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 | 9 | 0.04 | 9.35% | 14.97% | -8.55% | 66.7% | 3.35 | 1.54 | 1.55% | 2025-09-19 | |
| MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 15 | 0.08 | 7.84% | 15.01% | -106.40% | 46.7% | 2.41 | 1.06 | 5.23% | 2025-09-19 | |
| MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 15 | 0.08 | 7.84% | 15.01% | -106.40% | 46.7% | 2.41 | 1.06 | 5.23% | 2025-09-19 | |
| MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 15 | 0.08 | 7.89% | 15.10% | -106.35% | 53.3% | 2.11 | 1.33 | 2.30% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 27 | 0.12 | 9.50% | 15.21% | -8.40% | 40.7% | 2.79 | 0.91 | 3.43% | 2025-09-19 | |
| MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 13 | 0.07 | 8.05% | 15.42% | -106.19% | 53.8% | 2.36 | 1.54 | 2.09% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 18 | 0.08 | 9.73% | 15.59% | -8.17% | 44.4% | 3.08 | 0.93 | 2.69% | 2025-09-19 | |
| MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 14 | 0.07 | 8.27% | 15.86% | -105.97% | 50.0% | 2.23 | 1.12 | 5.23% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 25 | 0.11 | 9.90% | 15.86% | -8.01% | 48.0% | 1.70 | 0.70 | 5.93% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 26 | 0.11 | 9.91% | 15.88% | -8.00% | 42.3% | 2.71 | 0.95 | 3.43% | 2025-09-19 |