diff --git a/czsc/traders/weight_backtest.py b/czsc/traders/weight_backtest.py
index 436cbffc0..677a1724b 100644
--- a/czsc/traders/weight_backtest.py
+++ b/czsc/traders/weight_backtest.py
@@ -565,7 +565,7 @@ def backtest(self, n_jobs=1):
         dfw = self.dfw.copy()
         long_rate = dfw[dfw["weight"] > 0].shape[0] / dfw.shape[0]
         short_rate = dfw[dfw["weight"] < 0].shape[0] / dfw.shape[0]
-        stats.update({"多头占比": long_rate, "空头占比": short_rate})
+        stats.update({"多头占比": round(long_rate, 4), "空头占比": round(short_rate, 4)})
 
         res["绩效评价"] = stats
         return res
diff --git a/czsc/utils/st_components.py b/czsc/utils/st_components.py
index b3491c75d..60647c4e3 100644
--- a/czsc/utils/st_components.py
+++ b/czsc/utils/st_components.py
@@ -422,7 +422,7 @@ def show_weight_backtest(dfw, **kwargs):
     stat = wb.results["绩效评价"]
 
     st.divider()
-    c1, c2, c3, c4, c5, c6, c7, c8, c9, c10 = st.columns([1, 1, 1, 1, 1, 1, 1, 1, 1, 1])
+    c1, c2, c3, c4, c5, c6, c7, c8, c9, c10, c11 = st.columns([1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1])
     c1.metric("盈亏平衡点", f"{stat['盈亏平衡点']:.2%}")
     c2.metric("单笔收益（BP）", f"{stat['单笔收益']}")
     c3.metric("交易胜率", f"{stat['交易胜率']:.2%}")
@@ -433,6 +433,7 @@ def show_weight_backtest(dfw, **kwargs):
     c8.metric("卡玛比率", f"{stat['卡玛']:.2f}")
     c9.metric("年化波动率", f"{stat['年化波动率']:.2%}")
     c10.metric("多头占比", f"{stat['多头占比']:.2%}")
+    c11.metric("空头占比", f"{stat['空头占比']:.2%}")
     st.divider()
 
     dret = wb.results["品种等权日收益"].copy()