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 | 16 | 0.08 | 11.81% | 22.97% | -102.43% | 50.0% | 2.18 | 1.27 | 3.96% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 20 | 0.09 | 14.19% | 23.00% | -3.71% | 40.0% | 3.04 | 0.81 | 4.61% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 27 | 0.12 | 14.22% | 23.05% | -3.68% | 44.4% | 2.18 | 0.81 | 7.35% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 17 | 0.07 | 14.24% | 23.07% | -3.67% | 52.9% | 2.08 | 1.04 | 4.93% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 13 | 0.06 | 14.46% | 23.45% | -3.44% | 53.8% | 2.70 | 1.30 | 4.44% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 13 | 0.06 | 14.46% | 23.45% | -3.44% | 53.8% | 2.70 | 1.30 | 4.44% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 24 | 0.10 | 14.55% | 23.60% | -3.35% | 37.5% | 4.17 | 1.27 | 2.07% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 10 | 0.04 | 14.56% | 23.62% | -3.34% | 60.0% | 3.16 | 1.38 | 2.57% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 23 | 0.10 | 14.61% | 23.70% | -3.29% | 52.2% | 1.93 | 1.06 | 5.93% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 19 | 0.08 | 14.68% | 23.83% | -3.22% | 42.1% | 2.87 | 0.85 | 5.78% | 2025-09-19 |