可转债双低侧率回测

从2020年到2023年5月底，取双低前15只
0 trade_count 1535.000000
1 initial_market_value 100000.000000
2 end_market_value 208081.730000
3 total_pnl 108082.490000
4 unrealized_pnl -0.760000
5 total_return_pct 108.082490
6 total_profit 229082.140000
7 total_loss -120999.650000
8 total_fees 0.000000
9 max_drawdown -17462.060000
10 max_drawdown_pct -12.135161
11 win_rate 54.172185
12 loss_rate 45.827815
13 winning_trades 818.000000
14 losing_trades 692.000000
15 avg_pnl 70.412046
16 avg_return_pct 1.013603
17 avg_trade_bars 10.369381
18 avg_profit 280.051516
19 avg_profit_pct 3.733814
20 avg_winning_trade_bars 10.117359
21 avg_loss -174.854986
22 avg_loss_pct -2.165289
23 avg_losing_trade_bars 10.994220
24 largest_win 11796.500000
25 largest_win_pct 200.160000
26 largest_win_bars 42.000000
27 largest_loss -1969.110000
28 largest_loss_pct -19.090000
29 largest_loss_bars 35.000000
30 max_wins 17.000000
31 max_losses 13.000000
32 sharpe 0.099565
33 sortino 0.153615
34 profit_factor 1.340608
35 ulcer_index 1.810071
36 upi 0.051129
37 equity_r2 0.921902