1.5 KiB
1.5 KiB
分仓重评 v4：移动止盈（利润保护）
移动止盈 6%
trades: 13051 mean: 2.7%, win: 33% pf: 3.10 hold: 44d, annual: 16.5% exit: {'time': 6974, 'stop': 6077}
| year | mean | n | win |
|---|---|---|---|
| 2016 | -3.6% | 353 | 30% |
| 2017 | -1.8% | 1037 | 27% |
| 2018 | -3.2% | 1219 | 20% |
| 2019 | 7.2% | 1445 | 48% |
| 2020 | 3.7% | 1388 | 41% |
| 2021 | 1.5% | 1479 | 31% |
| 2022 | -0.7% | 1535 | 31% |
| 2023 | -1.2% | 1383 | 25% |
| 2024 | 4.9% | 1469 | 30% |
| 2025 | 14.4% | 1287 | 50% |
| 2026 | 4.3% | 456 | 23% |
移动止盈 8%
trades: 13050 mean: 2.7%, win: 34% pf: 3.02 hold: 45d, annual: 16.1% exit: {'time': 7060, 'stop': 5990}
| year | mean | n | win |
|---|---|---|---|
| 2016 | -3.6% | 353 | 31% |
| 2017 | -1.9% | 1037 | 27% |
| 2018 | -3.3% | 1218 | 20% |
| 2019 | 7.3% | 1445 | 49% |
| 2020 | 3.8% | 1388 | 42% |
| 2021 | 1.5% | 1479 | 31% |
| 2022 | -0.8% | 1535 | 31% |
| 2023 | -1.3% | 1383 | 26% |
| 2024 | 4.9% | 1469 | 30% |
| 2025 | 14.4% | 1287 | 51% |
| 2026 | 4.1% | 456 | 23% |
移动止盈 10%
trades: 13048 mean: 2.7%, win: 35% pf: 2.89 hold: 46d, annual: 15.7% exit: {'time': 7235, 'stop': 5813}
| year | mean | n | win |
|---|---|---|---|
| 2016 | -3.6% | 352 | 32% |
| 2017 | -2.1% | 1037 | 28% |
| 2018 | -3.4% | 1218 | 21% |
| 2019 | 7.4% | 1445 | 50% |
| 2020 | 3.7% | 1388 | 42% |
| 2021 | 1.6% | 1479 | 32% |
| 2022 | -0.9% | 1535 | 32% |
| 2023 | -1.5% | 1383 | 26% |
| 2024 | 5.1% | 1469 | 32% |
| 2025 | 14.5% | 1287 | 51% |
| 2026 | 4.2% | 455 | 24% |