#22
risk_management
2026-05-25
动态止损ATR风控系统(极端回撤-已下架)
{动态止损ATR风控系统} TR:=MAX(MAX(HIGH-LOW,ABS(HIGH-REF(CLOSE,1))),ABS(LOW-REF(CLOSE,1))
胜率
48.8%
均值收益
516.80%
最大回撤
-97.3%
#6
trend_following
2026-05-24
多周期共振选股(周MACD+日RSI+60分MA)
report_generated:20260628
胜率
53.0%
均值收益
6.70%
最大回撤
-5.5%