# Dragon Baseline Backtest

- Source workbook: `龙泉回测20260109.data.xlsx`
- Strategy events: `307`
- Strategy trades: `106`

## Event Fit
- real_trade BUY: workbook `106`, strategy `107`, overlap `106`
- missing_from_strategy: `[]`
- extra_in_strategy: `['2023-10-26']`
- real_trade SELL: workbook `105`, strategy `106`, overlap `105`
- missing_from_strategy: `[]`
- extra_in_strategy: `['2023-11-10']`
- aux_signal BUY: workbook `1`, strategy `19`, overlap `1`
- missing_from_strategy: `[]`
- extra_in_strategy: `['2016-04-05', '2019-02-22', '2020-01-20', '2020-02-17', '2020-05-13', '2020-06-30', '2021-01-12', '2021-02-03', '2021-05-31', '2021-07-08', '2022-06-17', '2022-07-07', '2024-02-27', '2024-03-11', '2024-11-05', '2025-02-19', '2025-08-28', '2025-09-24']`
- aux_signal SELL: workbook `21`, strategy `75`, overlap `19`
- missing_from_strategy: `['2016-01-01', '2023-11-10']`
- extra_in_strategy: `['2016-02-25', '2016-04-20', '2016-07-25', '2016-10-17', '2016-11-02', '2016-11-21', '2017-02-17', '2017-03-22', '2017-05-10', '2017-06-01', '2017-12-15', '2018-01-12', '2018-02-09', '2018-03-22', '2018-04-20', '2018-05-24', '2018-09-07', '2018-10-18', '2018-12-14', '2019-01-30']`

## Strategy Trade Stats
- trades: `106`
- win_rate: `48/106 = 45.28%`
- avg_return: `2.57%`
- median_return: `-0.59%`