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时过夏末
为什么回测表现优秀，实盘却可能持续亏损？
历史数据不等于未来，理想成交也不等于真实执行。
手续费、滑点、参数过拟合和市场环境变化，都可能侵蚀策略收益。
评估策略，不要只看收益曲线，还要看样本外表现、最大回撤和扣除成本后的结果。
你最看重哪项指标？
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