回测和分析

在冒真实资本风险之前，用历史数据验证您的策略。学习回测最佳实践、指标解读和前推分析。

12文章

187 分钟总阅读时间

初级 / 高级难度

Backtesting DCA bots: reading the safety-order analytics

Safety orders rescue losing trades, which inflates win rate and hides the real risk. Freya's backtest breaks out how your DCA ladder actually performed, so you can see whether averaging down is earning its danger.

2026年8月18日

Does your backtest beat buy and hold? Using the HODL benchmark

回测和分析初级

7 分钟阅读

Does your backtest beat buy and hold? Using the HODL benchmark

Freya overlays your bot's equity against simply buying and holding the coin. If a strategy cannot beat HODL, the effort and risk are not paying you. Here is how to read the benchmark.

2026年8月18日

How Freya models slippage and fees in backtests

回测和分析中级

7 分钟阅读

How Freya models slippage and fees in backtests

A backtest that ignores slippage and fees is a fantasy. Here is exactly how Freya's engine applies slippage, fill buffers, and maker-taker commissions so your numbers reflect what live trading actually costs.

2026年8月18日

Monte Carlo simulation for trading bots: reading probability of ruin

回测和分析高级

11 分钟阅读

Monte Carlo simulation for trading bots: reading probability of ruin

Your backtest is one ordering of trades out of thousands. Monte Carlo reshuffles it 1000 times to reveal probability of ruin, confidence intervals, and the drawdown a single equity curve hides.

2026年8月18日

R-multiple and expectancy: sizing winners against your risk

回测和分析中级

8 分钟阅读

R-multiple and expectancy: sizing winners against your risk

R-multiple measures every trade in units of what you risked, and expectancy turns that into one number: your edge per trade. Read both from a Freya backtest and know if your strategy actually makes money.

2026年8月18日

Value at Risk, CVaR, and the Omega ratio explained

回测和分析高级

7 分钟阅读

Value at Risk, CVaR, and the Omega ratio explained

Beyond max drawdown: how to read the tail-risk metrics in a Freya backtest. VaR is the loss you should expect on a bad day, CVaR is how bad the worst days get, and Omega weighs every gain against every loss.

2026年8月18日

Volatility regimes: why your bot wins in chop but loses in trends

回测和分析中级

7 分钟阅读

Volatility regimes: why your bot wins in chop but loses in trends

The same bot can be a money machine in a calm market and a disaster in a volatile one. Freya's backtest classifies your trades by market volatility using ATR, so you can see the conditions your strategy actually needs.

2026年8月18日