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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: Net profit
表现总结：最大盈利交易
Performance: Gross profit
表现总结：最大亏损交易
Performance: Gross loss
Performance: Buy & hold return
Risk/performance ratios: Profit factor
Performance: Max contracts held
Trades analysis: Open PL
Performance: Commission paid
Trades analysis: Total trades
Trades analysis: Total open trades
Trades analysis: Winning trades
Trades analysis: Losing trades
Trades analysis: Percent profitable
Trades analysis: Avg trade
Trades analysis: Avg winning trade
Trades analysis: Avg losing trade
Trades analysis: Ratio avg win / avg loss
Trades analysis: Avg # Bars in Trades
Trades analysis: Avg # Bars in Winning Trades
Trades analysis: Avg # Bars in Losing Trades
Risk/performance ratios: 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