标志 | 批量大小1 | 点差2 | Swap Long3 | Swap Short3 |
---|---|---|---|---|
10 | 2.2 | 18.264 | -44.676 | |
10 | 2.1 | 18.264 | -32.628 | |
5000 | 0.8 | -4.1616 | 2.14 | |
100 | 1.0 | -38.376 | 10.25 | |
100 | 1.7 | -36.996 | 19.224 | |
10000 | 0.6 | 1.09984 | -9.30708 | |
100 | 38.8 | -19.008 | 10.008 | |
50 | 6.0 | -12.368 | 5.264 | |
1 | 160.0 | -3.786 | -3.425 | |
10 | 3.5 | -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 | 8.2 | 18.264 | -44.676 | |
10 | 8.1 | 18.264 | -32.628 | |
5000 | 1.1 | -4.1616 | 2.14 | |
100 | 2.5 | -38.376 | 10.25 | |
100 | 2.6 | -36.996 | 19.224 | |
10000 | 0.8 | -8.5242 | 0.68568 | |
100 | 43.7 | -19.008 | 10.008 | |
50 | 7.8 | -12.368 | 5.264 | |
1 | 230.0 | -3.786 | -3.425 | |
10 | 6.5 | -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 |