方案,交易数,年净利,月均,返佣,最大回撤
A1: EMA(8/21) ATR>0.3% [基线],227,1196,100,2452,1191
A2: 基线 x5 (500U保证金),227,5981,498,12258,5955
A3: 基线 x10 (1000U保证金),227,11962,997,24516,11910
B1: ATR>0.15% (更频繁),2805,-550,-46,30294,4292
B2: ATR>0.1% SL=0.8%,7247,-4384,-365,78268,7849
B3: ATR>0.2% SL=0.8% MH=3600,954,262,22,10303,2564
C1: 3策略组合 (不重叠),1042,-798,-66,11254,3519
C2: 5策略组合 (不重叠),1451,-2880,-240,15671,6137
D1: 3策略+300U仓位,1042,-2393,-199,33761,10556
D2: 3策略+500U仓位,1042,-3988,-332,56268,17593
E1: 5策略并行(允许同时持仓) 100U each,3265,-3370,-281,35262,8580
E2: 5策略并行 200U each,3265,-6741,-562,70524,17159