核心指标计算

Lesson Overview

In "Trading Data Analysis" → "绩效指标", this lesson "核心指标计算" builds knowledge you can apply immediately.

核心指标先明确净计费与往返交易定义。胜率、平均R、PF和最大回撤需各自的输入，单个交易表未必足以得到含浮盈亏的权益回撤。 对账净结果→分正负→算胜率/均值/PF→从权益路径算回撤→列缺失项，不强行填数。 本课作业：净结果+100、−50、+50、−100USD，求胜率、均值、PF；是否能据此精确算盘中权益回撤？

Core Concepts

These points align with the video walkthrough—take notes as you watch.

• ▸核心指标先明确净计费与往返交易定义。胜率、平均R、PF和最大回撤需各自的输入，单个交易表未必足以得到含浮盈亏的权益回撤。
• ▸对账净结果→分正负→算胜率/均值/PF→从权益路径算回撤→列缺失项，不强行填数。
• ▸本课作业：净结果+100、−50、+50、−100USD，求胜率、均值、PF；是否能据此精确算盘中权益回撤？

Practical Application

After studying, complete the companion practice lesson to move from understanding to doing.

• ▸Follow along in Jupyter or VS Code
• ▸Log how parameter changes affect backtest results
• ▸Submit a reproducible analysis notebook

FAQ

• ▸Q: How does this lesson fit the course? A: Part of "绩效指标"—follow the curriculum order.
• ▸Q: What do I need? A: Demo account and notes; quant lessons need a Python environment.
• ▸Q: How do I know I've mastered it? A: Pass the quiz and explain three key points of 核心指标计算 on your own.