Timing_factor_WPR_Shadow_Oracle

📈 年度绩效 (Long策略)
年份年化收益最大回撤夏普比率
20169.64%-5.78%0.7735
2017-6.36%-9.09%-1.0772
2018-12.25%-16.81%-1.3159
201914.90%-8.54%1.3083
20209.28%-6.05%0.7761
202113.34%-4.49%1.6648
2022-2.60%-13.16%-0.3524
20236.49%-3.76%0.8135
20246.32%-15.34%0.3931
202517.28%-7.65%1.6882
20263.35%-5.36%1.1483