 10 | 2012/5/10 | 215 | 780 | |
| 11 | 2012/5/18 | -80 | 700 | |
| 12 | 2012/5/21 | 166 | 866 | |
| 13 | 2012/6/12 | 272 | 1138 | |
| 14 | 2012/6/27 | -165 | 973 | |
| 15 | 2012/7/19 | 15 | 988 | |
| 16 | 2012/7/20 | 108 | 1096 | |
| 17 | 2012/7/27 | 141 | 1237 | |
| 18 | 2012/8/7 | 206 | 1443 | |
| 19 | 2012/8/23 | -67 | 1376 | |
| 20 | 2012/8/27 | 22 | 1398 | |
| 21 | 2012/9/3 | 66 | 1464 | |
| 22 | 2012/9/6 | -46 | 1418 | |
| 23 | 2012/9/18 | -15 | 1403 | |
| 24 | 2012/9/19 | -36 | 1367 | |
| 25 | 2012/9/20 | -25 | 1342 | |
| 26 | 2012/10/4 | -26 | 1316 | |
| 27 | 2012/10/5 | 259 | 1575 | |
| 28 | 2012/10/15 | 25 | 1600 | |
| 29 | 2012/10/23 | 1 | 1601 | |
| 30 | 2012/10/24 | -94 | 1507 | |
| 31 | 2012/11/23 | 404 | 1911 | |
| 32 | 2012/12/20 | 15 | 1926 |
2013
| 交易次數 | 日期 | 多單 | 空單 | SUM |
| 1 | 2013/1/2 | 66 | 66 | |
| 2 | 2013/1/14 | -2 | 64 | |
| 3 | 2013/1/15 | 46 | 110 | |
| 4 | 2013/1/17 | -22 | 88 | |
| 5 | 2013/1/22 | 270 | 358 | |
| 6 | 2013/3/26 | -18 | 340 | |
| 7 | 2013/4/16 | 62 | 402 | |
| 8 | 2013/4/18 | 183 | 585 | |
| 9 | 2013/5/3 | -53 | 532 | |
| 10 | 2013/5/13 | -52 | 480 | |
| 11 | 2013/5/21 | 370 | 850 | |
| 12 | 2013/6/21 | 588 | 1438 | |
| 13 | 2013/7/18 | 44 | 1482 | |
| 14 | 2013/7/22 | -158 | 1324 | |
| 15 | 2013/8/15 | -12 | 1312 | |
| 16 | 2013/8/19 | -86 | 1226 | |
| 17 | 2013/8/28 | 470 | 1696 | |
| 18 | 2013/9/23 | -135 | 1561 | |
| 19 | 2013/10/1 | 111 | 1672 | |
| 20 | 2013/10/21 | 3 | 1675 | |
| 21 | 2013/10/22 | -5 | 1670 | |
| 22 | 2013/10/23 | 26 | 1696 | |
| 23 | 2013/10/25 | -59 | 1637 | |
| 24 | 2013/11/8 | -42 | 1595 | |
| 25 | 2013/11/15 | 9 | 1604 | |
| 26 | 2013/11/22 | 254 | 1858 | |
| 27 | 2013/12/19 | -33 | 1825 | |
| 28 | 2013/12/20 | 200 | 2025 | |
| 29 | 2013/12/27 | 78 | 2103 |
2014
| 交易次數 | 日期 | 多單 | 空單 | SUM |
| 1 | 2014/1/21 | -14 | -14 | |
| 2 | 2014/2/11 | 160 | 146 | |
| 3 | 2014/2/20 | -103 | 43 | |
| 4 | 2014/3/6 | -18 | 25 | |
| 5 | 2014/3/24 | 234 | 259 | |
| 6 | 2014/4/21 | 27 | 286 | |
| 7 | 2014/4/28 | 90 | 376 | |
| 8 | 2014/5/27 | 244 | 620 | |
| 9 | 2014/6/20 | 5 | 625 | |
| 10 | 2014/6/23 | -36 | 589 | |
| 11 | 2014/6/24 | -40 | 549 | |
| 12 | 2014/6/30 | 211 | 760 |
2014/7/17 空單9362進場
2014/7/18 空單9354平倉 獲利+7
狀態：空手
如對您的操作有幫助
請有在關注的朋友也不忘給個推薦囉
祝操作順利
本文內容僅供參考，無任何買賣建議，投資人應謹慎評估，風險自負。
