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高盈亏比策略优化记录2023-07-19

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近期策略回撤较大,实盘跟回测对比几乎一致,目前正经历八年里第三次大的回撤,


高盈亏比策略优化记录2023-07-19


不同参数回测很耗时


高盈亏比策略优化记录2023-07-19


高盈亏比策略优化记录2023-07-19


高盈亏比策略优化记录2023-07-19

社区正在跑的策略的回测单利复利统计



高盈亏比策略优化记录2023-07-19


高盈亏比策略优化记录2023-07-19

优化其中的日元单利复利统计


高盈亏比策略优化记录2023-07-19


高盈亏比策略优化记录2023-07-19

优化日元黄金的单利复利统计


高盈亏比策略优化记录2023-07-19


高盈亏比策略优化记录2023-07-19

目前来看优化的效果很明显,最大回撤变小,大回撤的次数降低。




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Edited 19 Jul 2023, 10:42

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