Timing_factor_open_spread_Open

📈 年度绩效 (Long策略)
年份年化收益最大回撤夏普比率
20167.04%-23.50%0.3425
2017-5.33%-15.39%-0.4093
2018-25.30%-32.64%-1.2821
201925.46%-16.69%1.1697
202013.67%-13.28%0.6523
202121.75%-10.10%1.4023
2022-9.86%-26.11%-0.4567
20236.93%-10.23%0.4809
2024-0.22%-28.49%0.0958
202533.95%-14.62%1.6200
20264.84%-11.82%0.8747