执行体系100600783分时段练习叠加数据

资产:43607104634803300000000000000000000000000000000000000000000000000000000000000000000000000000000.00,共交易数次:2691,赢利次数:1432,亏损次数1259
统计最新一千条记录收益,分成五段叠加在一直计算,最后一根为叠加数据,可以看出该交易员的交易曲线是否平滑
所交易数据没有考虑流动性,扣除交易成本千分之二,以10万为基数
最近800到1000条记录最近600到800条记录最近400到600条记录最近200到400条记录最近0到200条记录叠加平均
-1.845.60-12.1690.0121.7520.67
19.96-5.730.26-13.33-3.74-0.52
-34.0616.28-5.50-6.327.22-4.48
-1.5032.53-19.961.5270.2516.57
-21.30-2.30-1.2955.24-12.593.55
2.628.0119.47-5.9033.4011.52
-17.976.031.36-8.44-1.49-4.10
-1.68-7.22-3.3220.4922.076.07
-10.5123.2519.10-16.86-6.191.76
41.0711.380.3635.74-16.2614.45
-6.6836.959.2274.50-7.3021.34
35.40-3.55-10.30-12.92-7.630.20
6.93-7.057.8339.59-8.217.82
95.352.4013.88-11.99-13.7517.18
-13.77-2.50-15.071.2817.85-2.44
-0.8519.9923.747.95-2.829.60
30.75111.8922.2013.14-8.0233.99
3.571.78-7.3385.60-10.3814.65
-11.22-1.19-3.19-4.05-7.65-5.46
-16.67120.69-4.8931.07-5.4524.95
86.6773.16-8.26130.8814.1359.32
19.2234.851.4949.9618.0824.72
-7.88-9.51-11.28-5.1031.10-0.53
-24.75-2.3910.3631.8298.5922.73
2.70-6.15-18.01-1.46-3.58-5.30
30.7237.99-12.41-7.270.169.84
-8.093.3255.93-11.8169.9121.85
-10.76-11.32-4.750.00-4.14-6.19
-7.1018.520.64-9.42-10.08-1.49
-21.98155.912.39-10.43-3.8024.42
-5.2757.062.27-22.74-10.004.26
-13.7351.74-7.82-25.71-6.70-0.45
17.149.75-7.98-1.405.834.67
33.5081.67-1.407.4826.1229.47
51.72-2.8149.58-7.28-8.4816.54
-12.26-2.2926.420.2619.316.29
54.969.36-3.06-12.1458.9621.62
-33.5571.62-25.2214.3751.6115.76
2.4825.8338.065.87-2.6713.91
-17.33-13.07-1.83-5.2640.730.65
-13.92-20.70-1.050.2712.22-4.64
11.02-0.0622.59-9.52-12.412.32
7.86-12.76-6.142.89-11.08-3.85
-22.04-12.16-7.02-6.61-6.78-10.92
-12.811.123.7118.4235.689.22
-15.28-10.092.330.9665.828.75
28.622.71-1.870.003.986.69
-0.827.01-4.58-1.96-17.64-3.60
58.84-13.82-10.21-8.34-7.453.80
-9.11-4.23-8.28-3.5741.423.25
4.87-8.138.420.35-9.86-0.87</