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
- 績效摘要：已付佣金
- Open P&L
- 績效摘要：買入並持有回報
- 績效摘要：最大持倉合約數
- 績效：最大回升
- 績效：最大回撤
- 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
- Avg equity run-up duration (close-to-close)
- 業績總結：虧損交易數量
- Avg equity run-up (close-to-close)
- 績效摘要：平均交易盈虧
- 績效摘要：平均獲利交易
- Avg equity drawdown duration (close-to-close)
- 績效摘要：平均虧損交易
- Avg equity drawdown (close-to-close)
- 績效摘要：平均盈虧比
- 績效總結：最大獲利交易
- 績效總結：最大虧損交易
- 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
- Percent profitable
- 風險/績效比率：追加保證金通知
- Avg # bars in trades
- Avg # bars in winning trades
- 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
- Expected payoff
- Return on initial capital
- Max equity run-up as % of initial capital (intrabar)
- Return of max equity drawdown
- Max equity drawdown as % of initial capital (intrabar)
- Net profit as % of largest loss
- Largest winner as % of gross profit
- Largest loser as % of gross loss
- Annualized return (CAGR)
- Buy & hold % gain
- Avg margin used
- Strategy outperformance
- Return on account size required
- Account size required
- Max margin used
- Margin efficiency
- Max equity run-up (close-to-close)
- Max equity drawdown (close-to-close)