Verified or blank.
交易绩效与历史数据
预期目标、回测与实盘是三种不同口径。没有可信来源或尚未核验的数据一律标为“待核验 / 待接入”,不展示任何模拟或推算的数字与曲线。
Target, backtest and live are three different bases. Anything without a trusted source or not yet verified is marked "unverified / pending" — no simulated or estimated numbers or curves are shown.
回测历史年化Backtest annualizedBacktest annualized回测历史年化
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待核验Unverified
策略回测区间的年化收益。回测存在过拟合与成本假设偏差。Annualized return over the backtest window. Backtests can be overfit and assume idealized costs.
真实累计总收益Realized cumulative returnRealized cumulative return真实累计总收益
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待接入Pending
实盘账户自起始日以来的时间加权累计收益(扣除出入金影响)。Time-weighted cumulative return of the live account since inception, net of deposits and withdrawals.
月化收益Monthly returnMonthly return月化收益
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待接入Pending
实盘月度收益的几何平均。Geometric mean of live monthly returns.
年化收益Annualized returnAnnualized return年化收益
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待接入Pending
实盘累计收益按实际天数折算的年化值。Live cumulative return annualized over actual days elapsed.
最大回撤Max drawdownMax drawdown最大回撤
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待接入Pending
净值从历史高点到随后低点的最大跌幅。Largest peak-to-trough decline of account equity.
夏普比率Sharpe ratioSharpe ratio夏普比率
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待接入Pending
年化超额收益 ÷ 年化波动率(无风险利率口径随数据注明)。Annualized excess return ÷ annualized volatility (risk-free rate stated with the data).
卡玛比率Calmar ratioCalmar ratio卡玛比率
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待接入Pending
年化收益 ÷ 最大回撤绝对值。Annualized return ÷ absolute max drawdown.
AlphaAlpha年化 · 对比标普 500Annualized · vs S&P 500
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待接入Pending
相对标普 500 指数(S&P 500 总回报)回归所得的年化超额收益。Annualized excess return from regression against the S&P 500 total return index.
胜率Win rateWin rate胜率
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待接入Pending
已平仓交易中盈利笔数占比。Share of closed trades that were profitable.
盈亏比Profit / loss ratioProfit / loss ratio盈亏比
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待接入Pending
平均盈利交易 ÷ 平均亏损交易(绝对值)。Average winning trade ÷ average losing trade (absolute).