空中花园期货tick策略:年化收益率（55.28%）
策略在开盘后根据昨收盘价与当天价格设定上下轨，当价格突破上下轨时进行相应的买入或卖出，并在每日尾盘自动平仓以规避隔夜风险。
概要
核心指标
- 累计收益率: 95.2%
- 年化收益率: 55.28%
- 基准收益率: 19.74%
- 阿尔法: 0.65
- 夏普比率: 1.16
- 最大回撤: 22.62%
源码
查看AI策略代码
绩效
持仓详情
|
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 中证500指数2509(IC2509.CFE) | 6108 | 0 | 1 | 6104 | 0 | 0/0% |
| 2025-07-31 | 中证500指数2509(IC2509.CFE) | 6193.7998046875 | 0 | 1 | 6124 | 0 | 0/0% |
| 2025-07-30 | 中证500指数2509(IC2509.CFE) | 6253.7998046875 | 0 | 1 | 6215.4 | 0 | 0/0% |
| 2025-07-29 | 中证500指数2509(IC2509.CFE) | 6196.6000976563 | 0 | 1 | 6263 | 0 | 0/0% |
| 2025-07-28 | 中证500指数2509(IC2509.CFE) | 6182 | 0 | 1 | 6222 | 0 | 0/0% |
| 2025-07-25 | 中证500指数2509(IC2509.CFE) | 6227.2001953125 | 0 | 1 | 6216 | 0 | 0/0% |
| 2025-07-24 | 中证500指数2509(IC2509.CFE) | 6149 | 0 | 1 | 6226 | 0 | 0/0% |
| 2025-07-23 | 中证500指数2509(IC2509.CFE) | 6148.7998046875 | 0 | 1 | 6120 | 0 | 0/0% |
| 2025-07-22 | 中证500指数2509(IC2509.CFE) | 6073.3999023438 | 0 | 1 | 6129.4 | 0 | 0/0% |
| 2025-07-21 | 中证500指数2509(IC2509.CFE) | 6039 | 0 | 1 | 6055.6 | 0 | 0/0% |
交易详情
| 2025-08-01 | 中证500指数2509(IC2509.CFE) | 卖 | -1 | 6108 | -6108 | ¥28.1 | 0 |
| 2025-08-01 | 中证500指数2509(IC2509.CFE) | 买 | 1 | 6102.6001 | 6102.6 | ¥421.08 | 1079.98 |
| 2025-07-31 | 中证500指数2509(IC2509.CFE) | 卖 | -1 | 6193.7998 | -6193.8 | ¥28.49 | 0 |
| 2025-07-31 | 中证500指数2509(IC2509.CFE) | 买 | 1 | 6125.7998 | 6125.8 | ¥422.68 | 13600 |
| 2025-07-30 | 中证500指数2509(IC2509.CFE) | 买 | 1 | 6253.7998 | 6253.8 | ¥28.77 | 0 |
| 2025-07-30 | 中证500指数2509(IC2509.CFE) | 卖 | -1 | 6222.3999 | -6222.4 | ¥429.35 | -6279.98 |
| 2025-07-29 | 中证500指数2509(IC2509.CFE) | 卖 | -1 | 6196.6001 | -6196.6 | ¥28.5 | 0 |
| 2025-07-29 | 中证500指数2509(IC2509.CFE) | 买 | 1 | 6266 | 6266 | ¥432.35 | -13879.98 |
| 2025-07-28 | 中证500指数2509(IC2509.CFE) | 卖 | -1 | 6182 | -6182 | ¥28.44 | 0 |
| 2025-07-28 | 中证500指数2509(IC2509.CFE) | 买 | 1 | 6223.2002 | 6223.2 | ¥429.4 | -8240.04 |
