Back test can tide over 2008 Lehman crisis with maximum Drawdown about 60%.
Historical annual return is around 80%
开启日期 | 关闭日期 | 符號 | 动作 | 手 | SL | TP | 開倉 | 平倉 | 点差 | 收益 | 时长 | 增益 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
-98.1 |
|
|||||||||||
-369.0 |
|
|||||||||||
- |
|
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- |
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22.6 |
|
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99.2 |
|
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-17.1 |
|
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-359.7 |
|
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-358.1 |
|
|||||||||||
-283.9 |
|