Timing_factor_60_240_both

📈 年度绩效 (Long策略)
年份年化收益最大回撤夏普比率
20170.59%-11.43%-0.0233
2018-13.53%-20.88%-0.9415
201922.19%-10.60%1.3898
202010.39%-9.69%0.6447
202116.45%-7.62%1.4344
2022-3.14%-18.94%-0.2340
20237.82%-6.48%0.7063
20248.45%-20.67%0.4160
202523.38%-10.03%1.6051
20263.25%-8.37%0.7980