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 | 118 | 0.28 | -22.77% | -19.99% | 48.40% | 30.5% | 1.39 | -1.99 | 22.77% | 2025-09-19 | |
MABullishAlignment | 20211104-20230101 | 熊市 | 4h | 423 | 115 | 0.27 | -23.01% | -20.20% | 48.15% | 29.6% | 1.42 | -2.06 | 23.01% | 2025-09-19 | |
MABullishAlignment | 20211104-20230101 | 熊市 | 4h | 423 | 167 | 0.39 | -23.35% | -20.51% | 47.81% | 28.7% | 1.51 | -2.22 | 23.35% | 2025-09-19 | |
MABullishAlignment | 20211104-20230101 | 熊市 | 4h | 423 | 164 | 0.39 | -23.53% | -20.67% | 47.63% | 28.0% | 1.52 | -2.27 | 23.53% | 2025-09-19 | |
MABullishAlignment | 20211104-20230101 | 熊市 | 4h | 423 | 214 | 0.51 | -23.54% | -20.67% | 47.63% | 29.4% | 1.64 | -1.86 | 23.55% | 2025-09-19 | |
MABullishAlignment | 20211104-20230101 | 熊市 | 4h | 423 | 125 | 0.30 | -23.60% | -20.73% | 47.57% | 29.6% | 1.46 | -2.01 | 23.60% | 2025-09-19 | |
MABullishAlignment | 20211104-20230101 | 熊市 | 4h | 423 | 146 | 0.35 | -23.66% | -20.78% | 47.50% | 32.2% | 1.61 | -1.19 | 25.12% | 2025-09-19 | |
MABullishAlignment | 20211104-20230101 | 熊市 | 4h | 423 | 217 | 0.51 | -23.77% | -20.88% | 47.40% | 30.4% | 1.57 | -1.86 | 23.78% | 2025-09-19 | |
MABullishAlignment | 20211104-20230101 | 熊市 | 4h | 423 | 195 | 0.46 | -23.96% | -21.05% | 47.21% | 30.8% | 1.54 | -1.86 | 23.96% | 2025-09-19 | |
MABullishAlignment | 20211104-20230101 | 熊市 | 4h | 423 | 196 | 0.46 | -24.17% | -21.23% | 47.00% | 28.1% | 1.67 | -1.91 | 27.10% | 2025-09-19 |