Ephod Intelligence | 易發網 Strategy - 【策略分享🔍】兩個月持有，融資餘額與換手率如何影響策略結果

Backtest Report

【策略分享🔍】兩個月持有，融資餘額與換手率如何影響策略結果

電子產業

Profit Target:

20.00%

Trading Strategy:

Next Day Trading

Stop Loss Settings:

15.00%

Stop Loss Mode:

Fixed Stop Loss

Maximum Holding Period:

Investment Diversification:

Handling Fee:

0.35%

Investment Weight:

Daily Equal

Duplicate Research

We have conducted 30,145 backtest iterations and found this optimal strategy for you:

Published at 2025/01/10 · Go to the Exclusive Section

Summary

This content is generated by AI, and may contain errors. Please pay attention.

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Pattern Metrics

Signal Win Rate

54.47%

Purchases Count

3268

Maximum Drawdown

-26.80%

Cumulative Return

307.59%

Alpha:9.18%

Beta:81.46%

Sharpe Ratio:1.14

Annualized Return:19.84%

Average Holding Period:31

Average Signal Return:2.91%

Win Average Return:14.26%

Lose Average Return:-10.67%

Yearly Performance

Show All

Date	Signal Count	Win Rate	Annualized Return
2025	0	0.00%	2.43%
2024	534	48.50%	24.29%
2023	505	61.98%	60.09%
2022	368	42.66%	-17.69%
2021	495	53.13%	26.12%
2020	452	61.28%	17.30%
2019	323	61.92%	47.55%
2018	293	44.03%	-10.85%
2017	298	61.07%	21.32%

Cumulative Return Chart

Factor Distribution Chart

Turnover Rate

x ≥ 0.10%Low

Low

High

Margin-to-Equity Ratio

x ≥ 0.45%Low

Low

High

Margin Balance Daily Change Ratio

x ≥ -91.91%Low

Low

High

Margin Balance 5-Day Change Ratio

x ≥ 11.11%High

Low

High

In Condition (89.90%)

Out of Condition (10.10%)

Threshold (x ≥ 0.10%)

Historical signals (2017-01-01 - 2025-01-08)

Date	Symbol	Name	Entry Date	Exit Date	Return(Excluding Fees)	Holding Period	Entry Price	Exit Price	Trade Reason