螺纹钢基于均线和形态的高低点突破:年化收益率（-0.53%）
运用布林带和指数移动平均线等技术指标来判断市场趋势、价格形态及突破信号。当市场条件满足某些特定信号（如价格突破或趋势形成）时，策略将进行开仓或平仓操作，同时设置止盈和止损点，以有效管理风险和潜在收益
概要
核心指标
- 累计收益率: -1.74%
- 年化收益率: -0.53%
- 基准收益率: 22.45%
- 阿尔法: -0.03
- 夏普比率: -0.1
- 最大回撤: 24.8%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-11-13 | 螺纹钢2601(rb2601.SHF) | 3025 | 0 | 2 | 3046 | 0 | 0/0% |
| 2025-11-12 | 螺纹钢2601(rb2601.SHF) | 3025 | -10 | 1 | 3038 | 0 | -1300/0% |
| 2025-10-31 | 螺纹钢2601(rb2601.SHF) | 3137 | 0 | 2 | 3106 | 0 | 0/0% |
| 2025-10-30 | 螺纹钢2601(rb2601.SHF) | 3137 | 10 | 1 | 3106 | 0 | -3100/0% |
| 2025-10-21 | 螺纹钢2601(rb2601.SHF) | 3040 | 0 | 2 | 3047 | 0 | 0/0% |
| 2025-10-20 | 螺纹钢2601(rb2601.SHF) | 3040 | -10 | 1 | 3045 | 0 | -500/0% |
| 2025-09-03 | 螺纹钢2601(rb2601.SHF) | 3115 | 0 | 2 | 3106 | 0 | 0/0% |
| 2025-09-02 | 螺纹钢2601(rb2601.SHF) | 3115 | -10 | 1 | 3117 | 0 | -200/0% |
| 2025-09-02 | 螺纹钢2510(rb2510.SHF) | 3095 | 0 | 2 | 3047 | 0 | 0/0% |
| 2025-09-01 | 螺纹钢2510(rb2510.SHF) | 3095 | -10 | 1 | 3039 | 0 | 5600/0% |
交易详情
| 2025-11-13 | 螺纹钢2601(rb2601.SHF) | 买 | 10 | 3040 | 30400 | ¥20 | -1500 |
| 2025-11-12 | 螺纹钢2601(rb2601.SHF) | 卖 | -10 | 3025 | -30250 | ¥20 | 0 |
| 2025-10-31 | 螺纹钢2601(rb2601.SHF) | 卖 | -10 | 3106 | -31060 | ¥20 | -3100 |
| 2025-10-30 | 螺纹钢2601(rb2601.SHF) | 买 | 10 | 3137 | 31370 | ¥20 | 0 |
| 2025-10-21 | 螺纹钢2601(rb2601.SHF) | 买 | 10 | 3045 | 30450 | ¥20 | -500 |
| 2025-10-20 | 螺纹钢2601(rb2601.SHF) | 卖 | -10 | 3040 | -30400 | ¥20 | 0 |
| 2025-09-03 | 螺纹钢2601(rb2601.SHF) | 买 | 10 | 3120 | 31200 | ¥20 | -500 |
| 2025-09-02 | 螺纹钢2510(rb2510.SHF) | 买 | 10 | 3048 | 30480 | ¥20 | 4700 |
| 2025-09-02 | 螺纹钢2601(rb2601.SHF) | 卖 | -10 | 3115 | -31150 | ¥20 | 0 |
| 2025-09-01 | 螺纹钢2510(rb2510.SHF) | 卖 | -10 | 3095 | -30950 | ¥20 | 0 |
