这两天使用 ai 进行多轮策略优化和数学算法原始性分析,找到了一个策略和 B&H 对比爆表了,可以量化交易了
5 年日 K
+-------+----------+---------------+---------------+---------------+
| Asset | Strategy | Total Return | Max Drawdown | Calmar Ratio |
+-------+----------+---------------+---------------+---------------+
| BTC | Final-D | +2,527.5% | -21.1% | 119.84 |
| BTC | B&H | +61.8% | -76.6% | 0.81 |
| BNB | Final-D | +2,782.3% | -31.8% | 87.47 |
| BNB | B&H | +7.9% | -69.9% | 0.11 |
| ETH | Final-D | +5,817.5% | -30.5% | 190.67 |
| ETH | B&H | -42.8% | -79.4% | 0.54 |
| SOL | Final-D | +68,831.8% | -30.2% | 2,280.86 |
| SOL | B&H | +123.3% | -96.3% | 1.28 |
| XRP | Final-D | +7,926.0% | -38.7% | 204.97 |
| XRP | B&H | +3.1% | -80.6% | 0.04 |
+-------+----------+---------------+---------------+---------------+
打算落地了,大佬们有什么要提醒的嘛