ema SHFE

ema min15 20151203 20151209

ema

[QUANT_PARAM]
LongLoss=0.005
LongWin=0.01
LongWinBack=0.3
ShortLoss=0.005
ShortWin=0.01
ShortWinBack=0.3
N=9
M=14
P=14
D=20
f1=1
f2=1
StopWinPeriod=10
InDay=0

SHFE.ini

cu1602 pnl:-600.00 t:38 vol:38
al1602 pnl:-255.00 t:38 vol:38
zn1602 pnl:-255.00 t:44 vol:44
pb1602 pnl:415.00 t:23 vol:23
ni1602 pnl:-900.00 t:20 vol:20
sn1602 pnl:0 t:0 vol:0
bu1602 pnl:14.00 t:10 vol:10

cu1602 summarize

14:58:00.500 20151203 times: 5, vol: 5, totpnl: -210.00, maxPnl: 0.00, minPnl: -210.00, maxBack: 210.00
14:58:01.000 20151204 times: 15, vol: 15, totpnl: -200.00, maxPnl: 80.00, minPnl: -200.00, maxBack: 280.00
14:58:00.500 20151207 times: 5, vol: 5, totpnl: 60.00, maxPnl: 110.00, minPnl: 0.00, maxBack: 50.00
14:58:00.500 20151208 times: 5, vol: 5, totpnl: -240.00, maxPnl: 0.00, minPnl: -240.00, maxBack: 240.00
14:58:00.500 20151209 times: 8, vol: 8, totpnl: -10.00, maxPnl: 70.00, minPnl: -10.00, maxBack: 80.00
summarize pnl:-600.00 times:38 vol:38

cu1602 detail

20151202 23:15:00 times: 1, vol: 1, ema, cu1602, price: 35060.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: 0.00
20151202 23:24:39 times: 2, vol: 2, ema, cu1602, price: 35150.00, OpenPrice: 35060.00, stop2, poscge: 1, pos: 0, pnl: -90.00, tpnl: -90.00
20151203 00:00:00 times: 3, vol: 3, ema, cu1602, price: 35210.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: -90.00
20151203 00:45:01 times: 4, vol: 4, ema, cu1602, price: 35090.00, OpenPrice: 35210.00, stop2, poscge: -1, pos: 0, pnl: -120.00, tpnl: -210.00
20151203 14:15:00 times: 5, vol: 5, ema, cu1602, price: 34610.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: -210.00
20151203 21:00:01 times: 1, vol: 1, ema, cu1602, price: 34530.00, OpenPrice: 34610.00, stop2, poscge: 1, pos: 0, pnl: 80.00, tpnl: 80.00
20151203 21:15:00 times: 2, vol: 2, ema, cu1602, price: 34630.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: 80.00
20151203 21:28:06 times: 3, vol: 3, ema, cu1602, price: 34510.00, OpenPrice: 34630.00, stop2, poscge: -1, pos: 0, pnl: -120.00, tpnl: -40.00
20151203 21:45:00 times: 4, vol: 4, ema, cu1602, price: 34710.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: -40.00
20151203 21:58:52 times: 5, vol: 5, ema, cu1602, price: 34770.00, OpenPrice: 34710.00, stop2, poscge: -1, pos: 0, pnl: 60.00, tpnl: 20.00
20151204 00:00:00 times: 6, vol: 6, ema, cu1602, price: 34550.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: 20.00
20151204 09:06:15 times: 7, vol: 7, ema, cu1602, price: 34590.00, OpenPrice: 34550.00, stop2, poscge: -1, pos: 0, pnl: 40.00, tpnl: 60.00
20151204 09:15:00 times: 8, vol: 8, ema, cu1602, price: 34480.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: 60.00
20151204 09:39:15 times: 9, vol: 9, ema, cu1602, price: 34460.00, OpenPrice: 34480.00, stop2, poscge: 1, pos: 0, pnl: 20.00, tpnl: 80.00
20151204 10:00:00 times: 10, vol: 10, ema, cu1602, price: 34470.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: 80.00
20151204 10:14:54 times: 11, vol: 11, ema, cu1602, price: 34590.00, OpenPrice: 34470.00, stop2, poscge: 1, pos: 0, pnl: -120.00, tpnl: -40.00
20151204 10:30:01 times: 12, vol: 12, ema, cu1602, price: 34570.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: -40.00
20151204 10:58:14 times: 13, vol: 13, ema, cu1602, price: 34440.00, OpenPrice: 34570.00, stop1, poscge: -1, pos: 0, pnl: -130.00, tpnl: -170.00
20151204 11:15:01 times: 14, vol: 14, ema, cu1602, price: 34530.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: -170.00
20151204 13:31:27 times: 15, vol: 15, ema, cu1602, price: 34500.00, OpenPrice: 34530.00, stop2, poscge: -1, pos: 0, pnl: -30.00, tpnl: -200.00
20151204 21:45:06 times: 1, vol: 1, ema, cu1602, price: 34850.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: 0.00
20151204 22:22:23 times: 2, vol: 2, ema, cu1602, price: 34740.00, OpenPrice: 34850.00, stop2, poscge: 1, pos: 0, pnl: 110.00, tpnl: 110.00
20151207 09:15:00 times: 3, vol: 3, ema, cu1602, price: 35300.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: 110.00
20151207 09:24:41 times: 4, vol: 4, ema, cu1602, price: 35250.00, OpenPrice: 35300.00, stop2, poscge: -1, pos: 0, pnl: -50.00, tpnl: 60.00
20151207 13:30:01 times: 5, vol: 5, ema, cu1602, price: 35250.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: 60.00
20151207 21:00:01 times: 1, vol: 1, ema, cu1602, price: 35080.00, OpenPrice: 35250.00, stop1, poscge: -1, pos: 0, pnl: -170.00, tpnl: -170.00
20151207 21:15:01 times: 2, vol: 2, ema, cu1602, price: 35100.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: -170.00
20151207 21:41:55 times: 3, vol: 3, ema, cu1602, price: 35120.00, OpenPrice: 35100.00, stop2, poscge: 1, pos: 0, pnl: -20.00, tpnl: -190.00
20151208 13:45:00 times: 4, vol: 4, ema, cu1602, price: 34650.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: -190.00
20151208 14:42:25 times: 5, vol: 5, ema, cu1602, price: 34700.00, OpenPrice: 34650.00, stop2, poscge: 1, pos: 0, pnl: -50.00, tpnl: -240.00
20151208 21:15:00 times: 1, vol: 1, ema, cu1602, price: 34630.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: 0.00
20151208 21:33:50 times: 2, vol: 2, ema, cu1602, price: 34570.00, OpenPrice: 34630.00, stop2, poscge: 1, pos: 0, pnl: 60.00, tpnl: 60.00
20151209 09:30:00 times: 3, vol: 3, ema, cu1602, price: 34950.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: 60.00
20151209 09:48:40 times: 4, vol: 4, ema, cu1602, price: 34960.00, OpenPrice: 34950.00, stop2, poscge: -1, pos: 0, pnl: 10.00, tpnl: 70.00
20151209 11:15:00 times: 5, vol: 5, ema, cu1602, price: 34990.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: 70.00
20151209 13:50:47 times: 6, vol: 6, ema, cu1602, price: 34940.00, OpenPrice: 34990.00, stop2, poscge: -1, pos: 0, pnl: -50.00, tpnl: 20.00
20151209 14:00:00 times: 7, vol: 7, ema, cu1602, price: 34890.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: 20.00
20151209 14:35:07 times: 8, vol: 8, ema, cu1602, price: 34920.00, OpenPrice: 34890.00, stop2, poscge: 1, pos: 0, pnl: -30.00, tpnl: -10.00

al1602 summarize

14:58:00.500 20151203 times: 7, vol: 7, totpnl: 5.00, maxPnl: 5.00, minPnl: -45.00, maxBack: 45.00
14:58:00.500 20151204 times: 7, vol: 7, totpnl: -120.00, maxPnl: 0.00, minPnl: -120.00, maxBack: 120.00
14:58:00.500 20151207 times: 8, vol: 8, totpnl: 0.00, maxPnl: 0.00, minPnl: -30.00, maxBack: 30.00
14:58:00.500 20151208 times: 7, vol: 7, totpnl: -40.00, maxPnl: 0.00, minPnl: -40.00, maxBack: 40.00
14:58:00.500 20151209 times: 9, vol: 9, totpnl: -100.00, maxPnl: 0.00, minPnl: -100.00, maxBack: 100.00
summarize pnl:-255.00 times:38 vol:38

al1602 detail

20151202 21:15:00 times: 1, vol: 1, ema, al1602, price: 10225.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: 0.00
20151202 21:37:20 times: 2, vol: 2, ema, al1602, price: 10230.00, OpenPrice: 10225.00, stop2, poscge: 1, pos: 0, pnl: -5.00, tpnl: -5.00
20151202 22:45:05 times: 3, vol: 3, ema, al1602, price: 10215.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: -5.00
20151202 23:48:40 times: 4, vol: 4, ema, al1602, price: 10255.00, OpenPrice: 10215.00, stop2, poscge: 1, pos: 0, pnl: -40.00, tpnl: -45.00
20151203 09:15:01 times: 5, vol: 5, ema, al1602, price: 10235.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: -45.00
20151203 09:56:17 times: 6, vol: 6, ema, al1602, price: 10185.00, OpenPrice: 10235.00, stop2, poscge: 1, pos: 0, pnl: 50.00, tpnl: 5.00
20151203 14:15:08 times: 7, vol: 7, ema, al1602, price: 10175.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: 5.00
20151203 21:00:01 times: 1, vol: 1, ema, al1602, price: 10185.00, OpenPrice: 10175.00, stop1, poscge: 1, pos: 0, pnl: -10.00, tpnl: -10.00
20151203 21:15:02 times: 2, vol: 2, ema, al1602, price: 10255.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: -10.00
20151203 21:24:44 times: 3, vol: 3, ema, al1602, price: 10215.00, OpenPrice: 10255.00, stop1, poscge: -1, pos: 0, pnl: -40.00, tpnl: -50.00
20151204 10:00:01 times: 4, vol: 4, ema, al1602, price: 10135.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: -50.00
20151204 11:06:53 times: 5, vol: 5, ema, al1602, price: 10175.00, OpenPrice: 10135.00, stop2, poscge: 1, pos: 0, pnl: -40.00, tpnl: -90.00
20151204 11:15:01 times: 6, vol: 6, ema, al1602, price: 10215.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: -90.00
20151204 11:20:59 times: 7, vol: 7, ema, al1602, price: 10185.00, OpenPrice: 10215.00, stop2, poscge: -1, pos: 0, pnl: -30.00, tpnl: -120.00
20151204 21:15:00 times: 1, vol: 1, ema, al1602, price: 10360.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: 0.00
20151204 21:22:58 times: 2, vol: 2, ema, al1602, price: 10330.00, OpenPrice: 10360.00, stop2, poscge: -1, pos: 0, pnl: -30.00, tpnl: -30.00
20151204 22:30:00 times: 3, vol: 3, ema, al1602, price: 10340.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: -30.00
20151204 23:13:03 times: 4, vol: 4, ema, al1602, price: 10340.00, OpenPrice: 10340.00, stop2, poscge: -1, pos: 0, pnl: 0.00, tpnl: -30.00
20151207 09:30:01 times: 5, vol: 5, ema, al1602, price: 10275.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: -30.00
20151207 09:45:41 times: 6, vol: 6, ema, al1602, price: 10265.00, OpenPrice: 10275.00, stop2, poscge: 1, pos: 0, pnl: 10.00, tpnl: -20.00
20151207 10:45:00 times: 7, vol: 7, ema, al1602, price: 10270.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: -20.00
20151207 13:50:24 times: 8, vol: 8, ema, al1602, price: 10250.00, OpenPrice: 10270.00, stop2, poscge: 1, pos: 0, pnl: 20.00, tpnl: 0.00
20151207 21:15:00 times: 1, vol: 1, ema, al1602, price: 10260.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: 0.00
20151207 21:26:00 times: 2, vol: 2, ema, al1602, price: 10290.00, OpenPrice: 10260.00, stop2, poscge: 1, pos: 0, pnl: -30.00, tpnl: -30.00
20151207 21:45:04 times: 3, vol: 3, ema, al1602, price: 10335.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: -30.00
20151207 22:37:59 times: 4, vol: 4, ema, al1602, price: 10340.00, OpenPrice: 10335.00, stop2, poscge: -1, pos: 0, pnl: 5.00, tpnl: -25.00
20151208 10:30:01 times: 5, vol: 5, ema, al1602, price: 10240.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: -25.00
20151208 10:34:46 times: 6, vol: 6, ema, al1602, price: 10255.00, OpenPrice: 10240.00, stop2, poscge: 1, pos: 0, pnl: -15.00, tpnl: -40.00
20151208 14:00:00 times: 7, vol: 7, ema, al1602, price: 10295.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: -40.00
20151208 21:00:01 times: 1, vol: 1, ema, al1602, price: 10260.00, OpenPrice: 10295.00, stop1, poscge: -1, pos: 0, pnl: -35.00, tpnl: -35.00
20151208 21:15:00 times: 2, vol: 2, ema, al1602, price: 10255.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: -35.00
20151208 22:11:38 times: 3, vol: 3, ema, al1602, price: 10275.00, OpenPrice: 10255.00, stop2, poscge: 1, pos: 0, pnl: -20.00, tpnl: -55.00
20151208 23:45:09 times: 4, vol: 4, ema, al1602, price: 10305.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: -55.00
20151209 09:00:33 times: 5, vol: 5, ema, al1602, price: 10290.00, OpenPrice: 10305.00, stop2, poscge: -1, pos: 0, pnl: -15.00, tpnl: -70.00
20151209 09:15:00 times: 6, vol: 6, ema, al1602, price: 10335.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: -70.00
20151209 09:44:11 times: 7, vol: 7, ema, al1602, price: 10315.00, OpenPrice: 10335.00, stop2, poscge: -1, pos: 0, pnl: -20.00, tpnl: -90.00
20151209 10:45:06 times: 8, vol: 8, ema, al1602, price: 10345.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: -90.00
20151209 10:57:37 times: 9, vol: 9, ema, al1602, price: 10335.00, OpenPrice: 10345.00, stop2, poscge: -1, pos: 0, pnl: -10.00, tpnl: -100.00

zn1602 summarize

14:58:03.500 20151203 times: 9, vol: 9, totpnl: -20.00, maxPnl: 5.00, minPnl: -60.00, maxBack: 65.00
14:58:00.500 20151204 times: 9, vol: 9, totpnl: -85.00, maxPnl: 65.00, minPnl: -85.00, maxBack: 150.00
14:58:00.500 20151207 times: 12, vol: 12, totpnl: -60.00, maxPnl: 5.00, minPnl: -60.00, maxBack: 65.00
14:58:01.500 20151208 times: 6, vol: 6, totpnl: -45.00, maxPnl: 0.00, minPnl: -45.00, maxBack: 45.00
14:58:01.500 20151209 times: 8, vol: 8, totpnl: -45.00, maxPnl: 0.00, minPnl: -45.00, maxBack: 45.00
summarize pnl:-255.00 times:44 vol:44

zn1602 detail

20151202 22:45:00 times: 1, vol: 1, ema, zn1602, price: 12605.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: 0.00
20151202 23:24:44 times: 2, vol: 2, ema, zn1602, price: 12600.00, OpenPrice: 12605.00, stop2, poscge: 1, pos: 0, pnl: 5.00, tpnl: 5.00
20151202 23:24:44 times: 3, vol: 3, ema, zn1602, price: 12600.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: 5.00
20151202 23:52:34 times: 4, vol: 4, ema, zn1602, price: 12640.00, OpenPrice: 12600.00, stop2, poscge: 1, pos: 0, pnl: -40.00, tpnl: -35.00
20151203 00:30:02 times: 5, vol: 5, ema, zn1602, price: 12610.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: -35.00
20151203 09:02:32 times: 6, vol: 6, ema, zn1602, price: 12635.00, OpenPrice: 12610.00, stop2, poscge: 1, pos: 0, pnl: -25.00, tpnl: -60.00
20151203 09:15:01 times: 7, vol: 7, ema, zn1602, price: 12575.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: -60.00
20151203 09:33:45 times: 8, vol: 8, ema, zn1602, price: 12535.00, OpenPrice: 12575.00, stop2, poscge: 1, pos: 0, pnl: 40.00, tpnl: -20.00
20151203 14:15:00 times: 9, vol: 9, ema, zn1602, price: 12520.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: -20.00
20151203 21:00:01 times: 1, vol: 1, ema, zn1602, price: 12455.00, OpenPrice: 12520.00, stop2, poscge: 1, pos: 0, pnl: 65.00, tpnl: 65.00
20151203 21:15:01 times: 2, vol: 2, ema, zn1602, price: 12545.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: 65.00
20151203 21:24:24 times: 3, vol: 3, ema, zn1602, price: 12490.00, OpenPrice: 12545.00, stop1, poscge: -1, pos: 0, pnl: -55.00, tpnl: 10.00
20151203 21:45:00 times: 4, vol: 4, ema, zn1602, price: 12550.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: 10.00
20151203 21:53:03 times: 5, vol: 5, ema, zn1602, price: 12560.00, OpenPrice: 12550.00, stop2, poscge: -1, pos: 0, pnl: 10.00, tpnl: 20.00
20151204 00:00:00 times: 6, vol: 6, ema, zn1602, price: 12495.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: 20.00
20151204 00:17:52 times: 7, vol: 7, ema, zn1602, price: 12440.00, OpenPrice: 12495.00, stop2, poscge: -1, pos: 0, pnl: -55.00, tpnl: -35.00
20151204 09:00:01 times: 8, vol: 8, ema, zn1602, price: 12495.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: -35.00
20151204 09:02:08 times: 9, vol: 9, ema, zn1602, price: 12545.00, OpenPrice: 12495.00, stop3, poscge: 1, pos: 0, pnl: -50.00, tpnl: -85.00
20151204 21:00:01 times: 1, vol: 1, ema, zn1602, price: 12700.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: 0.00
20151204 21:00:02 times: 2, vol: 2, ema, zn1602, price: 12695.00, OpenPrice: 12700.00, stop3, poscge: 1, pos: 0, pnl: 5.00, tpnl: 5.00
20151204 21:15:00 times: 3, vol: 3, ema, zn1602, price: 12640.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: 5.00
20151204 21:30:20 times: 4, vol: 4, ema, zn1602, price: 12600.00, OpenPrice: 12640.00, stop2, poscge: -1, pos: 0, pnl: -40.00, tpnl: -35.00
20151204 23:15:00 times: 5, vol: 5, ema, zn1602, price: 12600.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: -35.00
20151205 00:32:34 times: 6, vol: 6, ema, zn1602, price: 12615.00, OpenPrice: 12600.00, stop2, poscge: -1, pos: 0, pnl: 15.00, tpnl: -20.00
20151205 01:00:00 times: 7, vol: 7, ema, zn1602, price: 12595.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: -20.00
20151207 09:03:58 times: 8, vol: 8, ema, zn1602, price: 12620.00, OpenPrice: 12595.00, stop2, poscge: 1, pos: 0, pnl: -25.00, tpnl: -45.00
20151207 09:15:00 times: 9, vol: 9, ema, zn1602, price: 12645.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: -45.00
20151207 09:28:34 times: 10, vol: 10, ema, zn1602, price: 12640.00, OpenPrice: 12645.00, stop2, poscge: -1, pos: 0, pnl: -5.00, tpnl: -50.00
20151207 10:00:01 times: 11, vol: 11, ema, zn1602, price: 12660.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: -50.00
20151207 11:03:37 times: 12, vol: 12, ema, zn1602, price: 12650.00, OpenPrice: 12660.00, stop2, poscge: -1, pos: 0, pnl: -10.00, tpnl: -60.00
20151207 22:15:00 times: 1, vol: 1, ema, zn1602, price: 12775.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: 0.00
20151207 22:42:27 times: 2, vol: 2, ema, zn1602, price: 12760.00, OpenPrice: 12775.00, stop2, poscge: -1, pos: 0, pnl: -15.00, tpnl: -15.00
20151208 13:45:02 times: 3, vol: 3, ema, zn1602, price: 12580.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: -15.00
20151208 13:59:57 times: 4, vol: 4, ema, zn1602, price: 12610.00, OpenPrice: 12580.00, stop2, poscge: 1, pos: 0, pnl: -30.00, tpnl: -45.00
20151208 14:15:02 times: 5, vol: 5, ema, zn1602, price: 12575.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: -45.00
20151208 14:30:54 times: 6, vol: 6, ema, zn1602, price: 12575.00, OpenPrice: 12575.00, stop2, poscge: 1, pos: 0, pnl: 0.00, tpnl: -45.00
20151209 09:30:01 times: 1, vol: 1, ema, zn1602, price: 12615.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: 0.00
20151209 09:43:47 times: 2, vol: 2, ema, zn1602, price: 12610.00, OpenPrice: 12615.00, stop2, poscge: -1, pos: 0, pnl: -5.00, tpnl: -5.00
20151209 10:45:00 times: 3, vol: 3, ema, zn1602, price: 12605.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: -5.00
20151209 11:00:00 times: 4, vol: 4, ema, zn1602, price: 12585.00, OpenPrice: 12605.00, stop2, poscge: -1, pos: 0, pnl: -20.00, tpnl: -25.00
20151209 11:15:00 times: 5, vol: 5, ema, zn1602, price: 12610.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: -25.00
20151209 13:50:52 times: 6, vol: 6, ema, zn1602, price: 12595.00, OpenPrice: 12610.00, stop2, poscge: -1, pos: 0, pnl: -15.00, tpnl: -40.00
20151209 14:00:00 times: 7, vol: 7, ema, zn1602, price: 12575.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: -40.00
20151209 14:35:15 times: 8, vol: 8, ema, zn1602, price: 12580.00, OpenPrice: 12575.00, stop2, poscge: 1, pos: 0, pnl: -5.00, tpnl: -45.00

pb1602 summarize

14:58:02.000 20151203 times: 5, vol: 5, totpnl: 415.00, maxPnl: 415.00, minPnl: 0.00, maxBack: 0.00
14:58:00.500 20151204 times: 5, vol: 5, totpnl: 45.00, maxPnl: 60.00, minPnl: 0.00, maxBack: 15.00
14:58:00.500 20151207 times: 4, vol: 4, totpnl: -20.00, maxPnl: 0.00, minPnl: -20.00, maxBack: 20.00
14:58:03.000 20151208 times: 2, vol: 2, totpnl: 0.00, maxPnl: 0.00, minPnl: 0.00, maxBack: 0.00
14:58:00.500 20151209 times: 7, vol: 7, totpnl: -25.00, maxPnl: 0.00, minPnl: -60.00, maxBack: 60.00
summarize pnl:415.00 times:23 vol:23

pb1602 detail

20151202 21:00:01 times: 1, vol: 1, ema, pb1602, price: 13000.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: 0.00
20151202 21:35:24 times: 2, vol: 2, ema, pb1602, price: 12655.00, OpenPrice: 13000.00, stop2, poscge: 1, pos: 0, pnl: 345.00, tpnl: 345.00
20151202 22:45:24 times: 3, vol: 3, ema, pb1602, price: 12685.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: 345.00
20151203 10:11:10 times: 4, vol: 4, ema, pb1602, price: 12615.00, OpenPrice: 12685.00, stop2, poscge: 1, pos: 0, pnl: 70.00, tpnl: 415.00
20151203 14:15:31 times: 5, vol: 5, ema, pb1602, price: 12605.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: 415.00
20151203 21:00:01 times: 1, vol: 1, ema, pb1602, price: 12605.00, OpenPrice: 12605.00, stop2, poscge: 1, pos: 0, pnl: 0.00, tpnl: 0.00
20151203 22:15:18 times: 2, vol: 2, ema, pb1602, price: 12660.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: 0.00
20151203 23:20:30 times: 3, vol: 3, ema, pb1602, price: 12600.00, OpenPrice: 12660.00, stop2, poscge: 1, pos: 0, pnl: 60.00, tpnl: 60.00
20151204 00:16:37 times: 4, vol: 4, ema, pb1602, price: 12615.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: 60.00
20151204 00:47:54 times: 5, vol: 5, ema, pb1602, price: 12630.00, OpenPrice: 12615.00, stop2, poscge: 1, pos: 0, pnl: -15.00, tpnl: 45.00
20151204 23:32:19 times: 1, vol: 1, ema, pb1602, price: 12805.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: 0.00
20151204 23:59:57 times: 2, vol: 2, ema, pb1602, price: 12795.00, OpenPrice: 12805.00, stop2, poscge: -1, pos: 0, pnl: -10.00, tpnl: -10.00
20151205 00:17:13 times: 3, vol: 3, ema, pb1602, price: 12810.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: -10.00
20151205 00:29:54 times: 4, vol: 4, ema, pb1602, price: 12800.00, OpenPrice: 12810.00, stop2, poscge: -1, pos: 0, pnl: -10.00, tpnl: -20.00
20151207 22:15:09 times: 1, vol: 1, ema, pb1602, price: 12995.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: 0.00
20151207 22:51:32 times: 2, vol: 2, ema, pb1602, price: 12995.00, OpenPrice: 12995.00, stop2, poscge: -1, pos: 0, pnl: 0.00, tpnl: 0.00
20151208 21:15:07 times: 1, vol: 1, ema, pb1602, price: 12770.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: 0.00
20151208 21:35:13 times: 2, vol: 2, ema, pb1602, price: 12785.00, OpenPrice: 12770.00, stop2, poscge: 1, pos: 0, pnl: -15.00, tpnl: -15.00
20151208 22:45:25 times: 3, vol: 3, ema, pb1602, price: 12835.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: -15.00
20151208 22:48:41 times: 4, vol: 4, ema, pb1602, price: 12880.00, OpenPrice: 12835.00, stop2, poscge: 1, pos: 0, pnl: -45.00, tpnl: -60.00
20151209 09:00:02 times: 5, vol: 5, ema, pb1602, price: 12915.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: -60.00
20151209 09:05:43 times: 6, vol: 6, ema, pb1602, price: 12950.00, OpenPrice: 12915.00, stop2, poscge: -1, pos: 0, pnl: 35.00, tpnl: -25.00
20151209 14:15:19 times: 7, vol: 7, ema, pb1602, price: 12950.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: -25.00

ni1602 summarize

14:58:00.500 20151203 times: 0, vol: 0, totpnl: 0.00, maxPnl: 0.00, minPnl: 0.00, maxBack: 0.00
14:58:00.500 20151204 times: 6, vol: 6, totpnl: -590.00, maxPnl: 0.00, minPnl: -600.00, maxBack: 600.00
14:58:00.500 20151207 times: 5, vol: 5, totpnl: 180.00, maxPnl: 180.00, minPnl: -240.00, maxBack: 240.00
14:58:01.000 20151208 times: 6, vol: 6, totpnl: -910.00, maxPnl: 0.00, minPnl: -910.00, maxBack: 910.00
14:58:01.500 20151209 times: 3, vol: 3, totpnl: 420.00, maxPnl: 760.00, minPnl: 0.00, maxBack: 340.00
summarize pnl:-900.00 times:20 vol:20

ni1602 detail

20151203 22:31:10 times: 1, vol: 1, ema, ni1602, price: 69600.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: 0.00
20151203 22:52:32 times: 2, vol: 2, ema, ni1602, price: 69000.00, OpenPrice: 69600.00, stop1, poscge: -1, pos: 0, pnl: -600.00, tpnl: -600.00
20151204 09:53:28 times: 3, vol: 3, ema, ni1602, price: 69090.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: -600.00
20151204 13:34:25 times: 4, vol: 4, ema, ni1602, price: 69250.00, OpenPrice: 69090.00, stop2, poscge: -1, pos: 0, pnl: 160.00, tpnl: -440.00
20151204 13:34:25 times: 5, vol: 5, ema, ni1602, price: 69250.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: -440.00
20151204 14:31:32 times: 6, vol: 6, ema, ni1602, price: 69100.00, OpenPrice: 69250.00, stop2, poscge: -1, pos: 0, pnl: -150.00, tpnl: -590.00
20151204 21:15:11 times: 1, vol: 1, ema, ni1602, price: 70260.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: 0.00
20151204 21:35:47 times: 2, vol: 2, ema, ni1602, price: 70020.00, OpenPrice: 70260.00, stop2, poscge: -1, pos: 0, pnl: -240.00, tpnl: -240.00
20151205 00:57:44 times: 3, vol: 3, ema, ni1602, price: 69990.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: -240.00
20151207 10:56:02 times: 4, vol: 4, ema, ni1602, price: 70410.00, OpenPrice: 69990.00, stop2, poscge: -1, pos: 0, pnl: 420.00, tpnl: 180.00
20151207 14:45:34 times: 5, vol: 5, ema, ni1602, price: 70420.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: 180.00
20151207 21:01:28 times: 1, vol: 1, ema, ni1602, price: 70080.00, OpenPrice: 70420.00, stop1, poscge: -1, pos: 0, pnl: -340.00, tpnl: -340.00
20151207 21:16:43 times: 2, vol: 2, ema, ni1602, price: 69940.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: -340.00
20151207 21:53:36 times: 3, vol: 3, ema, ni1602, price: 70380.00, OpenPrice: 69940.00, stop1, poscge: 1, pos: 0, pnl: -440.00, tpnl: -780.00
20151208 11:22:51 times: 4, vol: 4, ema, ni1602, price: 68480.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: -780.00
20151208 13:47:39 times: 5, vol: 5, ema, ni1602, price: 68610.00, OpenPrice: 68480.00, stop2, poscge: 1, pos: 0, pnl: -130.00, tpnl: -910.00
20151208 14:07:22 times: 6, vol: 6, ema, ni1602, price: 68250.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: -910.00
20151208 21:00:59 times: 1, vol: 1, ema, ni1602, price: 67490.00, OpenPrice: 68250.00, stop2, poscge: 1, pos: 0, pnl: 760.00, tpnl: 760.00
20151208 21:15:19 times: 2, vol: 2, ema, ni1602, price: 67160.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: 760.00
20151208 21:31:51 times: 3, vol: 3, ema, ni1602, price: 67500.00, OpenPrice: 67160.00, stop1, poscge: 1, pos: 0, pnl: -340.00, tpnl: 420.00

sn1602 summarize

summarize pnl:0 times:0 vol:0

sn1602 detail

bu1602 summarize

14:59:52.500 20151203 times: 5, vol: 5, totpnl: 0.00, maxPnl: 0.00, minPnl: 0.00, maxBack: 0.00
14:58:00.500 20151204 times: 1, vol: 1, totpnl: -2.00, maxPnl: 0.00, minPnl: -2.00, maxBack: 2.00
14:58:03.500 20151207 times: 2, vol: 2, totpnl: 0.00, maxPnl: 0.00, minPnl: 0.00, maxBack: 0.00
14:58:01.000 20151209 times: 2, vol: 2, totpnl: 16.00, maxPnl: 16.00, minPnl: 0.00, maxBack: 0.00
summarize pnl:14.00 times:10 vol:10

bu1602 detail

20151202 21:04:53 times: 1, vol: 1, ema, bu1602, price: 1948.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: 0.00
20151202 21:04:54 times: 2, vol: 2, ema, bu1602, price: 1948.00, OpenPrice: 1948.00, stop3, poscge: 1, pos: 0, pnl: 0.00, tpnl: 0.00
20151202 21:52:42 times: 3, vol: 3, ema, bu1602, price: 1916.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: 0.00
20151202 21:52:50 times: 4, vol: 4, ema, bu1602, price: 1916.00, OpenPrice: 1916.00, stop3, poscge: -1, pos: 0, pnl: 0.00, tpnl: 0.00
20151203 09:27:37 times: 5, vol: 5, ema, bu1602, price: 1878.00, OpenPrice: 0.00, sk, poscge: -1, pos: -1, pnl: 0.00, tpnl: 0.00
20151203 21:48:13 times: 1, vol: 1, ema, bu1602, price: 1880.00, OpenPrice: 1878.00, stop1, poscge: 1, pos: 0, pnl: -2.00, tpnl: -2.00
20151204 22:07:39 times: 1, vol: 1, ema, bu1602, price: 1868.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: 0.00
20151204 22:07:40 times: 2, vol: 2, ema, bu1602, price: 1868.00, OpenPrice: 1868.00, stop3, poscge: -1, pos: 0, pnl: 0.00, tpnl: 0.00
20151208 21:38:44 times: 1, vol: 1, ema, bu1602, price: 1760.00, OpenPrice: 0.00, bk, poscge: 1, pos: 1, pnl: 0.00, tpnl: 0.00
20151209 09:31:19 times: 2, vol: 2, ema, bu1602, price: 1776.00, OpenPrice: 1760.00, stop2, poscge: -1, pos: 0, pnl: 16.00, tpnl: 16.00

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