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分仓重评 v3(正确口径+近端压力止盈)

trades: 13056 mean: 2.8%, win: 38% pf: 2.72 hold: 43d, annual: 17.0% exit: {'time': 6622, 'stop': 6434}

by year

year mean n win
2016 -2.2% 353 35%
2017 -1.2% 1038 31%
2018 -2.9% 1219 22%
2019 6.0% 1445 54%
2020 2.9% 1388 45%
2021 1.2% 1479 37%
2022 -0.4% 1535 35%
2023 -1.3% 1383 29%
2024 4.7% 1469 34%
2025 15.4% 1287 54%
2026 6.2% 460 34%