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 | 8.19% | 13.06% | -9.71% | 38.1% | 3.15 | 0.79 | 2.78% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 11 | 0.05 | 7.91% | 12.62% | -9.99% | 54.5% | 3.06 | 1.24 | 1.55% | 2025-09-19 | |
| MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 11 | 0.06 | 6.61% | 12.58% | -107.63% | 63.6% | 1.85 | 1.56 | 1.58% | 2025-09-19 | |
| MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 11 | 0.06 | 6.61% | 12.58% | -107.63% | 63.6% | 1.85 | 1.56 | 1.58% | 2025-09-19 | |
| MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 11 | 0.06 | 6.61% | 12.58% | -107.63% | 63.6% | 1.85 | 1.56 | 1.58% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 13 | 0.06 | 7.88% | 12.55% | -10.03% | 46.2% | 2.26 | 0.73 | 4.17% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 29 | 0.12 | 7.87% | 12.54% | -10.03% | 41.4% | 2.35 | 0.74 | 4.13% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 17 | 0.07 | 7.84% | 12.49% | -10.07% | 41.2% | 2.54 | 0.72 | 4.17% | 2025-09-19 | |
| MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 13 | 0.07 | 6.49% | 12.35% | -107.75% | 46.2% | 2.09 | 0.88 | 3.35% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 24 | 0.10 | 7.65% | 12.19% | -10.25% | 50.0% | 1.86 | 0.94 | 3.59% | 2025-09-19 |