指标理论相关

Calmar ratio（年撤比）
Calmar Ratio = Average Annual Rate of Return / Maximum Drawdown
引入无风险率得到
sharp ratio

SQN
https://tradingtact.com/system-quality-number/
https://futures.io/download/ninjatrader/strategies/99-download.html?view
https://futures.io/psychology-money-management/453-van-tharp-s-system-quality-number-van-k-tharp-system-quality-number.html
https://www.vantharp.com/workshops
sqn score
SQN multiplied by averageTradesPerYear / 100
参考：
https://www.youtube.com/watch?v=OCT_XwOi0ME&list=PLREB0SIRzpfFa7U2JXx2jwB4BE09GCtqU&index=14

https://pan.saic.space/p/d2b299f4c75e3831d169419cd5721281700cb3bb/BRK vs. S&P500.xlsx