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Adakah anda boleh jelaskan kepada saya bagaimana keuntungan dari sistem pengukuran ini dikira?
Sebagai contoh, transaksi tunai. Secara lalai adalah 10000 USDT + 3 BTC.
Strategi akhir berjalan, memegang 12393 usdt + 2.8BTC.
Harga BTC pada permulaan dan akhir tempoh adalah 9339, 6100.
Saya faham bahawa keuntungan adalah 12393 + 2.8.*6100 - 10000 - 9339 * 3 = - 8544 usdt.
Adakah saya faham dengan betul?
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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