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 | 20231001-20240415 | 牛市 | 4h | 197 | 13 | 0.07 | 6.02% | 11.44% | -108.22% | 53.8% | 2.33 | 1.38 | 2.08% | 2025-09-19 | |
MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 13 | 0.07 | 6.02% | 11.44% | -108.22% | 53.8% | 2.33 | 1.38 | 2.08% | 2025-09-19 | |
MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 12 | 0.06 | 6.06% | 11.51% | -108.18% | 58.3% | 1.96 | 1.40 | 2.08% | 2025-09-19 | |
MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 10 | 0.05 | 6.13% | 11.65% | -108.11% | 40.0% | 3.32 | 0.92 | 3.46% | 2025-09-19 | |
MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 21 | 0.09 | 7.38% | 11.74% | -10.53% | 47.6% | 2.04 | 0.90 | 3.59% | 2025-09-19 | |
MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 18 | 0.08 | 7.42% | 11.82% | -10.48% | 50.0% | 2.01 | 0.92 | 2.98% | 2025-09-19 | |
MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 19 | 0.10 | 6.30% | 11.98% | -107.94% | 47.4% | 1.99 | 1.00 | 3.39% | 2025-09-19 | |
MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 19 | 0.10 | 6.30% | 11.98% | -107.94% | 47.4% | 1.99 | 1.00 | 3.39% | 2025-09-19 | |
MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 22 | 0.11 | 6.32% | 12.03% | -107.92% | 45.5% | 1.84 | 0.75 | 5.65% | 2025-09-19 | |
MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 22 | 0.11 | 6.32% | 12.03% | -107.92% | 45.5% | 1.84 | 0.75 | 5.65% | 2025-09-19 |