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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
5,15,10,0.2,0.06741599999999992,0.022872053001242065,0.3501688433279945,-0.6338401139926231,0.36336185903938295,658,228.08253094910592
5,15,3,0.2,-0.019792000000000032,-0.006905349266175809,0.34145364958683716,-0.6597464160216169,0.40524233168876095,1198,415.2627235213205
5,15,9,0.2,-0.11914599999999997,-0.043021787534220146,0.322834639965139,-0.688049317315556,0.42090376881144576,664,230.16231086657496
5,15,5,0.2,-0.175149,-0.06456580296764791,0.3107820807181963,-0.6857871389095636,0.4298807331908658,860,298.10178817056396
5,15,4,0.2,-0.30489999999999995,-0.11844613513084556,0.29741994153558415,-0.7297109193062858,0.4766258317366501,986,341.77716643741405
5,15,8,0.2,-0.188438,-0.06981745980266285,0.27800928568923794,-0.6934733893663221,0.39942126302539177,696,241.2544704264099
5,15,6,0.2,-0.282493,-0.10869771948470908,0.27406529900489013,-0.7206299489074248,0.450441937713455,782,271.0646492434663
5,15,7,0.2,-0.311485,-0.12134997396754421,0.26150634147405194,-0.726338210779774,0.4455493437451659,752,260.665749656121
5,30,8,0.2,-0.12517599999999995,-0.04529769914096038,0.036845036334315504,-0.45003024433098815,0.4490480091499886,714,247.49381017881706
5,30,9,0.2,-0.17153700000000005,-0.06314794938954416,0.023575659570133658,-0.5428814091320322,0.5103600922614184,678,235.01513067400276
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
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 10 0.2 0.06741599999999992 0.022872053001242065 0.3501688433279945 -0.6338401139926231 0.36336185903938295 658 228.08253094910592
3 5 15 3 0.2 -0.019792000000000032 -0.006905349266175809 0.34145364958683716 -0.6597464160216169 0.40524233168876095 1198 415.2627235213205
4 5 15 9 0.2 -0.11914599999999997 -0.043021787534220146 0.322834639965139 -0.688049317315556 0.42090376881144576 664 230.16231086657496
5 5 15 5 0.2 -0.175149 -0.06456580296764791 0.3107820807181963 -0.6857871389095636 0.4298807331908658 860 298.10178817056396
6 5 15 4 0.2 -0.30489999999999995 -0.11844613513084556 0.29741994153558415 -0.7297109193062858 0.4766258317366501 986 341.77716643741405
7 5 15 8 0.2 -0.188438 -0.06981745980266285 0.27800928568923794 -0.6934733893663221 0.39942126302539177 696 241.2544704264099
8 5 15 6 0.2 -0.282493 -0.10869771948470908 0.27406529900489013 -0.7206299489074248 0.450441937713455 782 271.0646492434663
9 5 15 7 0.2 -0.311485 -0.12134997396754421 0.26150634147405194 -0.726338210779774 0.4455493437451659 752 260.665749656121
10 5 30 8 0.2 -0.12517599999999995 -0.04529769914096038 0.036845036334315504 -0.45003024433098815 0.4490480091499886 714 247.49381017881706
11 5 30 9 0.2 -0.17153700000000005 -0.06314794938954416 0.023575659570133658 -0.5428814091320322 0.5103600922614184 678 235.01513067400276
12 5 20 3 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
13 5 20 4 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
14 5 20 5 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
15 5 20 6 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
16 5 20 7 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
17 5 20 8 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
18 5 20 9 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
19 5 20 10 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
20 5 25 3 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0
21 5 25 4 0.2 0.0 0.0 0.0 0.0 0.0 0 0.0