主题：最近老思考一个问题

最近老思考一个问题，可以赚钱的策略（信号稳定、无未来），在未实盘测试前，用金字塔公式测试系统测试出来的数据要如何漂亮才能让投资者有信心拿来操作？

 

请指教下，金字塔公式测试系统里的数据，哪些是比较有说服力？  大伙儿各抒己见~

 

 

 

                                             测试报告

 

        测试品种:          股指连续
          净利润:     60,058,472.00                净利润率:           600.58%
          总盈利:     91,322,928.00                总亏损:    -31,264,526.00

        交易次数:             405次                    胜率:            53.58%
    年均交易次数:          118.73次                 盈/亏次数:           217/188

    多头交易次数:               148                   空头交易次数:               257
    多头盈利次数:                85                    空头盈利次数:               132
        多头胜率:            57.43%                  空头胜率:            51.36%
      多头盈亏比:              1.35                    空头盈亏比:              1.06

    最大单次盈利:14.67%(3,864,845.00)       最大单次亏损:-2.64%(-577,217.00)
        平均盈利:        420,842.99                平均亏损:       -166,300.67
    所有平均利润:        148,292.52               均盈利/均亏损:              2.53

    最大连盈次数:                 9                    最大连亏次数:                 7
    最大连盈幅度:44.47%(5,449,271.00)      最大连亏幅度:-3.71%(-776,144.19)
盈利交易平均周期:             19.95                亏损交易平均周期:              7.80
  交易平均周期数:             14.31                盈利系数:              0.07
          夏普率:            0.3147                   MAR比率:            12.37%

    最大浮动盈利:16.89%(4,448,874.00)      最大浮动亏损:-14.29%(-626,976.56)
    最大回撤幅度:6.22%(1,974,192.00)        最大回撤时间:2010/11/19 14:15:00

        初始投入:        10,000,000                最大投入:        32,173,200
        年回报率:    76.96%(1245天)             年有效回报率:            36.17%
简单买入持有回报:           -27.44%              买入持有年回报率:            -8.97%

        总交易额:     65,724,204.00               交易费:        542,224.75
     交易费/利润:              0.01                   融资、券费用:              0.00

        测试时间: 2010/04/16 -- 2013/09/12  共1245天
      测试周期数:              7451
        平均仓位:             9.38%                  最大仓位:            45.85%
      平均持仓量:             30.00                   最大持仓量:             30.00
      无仓周期数:              1656                  无仓周期比例:              0.22
    最长无仓周期:                47                   平均无仓周期:               9.0

---------------------按月收益率统计(日期 资产 收益金额 收益百分比)-------------------
      10/04     12,257,858.00           2,257,858.00               22.58%
      10/05     17,049,576.00           4,791,718.00               39.09%
      10/06     18,530,394.00           1,480,818.00                8.69%
      10/07     22,744,378.00           4,213,984.00               22.74%
      10/08     24,374,140.00           1,629,762.00                7.17%
      10/09     24,451,824.00              77,684.00                0.32%
      10/10     28,810,052.00           4,358,228.00               17.82%
      10/11     31,547,582.00           2,737,530.00                9.50%
      10/12     33,046,624.00           1,499,042.00                4.75%
      11/01     35,144,888.00           2,098,264.00                6.35%
      11/02     36,755,344.00           1,610,456.00                4.58%
      11/03     38,563,016.00           1,807,672.00                4.92%
      11/04     40,070,748.00           1,507,732.00                3.91%
      11/05     41,058,540.00             987,792.00                2.47%
      11/06     42,738,816.00           1,680,276.00                4.09%
      11/07     43,499,344.00             760,528.00                1.78%
      11/08     44,562,008.00           1,062,664.00                2.44%
      11/09     46,903,444.00           2,341,436.00                5.25%
      11/10     48,208,940.00           1,305,496.00                2.78%
      11/11     49,264,584.00           1,055,644.00                2.19%
      11/12     50,272,532.00           1,007,948.00                2.05%
      12/01     51,125,188.00             852,656.00                1.70%
      12/02     52,062,540.00             937,352.00                1.83%
      12/03     51,813,192.00            -249,348.00               -0.48%
      12/04     52,576,816.00             763,624.00                1.47%
      12/05     54,048,288.00           1,471,472.00                2.80%
      12/06     55,113,440.00           1,065,152.00                1.97%
      12/07     55,331,108.00             217,668.00                0.39%
      12/08     56,037,672.00             706,564.00                1.28%
      12/09     58,290,700.00           2,253,028.00                4.02%
      12/10     57,962,476.00            -328,224.00               -0.56%
      12/11     58,906,248.00             943,772.00                1.63%
      12/12     61,214,944.00           2,308,696.00                3.92%
      13/01     60,931,752.00            -283,192.00               -0.46%
      13/02     62,274,244.00           1,342,492.00                2.20%
      13/03     63,511,644.00           1,237,400.00                1.99%
      13/04     63,907,872.00             396,228.00                0.62%
      13/05     64,744,820.00             836,948.00                1.31%
      13/06     68,588,496.00           3,843,676.00                5.94%
      13/07     69,726,032.00           1,137,536.00                1.66%
      13/08     68,973,504.00            -752,528.00               -1.08%
      13/09     69,075,088.00             101,584.00                0.15%

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