回测完成，最终资金: 166286.86046499983 ============================================================ PERFORMANCE METRICS ============================================================ Initial Balance: $100,000.00 Final Balance: $166,286.86 Total Return: 66.29% Total PnL: $66,286.86 Total Trades: 76 ---------------------------------------- Win Rate: 61.84% Profit Factor: 0.93 Win/Loss Ratio: 0.93 Max Drawdown: 16.13% ---------------------------------------- Sharpe Ratio: 29.11 Sortino Ratio: 80.20 Calmar Ratio: 23219490136547410359956731001356136594709488209487865167106307971153568315998208.00 ---------------------------------------- Avg Win: $4,148.80 Avg Loss: $4,438.16 ============================================================ Sharpe Ratio Rating: 💎 Outstanding