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 | 20240301-20241021 | 震荡 | 4h | 234 | 21 | 0.09 | 13.49% | 21.82% | -4.41% | 38.1% | 3.15 | 0.77 | 4.61% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 20 | 0.09 | 13.37% | 21.62% | -4.53% | 40.0% | 4.04 | 0.98 | 2.39% | 2025-09-19 | |
| MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 11 | 0.06 | 11.13% | 21.60% | -103.10% | 63.6% | 1.85 | 1.56 | 2.62% | 2025-09-19 | |
| MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 11 | 0.06 | 11.13% | 21.60% | -103.10% | 63.6% | 1.85 | 1.56 | 2.62% | 2025-09-19 | |
| MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 11 | 0.06 | 11.13% | 21.60% | -103.10% | 63.6% | 1.85 | 1.56 | 2.62% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 11 | 0.05 | 13.30% | 21.50% | -4.60% | 54.5% | 3.06 | 1.23 | 2.57% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 29 | 0.12 | 13.03% | 21.05% | -4.87% | 41.4% | 2.35 | 0.73 | 6.84% | 2025-09-19 | |
| MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 17 | 0.09 | 10.65% | 20.62% | -103.59% | 52.9% | 2.29 | 1.41 | 3.50% | 2025-09-19 | |
| MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 17 | 0.09 | 10.65% | 20.62% | -103.59% | 52.9% | 2.29 | 1.41 | 3.50% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 24 | 0.10 | 12.73% | 20.55% | -5.17% | 50.0% | 1.86 | 0.92 | 5.93% | 2025-09-19 |