均线动能趋势突破黄金期货策略:年化收益率（22.03%）
本策略基于三均线理论和趋势突破理论，结合动能强弱构建买入卖出信号，捕捉黄金期货市场中的盈利空间。
概要
核心指标
- 累计收益率: 90.67%
- 年化收益率: 22.03%
- 基准收益率: -20.41%
- 阿尔法: 0.28
- 夏普比率: 0.67
- 最大回撤: 36.59%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-05-22 | 白银2508(ag2508.SHF) | 8155 | 20 | 8 | 8301 | 0 | 43800/0% |
| 2025-05-21 | 白银2508(ag2508.SHF) | 8155 | 20 | 7 | 8272 | 0 | 35100/0% |
| 2025-05-20 | 白银2508(ag2508.SHF) | 8155 | 20 | 6 | 8074 | 0 | -24300/0% |
| 2025-05-19 | 白银2508(ag2508.SHF) | 8155 | 20 | 5 | 8133 | 0 | -6600/0% |
| 2025-05-16 | 白银2508(ag2508.SHF) | 8155 | 20 | 4 | 8101 | 0 | -16200/0% |
| 2025-05-15 | 白银2508(ag2508.SHF) | 8155 | 20 | 3 | 8008 | 0 | -44100/0% |
| 2025-05-14 | 白银2508(ag2508.SHF) | 8155 | 20 | 2 | 8195 | 0 | 12000/0% |
| 2025-05-13 | 白银2508(ag2508.SHF) | 8155 | 20 | 1 | 8245 | 0 | 27000/0% |
| 2025-05-13 | 白银2506(ag2506.SHF) | 7978 | 0 | 47 | 8219 | 0 | 0/0% |
| 2025-05-12 | 白银2506(ag2506.SHF) | 7978 | 20 | 46 | 8232 | 0 | 76200/0% |
交易详情
| 2025-05-13 | 白银2506(ag2506.SHF) | 卖 | -20 | 8130 | -162600 | ¥40 | 45600 |
| 2025-05-13 | 白银2508(ag2508.SHF) | 买 | 20 | 8155 | 163100 | ¥40 | 0 |
| 2025-03-04 | 白银2504(ag2504.SHF) | 卖 | -20 | 7968 | -159360 | ¥40 | 45300 |
| 2025-03-04 | 白银2506(ag2506.SHF) | 买 | 20 | 7978 | 159560 | ¥40 | 0 |
| 2025-01-10 | 白银2502(ag2502.SHF) | 卖 | -20 | 7801 | -156020 | ¥40 | 44100 |
| 2025-01-10 | 白银2504(ag2504.SHF) | 买 | 20 | 7817 | 156340 | ¥40 | 0 |
| 2024-11-18 | 白银2412(ag2412.SHF) | 卖 | -20 | 7608 | -152160 | ¥40 | -80700 |
| 2024-11-18 | 白银2502(ag2502.SHF) | 买 | 20 | 7654 | 153080 | ¥40 | 0 |
| 2024-07-03 | 白银2408(ag2408.SHF) | 卖 | -20 | 7835 | -156700 | ¥40 | 108300 |
| 2024-07-03 | 白银2412(ag2412.SHF) | 买 | 20 | 7877 | 157540 | ¥40 | 0 |
