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