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Openai/69286a1e-2f50-800a-b685-0647e6b12a18
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=== 快速解读(为什么看起来“几乎 100% 成功”) === * 在你给定的基本假设下(p=0.6 且 win×2 / loss×0.5),每次的期望对数增长是正(这意味着长期复利下资本按几何级数增长),而且我给了足够多的交易次数(max_trades=500),因此在概率上绝大多数路径都会在 ≤500 次内到达目标。 * 模拟中中位数 75 次、平均 ~86 次,和我们先前用对数期望估算得到的 ≈83 次是相符的(数值一致性良好)。 * 结果暗示:在该理想化模型下,只要你确实能长期稳定维持 p≈0.6 且每次收益/亏损近似固定,并且手续费/滑点很小,你的策略在若干十到百次交易内实现目标的概率会非常高。
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