eval.json

{"000001.XSHE": {"price_track_mean_cross_5": {"long": {"all_return": 2.13, "return_factor": 1.617, "trade_num": 15, "win_num": 8, "win_rate": 53.3, "win_money": 5.58, "lose_money": 3.45, "win_mean_hold_day": 3.125, "lose_mean_hold_day": 9.143}, "short": {"all_return": "(3.49)", "return_factor": 0.288, "trade_num": 12, "win_num": 3, "win_rate": 25.0, "win_money": 1.41, "lose_money": 4.9, "win_mean_hold_day": 7.0, "lose_mean_hold_day": 3.222}}, "price_track_mean_cross_10": {"long": {"all_return": 2.13, "return_factor": 1.839, "trade_num": 11, "win_num": 5, "win_rate": 45.5, "win_money": 4.67, "lose_money": 2.54, "win_mean_hold_day": 3.4, "lose_mean_hold_day": 12.333}, "short": {"all_return": 1.35, "return_factor": 1.346, "trade_num": 12, "win_num": 6, "win_rate": 50.0, "win_money": 5.25, "lose_money": 3.9, "win_mean_hold_day": 19.0, "lose_mean_hold_day": 4.0}}}, "000016.XSHE": {"price_track_mean_cross_5": {"long": {"all_return": "(9.55)", "return_factor": 0.233, "trade_num": 24, "win_num": 12, "win_rate": 50.0, "win_money": 2.9, "lose_money": 12.45, "win_mean_hold_day": 4.25, "lose_mean_hold_day": 9.667}, "short": {"all_return": 16.08, "return_factor": 3.892, "trade_num": 31, "win_num": 8, "win_rate": 25.8, "win_money": 21.64, "lose_money": 5.56, "win_mean_hold_day": 11.625, "lose_mean_hold_day": 4.565}}, "price_track_mean_cross_10": {"long": {"all_return": "(11.84)", "return_factor": 0.249, "trade_num": 20, "win_num": 12, "win_rate": 60.0, "win_money": 3.92, "lose_money": 15.76, "win_mean_hold_day": 5.0, "lose_mean_hold_day": 15.0}, "short": {"all_return": 28.74, "return_factor": 8.044, "trade_num": 20, "win_num": 5, "win_rate": 25.0, "win_money": 32.82, "lose_money": 4.08, "win_mean_hold_day": 23.0, "lose_mean_hold_day": 6.467}}}}