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 | 15 | 0.06 | 9.04% | 14.45% | -8.87% | 53.3% | 2.33 | 1.16 | 2.98% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 19 | 0.08 | 8.87% | 14.17% | -9.03% | 42.1% | 2.87 | 0.86 | 3.49% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 23 | 0.10 | 8.74% | 13.96% | -9.16% | 52.2% | 1.93 | 1.08 | 3.59% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 15 | 0.06 | 8.71% | 13.91% | -9.20% | 46.7% | 2.20 | 0.81 | 4.17% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 13 | 0.06 | 8.65% | 13.82% | -9.25% | 53.8% | 2.70 | 1.30 | 2.68% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 13 | 0.06 | 8.65% | 13.82% | -9.25% | 53.8% | 2.70 | 1.30 | 2.68% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 10 | 0.04 | 8.63% | 13.79% | -9.27% | 60.0% | 3.16 | 1.39 | 1.55% | 2025-09-19 | |
| MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 16 | 0.08 | 7.22% | 13.79% | -107.02% | 50.0% | 1.73 | 0.89 | 5.60% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 20 | 0.09 | 8.59% | 13.72% | -9.31% | 40.0% | 3.04 | 0.83 | 2.78% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 27 | 0.12 | 8.55% | 13.65% | -9.35% | 44.4% | 2.18 | 0.81 | 4.44% | 2025-09-19 |