# 正在跑的策略

By [KeepLearning](https://paragraph.com/@keeplearning-2) · 2024-01-15

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正在跑的策略回测结果

ILLQStd

start\_date = '2020-04-01' # 回测开始时间

end\_date = '2024-01-14' # 回测结束时间

black\_list = \['COCOS-USDT', 'PERP-USDT', 'BTC-USDT', 'ETH-USDT', 'BNB-USDT', 'LUNA-USDT', 'LUNA2-USDT'\]

min\_kline\_num = 720

hold\_period = '1H'

long\_select\_coin\_num = 20

short\_select\_coin\_num = 20

('ILLQStd', True, 168, 1)

('PctChange', 168)

0.9过滤

![](https://storage.googleapis.com/papyrus_images/05764aa5c0c94922fe2ad8827a578ace6291b0e99873b302245b4cfda5a28f7c.png)

![](https://storage.googleapis.com/papyrus_images/d5e2bad39adb7a590ad32f83f53b52aa0e504f3dcafc07b0494971ecc27e2b6b.png)

![](https://storage.googleapis.com/papyrus_images/e823f192b82860e67fef9d7e95e52ef220f2c3fec3c626d67cd29b2e7f5279b1.png)

![](https://storage.googleapis.com/papyrus_images/850dd04911df8ce2430a4b8d6eb60744d0273148b943c2ebc160c5d653c426e4.png)

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*Originally published on [KeepLearning](https://paragraph.com/@keeplearning-2/OCA4EtikqNbzl2g5jthr)*