cyb50-quant/trend-quality-evaluator/param_optimization_results.csv

name,adx_t,adx_w,ma_t,ma_w,vol_t,vol_w,volu_t,volu_w,trade_pct,avg_score,ret_20d,win_rate,sharpe
原配置,25,30,1.002,25,0.8,20,1.5,10,40.70321811680572,47.407718860343316,3.1967278907747194,61.58357771260997,0.3395518262908878
高ADX权重,25,35,1.002,20,0.8,20,1.5,10,42.01430274135876,49.800165448310736,3.1702252768447283,61.50568181818182,0.33902154073779456
高MA权重,25,25,1.002,30,0.8,20,1.5,10,39.7497020262217,45.015272272375874,3.1534993103078,61.56156156156156,0.3367947313886168
宽松波动率,25,30,1.002,25,0.9,20,1.5,10,43.4445768772348,49.35289168513473,3.145568167006351,61.53846153846154,0.338054673744046
严格成交量,25,30,1.002,25,0.8,15,2.0,15,39.45172824791419,46.87732553495594,3.1151085679989015,61.17824773413897,0.32885246562076004
综合优化2,20,35,1.003,25,0.8,15,2.0,10,43.3253873659118,52.5689736719791,2.992371035317209,60.74380165289256,0.3191922035207343
低ADX阈值,20,30,1.002,25,0.8,20,1.5,10,42.19308700834327,49.4834349505777,2.9628928189242223,60.396039603960396,0.3144661580242694
综合优化1,22,32,1.001,28,0.85,18,1.8,12,44.75566150178784,52.283595464643604,2.844091773403937,59.813084112149525,0.3033519660406973