| 标志 | 批量大小1 | 点差2 | Swap Long3 | Swap Short3 |
|---|---|---|---|---|
| 10 | 13.9 | 18.264 | -46.98 | |
| 10 | 11.1 | 18.264 | -49.464 | |
| 5000 | 1.3 | -4.1616 | 2.14 | |
| 100 | 3.0 | -38.376 | 10.25 | |
| 100 | 2.8 | -36.996 | 19.224 | |
| 10000 | 4.2 | -17.82036 | 3.29784 | |
| 100 | 117.8 | -19.008 | 10.008 | |
| 50 | 18.7 | -12.368 | 5.264 | |
| 1 | 270.0 | -3.786 | -3.425 | |
| 10 | 4.0 | -3.786 | -3.425 | |
| 4 | 14.6 | -3.786 | -3.425 | |
| 4 | 18.1 | -3.786 | -3.425 | |
| 4 | 14.5 | -3.786 | -3.425 |
| 标志 | 批量大小1 | 点差2 | Swap Long3 | Swap Short3 |
|---|---|---|---|---|
| 10 | 19.9 | 18.264 | -46.98 | |
| 10 | 17.1 | 18.264 | -49.464 | |
| 5000 | 1.5 | -4.1616 | 2.14 | |
| 100 | 4.3 | -38.376 | 10.25 | |
| 100 | 4.0 | -36.996 | 19.224 | |
| 10000 | 4.4 | -17.82036 | 3.29784 | |
| 100 | 108.0 | -19.008 | 10.008 | |
| 50 | 23.8 | -12.368 | 5.264 | |
| 1 | 300.0 | -3.786 | -3.425 | |
| 10 | 7.0 | -3.786 | -3.425 | |
| 4 | 22.1 | -3.786 | -3.425 | |
| 4 | 25.6 | -3.786 | -3.425 | |
| 4 | 22.0 | -3.786 | -3.425 |
