双均线交易策略:年化收益率（11.5%）
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: 99.38%
- 年化收益率: 11.5%
- 基准收益率: 36.55%
- 阿尔法: 0.08
- 夏普比率: 0.5
- 最大回撤: 33.14%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 贵州茅台(600519.SH) | 1469.4407 | 1400 | 8 | 1417 | 1983800 | -73416.98/-3.569% |
| 2025-07-31 | 贵州茅台(600519.SH) | 1469.4407 | 1400 | 7 | 1421.67 | 1990338 | -66878.98/-3.251% |
| 2025-07-30 | 贵州茅台(600519.SH) | 1469.4407 | 1400 | 6 | 1449.44 | 2029216 | -28000.98/-1.361% |
| 2025-07-29 | 贵州茅台(600519.SH) | 1469.4407 | 1400 | 5 | 1439 | 2014600 | -42616.98/-2.072% |
| 2025-07-28 | 贵州茅台(600519.SH) | 1469.4407 | 1400 | 4 | 1438.66 | 2014124 | -43092.98/-2.095% |
| 2025-07-25 | 贵州茅台(600519.SH) | 1469.4407 | 1400 | 3 | 1455 | 2037000 | -20216.98/-0.983% |
| 2025-07-24 | 贵州茅台(600519.SH) | 1469.4407 | 1400 | 2 | 1491.5 | 2088100 | 30883.02/1.501% |
| 2025-07-23 | 贵州茅台(600519.SH) | 1469.4407 | 1400 | 1 | 1475.5 | 2065700 | 8483.02/0.412% |
| 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% |
交易详情
| 2025-07-23 | 贵州茅台(600519.SH) | 买 | 1400 | 1469 | 2056600 | ¥616.98 | 0 |
| 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 |
