Timing_V_Spread_Top_Size

📈 年度绩效 (Long策略)
年份年化收益最大回撤夏普比率
20166.94%-19.71%0.3897
20178.05%-6.45%0.8948
2018-13.60%-19.12%-1.2566
201922.12%-8.64%1.6394
202013.21%-7.90%0.9716
202115.91%-5.60%1.7588
2022-0.54%-14.74%-0.0987
20236.78%-5.74%0.7493
20247.30%-14.95%0.4238
202521.79%-7.32%1.9019
20264.38%-2.95%2.8443