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<unk>は,この回測システムの収益計算方法について説明できますか?
例えば,現金取引について. 既定は1万usdt+3BTC.
最終策略は終了し,保有額は 12393 usdt + 2.8BTC でした.
期間の開始と終了のBTC価格は9339と6100でした.
収益は12393 + 2.8 だったと理解しています.*6100 - 10000 - 9339 * 3 = - 8544 usdt.
分かりましたか?
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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