黄金白银期货双均线择时:年化收益率（19.16%）
本策略聚焦于黄金和白银期货，基于双均线策略对两类期货进行择时买卖
概要
核心指标
- 累计收益率: 105.42%
- 年化收益率: 19.16%
- 基准收益率: -28.51%
- 阿尔法: 0.22
- 夏普比率: 0.6
- 最大回撤: 38.42%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-06 | 白银2508(ag2508.SHF) | 8279 | 0 | 18 | 8850 | 0 | 0/0% |
| 2025-06-06 | 白银2508(ag2508.SHF) | 8520 | -1 | 18 | 8850 | 0 | -4950/0% |
| 2025-06-05 | 白银2508(ag2508.SHF) | 8279 | 0 | 17 | 8473 | 0 | 0/0% |
| 2025-06-05 | 白银2508(ag2508.SHF) | 8520 | -1 | 17 | 8473 | 0 | 705/0% |
| 2025-06-04 | 白银2508(ag2508.SHF) | 8279 | 0 | 16 | 8463 | 0 | 0/0% |
| 2025-06-04 | 白银2508(ag2508.SHF) | 8520 | -1 | 16 | 8463 | 0 | 855/0% |
| 2025-06-03 | 白银2508(ag2508.SHF) | 8279 | 0 | 15 | 8456 | 0 | 0/0% |
| 2025-06-03 | 白银2508(ag2508.SHF) | 8520 | -1 | 15 | 8456 | 0 | 960/0% |
| 2025-05-30 | 白银2508(ag2508.SHF) | 8279 | 1 | 14 | 8218 | 0 | -915/0% |
| 2025-05-30 | 白银2508(ag2508.SHF) | 8155 | 0 | 14 | 8218 | 0 | 0/0% |
交易详情
| 2025-06-03 | 白银2508(ag2508.SHF) | 卖 | -1 | 8520 | -8520 | ¥2 | 3615 |
| 2025-06-03 | 白银2508(ag2508.SHF) | 卖 | -1 | 8520 | -8520 | ¥2 | 0 |
| 2025-05-27 | 白银2508(ag2508.SHF) | 买 | 1 | 8279 | 8279 | ¥2 | -1860 |
| 2025-05-27 | 白银2508(ag2508.SHF) | 买 | 1 | 8279 | 8279 | ¥2 | 0 |
| 2025-05-13 | 白银2506(ag2506.SHF) | 买 | 1 | 8130 | 8130 | ¥2 | 900 |
| 2025-05-13 | 白银2508(ag2508.SHF) | 卖 | -1 | 8155 | -8155 | ¥2 | 0 |
| 2025-04-29 | 白银2506(ag2506.SHF) | 卖 | -1 | 8190 | -8190 | ¥2 | 2745 |
| 2025-04-29 | 白银2506(ag2506.SHF) | 卖 | -1 | 8190 | -8190 | ¥2 | 0 |
| 2025-04-14 | 白银2506(ag2506.SHF) | 买 | 1 | 8007 | 8007 | ¥2 | 5745 |
| 2025-04-14 | 白银2506(ag2506.SHF) | 买 | 1 | 8007 | 8007 | ¥2 | 0 |
