凯特纳交易系统烧碱期货策略:年化收益率（84%）
本策略是基于凯特纳交易系统，识别价格突破凯特纳通道继续上穿和下穿的机会，捕捉烧碱期货市场中的盈利机会。
概要
核心指标
- 累计收益率: 51.62%
- 年化收益率: 84%
- 基准收益率: 17.84%
- 阿尔法: 0.86
- 夏普比率: 1.68
- 最大回撤: 21.72%
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 | 烧碱9月(SH509.CZC) | 2495 | -20 | 18 | 2528 | 0 | -19800/0% |
| 2025-05-21 | 烧碱9月(SH509.CZC) | 2495 | -20 | 17 | 2527 | 0 | -19200/0% |
| 2025-05-20 | 烧碱9月(SH509.CZC) | 2495 | -20 | 16 | 2545 | 0 | -30000/0% |
| 2025-05-19 | 烧碱9月(SH509.CZC) | 2495 | -20 | 15 | 2586 | 0 | -54600/0% |
| 2025-05-16 | 烧碱9月(SH509.CZC) | 2495 | -20 | 14 | 2535 | 0 | -24000/0% |
| 2025-05-15 | 烧碱9月(SH509.CZC) | 2495 | -20 | 13 | 2567 | 0 | -43200/0% |
| 2025-05-14 | 烧碱9月(SH509.CZC) | 2495 | -20 | 12 | 2530 | 0 | -21000/0% |
| 2025-05-13 | 烧碱9月(SH509.CZC) | 2495 | -20 | 11 | 2500 | 0 | -3000/0% |
| 2025-05-12 | 烧碱9月(SH509.CZC) | 2495 | -20 | 10 | 2545 | 0 | -30000/0% |
| 2025-05-09 | 烧碱9月(SH509.CZC) | 2495 | -20 | 9 | 2476 | 0 | 11400/0% |
交易详情
| 2025-04-24 | 烧碱5月(SH505.CZC) | 买 | 20 | 2416 | 48320 | ¥40 | 287400 |
| 2025-04-24 | 烧碱9月(SH509.CZC) | 卖 | -20 | 2495 | -49900 | ¥40 | 0 |
| 2025-02-25 | 烧碱5月(SH505.CZC) | 卖 | -20 | 2895 | -57900 | ¥40 | 10800 |
| 2025-02-25 | 烧碱5月(SH505.CZC) | 卖 | -20 | 2895 | -57900 | ¥40 | 0 |
| 2025-02-18 | 烧碱5月(SH505.CZC) | 买 | 20 | 2877 | 57540 | ¥40 | 147000 |
| 2025-02-18 | 烧碱5月(SH505.CZC) | 买 | 20 | 2877 | 57540 | ¥40 | 0 |
| 2025-01-21 | 烧碱5月(SH505.CZC) | 卖 | -20 | 3122 | -62440 | ¥40 | -10200 |
| 2025-01-21 | 烧碱5月(SH505.CZC) | 卖 | -20 | 3122 | -62440 | ¥40 | 0 |
| 2025-01-14 | 烧碱5月(SH505.CZC) | 买 | 20 | 3139 | 62780 | ¥40 | -126000 |
| 2025-01-14 | 烧碱5月(SH505.CZC) | 买 | 20 | 3139 | 62780 | ¥40 | 0 |
