策略评测结果
共 2433 条记录策略名称 | 时间范围 | 行情 | timeframe | 回测天数 | 总交易数 | 日均交易次数 | 总收益率 | 年化收益率 | 超额收益 | 胜率 | 盈亏比 | SQN | 最大回撤 | 评测日期 | 操作 |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
MABullishAlignment | 20211104-20230101 | 熊市 | 4h | 423 | 180 | 0.43 | -15.18% | -13.25% | 55.98% | 31.7% | 1.62 | -1.26 | 18.44% | 2025-09-19 | |
MABullishAlignment | 20211104-20230101 | 熊市 | 4h | 423 | 121 | 0.29 | -14.79% | -12.90% | 56.38% | 32.2% | 1.68 | -0.90 | 23.30% | 2025-09-19 | |
MABullishAlignment | 20211104-20230101 | 熊市 | 4h | 278 | 62 | 0.22 | -9.61% | -12.43% | 52.29% | 37.1% | 1.36 | -0.79 | 17.41% | 2025-09-16 | |
MABullishAlignment | 20211104-20230101 | 熊市 | 4h | 423 | 146 | 0.35 | -13.53% | -11.79% | 57.64% | 34.2% | 1.63 | -0.71 | 21.00% | 2025-09-19 | |
MABullishAlignment | 20211104-20230101 | 熊市 | 4h | 423 | 144 | 0.34 | -12.91% | -11.24% | 58.26% | 31.2% | 1.66 | -1.19 | 18.70% | 2025-09-19 | |
MABullishAlignment | 20211104-20230101 | 熊市 | 4h | 423 | 140 | 0.33 | -12.84% | -11.18% | 58.33% | 30.7% | 1.68 | -1.20 | 18.44% | 2025-09-19 | |
MABullishAlignment | 20211104-20230101 | 熊市 | 4h | 423 | 194 | 0.46 | -12.08% | -10.52% | 59.09% | 32.5% | 1.72 | -0.91 | 19.34% | 2025-09-19 | |
MABullishAlignment | 20211104-20230101 | 熊市 | 4h | 423 | 165 | 0.39 | -12.00% | -10.45% | 59.17% | 30.3% | 1.83 | -0.95 | 19.99% | 2025-09-19 | |
MABullishAlignment | 20211104-20230101 | 熊市 | 4h | 423 | 191 | 0.45 | -11.81% | -10.28% | 59.35% | 31.4% | 1.81 | -0.90 | 19.34% | 2025-09-19 | |
MABullishAlignment | 20211104-20230101 | 熊市 | 4h | 278 | 85 | 0.31 | -7.62% | -9.89% | 54.28% | 37.6% | 1.32 | -0.86 | 11.40% | 2025-09-16 |