标志 | 批量大小1 | 点差2 | Swap Long3 | Swap Short3 |
---|---|---|---|---|
10 | 27.4 | 18.264 | -44.676 | |
10 | 21.6 | 18.264 | -32.628 | |
5000 | 1.3 | -4.1616 | 2.14 | |
100 | 11.7 | -38.376 | 10.25 | |
100 | 4.9 | -36.996 | 19.224 | |
10000 | 4.2 | -17.82036 | 3.29784 | |
100 | 44.9 | -19.008 | 10.008 | |
50 | 12.0 | -12.368 | 5.264 | |
1 | 220.0 | -3.786 | -3.425 | |
10 | 4.5 | -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 | 33.4 | 18.264 | -44.676 | |
10 | 27.6 | 18.264 | -32.628 | |
5000 | 1.5 | -4.1616 | 2.14 | |
100 | 13.1 | -38.376 | 10.25 | |
100 | 6.3 | -36.996 | 19.224 | |
10000 | 4.4 | -17.82036 | 3.29784 | |
100 | 46.3 | -19.008 | 10.008 | |
50 | 14.8 | -12.368 | 5.264 | |
1 | 250.0 | -3.786 | -3.425 | |
10 | 7.5 | -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 |