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 | 133 | 0.31 | -11.35% | -9.87% | 59.82% | 33.1% | 1.77 | -0.56 | 23.92% | 2025-09-19 | |
| MABullishAlignment | 20211104-20230101 | 熊市 | 4h | 423 | 160 | 0.38 | -11.31% | -9.84% | 59.86% | 30.0% | 1.88 | -0.90 | 19.72% | 2025-09-19 | |
| MABullishAlignment | 20211104-20230101 | 熊市 | 4h | 423 | 131 | 0.31 | -10.72% | -9.32% | 60.45% | 32.8% | 1.80 | -0.53 | 23.92% | 2025-09-19 | |
| MABullishAlignment | 20211104-20230101 | 熊市 | 4h | 423 | 155 | 0.37 | -9.44% | -8.20% | 61.73% | 34.2% | 1.76 | -0.46 | 21.96% | 2025-09-19 | |
| MABullishAlignment | 20211104-20230101 | 熊市 | 4h | 423 | 156 | 0.37 | -8.76% | -7.61% | 62.41% | 34.6% | 1.75 | -0.42 | 21.96% | 2025-09-19 | |
| MABullishAlignment | 20211104-20230101 | 熊市 | 4h | 278 | 75 | 0.27 | -5.71% | -7.43% | 56.20% | 36.0% | 1.47 | -0.70 | 10.60% | 2025-09-16 | |
| MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 19 | 0.10 | -3.37% | -6.15% | -117.60% | 31.6% | 1.67 | -0.47 | 7.36% | 2025-09-19 | |
| MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 18 | 0.09 | -3.14% | -5.73% | -117.37% | 33.3% | 1.57 | -0.44 | 7.36% | 2025-09-19 | |
| MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 14 | 0.07 | -2.61% | -4.79% | -116.85% | 28.6% | 2.00 | -0.38 | 6.91% | 2025-09-19 | |
| MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 19 | 0.10 | -1.97% | -3.62% | -116.21% | 31.6% | 1.67 | -0.45 | 4.47% | 2025-09-19 |