EXP-000001

Equity-basis vs balance-basis drawdown across the catalogue

采纳方法论研究来源: 混合 2026年8月19日

系统: 平台／方法论研究——不绑定单一系统。
Git 提交: 5fb90db

假设

Balance-basis drawdown (closed trades only) materially understates peak-to-trough risk for systems that hold losing positions, and must not be ranked against equity-basis figures silently.

受控更改

Importer reads equity drawdown wherever the report states it and records the basis; every page carrying a drawdown states which basis it shows; balance-basis pages carry an explicit caveat.

数据集与条件

All 14 tester reports (5 MT5 with both bases, 9 MT4 balance-only).

更改前 / 更改后

更改前

SUPREMACY drawdown as first imported (balance basis): 12.44%

更改后

SUPREMACY drawdown on equity basis, same report: 48.82%

验证

样本外、步进、蒙特卡洛与前向结果仅在数据存在时显示。本条目不存在这些数据。

决定

采纳

The gap on the worst case was a factor of ~4 (12.44% vs 48.82%). Publishing the balance figure as "the" drawdown would have materially understated risk.

AI 参与

模型: Claude (Anthropic)
AI 做了什么: Read all 14 tester reports, surfaced the equity/balance mismatch and drafted the importer change. The publication rule (always label the basis) was decided by a human.
人工审核: 已经人工审核并批准

AI 辅助的条目仅在人工审核后发布；未经审核的 AI 生成条目会被构建流程扣留。AI 不预测市场，也没有任何条目作此宣称。

备注

Basis labelling now appears on detail pages, the compare matrix and the risk/return map.

回测的改进不代表未来的改进。实验越多，碰巧成功的概率越高——本日志的存在部分正是为了让多重检验风险保持可见。