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 | 16.55% | 32.80% | -97.69% | 63.6% | 2.38 | 2.07 | 3.48% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 15 | 0.06 | 19.97% | 32.84% | 2.06% | 46.7% | 3.99 | 1.16 | 4.46% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 21 | 0.09 | 20.26% | 33.35% | 2.36% | 47.6% | 2.70 | 1.09 | 4.78% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 21 | 0.09 | 20.26% | 33.35% | 2.36% | 47.6% | 2.70 | 1.09 | 4.78% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 18 | 0.08 | 20.57% | 33.88% | 2.67% | 38.9% | 4.10 | 1.11 | 3.49% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 20 | 0.09 | 22.31% | 36.91% | 4.41% | 40.0% | 4.04 | 0.96 | 3.48% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 19 | 0.08 | 23.19% | 38.44% | 5.29% | 47.4% | 3.67 | 1.64 | 3.62% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 19 | 0.08 | 23.19% | 38.44% | 5.29% | 47.4% | 3.67 | 1.64 | 3.62% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 19 | 0.08 | 23.77% | 39.46% | 5.87% | 42.1% | 4.07 | 1.02 | 3.48% | 2025-09-19 | |
| MABullishAlignment | 20240301-20241021 | 震荡 | 4h | 234 | 24 | 0.10 | 24.40% | 40.58% | 6.50% | 37.5% | 4.17 | 1.26 | 3.44% | 2025-09-19 |