进行求最优化参数时可能用到以下项目 (Long) Average Duration Of Losing RoundTrips (Long) Average Duration Of RoundTrips (Long) Average Duration Of Winning RoundTrips (Long) Average Entry Efficiency (Long) Average Exit Efficiency (Long) Average Losing RoundTrip (Long) Average RoundTrip (Long) Average Total Efficiency (Long) Average Winning RoundTrip (Long) Consecutive Losers (Long) Consecutive Winners (Long) Duration Of Last Losing RoundTrip (Long) Duration Of Last RoundTrip (Long) Duration Of Last Winning RoundTrip (Long) Largest Losing RoundTrip (Long) Largest Winning RoundTrip (Long) Last RoundTrip Entry Efficiency (Long) Last RoundTrip Exit Efficiency (Long) Last RoundTrip Total Efficiency (Long) Maximal Consecutive Losers (Long) Maximal Consecutive Winners (Long) Maximum Duration Of Losing RoundTrips (Long) Maximum Duration Of Winning RoundTrips (Long) Median Duration Of Losing RoundTrips (Long) Median Duration Of Winning RoundTrips (Long) Minimum Duration Of Losing RoundTrips (Long) Minimum Duration Of Winning RoundTrips (Long) Number Of Losing RoundTrips (Long) Number Of RoundTrips (Long) Number Of Winning RoundTrips (Long) Percent Of Profitable (%) (Long) Profit Factor (Long) Profit Per Winning Trade (Long) Ratio avg. win / avg. loss (Long) Total PnL Of All RoundTrips (Long) Total PnL Of Losing RoundTrips (Long) Total PnL Of Winning RoundTrips (Long) Value Open RoundTrips (Short) Average Duration Of Losing RoundTrips (Short) Average Duration Of RoundTrips (Short) Average Duration Of Winning RoundTrips (Short) Average Entry Efficiency (Short) Average Exit Efficiency (Short) Average Losing RoundTrip (Short) Average RoundTrip (Short) Average Total Efficiency (Short) Average Winning RoundTrip (Short) Consecutive Losers (Short) Consecutive Winners (Short) Duration Of Last Losing RoundTrip (Short) Duration Of Last RoundTrip (Short) Duration Of Last Winning RoundTrip (Short) Largest Losing RoundTrip (Short) Largest Winning RoundTrip (Short) Last RoundTrip Entry Efficiency (Short) Last RoundTrip Exit Efficiency (Short) Last RoundTrip Total Efficiency (Short) Maximal Consecutive Losers (Short) Maximal Consecutive Winners (Short) Maximum Duration Of Losing RoundTrips (Short) Maximum Duration Of Winning RoundTrips (Short) Median Duration Of Losing RoundTrips (Short) Median Duration Of Winning RoundTrips (Short) Minimum Duration Of Losing RoundTrips (Short) Minimum Duration Of Winning RoundTrips (Short) Number Of Losing RoundTrips (Short) Number Of RoundTrips (Short) Number Of Winning RoundTrips (Short) Percent Of Profitable (%) (Short) Profit Factor (Short) Profit Per Winning Trade (Short) Ratio avg. win / avg. loss (Short) Total PnL Of All RoundTrips (Short) Total PnL Of Losing RoundTrips (Short) Total PnL Of Winning RoundTrips (Short) Value Open RoundTrips AnnualCostSeries AnnualDrawdownSeries AnnualPnLSeries AnnualReturnSeries AnnualWealthSeries Average Annual Return (%) Average Daily Return (%) Average Duration Of Losing RoundTrips Average Duration Of RoundTrips Average Duration Of Winning RoundTrips Average Entry Efficiency Average Exit Efficiency Average Losing RoundTrip Average Monthly Return (%) Average Return for every month3 period (%) (Inc = day1) Average Return for every month3 period (%) (Inc = month1) Average Return for every month3 period (%) (Inc = week1) Average Return for every month3 period (%) (Inc = year1) Average Return for every month6 period (%) (Inc = day1) Average Return for every month6 period (%) (Inc = month1) Average Return for every month6 period (%) (Inc = week1) Average Return for every month6 period (%) (Inc = year1) Average Return for every month9 period (%) (Inc = day1) Average Return for every month9 period (%) (Inc = month1) Average Return for every month9 period (%) (Inc = week1) Average Return for every month9 period (%) (Inc = year1) Average Return for every year1 period (%) (Inc = day1) Average Return for every year1 period (%) (Inc = month1) Average Return for every year1 period (%) (Inc = week1) Average Return for every year1 period (%) (Inc = year1) Average Return for every year2 period (%) (Inc = day1) Average Return for every year2 period (%) (Inc = month1) Average Return for every year2 period (%) (Inc = week1) Average Return for every year2 period (%) (Inc = year1) Average RoundTrip Average Total Efficiency Average Winning RoundTrip AverageGain AverageLoss AverageReturn (%) CompoundAverageReturn Consecutive Losers Consecutive Winners Cost DailyCostSeries DailyDrawdownSeries DailyPnLSeries DailyReturnSeries DailyWealthSeries Drawdown Drawdown Average Drawdown Median Duration Of Last Losing RoundTrip Duration Of Last RoundTrip Duration Of Last Winning RoundTrip FinalWealth GainDays GainStandardDeviation InitialWealth Kurtosis Largest Losing RoundTrip Largest Winning RoundTrip Last RoundTrip Entry Efficiency Last RoundTrip Exit Efficiency Last RoundTrip Total Efficiency LossDays LossStandardDeviation MAR Ratio Maximal Consecutive Losers Maximal Consecutive Winners Maximum Annual Return (%) Maximum Daily Return (%) Maximum Duration Of Losing RoundTrips Maximum Duration Of Winning RoundTrips Maximum Monthly Return (%) Median Annual Return (%) Median Daily Return (%) Median Duration Of Losing RoundTrips Median Duration Of Winning RoundTrips Median Monthly Return (%) Median Return for every month3 period (%) (Inc = day1) Median Return for every month3 period (%) (Inc = month1) Median Return for every month3 period (%) (Inc = week1) Median Return for every month3 period (%) (Inc = year1) Median Return for every month6 period (%) (Inc = day1) Median Return for every month6 period (%) (Inc = month1) Median Return for every month6 period (%) (Inc = week1) Median Return for every month6 period (%) (Inc = year1) Median Return for every month9 period (%) (Inc = day1) Median Return for every month9 period (%) (Inc = month1) Median Return for every month9 period (%) (Inc = week1) Median Return for every month9 period (%) (Inc = year1) Median Return for every year1 period (%) (Inc = day1) Median Return for every year1 period (%) (Inc = month1) Median Return for every year1 period (%) (Inc = week1) Median Return for every year1 period (%) (Inc = year1) Median Return for every year2 period (%) (Inc = day1) Median Return for every year2 period (%) (Inc = month1) Median Return for every year2 period (%) (Inc = week1) Median Return for every year2 period (%) (Inc = year1) Minimum Annual Return (%) Minimum Daily Return (%) Minimum DrawDown Minimum Duration Of Losing RoundTrips Minimum Duration Of Winning RoundTrips Minimum Monthly Return (%) Modified Sharpe Ratio MonthlyCostSeries MonthlyDrawdownSeries MonthlyPnLSeries MonthlyReturnSeries MonthlyWealthSeries NegativeReturnSeries Number Of Losing RoundTrips Number Of RoundTrips Number Of Winning RoundTrips Percent Drawdown Percent Of Profitable (%) Percentage of profitable month3 periods (%) (Inc = day1) Percentage of profitable month3 periods (%) (Inc = month1) Percentage of profitable month3 periods (%) (Inc = week1) Percentage of profitable month3 periods (%) (Inc = year1) Percentage of profitable month6 periods (%) (Inc = day1) Percentage of profitable month6 periods (%) (Inc = month1) Percentage of profitable month6 periods (%) (Inc = week1) Percentage of profitable month6 periods (%) (Inc = year1) Percentage of profitable month9 periods (%) (Inc = day1) Percentage of profitable month9 periods (%) (Inc = month1) Percentage of profitable month9 periods (%) (Inc = week1) Percentage of profitable month9 periods (%) (Inc = year1) Percentage of profitable year1 periods (%) (Inc = day1) Percentage of profitable year1 periods (%) (Inc = month1) Percentage of profitable year1 periods (%) (Inc = week1) Percentage of profitable year1 periods (%) (Inc = year1) Percentage of profitable year2 periods (%) (Inc = day1) Percentage of profitable year2 periods (%) (Inc = month1) Percentage of profitable year2 periods (%) (Inc = week1) Percentage of profitable year2 periods (%) (Inc = year1) PercentageOfProfitableForPeriod month3(Inc = day1) PercentageOfProfitableForPeriod month3(Inc = month1) PercentageOfProfitableForPeriod month3(Inc = week1) PercentageOfProfitableForPeriod month3(Inc = year1) PercentageOfProfitableForPeriod month6(Inc = day1) PercentageOfProfitableForPeriod month6(Inc = month1) PercentageOfProfitableForPeriod month6(Inc = week1) PercentageOfProfitableForPeriod month6(Inc = year1) PercentageOfProfitableForPeriod month9(Inc = day1) PercentageOfProfitableForPeriod month9(Inc = month1) PercentageOfProfitableForPeriod month9(Inc = week1) PercentageOfProfitableForPeriod month9(Inc = year1) PercentageOfProfitableForPeriod year1(Inc = day1) PercentageOfProfitableForPeriod year1(Inc = month1) PercentageOfProfitableForPeriod year1(Inc = week1) PercentageOfProfitableForPeriod year1(Inc = year1) PercentageOfProfitableForPeriod year2(Inc = day1) PercentageOfProfitableForPeriod year2(Inc = month1) PercentageOfProfitableForPeriod year2(Inc = week1) PercentageOfProfitableForPeriod year2(Inc = year1) PnL PositiveReturnSeries Profit Factor Profit Per Winning Trade Ratio avg. win / avg. loss Return ReturnForPeriod month3(Inc = day1) ReturnForPeriod month3(Inc = month1) ReturnForPeriod month3(Inc = week1) ReturnForPeriod month3(Inc = year1) ReturnForPeriod month6(Inc = day1) ReturnForPeriod month6(Inc = month1) ReturnForPeriod month6(Inc = week1) ReturnForPeriod month6(Inc = year1) ReturnForPeriod month9(Inc = day1) ReturnForPeriod month9(Inc = month1) ReturnForPeriod month9(Inc = week1) ReturnForPeriod month9(Inc = year1) ReturnForPeriod year1(Inc = day1) ReturnForPeriod year1(Inc = month1) ReturnForPeriod year1(Inc = week1) ReturnForPeriod year1(Inc = year1) ReturnForPeriod year2(Inc = day1) ReturnForPeriod year2(Inc = month1) ReturnForPeriod year2(Inc = week1) ReturnForPeriod year2(Inc = year1) SharpeRatio Skewness Sotrino Ratio StandardDeviation Total PnL Of All RoundTrips Total PnL Of Losing RoundTrips Total PnL Of Winning RoundTrips TotalDays TradeDays Value Open RoundTrips VaR95 VaR99 Wealth