From 046ba02ce996b382dbb253cfb9413d65608ae259 Mon Sep 17 00:00:00 2001
From: shellway <413209390@qq.com>
Date: Mon, 28 Sep 2026 16:31:56 +0800
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+# 胜率与盈亏比（Win Rate & Profit/Loss Ratio）
+
+> **一句话**：胜率=赚钱次数占比；盈亏比=平均盈利/平均亏损。
+
+## 💡 直觉
+高胜率不一定要高盈亏比：低胜率+高盈亏比（趋势）也能赚。
+
+## 🧮 公式 / 口径
+```
+    胜率 = 盈利交易数 / 总交易数
+    盈亏比 = 平均盈利额 / 平均亏损额
+```
+
+## ⚠️ 常见误区
+只看胜率会被「小赚多次、大亏一次」骗；必须两个一起看+期望值。
+
+## 👉 实战锚点（学以致用）
+- `alpha/evaluation.py::win_rate / profit_loss_ratio`
+
+## 📖 出处
+《量化交易之路》
+
+## 🔗 相关
+[[知识/凯利公式]]
+
+---
+*分类：绩效指标 ｜ 复习节奏：1/2/4/7/15 天（配合 Anki）*