是不是一个系统，在所有参数取值情况下，资金胜率都在60%左右，这个系统就有效呢？ 比如，这个系统的情况如下（橡胶指数97年到现在的测试）： 盈亏比 胜率 风报比 资金胜率 参数取值 248.95 58.15 2.459126045 0.775740809 20 232.98 61.38 2.702825583 0.787361878 26 242.17 59.63 2.577061457 0.781519211 23 243.02 58.14 2.375342284 0.771446453 21 227.37 58.11 2.154087061 0.759273221 27 218.14 56.92 1.8822026 0.742414268 19 249.82 56.29 2.217196934 0.762875669 22 247.19 55.17 2.042041557 0.752600267 28 232.17 48.1 1.151710405 0.682711965 10 228.72 56.77 2.003570298 0.750222945 25 245.14 51.36 1.588484868 0.721330858 16 274.79 54.14 2.244031967 0.764375008 33 240.22 50.98 1.498248796 0.714142687 18 271.33 52.67 2.019427657 0.75120836 34 245.56 48.54 1.31626164 0.698455638 14 201.42 56.62 1.628953527 0.724438466 30 209.91 55.09 1.574914696 0.720273046 24 211.78 53.79 1.465190695 0.711415594 29 234.92 46.21 1.018154527 0.668671703 12 242.24 45.23 1.00045923 0.666717684 11 240.28 47.16 1.144512642 0.681985696 15 229.34 46.49 0.992527864 0.665834356 13 239.79 46.05 1.046770992 0.671783668 17 295.8 44.64 1.385208092 0.704597185 43 204.3 46.07 0.74524402 0.635733657 8 223.68 50 1.2368 0.691052892 32 204.55 51.11 1.138382184 0.681364493 31 241.95 47.79 1.214669699 0.68892605 45 258.83 46.02 1.206624046 0.688145543 46 270.48 44.25 1.146859193 0.682222833 49 283.95 41.96 1.052815644 0.672433544 48 237.82 48.06 1.200544705 0.687553185 36 165.39 48.39 0.550711509 0.607952528 9 164.54 46.72 0.442813213 0.590635913 6 267.03 43.75 1.0769 0.674997562 50 275.31 42.97 1.074359232 0.674728968 37 237.88 45.83 1.012560532 0.668056462 41 241.48 44.35 0.924463252 0.65805691 47 258.04 43.48 0.985063553 0.664998757 42 268.76 41.67 0.919977576 0.657531617 51 167.32 46.1 0.431067161 0.588658012 7 227.31 43.59 0.75650468 0.63722173 44 146.55 47.95 0.35006196 0.574479304 5 273.46 39.81 0.808679615 0.643960815 53 230.15 44.19 0.822312937 0.64568068 38 288.12 37.96 0.76290058 0.638061533 52 233.61 43.09 0.768802478 0.63883303 39 238.91 42.86 0.792034057 0.64183818 40 191.13 48.15 0.774910222 0.639627981 35 240.97 40 0.606466667 0.61633885 54 211.31 41.23 0.482441943 0.597170841 55
Gross Profit: 153 627.48 Gross Loss: 18 478.48 Total Net Profit: 135 149.00 Profit Factor: 8.31 Expected Payoff: 2702.98 Absolute Drawdown: 2 420.00 Maximal Drawdown: 3 816.00 (1.88%) Relative Drawdown: 3.22% (3 358.80) Total Trades: 50 Short Positions (won %): 40 (85.00%) Long Positions (won %): 10 (80.00%) Profit Trades (% of total): 42 (84.00%) Loss trades (% of total): 8 (16.00%) Largest profit trade: 11 927.00 loss trade: -3 620.00 Average profit trade: 3 657.80 loss trade: -2 309.81 Maximum consecutive wins ($): 13 (46 815.51) consecutive losses ($): 2 (-3 816.00) Maximal consecutive profit (count): 46 815.51 (13) consecutive loss (count): -3 816.00 (2) Average consecutive wins: 6 consecutive losses: 1 我也来算算