| 标志 | 批量大小1 | 点差2 | Swap Long3 | Swap Short3 |
|---|---|---|---|---|
| 10 | 3.1 | 18.264 | -44.676 | |
| 10 | 2.5 | 18.264 | -32.628 | |
| 5000 | 1.0 | -4.1616 | 2.14 | |
| 100 | 3.0 | -38.376 | 10.25 | |
| 100 | 1.8 | -36.996 | 19.224 | |
| 10000 | 0.7 | -17.82036 | 3.29784 | |
| 100 | 33.1 | -19.008 | 10.008 | |
| 50 | 12.0 | -12.368 | 5.264 | |
| 1 | 340.0 | -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 | 9.1 | 18.264 | -44.676 | |
| 10 | 8.6 | 18.264 | -32.628 | |
| 5000 | 1.6 | -4.1616 | 2.14 | |
| 100 | 4.7 | -38.376 | 10.25 | |
| 100 | 3.6 | -36.996 | 19.224 | |
| 10000 | 0.9 | -17.82036 | 3.29784 | |
| 100 | 32.0 | -19.008 | 10.008 | |
| 50 | 11.8 | -12.368 | 5.264 | |
| 1 | 370.0 | -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 |
