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 | 11.13% | 21.60% | -103.10% | 63.6% | 1.85 | 1.56 | 2.62% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 20 | 0.09 | 13.37% | 21.62% | -4.53% | 40.0% | 4.04 | 0.98 | 2.39% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 21 | 0.09 | 13.49% | 21.82% | -4.41% | 38.1% | 3.15 | 0.77 | 4.61% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 10 | 0.04 | 13.65% | 22.09% | -4.26% | 50.0% | 3.42 | 0.93 | 4.62% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 19 | 0.08 | 13.68% | 22.14% | -4.22% | 47.4% | 3.67 | 1.64 | 2.18% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 19 | 0.08 | 13.68% | 22.14% | -4.22% | 47.4% | 3.67 | 1.64 | 2.18% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 28 | 0.12 | 13.73% | 22.23% | -4.17% | 42.9% | 2.28 | 0.77 | 6.26% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 9 | 0.04 | 14.17% | 22.97% | -3.73% | 55.6% | 2.97 | 0.97 | 4.63% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 19 | 0.08 | 14.18% | 22.97% | -3.73% | 42.1% | 4.07 | 1.04 | 2.39% | 2025-09-19 | |
| MABullishAlignment | 20231001-20240415 | 牛市 | 4h | 197 | 16 | 0.08 | 11.81% | 22.97% | -102.43% | 50.0% | 2.18 | 1.27 | 3.96% | 2025-09-19 |