参数网格 3b6db4a449ad
返回总览
策略：small_cap_pv_corr
股票池：all_a
创建：2026-11-05 10:14
walk-forward：7 折
样本外净值
样本内 / 样本外对比
OOS 总收益
-9.27%
OOS 年化
-2.78%
折数
7
参数组合
1
各折最优参数
| 折 | 参数 | IS 收益 | IS Calmar | OOS 收益 | OOS Calmar |
|---|---|---|---|---|---|
| 1 | {"top_k": 3} | 42.42% | 0.37 | 7.24% | 3.06 |
| 2 | {"top_k": 3} | 88.44% | 1.26 | 5.25% | 1.47 |
| 3 | {"top_k": 3} | 110.32% | 1.62 | -31.29% | -1.70 |
| 4 | {"top_k": 3} | 10.81% | 0.08 | 28.40% | 5.55 |
| 5 | {"top_k": 3} | 78.89% | 0.48 | 4.37% | 0.89 |
| 6 | {"top_k": 3} | 68.62% | 0.43 | 5.68% | 1.10 |
| 7 | {"top_k": 3} | 101.59% | 0.60 | -9.27% | -1.09 |
各折样本外指标
| 参数 | 总收益 | 最大回撤 | Sharpe | Calmar |
|---|---|---|---|---|
| {"top_k": 3} | 7.24% | -5.04% | 1.00 | 3.06 |
| {"top_k": 3} | 5.25% | -7.51% | 0.70 | 1.47 |
| {"top_k": 3} | -31.29% | -31.29% | -3.83 | -1.70 |
| {"top_k": 3} | 28.40% | -12.09% | 1.90 | 5.55 |
| {"top_k": 3} | 4.37% | -10.28% | 0.59 | 0.89 |
| {"top_k": 3} | 5.68% | -10.82% | 0.60 | 1.10 |
| {"top_k": 3} | -9.27% | -16.36% | -1.34 | -1.09 |