程式交易:波段BW1~BW4策略回測(個人紀錄僅供參考)

Monthly Analysis (Mark-To-Market)
Period	BW1	BW2	BW3	BW4	BWs合計
	2227400	831600	1839000	1420600	6425400
2012-04	106800	4600	(118000)	62200	162400
2012-03	131000	74400	(25000)	(11200)	169200
2012-02	(46800)	3600	(18600)	236200	174400
2012-01	40000	(139600)	63000	40800	4200
2011-12	171800	77600	83200	(74600)	258000
2011-11	148600	68400	388600	331600	937200
2011-10	94800	118400	153800	(62400)	304600
2011-09	23800	140600	269400	(73800)	360000
2011-08	513800	(9600)	362800	432400	1299400
2011-07	49400	12600	(10200)	78800	130600
2011-06	133400	23200	(59400)	(37200)	60000
2011-05	6200	(72600)	152200	(67200)	18600
2011-04	73400	(93600)	(93600)	75400	(38400)
2011-03	241600	11600	140400	230000	623600
2011-02	4800	80000	91800	(64400)	112200
2011-01	106800	5400	(197400)	57000	(28200)
2010-12	133400	97600	114400	32600	378000
2010-11	36400	(86800)	28400	(61800)	(83800)
2010-10	94400	(143800)	31200	(123600)	(141800)
2010-09	161200	42400	(33000)	(8400)	162200
2010-08	58200	67000	241600	8200	375000
2010-07	(46000)	120000	35000	(19000)	90000
2010-06	(55200)	263800	(24000)	124600	309200
2010-05	(13000)	128000	229800	285200	630000
2010-04	58600	38400	32600	29200	158800