jackyu66gitandCursor
8ee11317d3
自动刷新改用 tail update 与 scrollToPosition 恢复视窗，避免 setData 后跳到最右；拆分 chart_tv 模块并扩展 analyze/recent API。同步威科夫分析、pipeline 增量构建及相关策略与配置。 Co-authored-by: Cursor <cursoragent@cursor.com>
150 lines
3.7 KiB
JSON
150 lines
3.7 KiB
JSON
{
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"version": "LPS_V2",
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"wfo": {
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"train": {
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"timerange": "20230101-20250101",
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"profit_pct": -3.5049591933000004,
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"trades": 3,
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"dd_pct": 3.504959193300001,
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"pf": 0.0,
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"winrate": 0.0,
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"final": 9649.50408067,
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"fee_used": 0.0005,
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"regime_loaded": "trend"
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},
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"validate": {
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"timerange": "20250101-20260101",
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"profit_pct": -1.6143743830000001,
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"trades": 2,
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"dd_pct": 1.614374382999995,
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"pf": 0.0,
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"winrate": 0.0,
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"final": 9838.5625617,
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"fee_used": 0.0005,
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"regime_loaded": "trend"
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},
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"test": {
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"timerange": "20260101-",
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"profit_pct": 1.2174468187999996,
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"trades": 2,
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"dd_pct": 1.4924489317000007,
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"pf": 1.81573767312309,
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"winrate": 50.0,
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"final": 10121.74468188,
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"fee_used": 0.0005,
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"regime_loaded": "trend"
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},
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"full": {
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"timerange": "20230101-",
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"profit_pct": -3.9055710949000004,
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"trades": 7,
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"dd_pct": 6.479119889400008,
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"pf": 0.39720654015221873,
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"winrate": 14.285714285714285,
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"final": 9609.44289051,
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"fee_used": 0.0005,
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"regime_loaded": "trend"
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}
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},
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"regimes": {
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"trend": {
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"profit_pct": -3.9055710949000004,
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"trades": 7,
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"dd_pct": 6.479119889400008,
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"pf": 0.39720654015221873,
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"winrate": 14.285714285714285,
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"final": 9609.44289051,
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"fee_used": 0.0005,
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"regime_loaded": "trend"
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},
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"bull": {
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"profit_pct": -5.0599199851,
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"trades": 5,
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"dd_pct": 5.059919985100005,
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"pf": 0.0,
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"winrate": 0.0,
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"final": 9494.00800149,
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"fee_used": 0.0005,
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"regime_loaded": "bull"
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},
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"bear": {
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"profit_pct": 1.2174468187999996,
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"trades": 2,
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"dd_pct": 1.4924489317000007,
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"pf": 1.81573767312309,
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"winrate": 50.0,
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"final": 10121.74468188,
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"fee_used": 0.0005,
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"regime_loaded": "bear"
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},
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"range": {
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"profit_pct": 0.0,
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"trades": 0,
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"dd_pct": 0.0,
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"pf": 0.0,
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"winrate": 0.0,
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"final": 10000.0,
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"fee_used": 0.0005,
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"regime_loaded": "range"
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},
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"all": {
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"profit_pct": -3.9055710949000004,
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"trades": 7,
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"dd_pct": 6.479119889400008,
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"pf": 0.39720654015221873,
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"winrate": 14.285714285714285,
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"final": 9609.44289051,
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"fee_used": 0.0005,
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"regime_loaded": "all"
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}
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},
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"cost_stress": {
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"fee_5bps": {
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"profit_pct": -3.9055710949000004,
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"trades": 7,
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"dd_pct": 6.479119889400008,
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"pf": 0.39720654015221873,
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"winrate": 14.285714285714285,
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"final": 9609.44289051,
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"fee_used": 0.0005,
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"regime_loaded": "trend"
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},
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"fee_5bps+slip_5bps": {
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"profit_pct": -4.5549168852,
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"trades": 7,
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"dd_pct": 7.020877735199993,
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"pf": 0.3512325585213674,
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"winrate": 14.285714285714285,
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"final": 9544.50831148,
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"fee_used": 0.001,
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"regime_loaded": "trend"
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},
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"fee_10bps+slip_10bps": {
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"profit_pct": -5.371762636800001,
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"trades": 7,
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"dd_pct": 8.1297357765,
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"pf": 0.33924511392759654,
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"winrate": 14.285714285714285,
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"final": 9462.82373632,
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"fee_used": 0.002,
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"regime_loaded": "trend"
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}
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},
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"target": {
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"pf": 1.2,
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"dd": 15.0,
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"note": "LPS V2: 4h SOS→1h LPS; PF>1.2; ~5-15/yr"
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},
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"verdict": {
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"full_pf": 0.39720654015221873,
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"full_dd": 6.479119889400008,
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"trades_per_year": 1.9444444444444444,
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"net_mid_pf": 0.3512325585213674,
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"target_pf_ok": false,
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"target_dd_ok": true,
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"freq_ok": false,
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"regime_logic_ok": true,
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"status": "FAIL",
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"hypothesis": "4h native SOS → 1h LPS"
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}
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} |