标志 | 批量大小1 | 点差2 | Swap Long3 | Swap Short3 |
---|---|---|---|---|
10 | 20.7 | 18.264 | -44.676 | |
10 | 5.5 | 18.264 | -32.628 | |
5000 | 1.4 | -4.1616 | 2.14 | |
100 | 3.0 | -38.376 | 10.25 | |
100 | 2.9 | -36.996 | 19.224 | |
10000 | 1.8 | -13.46832 | 3.29784 | |
100 | 28.8 | -19.008 | 10.008 | |
50 | 3.1 | -12.368 | 5.264 | |
1 | 430.0 | -3.786 | -3.425 | |
10 | 5.5 | -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 | 26.7 | 18.264 | -44.676 | |
10 | 11.5 | 18.264 | -32.628 | |
5000 | 1.7 | -4.1616 | 2.14 | |
100 | 4.9 | -38.376 | 10.25 | |
100 | 4.4 | -36.996 | 19.224 | |
10000 | 2.0 | -13.46832 | 3.29784 | |
100 | 30.3 | -19.008 | 10.008 | |
50 | 5.9 | -12.368 | 5.264 | |
1 | 460.0 | -3.786 | -3.425 | |
10 | 8.5 | -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 |