hmo/MoFin
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

fix: 综合分的总收益/回撤改MC全参与口径——集中仓挑装运气不再污染评分

Browse Source
This commit is contained in:
hmo
2026-07-29 23:46:42 +08:00
parent 5081d75bf7
commit 2d9766ffd2
1 changed files with 4 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files
static/index.html
+4 -2
View File
@@ -2008,11 +2008,13 @@ function renderStrategyTable(strategies) {
for (const s of strategies) {
const st = s.summary_stats || {}; const pf = st.portfolio || {};
if (st.total_trades == null) { s._composite = null; continue; }
const ret = Math.min(pf.total_return_pct || 0, 100) / 100 * 30;
// 综合分用 MC 全参与口径（消除集中仓挑装运气，2026-07-29 老爸指正）
const pff = st.portfolio_full || pf; // portfolio_full 优先（MC），无则回退
const ret = Math.min(pff.total_return_pct || 0, 100) / 100 * 30;
const wr = (st.win_rate || 0) / 100 * 20;
const sh = Math.min(Math.max(st.sharpe_ratio || 0, 0), 20) / 20 * 20;
const pfc = Math.min(st.profit_factor || 0, 5) / 5 * 15;
const dd = (1 - Math.min(pf.portfolio_max_dd_pct || 0, 50) / 50) * 15;
const dd = (1 - Math.min(pff.portfolio_max_dd_pct || 0, 50) / 50) * 15;
s._composite = Math.round(ret + wr + sh + pfc + dd);
}
// 保存数据用于列排序