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新建回测系统，并提交

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lintaogood
2026-01-17 21:37:42 +08:00
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param_ma_short,param_ma_long,param_hold_days,param_position_pct_per_stock,total_return,annual_return,sharpe,max_drawdown,avg_capital_utilization,total_trades,avg_trades_per_year
5,15,3,0.2,0.24360800000000005,0.07872484416708869,0.41705099086074365,-0.598004917472512,0.3647918627621512,966,335.76827586206895
5,15,9,0.2,-0.16744000000000003,-0.061709023058374,0.3991159727525951,-0.737367090718303,0.5195623006465002,368,127.91172413793103
5,15,5,0.2,-0.022676999999999947,-0.007941259678756363,0.3497913827223891,-0.6385729321308227,0.3644850040498665,598,207.85655172413794
5,15,7,0.2,0.001274999999999915,0.00044298822160859785,0.33921424896927727,-0.6626714477292491,0.4277301806013664,440,152.93793103448277
5,30,9,0.2,0.1298379999999999,0.0433444062630044,0.3078006765064262,-0.439472146344544,0.40146742511296885,350,121.65517241379311
5,15,10,0.2,0.09341899999999992,0.03152959556700785,0.25683177019129877,-0.39461293875379233,0.3604137078084076,328,114.00827586206897
5,15,6,0.2,0.04226200000000002,0.014491759932895976,0.178264052894989,-0.4978084792830998,0.44330673724687714,488,169.62206896551723
5,30,5,0.2,-0.01561800000000002,-0.005456498882640326,0.07767212222509089,-0.41260576868432897,0.3853122379115354,588,204.3806896551724
5,20,3,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
5,20,4,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
5,20,5,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
5,20,6,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
5,20,7,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
5,20,8,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
5,20,9,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
5,20,10,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
5,25,3,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
5,25,4,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
5,25,5,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
5,25,6,0.2,0.0,0.0,0.0,0.0,0.0,0,0.0
1 param_ma_short param_ma_long param_hold_days param_position_pct_per_stock total_return annual_return sharpe max_drawdown avg_capital_utilization total_trades avg_trades_per_year
2 5 15 3 0.2 0.24360800000000005 0.07872484416708869 0.41705099086074365 -0.598004917472512 0.3647918627621512 966 335.76827586206895
3 5 15 9 0.2 -0.16744000000000003 -0.061709023058374 0.3991159727525951 -0.737367090718303 0.5195623006465002 368 127.91172413793103
4 5 15 5 0.2 -0.022676999999999947 -0.007941259678756363 0.3497913827223891 -0.6385729321308227 0.3644850040498665 598 207.85655172413794
5 5 15 7 0.2 0.001274999999999915 0.00044298822160859785 0.33921424896927727 -0.6626714477292491 0.4277301806013664 440 152.93793103448277
6 5 30 9 0.2 0.1298379999999999 0.0433444062630044 0.3078006765064262 -0.439472146344544 0.40146742511296885 350 121.65517241379311
7 5 15 10 0.2 0.09341899999999992 0.03152959556700785 0.25683177019129877 -0.39461293875379233 0.3604137078084076 328 114.00827586206897
8 5 15 6 0.2 0.04226200000000002 0.014491759932895976 0.178264052894989 -0.4978084792830998 0.44330673724687714 488 169.62206896551723
9 5 30 5 0.2 -0.01561800000000002 -0.005456498882640326 0.07767212222509089 -0.41260576868432897 0.3853122379115354 588 204.3806896551724
10 5 20 3 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
11 5 20 4 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
12 5 20 5 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
13 5 20 6 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
14 5 20 7 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
15 5 20 8 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
16 5 20 9 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
17 5 20 10 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
18 5 25 3 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
19 5 25 4 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
20 5 25 5 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
21 5 25 6 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0