dragon_strategy_fit.md 1.3 KB
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, strategy107, overlap106 - missing_from_strategy:
[] - extra_in_strategy:
['2023-10-26'] - real_trade SELL: workbook
105, strategy106, overlap105 - missing_from_strategy:
[] - extra_in_strategy:
['2023-11-10'] - aux_signal BUY: workbook
1, strategy19, overlap1 - 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, strategy75, overlap19 - 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%