作者powen (good boy)
看板Trading
标题[问题] 关於绩效表的阅读
时间Sat Apr 23 10:59:54 2005
小弟最近看到一个交易绩效表
有一些问题想请教各位前辈
以下是该绩效表
=============================================================================
Total Net Profit $1411600 Open position P/L $ 251400
Gross Profit $1928200 Gross Loss ($ 516600)
Total # of trades 46 Percent profitable 43.48%
Number of winning trades 20 Number losing trades 26
Largest winning trade $ 243000 Largest losing trade ($ 55400)
Average winning trade $ 96410 Average losing trade ($ 19869)
Ratio avg win/avg loss 4.85 Avg trade (win & loss) $ 30686
max consec. Winners 4 Max consec. losers 5
avg # bars in winners 24 Avg # bars in losers 5
Max intraday drawdown ($ 150600)
Profit Factor 3.73 Max # contracts held 2
Account size required $ 382600 Return on account 368.95%
=============================================================================
问题如下
1. 何谓 Open position P/L ? 如何计算 ? 代表什麽意思呢?
2. 何谓 max consec. winners 与 max consec. losers ?
3. 何谓 avg # bars in winners 与 avg # bars in losers ?
4. 何谓 max intraday drawdown ?
5. 何谓 Account size required 与 Return on account ?
6. 风报比是 3.73 or 4.85 ?
希望前辈能指点一下
谢谢
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◆ From: 140.124.13.2
1F：推 mathbug:可以到元大京华期货网站，那里有程式交易表 218.34.90.224 04/23
2F：→ mathbug:基本上一样 218.34.90.224 04/23
3F：推 powen:感谢告知~我找到了~非常谢谢你 140.124.13.2 04/24