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 | 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 | 11 | 0.05 | 7.91% | 12.62% | -9.99% | 54.5% | 3.06 | 1.24 | 1.55% | 2025-09-19 | |
| 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 | 10 | 0.04 | 8.22% | 13.12% | -9.68% | 50.0% | 3.42 | 0.94 | 2.79% | 2025-09-19 | |
| MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 11 | 0.06 | 6.89% | 13.14% | -107.35% | 45.5% | 2.36 | 0.96 | 3.48% | 2025-09-19 | |
| MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 11 | 0.06 | 6.89% | 13.14% | -107.35% | 45.5% | 2.36 | 0.96 | 3.48% | 2025-09-19 | |
| MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 13 | 0.07 | 6.89% | 13.15% | -107.34% | 53.8% | 1.97 | 1.12 | 2.87% | 2025-09-19 | |
| MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 13 | 0.07 | 6.89% | 13.15% | -107.34% | 53.8% | 1.97 | 1.12 | 2.87% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 28 | 0.12 | 8.27% | 13.20% | -9.63% | 42.9% | 2.28 | 0.78 | 3.78% | 2025-09-19 | |
| MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 16 | 0.08 | 7.03% | 13.42% | -107.20% | 50.0% | 2.18 | 1.27 | 2.39% | 2025-09-19 |