Walk Forward逐窗驗證
規則在不同年代是否保持效果?
- 最新值
- -2.52 %
- 期間平均
- 3.94 %
- 期間最高
- 33.8 %
- 期間最低
- -13.7 %
Walk Forward逐窗驗證
樣本外回報(%) (多數列圖)
基準/成本後回報(%)
基準/成本後回報(%) (柱狀圖)
事件明細與資料日期
樣本外回報(%) 與 基準/成本後回報(%) (表格)
示例資料列
| 交易日/觀察期 | 樣本外回報(%) | 基準/成本後回報(%) | 資料日期(示例) |
|---|---|---|---|
| 2025-10-16 | 0 | 23.84 | 2025-10-16 |
| 2025-11-03 | 11.26 | 8.91 | 2025-11-03 |
| 2025-11-17 | 12.07 | 5.47 | 2025-11-17 |
| 2025-12-03 | 9.07 | 20.3 | 2025-12-03 |
| 2025-12-19 | -10.88 | 12.86 | 2025-12-19 |
| 2026-01-02 | -5.59 | 30.74 | 2026-01-02 |
| 2026-01-20 | 16.53 | 7.3 | 2026-01-20 |
| 2026-02-05 | 10.83 | 6.18 | 2026-02-05 |
| 2026-02-23 | 0.17 | 4.8 | 2026-02-23 |
| 2026-03-09 | 0.43 | 15.3 | 2026-03-09 |
| 2026-03-25 | 1.21 | 10.52 | 2026-03-25 |
| 2026-04-10 | 9.84 | 5.47 | 2026-04-10 |
| 2026-04-24 | 0.76 | 15.04 | 2026-04-24 |
| 2026-05-12 | -3.3 | 8.24 | 2026-05-12 |
| 2026-05-28 | -2.93 | 30.04 | 2026-05-28 |
| 2026-06-11 | -5.99 | 8.97 | 2026-06-11 |
| 2026-06-29 | -5.67 | 3.97 | 2026-06-29 |
| 2026-07-15 | -5.4 | 7.57 | 2026-07-15 |
| 2026-07-31 | 2.32 | 4.54 | 2026-07-31 |
| 2026-08-14 | 27.22 | 9.85 | 2026-08-14 |
| 2026-09-01 | 13.05 | 2.67 | 2026-09-01 |
| 2026-09-17 | -0.83 | 4.54 | 2026-09-17 |
| 2026-10-01 | 2.8 | 7.99 | 2026-10-01 |
| 2026-10-16 | -2.52 | 5.32 | 2026-10-16 |