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大佬能解释下回测系统的盈利计算方式吗? 没理解是怎么算的。
比如说现货交易。默认是10000 usdt + 3BTC。
最终策略跑完，持仓是 12393 usdt + 2.8BTC。
期初与期末的BTC价格为 9339, 6100.
我理解盈利应该是 12393 + 2.8*6100 - 10000 - 9339 * 3 = - 8544 usdt.
我理解正确吗？
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昨天在群里咨询了小小梦。了解到回测系统是按照币本位来计算收益的。到期末的时候，要将币按照最新的价格，转化为原来的
数量。
具体算法如下。
12393-10000 + (2.8-3) * 6100
6 years ago
- 1