v6b: 出场层网格搜索(预计算路径,45组)
买入固定:v4条件;评估:每笔出场收益(止损-15% + bias60高位 + 放量减半 + 时间退出)
Top 15 组合
| bias60 |
量比 |
时间退出 |
交易 |
均值 |
胜率 |
盈亏比 |
| 0.35 |
1.8 |
30.0 |
6846.0 |
3.34% |
53% |
1.44 |
| 0.4 |
1.8 |
30.0 |
6846.0 |
3.34% |
53% |
1.44 |
| 0.3 |
1.8 |
30.0 |
6846.0 |
3.31% |
53% |
1.44 |
| 0.25 |
1.8 |
30.0 |
6846.0 |
3.31% |
53% |
1.44 |
| 0.5 |
1.8 |
30.0 |
6846.0 |
3.30% |
53% |
1.44 |
| 0.5 |
1.5 |
30.0 |
6846.0 |
3.26% |
53% |
1.43 |
| 0.4 |
1.5 |
30.0 |
6846.0 |
3.26% |
53% |
1.43 |
| 0.4 |
1.3 |
30.0 |
6846.0 |
3.26% |
53% |
1.43 |
| 0.35 |
1.5 |
30.0 |
6846.0 |
3.26% |
53% |
1.43 |
| 0.35 |
1.3 |
30.0 |
6846.0 |
3.26% |
53% |
1.43 |
| 0.35 |
1.8 |
40.0 |
6846.0 |
3.26% |
50% |
1.51 |
| 0.6 |
1.8 |
30.0 |
6846.0 |
3.25% |
53% |
1.43 |
| 0.6 |
1.5 |
30.0 |
6846.0 |
3.25% |
53% |
1.43 |
| 0.4 |
1.8 |
40.0 |
6846.0 |
3.24% |
50% |
1.50 |
| 0.5 |
1.3 |
30.0 |
6846.0 |
3.24% |
53% |
1.43 |
bias60 敏感性(其他维度平均)
| bias60 |
平均收益 |
平均胜率 |
| 0.25 |
3.15% |
51% |
| 0.3 |
3.17% |
51% |
| 0.35 |
3.21% |
51% |
| 0.4 |
3.20% |
51% |
| 0.5 |
3.17% |
51% |
| 0.6 |
3.15% |
51% |
时间退出敏感性
| 时间退出 |
平均收益 |
平均胜率 |
| 30 |
3.26% |
53% |
| 40 |
3.16% |
50% |
| 50 |
3.10% |
48% |
量比敏感性
| 量比 |
平均收益 |
平均胜率 |
| 1.3 |
3.14% |
51% |
| 1.5 |
3.16% |
51% |
| 1.8 |
3.22% |
51% |
基线(无结构出场,仅止损+40日时间退出)