这样可以代理财吗

Discussion in 'Fund Operating and Career' started by shaoyong, Jan 2, 2015.

  1. Gross Profit: 117 167.48 Gross Loss: 14 662.48 Total Net Profit: 102 505.00
    Profit Factor: 7.99 Expected Payoff: 2500.12
    Absolute Drawdown: 2 420.00 Maximal Drawdown: 3 620.00 (2.27%) Relative Drawdown: 3.22% (3 358.80)

    Total Trades: 41 Short Positions (won %): 31 (87.10%) Long Positions (won %): 10 (80.00%)
    Profit Trades (% of total): 35 (85.37%) Loss trades (% of total): 6 (14.63%)
    Largest profit trade: 9 407.48 loss trade: -3 620.00
    Average profit trade: 3 347.64 loss trade: -2 443.75
    Maximum consecutive wins ($): 13 (46 815.51) consecutive losses ($): 1 (-3 620.00)
    Maximal consecutive profit (count): 46 815.51 (13) consecutive loss (count): -3 620.00 (1)
    Average consecutive wins: 6 consecutive losses: 1
     
  2. 这是回测还是实盘? 测试了多久? 手动还是自动? 哪个品种? 你sharpe ratio多少? equity curve发上来看看。 你那个Total Trades 41少了点呀。另外,你这个策略的scalablity怎么样,能运做大资金吗?
     
  3. 手动模拟三个月,现主要是外汇品种。策略是全球大类品种大趋势下的失衡下注,资金越大越稳定。http://user.qzone.qq.com/532397911/4
     
  4. 楼主可以联系我吗?我想做。Q1164269333
     
  5. 这个策略如果 performance 能持续,资金容量够大,其实加点杠杆,一年几十倍上百倍都没问题。而且即使加了杠杆,回撤也很小。
     
  6. 这个全球大类品种大趋势下的失衡下注策略,结合基本面、消息面的因素吗?这个结果是在很多品种下做的吧,不是单一品种做的吧?在哪个周期k线下做的交易,单个品种一个月几次交易?
     
  7. 主要运用情绪系统,用周线选方向,日线定策略,小时线找时机,确定性比较高时同时开三到四个品种;频率在逐渐减少,现在平均一天不到一单。
     
  8. Gross Profit: 245 582.13 Gross Loss: 30 468.88 Total Net Profit: 215 113.25
    Profit Factor: 8.06 Expected Payoff: 3469.57
    Absolute Drawdown: 2 420.00 Maximal Drawdown: 11 990.40 (3.67%) Relative Drawdown: 3.67% (11 990.40)

    Total Trades: 62 Short Positions (won %): 46 (82.61%) Long Positions (won %): 16 (87.50%)
    Profit Trades (% of total): 52 (83.87%) Loss trades (% of total): 10 (16.13%)
    Largest profit trade: 26 384.00 loss trade: -6 562.00
    Average profit trade: 4 722.73 loss trade: -3 046.89
    Maximum consecutive wins ($): 17 (128 414.65) consecutive losses ($): 2 (-11 990.40)
    Maximal consecutive profit (count): 128 414.65 (17) consecutive loss (count): -11 990.40 (2)
    Average consecutive wins: 7 consecutive losses: 1
     
  9. Gross Profit: 350 003.13 Gross Loss: 38 760.90 Total Net Profit: 311 242.23
    Profit Factor: 9.03 Expected Payoff: 4263.59
    Absolute Drawdown: 2 420.00 Maximal Drawdown: 11 990.40 (3.67%) Relative Drawdown: 3.67% (11 990.40)

    Total Trades: 73 Short Positions (won %): 48 (79.17%) Long Positions (won %): 25 (92.00%)
    Profit Trades (% of total): 61 (83.56%) Loss trades (% of total): 12 (16.44%)
    Largest profit trade: 26 384.00 loss trade: -6 562.00
    Average profit trade: 5 737.76 loss trade: -3 230.08
    Maximum consecutive wins ($): 17 (128 414.65) consecutive losses ($): 2 (-11 990.40)
    Maximal consecutive profit (count): 128 414.65 (17) consecutive loss (count): -11 990.40 (2)
    Average consecutive wins: 7 consecutive losses: 1

    再上新台阶---净值4.0