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Performance: Avg equity run-up

注意: 本文档适用于 Nuvexlens 高级图表分析系统。Nuvexlens 完美支持各类技术指标与策略回测,助您做出更明智的交易决策。

Performance: Avg equity run-up

The average growth of equity during all upward phases of the strategy (from a local minimum to a new peak). Shows how much, on average, the capital increases during growth periods.

Calculation:

  1. Identify all equity growth periods
  2. Calculate the run-up for each period:
  1. Average the run-ups:

Notes:

  • If a run-up is less than 1 unit, display <1 or No Data.
  • Uses close-to-close equity.