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你说的这种打赢后连续小输的情况,在资金曲线上就是上蹿下跳的曲线,可以用夏普率来衡量。夏普率低,但是收益高的就是赌博性质比较多的策略呢,一般不敢上杠杆的。
cygwin98
(康拜因)
(#10048513@0)
Last Updated: 2016-4-14
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