双均线交易策略:年化收益率（12.47%）
双均线策略是一种简单而又广泛使用的技术分析工具，主要用于识别市场趋势的变化和生成交易信号。这种策略涉及两条移动平均线——一条短期（快速）和一条长期（慢速）——并通过观察这两条线的交叉点来决定买入或卖出的时机。
概要
核心指标
- 累计收益率: 106.72%
- 年化收益率: 12.47%
- 基准收益率: 30.46%
- 阿尔法: 0.1
- 夏普比率: 0.54
- 最大回撤: 31.93%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-05-28 | 贵州茅台(600519.SH) | 1609.4026769231 | 0 | 12 | 1537 | 0 | -85153.48/-4.07% |
| 2025-05-27 | 贵州茅台(600519.SH) | 1609.4026769231 | 1300 | 11 | 1543.9 | 2007070 | -85153.48/-4.07% |
| 2025-05-26 | 贵州茅台(600519.SH) | 1609.4026769231 | 1300 | 10 | 1550.5 | 2015650 | -76573.48/-3.66% |
| 2025-05-23 | 贵州茅台(600519.SH) | 1609.4026769231 | 1300 | 9 | 1572.6 | 2044380 | -47843.48/-2.287% |
| 2025-05-22 | 贵州茅台(600519.SH) | 1609.4026769231 | 1300 | 8 | 1580 | 2054000 | -38223.48/-1.827% |
| 2025-05-21 | 贵州茅台(600519.SH) | 1609.4026769231 | 1300 | 7 | 1580.97 | 2055261 | -36962.48/-1.767% |
| 2025-05-20 | 贵州茅台(600519.SH) | 1609.4026769231 | 1300 | 6 | 1586 | 2061800 | -30423.48/-1.454% |
| 2025-05-19 | 贵州茅台(600519.SH) | 1609.4026769231 | 1300 | 5 | 1578.98 | 2052674 | -39549.48/-1.89% |
| 2025-05-16 | 贵州茅台(600519.SH) | 1609.4026769231 | 1300 | 4 | 1614.13 | 2098369 | 6145.52/0.294% |
| 2025-05-15 | 贵州茅台(600519.SH) | 1609.4026769231 | 1300 | 3 | 1632.01 | 2121613 | 29389.52/1.405% |
交易详情
| 2025-05-28 | 贵州茅台(600519.SH) | 卖 | -1300 | 1543.99 | -2007187 | ¥2609.34 | -85036.48 |
| 2025-05-13 | 贵州茅台(600519.SH) | 买 | 1300 | 1608.92 | 2091596 | ¥627.48 | 0 |
| 2025-04-28 | 贵州茅台(600519.SH) | 卖 | -1300 | 1552 | -2017600 | ¥2622.88 | 89121.63 |
| 2025-02-20 | 贵州茅台(600519.SH) | 买 | 1300 | 1483 | 1927900 | ¥578.37 | 0 |
| 2025-01-03 | 贵州茅台(600519.SH) | 卖 | -1300 | 1494.5 | -1942850 | ¥2525.71 | -37643.97 |
| 2024-12-23 | 贵州茅台(600519.SH) | 买 | 1300 | 1523 | 1979900 | ¥593.97 | 0 |
| 2024-12-20 | 贵州茅台(600519.SH) | 买 | 20 | 1527.13 | -501.4 | ¥0 | 0 |
| 2024-12-20 | XD贵州茅(600519.SH) | 卖 | -1320 | 1531.13 | -2021091.6 | ¥2627.42 | -14200.8 |
| 2024-12-19 | 贵州茅台(600519.SH) | 买 | 1300 | 1565.14 | 2034682 | ¥610.4 | 0 |
| 2024-11-25 | 贵州茅台(600519.SH) | 卖 | -1300 | 1511 | -1964300 | ¥2553.59 | -235959.88 |
