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我想在策略测试报告中了解更多关于值的信息
我想在策略测试报告中了解更多关于值的信息
Overview tab
概述:购买并持有股权
Overview: Equity
表现总结:最大回升
Overview: Drawdown
表现总结:最大回撤
表现总结:Sharpe比率
Performance Summary Tab
表现总结:Sortino比率
Performance Summary: Net Profit
表现总结:最大盈利交易
Performance Summary: Gross Profit
表现总结:最大亏损交易
Performance Summary: Gross Loss
Performance Summary: Buy & Hold Return
Performance Summary: Profit Factor
Performance Summary: Max Contracts Held
Performance Summary: Open PL
Performance Summary: Commission Paid
Performance Summary: Total Closed Trades
Performance Summary: Total Open Trades
Performance Summary: Number Winning Trades
Performance Summary: Number Losing Trades
Performance Summary: Percent Profitable
Performance Summary: Avg Trade
Performance Summary: Avg Winning Trade
Performance Summary: Avg Losing Trade
Performance Summary: Ratio Avg Win / Avg Loss
Performance Summary: Avg # Bars in Trades
Performance Summary: Avg # Bars in Winning Trades
Performance Summary: Avg # Bars in Losing Trades
Performance Summary: Margin Calls
List Of Trades Tab
List Of Trades: Trade #
List Of Trades: Type
List Of Trades: Signal
List Of Trades: Date/Time
List Of Trades: Price
List Of Trades: Contracts
List Of Trades: Profit
List Of Trades: Cumulative Profit
List Of Trades: Run-up
List Of Trades: Drawdown