In real financial markets there are two kinds of traders:one is fundamentalist,and the other is a trend-follower.The mix-game model is proposed to mimic such phenomena.In a mix-game model there are two groups of agents:Group 1 plays the majority game and Group 2 plays the minority game.In this paper,we investigate such a case that some traders in real financial markets could change their investment behaviours by assigning the evolutionary abilities to agents:if the winning rates of agents are smaller than a threshold,they will join the other group;and agents will repeat such an evolution at certain time intervals.Through the simulations,we obtain the following findings:(i) the volatilities of systems increase with the increase of the number of agents in Group 1 and the times of behavioural changes of all agents;(ii) the performances of agents in both groups and the stabilities of systems become better if all agents take more time to observe their new investment behaviours;(iii) there are two-phase zones of market and non-market and two-phase zones of evolution and non-evolution;(iv) parameter configurations located within the cross areas between the zones of markets and the zones of evolution are suited for simulating the financial markets.