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<html xmlns:o=3D"urn:schemas-microsoft-com:office:office" xmlns:w=3D"urn:schemas-microsoft-com:office:word" xmlns=3D"http://www.w3.org/TR/REC-html40"><head><meta http-equiv=3DContent-Type  content=3D"text/html; charset=3Dutf-8" ><title>测试品种</title><!--[if gte mso 9]><xml><w:WordDocument><w:BrowserLevel>MicrosoftInternetExplorer4</w:BrowserLevel><w:DisplayHorizontalDrawingGridEvery>0</w:DisplayHorizontalDrawingGridEvery><w:DisplayVerticalDrawingGridEvery>2</w:DisplayVerticalDrawingGridEvery><w:DocumentKind>DocumentNotSpecified</w:DocumentKind><w:DrawingGridVerticalSpacing>7.8</w:DrawingGridVerticalSpacing><w:View>Web</w:View><w:Compatibility></w:Compatibility><w:Zoom>0</w:Zoom></w:WordDocument></xml><![endif]--><style>
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=20div.Section0{page:Section0;}</style></head><body style=3D"tab-interval:21pt; " ><!--StartFragment--><div class=3D"Section0"  style=3D"layout-grid:15.6000pt;
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=20padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; " ><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:0.5000pt solid rgb(0,0,0); mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >期末权益</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:0.5000pt solid rgb(0,0,0); mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >评测结束时的可用资金</span><span style=3D"font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; color:rgb(0,0,0); font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >盈亏时间比</span><span style=3D"color:rgb(255,0,0); font-weight:bold; font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; color:rgb(0,0,0); font-size:10.5000pt; font-family:'宋体'; " >盈利</span><span style=3D"mso-spacerun:'yes'; color:rgb(0,0,0); font-size:10.5000pt; font-family:'宋体'; " >周期</span><span style=3D"color:rgb(0,0,0); font-size:10.5000pt; font-family:'宋体'; " >数</span><span style=3D"color:rgb(0,0,0); font-size:10.5000pt; font-family:'Calibri'; " >/</span><span style=3D"mso-spacerun:'yes'; color:rgb(0,0,0); font-size:10.5000pt; font-family:'宋体'; " >亏损</span><span style=3D"mso-spacerun:'yes'; color:rgb(0,0,0); font-size:10.5000pt; font-family:'宋体'; " >周期</span><span style=3D"color:rgb(0,0,0); font-size:10.5000pt; font-family:'宋体'; " >数</span><span style=3D"color:rgb(255,0,0); font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >总盈利</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >绝对值，所有盈利交易盈利金额之和</span><span style=3D"font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >总亏损</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >绝对值，所有亏损交易亏损金额之和</span><span style=3D"font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >净利润</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >总盈利<font face=3D"Calibri" >-</font><font face=3D"宋体" >总亏损</font><font face=3D"Calibri" >-</font><font face=3D"宋体" >手续费</font></span><span style=3D"font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >年化收益</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >净利润<font face=3D"Calibri" >/</font><font face=3D"宋体" >总交易的天数</font><font face=3D"Calibri" >*&nbsp;365</font></span><span style=3D"font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >收益率</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >净利润<font face=3D"Calibri" >/</font><font face=3D"宋体" >初始资金</font></span><span style=3D"font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >年化收益率</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >年化收益<font face=3D"Calibri" >/</font><font face=3D"宋体" >初始资金</font></span><span style=3D"font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >相对收益率</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >收益率<font face=3D"Calibri" >-</font><font face=3D"宋体" >同期沪深</font><font face=3D"Calibri" >300</font><font face=3D"宋体" >指涨跌幅</font></span><span style=3D"font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >平均利润</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >净利润<font face=3D"Calibri" >/</font><font face=3D"宋体" >交易量</font></span><span style=3D"font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >胜率</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >盈利次数<font face=3D"Calibri" >/</font><font face=3D"宋体" >总次数</font></span><span style=3D"font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >最大回撤比</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >从测试开始到结束，资金曲线从高点到低点回撤比的最大值；</span><span style=3D"font-size:10.5000pt; font-family:'宋体'; " ><o:p></o:p></span></p><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >回撤比<font face=3D"Calibri" >=3D</font><font face=3D"宋体" >（前期高点</font><font face=3D"Calibri" >-</font><font face=3D"宋体" >低点）</font><font face=3D"Calibri" >/</font><font face=3D"宋体" >前期高点</font></span><span style=3D"font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >最大回撤</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >最大回撤比出现时的最大回撤值（回撤值&nbsp;<font face=3D"Calibri" >=3D&nbsp;</font><font face=3D"宋体" >前期高点&nbsp;</font><font face=3D"Calibri" >-&nbsp;</font><font face=3D"宋体" >低点）</font></span><span style=3D"font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >区间涨幅</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >评测时间段内该品种的涨跌幅</span><span style=3D"font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >最大持仓量</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >持仓量的最大值</span><span style=3D"font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >持仓周期数</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >持仓量不为空的周期数之和</span><span style=3D"font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >持仓周期比率</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >持仓周期数<font face=3D"Calibri" >/</font><font face=3D"宋体" >评测周期数</font></span><span style=3D"font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >最大连续持仓周期数</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"font-size:10.5000pt; font-family:'Calibri'; " >&#160;</span><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >持仓量不为空的最长周期数</span><span style=3D"font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >MAR<font face=3D"宋体" >比率</font></span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >年化收益率<font face=3D"Calibri" >/</font><font face=3D"宋体" >最大回撤比</font></span><span style=3D"font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:60.0500pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >年化波动率</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"font-size:10.5000pt; font-family:'Calibri'; " ><img width=3D"162"  height=3D"58"  src=3D'file:///C:/DOCUME~1/ADMINI~1/LOCALS~1/Temp/~tmp1372127055.files/~tmp1372127055-420.png' ></span><span style=3D"font-size:10.5000pt; font-family:'宋体'; " >，</span><span style=3D"font-size:10.5000pt; font-family:'Calibri'; " ><img width=3D"102"  height=3D"48"  src=3D'file:///C:/DOCUME~1/ADMINI~1/LOCALS~1/Temp/~tmp1372127055.files/~tmp1372127055-422.png' ></span><span style=3D"font-size:10.5000pt; font-family:'宋体'; " ><o:p></o:p></span></p><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >其中，<font face=3D"Calibri" >Rt</font><font face=3D"宋体" >为单次交易的收益率，</font><font face=3D"Calibri" >n</font><font face=3D"宋体" >为期间交易次数</font></span><span style=3D"font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:71.9000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >标准离差</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"color:rgb(255,0,0); font-size:10.5000pt; font-family:'Calibri'; " ><img width=3D"155"  height=3D"52"  src=3D'file:///C:/DOCUME~1/ADMINI~1/LOCALS~1/Temp/~tmp1372127055.files/~tmp1372127055-471.png' ></span>，<span style=3D"color:rgb(255,0,0); font-size:10.5000pt; font-family:'Calibri'; " ><img width=3D"102"  height=3D"48"  src=3D'file:///C:/DOCUME~1/ADMINI~1/LOCALS~1/Temp/~tmp1372127055.files/~tmp1372127055-422.png' ></span><span style=3D"color:rgb(255,0,0); font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >其中，<font face=3D"Calibri" >Rt</font><font face=3D"宋体" >为单次交易的收益率，</font><font face=3D"Calibri" >n</font><font face=3D"宋体" >为期间交易次数</font></span><span style=3D"font-size:10.5000pt; font-family:'宋体'; " >，</span><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >也就是说将所有交易看做是一个样本，求样本的标准离差</span><span style=3D"font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >标准离差率</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >标准离差</span><span style=3D"font-size:10.5000pt; font-family:'Calibri'; " >/</span><span style=3D"mso-spacerun:'yes'; color:rgb(0,0,0); font-size:10.5000pt; font-family:'宋体'; " >平均盈利率（即</span><span style=3D"color:rgb(0,0,0); font-size:10.5000pt; font-family:'宋体'; " >&#956;</span><span style=3D"color:rgb(0,0,0); font-size:10.5000pt; font-family:'宋体'; " >）</span><span style=3D"font-size:10.5000pt; font-family:'Calibri'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"font-size:10.5000pt; font-family:'宋体'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >平均盈利</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >总盈利<font face=3D"Calibri" >/</font><font face=3D"宋体" >盈利量</font></span><span style=3D"font-size:10.5000pt; font-family:'宋体'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >平均亏损</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >总亏损<font face=3D"Calibri" >/</font><font face=3D"宋体" >亏损量</font></span><span style=3D"font-size:10.5000pt; font-family:'宋体'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >盈利系数</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >（盈利次数<font face=3D"Calibri" >-</font><font face=3D"宋体" >亏损次数）</font><font face=3D"Calibri" >/</font><font face=3D"宋体" >交易次数</font></span><span style=3D"font-size:10.5000pt; font-family:'宋体'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >亏损比率</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >亏损次数<font face=3D"Calibri" >/</font><font face=3D"宋体" >交易次数</font></span><span style=3D"font-size:10.5000pt; font-family:'宋体'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >盈亏次数比</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >盈利次数<font face=3D"Calibri" >/</font><font face=3D"宋体" >亏损次数</font></span><span style=3D"font-size:10.5000pt; font-family:'宋体'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; 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margin-top:0pt; " ><span style=3D"font-size:10.5000pt; font-family:'宋体'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:center; " ><span style=3D"mso-spacerun:'yes'; font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " >最大盈利</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >总交易次数中，单次交易盈利最大的那笔盈利</span><span style=3D"font-size:10.5000pt; font-family:'宋体'; " ><o:p></o:p></span></p></td></tr><tr style=3D"height:15.0000pt; " ><td width=3D179  valign=3Dcenter  style=3D"width:134.3000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:0.5000pt solid rgb(0,0,0); mso-border-left-alt:0.5000pt solid rgb(0,0,0); border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; 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" >扣除最大亏损后收益率</span><span style=3D"font-weight:bold; font-size:10.5000pt; font-family:'宋体'; " ><o:p></o:p></span></p></td><td width=3D420  valign=3Dcenter  style=3D"width:315.6000pt; padding:0.0000pt 5.4000pt 0.0000pt 5.4000pt ; border-left:none; ; mso-border-left-alt:none; ; border-right:0.5000pt solid rgb(0,0,0); mso-border-right-alt:0.5000pt solid rgb(0,0,0); border-top:none; ; mso-border-top-alt:0.5000pt solid rgb(0,0,0); border-bottom:0.5000pt solid rgb(0,0,0); mso-border-bottom-alt:0.5000pt solid rgb(0,0,0); " ><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; " ><span style=3D"mso-spacerun:'yes'; font-size:10.5000pt; font-family:'宋体'; " >（净利润<font face=3D"Calibri" >+</font><font face=3D"宋体" >最大亏损）</font><font face=3D"Calibri" >/</font><font face=3D"宋体" >初始资金</font></span><span style=3D"font-size:10.5000pt; font-family:'宋体'; " ><o:p></o:p></span></p></td></tr></table><p class=3Dp0  style=3D"margin-bottom:0pt; margin-top:0pt; text-align:left; " ><span style=3D"mso-spacerun:'yes'; 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