机器学习

回测收益

年化收益率

最大回撤

RF

[16388.35, 31247.66]

[3.899, 7.033]

[15.196, 24.227]

ADA

[10561.16, 35903.20]

[2.487, 7.636]

[21.550, 31.257]

GBDT

[21551.60, 47197.88]

[4.868, 10.022]

[20.501, 28.306]

Hist-GB

[21408.19, 42481.08]

[4.904, 9.226]

[21.998, 27.452]