476 B
476 B
| 1 | min_pct_change | min_volume_ratio | max_ma_gap_pct | min_entity_ratio | confirm_days | total_return | annual_return | max_drawdown | sharpe_ratio | win_rate | avg_win_pct | avg_loss_pct | profit_factor | avg_holding_period | total_trades |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2 | 2.0 | 1.0 | 4.0 | 0.6 | 2 | 60.12846424709999 | 21.492727645771915 | -3.667804026298769 | 0.9339563964368436 | 0.0 | 0 | -11.464547257004682 | 0.0 | 36.0 | 6 |
| 3 | 2.5 | 1.0 | 4.0 | 0.6 | 2 | 60.12846424709999 | 21.492727645771915 | -3.667804026298769 | 0.9339563964368436 | 0.0 | 0 | -11.464547257004682 | 0.0 | 36.0 | 6 |