高盈亏比策略优化记录2023-07-19
近期策略回撤较大，实盘跟回测对比几乎一致，目前正经历八年里第三次大的回撤，
不同参数回测很耗时
社区正在跑的策略的回测单利复利统计
优化其中的日元单利复利统计
优化日元黄金的单利复利统计
目前来看优化的效果很明显，最大回撤变小，大回撤的次数降低。
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Edited 19 Jul 2023, 10:42
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