trump-code/data/results_08_backtest.json at main · ycaistudio/trump-code · GitHub

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{
  "buy_hold_return": 10.6,
  "R1: 盤前RELIEF→買1天": {
    "trades": 15,
    "win_rate": 60.0,
    "avg_return": -0.112,
    "total_return": -1.68,
    "max_drawdown": 4.14,
    "final_value": 9829.0
  },
  "R2: 盤中TARIFF×2→空1天": {
    "trades": 23,
    "win_rate": 47.8,
    "avg_return": 0.285,
    "total_return": 6.55,
    "max_drawdown": 6.9,
    "final_value": 10630.0
  },
  "R3: 連3天TARIFF後DEAL→買2天": {
    "trades": 19,
    "win_rate": 52.6,
    "avg_return": 0.492,
    "total_return": 9.35,
    "max_drawdown": 9.31,
    "final_value": 10872.0
  },
  "R4: 三信號齊發→買3天": {
    "trades": 29,
    "win_rate": 69.0,
    "avg_return": 0.2,
    "total_return": 5.8,
    "max_drawdown": 6.99,
    "final_value": 10553.0
  },
  "R5: 炫耀股市×2→空1天": {
    "trades": 111,
    "win_rate": 36.9,
    "avg_return": -0.192,
    "total_return": -21.34,
    "max_drawdown": 25.21,
    "final_value": 8018.0
  },
  "R6: 爆量日+關稅密集→買2天": {
    "trades": 6,
    "win_rate": 0.0,
    "avg_return": -2.73,
    "total_return": -16.38,
    "max_drawdown": 15.52,
    "final_value": 8448.0
  },
  "R7: 盤前ACTION→買1天": {
    "trades": 38,
    "win_rate": 57.9,
    "avg_return": 0.231,
    "total_return": 8.79,
    "max_drawdown": 5.34,
    "final_value": 10892.0
  }
}