我想了解更多有關策略測試報告中的資訊
- Overview tab
- 概述:購買並持有股權
- Overview: Equity
- 績效摘要:淨利潤
- Overview: Drawdown
- 績效摘要:總獲利
- 績效摘要:總虧損
- Performance Summary Tab
- 績效:最大回升
- 績效:最大回撤
- 績效摘要:買入並持有回報
- 風險/績效比率:夏普比率(Sharpe Ratio)
- 風險/績效比率:索提諾比率
- 績效摘要:獲利因子
- 績效摘要:最大持倉合約數
- 績效摘要:已付佣金
- 績效摘要:總平倉交易數
- 績效摘要:總未平倉交易數
- 交易分析:獲利交易
- Trades analysis: Open PL
- 業績總結:虧損交易數量
- 績效摘要:平均交易盈虧
- 績效摘要:平均獲利交易
- 績效摘要:平均虧損交易
- 績效摘要:平均盈虧比
- 績效總結:最大獲利交易
- Trades analysis: Percent profitable
- 績效總結:最大虧損交易
- 風險/績效比率:追加保證金通知
- Trades analysis: Avg # Bars in Trades
- Trades analysis: Avg # Bars in Winning Trades
- Trades analysis: Avg # Bars in Losing Trades
- 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