第 19 章

匯率、試算與回測

匯率

市場 → 匯率：勾想看的幣別（15 種），每張卡片是 1 外幣等於多少台幣與漲跌；點卡片看走勢，走勢圖可以換成任兩種幣別。這一頁只是看，不影響記帳。

交易試算與換匯試算

都不會寫入任何紀錄。交易試算輸入股數、買價、賣價，算出手續費、證交稅、損益平衡點與淨損益；換匯試算選轉出、換成的幣別，兩邊金額都能填，可以加手續費與匯差。

回測

如果當初這樣買，現在會怎樣（只算、不寫入）。

1. 選標的、開始日與結束日（有定期定額計畫時可以「從定期定額帶入」）。
2. 選投入方式：每月固定日、每週、單筆、照訊號進出（均線、KD、RSI、MACD）⋯⋯；填每次金額。
3. 可以勾算手續費、配息再投入、加減碼。按「開始回測」。

結果有期末總值、總報酬、XIRR、最大回撤與年化波動度。「比較」區可以加入每月最低點／最高點參考線、大盤（0050、VOO、報酬指數）與「我存進來的錢都買 0050」；「哪一天扣款最好」把每月 1～31 號各跑一次。切到「多檔組合」可以回測 2～5 檔的比例與再平衡；設定可以存成「我的回測」。

Chapter 19

Exchange rates, calculators and backtests

Exchange rates

Market → Exchange rates: tick the currencies you want (15 available). Each card shows how much TWD one unit of that currency buys, and its change. Click a card for its trend; the trend chart can switch to any pair of currencies. This page is for viewing only and does not affect your records.

Trade calculator and currency exchange calculator

Neither one writes any records. The trade calculator takes shares, buy price and sell price, and works out fees, transaction tax, break-even price and net P&L. The currency exchange calculator takes the from and to currencies; you can fill in either amount and add a fee and spread.

Backtest

What would have happened if you had bought this way (calculated only, nothing written).

1. Pick the instrument, start date and end date (if you have a regular investment plan, use “Load a regular plan”).
2. Choose how to invest: monthly on set days, weekly, lump sum, trade on signals (moving average, KD, RSI, MACD)…, and fill in the amount each time.
3. Optionally tick fees, dividend reinvestment, and buying more or less. Click “Run backtest”.

Results show the ending value, total return, XIRR, maximum drawdown and annualized volatility. In “Compare” you can add reference lines for buying at each month's lowest / highest close, the market (0050, VOO, total return index) and “everything I deposited went into 0050”. “Which day is best?” runs once for each day of the month from 1 to 31. Switch to “Portfolio” to backtest weights and rebalancing for 2 to 5 instruments; settings can be saved under “My backtests”.