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>
141 lines
3.6 KiB
JSON
141 lines
3.6 KiB
JSON
{
|
|
"note": "V1 BASELINE frozen; Range disabled; Spring/UTAD only; net cost included",
|
|
"wfo": {
|
|
"train": {
|
|
"timerange": "20230101-20250101",
|
|
"profit_pct": 1.6587295176,
|
|
"trades": 12,
|
|
"dd_pct": 3.644907735100005,
|
|
"pf": 1.1700179329477578,
|
|
"winrate": 25.0,
|
|
"final": 10165.87295176,
|
|
"fee_used": 0.0005,
|
|
"regime_loaded": "trend"
|
|
},
|
|
"validate": {
|
|
"timerange": "20250101-20260101",
|
|
"profit_pct": 9.990534148400002,
|
|
"trades": 6,
|
|
"dd_pct": 1.797834787912851,
|
|
"pf": 6.201791679101682,
|
|
"winrate": 66.66666666666666,
|
|
"final": 10999.05341484,
|
|
"fee_used": 0.0005,
|
|
"regime_loaded": "trend"
|
|
},
|
|
"test": {
|
|
"timerange": "20260101-",
|
|
"profit_pct": 0.8458820224000001,
|
|
"trades": 2,
|
|
"dd_pct": 0.7197049309999966,
|
|
"pf": 2.175317808681236,
|
|
"winrate": 50.0,
|
|
"final": 10084.58820224,
|
|
"fee_used": 0.0005,
|
|
"regime_loaded": "trend"
|
|
},
|
|
"full": {
|
|
"timerange": "20230101-",
|
|
"profit_pct": 12.7374753063,
|
|
"trades": 20,
|
|
"dd_pct": 3.644907735100005,
|
|
"pf": 2.0183507402435503,
|
|
"winrate": 40.0,
|
|
"final": 11273.74753063,
|
|
"fee_used": 0.0005,
|
|
"regime_loaded": "trend"
|
|
}
|
|
},
|
|
"regimes": {
|
|
"trend": {
|
|
"profit_pct": 12.7374753063,
|
|
"trades": 20,
|
|
"dd_pct": 3.644907735100005,
|
|
"pf": 2.0183507402435503,
|
|
"winrate": 40.0,
|
|
"final": 11273.74753063,
|
|
"fee_used": 0.0005,
|
|
"regime_loaded": "trend"
|
|
},
|
|
"bull": {
|
|
"profit_pct": 8.166882314399999,
|
|
"trades": 12,
|
|
"dd_pct": 3.4837023928902555,
|
|
"pf": 1.9398544482027922,
|
|
"winrate": 33.33333333333333,
|
|
"final": 10816.688231439999,
|
|
"fee_used": 0.0005,
|
|
"regime_loaded": "bull"
|
|
},
|
|
"bear": {
|
|
"profit_pct": 4.2503064875000005,
|
|
"trades": 8,
|
|
"dd_pct": 3.173714645599994,
|
|
"pf": 2.084295240772406,
|
|
"winrate": 50.0,
|
|
"final": 10425.03064875,
|
|
"fee_used": 0.0005,
|
|
"regime_loaded": "bear"
|
|
},
|
|
"range": {
|
|
"profit_pct": -4.3352539371,
|
|
"trades": 6,
|
|
"dd_pct": 4.404162180500007,
|
|
"pf": 0.15746188404490422,
|
|
"winrate": 16.666666666666664,
|
|
"final": 9566.47460629,
|
|
"fee_used": 0.0005,
|
|
"regime_loaded": "range"
|
|
},
|
|
"all": {
|
|
"profit_pct": 7.831216539699999,
|
|
"trades": 26,
|
|
"dd_pct": 7.883451762900004,
|
|
"pf": 1.454582067425369,
|
|
"winrate": 34.61538461538461,
|
|
"final": 10783.12165397,
|
|
"fee_used": 0.0005,
|
|
"regime_loaded": "all"
|
|
}
|
|
},
|
|
"cost_stress": {
|
|
"fee_5bps": {
|
|
"profit_pct": 12.7374753063,
|
|
"trades": 20,
|
|
"dd_pct": 3.644907735100005,
|
|
"pf": 2.0183507402435503,
|
|
"winrate": 40.0,
|
|
"final": 11273.74753063,
|
|
"fee_used": 0.0005,
|
|
"regime_loaded": "trend"
|
|
},
|
|
"fee_5bps+slip_5bps": {
|
|
"profit_pct": 6.782772099999998,
|
|
"trades": 20,
|
|
"dd_pct": 7.851805397900007,
|
|
"pf": 1.4511324473780693,
|
|
"winrate": 35.0,
|
|
"final": 10678.27721,
|
|
"fee_used": 0.001,
|
|
"regime_loaded": "trend"
|
|
},
|
|
"fee_10bps+slip_10bps": {
|
|
"profit_pct": 3.182909279400001,
|
|
"trades": 20,
|
|
"dd_pct": 9.126146157700004,
|
|
"pf": 1.1834520309921508,
|
|
"winrate": 35.0,
|
|
"final": 10318.29092794,
|
|
"fee_used": 0.002,
|
|
"regime_loaded": "trend"
|
|
}
|
|
},
|
|
"verdict": {
|
|
"full_pf": 2.0183507402435503,
|
|
"full_dd": 3.644907735100005,
|
|
"trades_per_year": 5.555555555555555,
|
|
"net_mid_pf": 1.4511324473780693,
|
|
"target_pf_ok": true,
|
|
"target_dd_ok": true
|
|
}
|
|
} |