1.5 KiB
1.5 KiB
分仓重评 v5：纯筹码密集区（近端/远端，无固定窗口）
移动止盈 6%
trades: 12828 mean: 2.3%, win: 33% pf: 2.94 hold: 43d, annual: 14.2% exit: {'time': 6728, 'stop': 6100}
| year | mean | n | win |
|---|---|---|---|
| 2016 | -3.6% | 353 | 29% |
| 2017 | -1.8% | 1025 | 26% |
| 2018 | -3.6% | 1194 | 19% |
| 2019 | 7.3% | 1429 | 47% |
| 2020 | 3.9% | 1367 | 41% |
| 2021 | 1.9% | 1448 | 32% |
| 2022 | -0.5% | 1492 | 30% |
| 2023 | -1.4% | 1360 | 25% |
| 2024 | 4.8% | 1453 | 29% |
| 2025 | 10.6% | 1262 | 49% |
| 2026 | 2.5% | 445 | 23% |
移动止盈 8%
trades: 12828 mean: 2.3%, win: 33% pf: 2.85 hold: 44d, annual: 14.0% exit: {'time': 6838, 'stop': 5990}
| year | mean | n | win |
|---|---|---|---|
| 2016 | -3.8% | 353 | 29% |
| 2017 | -2.0% | 1025 | 26% |
| 2018 | -3.7% | 1194 | 19% |
| 2019 | 7.5% | 1429 | 48% |
| 2020 | 3.9% | 1367 | 41% |
| 2021 | 1.9% | 1448 | 32% |
| 2022 | -0.5% | 1492 | 30% |
| 2023 | -1.5% | 1360 | 26% |
| 2024 | 5.0% | 1453 | 30% |
| 2025 | 10.6% | 1262 | 50% |
| 2026 | 2.3% | 445 | 23% |
移动止盈 10%
trades: 12825 mean: 2.3%, win: 34% pf: 2.70 hold: 45d, annual: 13.5% exit: {'time': 7049, 'stop': 5776}
| year | mean | n | win |
|---|---|---|---|
| 2016 | -3.6% | 352 | 32% |
| 2017 | -2.2% | 1025 | 27% |
| 2018 | -3.9% | 1194 | 20% |
| 2019 | 7.7% | 1429 | 49% |
| 2020 | 3.9% | 1367 | 42% |
| 2021 | 1.8% | 1448 | 33% |
| 2022 | -0.7% | 1492 | 31% |
| 2023 | -1.7% | 1360 | 27% |
| 2024 | 5.4% | 1453 | 32% |
| 2025 | 10.7% | 1262 | 51% |
| 2026 | 2.3% | 443 | 23% |