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 |
-1.84 | 5.60 | -12.16 | 90.01 | 21.75 | 20.67 |
19.96 | -5.73 | 0.26 | -13.33 | -3.74 | -0.52 |
-34.06 | 16.28 | -5.50 | -6.32 | 7.22 | -4.48 |
-1.50 | 32.53 | -19.96 | 1.52 | 70.25 | 16.57 |
-21.30 | -2.30 | -1.29 | 55.24 | -12.59 | 3.55 |
2.62 | 8.01 | 19.47 | -5.90 | 33.40 | 11.52 |
-17.97 | 6.03 | 1.36 | -8.44 | -1.49 | -4.10 |
-1.68 | -7.22 | -3.32 | 20.49 | 22.07 | 6.07 |
-10.51 | 23.25 | 19.10 | -16.86 | -6.19 | 1.76 |
41.07 | 11.38 | 0.36 | 35.74 | -16.26 | 14.45 |
-6.68 | 36.95 | 9.22 | 74.50 | -7.30 | 21.34 |
35.40 | -3.55 | -10.30 | -12.92 | -7.63 | 0.20 |
6.93 | -7.05 | 7.83 | 39.59 | -8.21 | 7.82 |
95.35 | 2.40 | 13.88 | -11.99 | -13.75 | 17.18 |
-13.77 | -2.50 | -15.07 | 1.28 | 17.85 | -2.44 |
-0.85 | 19.99 | 23.74 | 7.95 | -2.82 | 9.60 |
30.75 | 111.89 | 22.20 | 13.14 | -8.02 | 33.99 |
3.57 | 1.78 | -7.33 | 85.60 | -10.38 | 14.65 |
-11.22 | -1.19 | -3.19 | -4.05 | -7.65 | -5.46 |
-16.67 | 120.69 | -4.89 | 31.07 | -5.45 | 24.95 |
86.67 | 73.16 | -8.26 | 130.88 | 14.13 | 59.32 |
19.22 | 34.85 | 1.49 | 49.96 | 18.08 | 24.72 |
-7.88 | -9.51 | -11.28 | -5.10 | 31.10 | -0.53 |
-24.75 | -2.39 | 10.36 | 31.82 | 98.59 | 22.73 |
2.70 | -6.15 | -18.01 | -1.46 | -3.58 | -5.30 |
30.72 | 37.99 | -12.41 | -7.27 | 0.16 | 9.84 |
-8.09 | 3.32 | 55.93 | -11.81 | 69.91 | 21.85 |
-10.76 | -11.32 | -4.75 | 0.00 | -4.14 | -6.19 |
-7.10 | 18.52 | 0.64 | -9.42 | -10.08 | -1.49 |
-21.98 | 155.91 | 2.39 | -10.43 | -3.80 | 24.42 |
-5.27 | 57.06 | 2.27 | -22.74 | -10.00 | 4.26 |
-13.73 | 51.74 | -7.82 | -25.71 | -6.70 | -0.45 |
17.14 | 9.75 | -7.98 | -1.40 | 5.83 | 4.67 |
33.50 | 81.67 | -1.40 | 7.48 | 26.12 | 29.47 |
51.72 | -2.81 | 49.58 | -7.28 | -8.48 | 16.54 |
-12.26 | -2.29 | 26.42 | 0.26 | 19.31 | 6.29 |
54.96 | 9.36 | -3.06 | -12.14 | 58.96 | 21.62 |
-33.55 | 71.62 | -25.22 | 14.37 | 51.61 | 15.76 |
2.48 | 25.83 | 38.06 | 5.87 | -2.67 | 13.91 |
-17.33 | -13.07 | -1.83 | -5.26 | 40.73 | 0.65 |
-13.92 | -20.70 | -1.05 | 0.27 | 12.22 | -4.64 |
11.02 | -0.06 | 22.59 | -9.52 | -12.41 | 2.32 |
7.86 | -12.76 | -6.14 | 2.89 | -11.08 | -3.85 |
-22.04 | -12.16 | -7.02 | -6.61 | -6.78 | -10.92 |
-12.81 | 1.12 | 3.71 | 18.42 | 35.68 | 9.22 |
-15.28 | -10.09 | 2.33 | 0.96 | 65.82 | 8.75 |
28.62 | 2.71 | -1.87 | 0.00 | 3.98 | 6.69 |
-0.82 | 7.01 | -4.58 | -1.96 | -17.64 | -3.60 |
58.84 | -13.82 | -10.21 | -8.34 | -7.45 | 3.80 |
-9.11 | -4.23 | -8.28 | -3.57 | 41.42 | 3.25 |
4.87 | -8.13 | 8.42 | 0.35 | -9.86 | -0.87 |