波动加权OBV交易系统黄金期货策略:年化收益率（28.06%）
本策略基于累计加权obv指标，利用均线突破和趋势跟踪理论，在黄金期货市场择时交易。
概要
核心指标
- 累计收益率: 49.99%
- 年化收益率: 28.06%
- 基准收益率: 3.23%
- 阿尔法: 0.3
- 夏普比率: 0.89
- 最大回撤: 20.99%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-04-23 | 白银2506(ag2506.SHF) | 8284 | 0 | 2 | 8199 | 0 | 0/0% |
| 2025-04-22 | 白银2506(ag2506.SHF) | 8284 | 20 | 1 | 8174 | 0 | -33000/0% |
| 2025-04-18 | 白银2506(ag2506.SHF) | 8111 | 0 | 4 | 8160 | 0 | 0/0% |
| 2025-04-17 | 白银2506(ag2506.SHF) | 8111 | -20 | 3 | 8161 | 0 | -15000/0% |
| 2025-04-16 | 白银2506(ag2506.SHF) | 8111 | -20 | 2 | 8233 | 0 | -36600/0% |
| 2025-04-15 | 白银2506(ag2506.SHF) | 8111 | -20 | 1 | 8158 | 0 | -14100/0% |
| 2025-04-08 | 白银2506(ag2506.SHF) | 8300 | 0 | 12 | 7683 | 0 | 0/0% |
| 2025-04-08 | 白银2506(ag2506.SHF) | 8387 | 0 | 12 | 7683 | 0 | 0/0% |
| 2025-04-07 | 白银2506(ag2506.SHF) | 8300 | 0 | 11 | 7617 | 0 | 0/0% |
| 2025-04-07 | 白银2506(ag2506.SHF) | 8387 | -20 | 11 | 7617 | 0 | 231000/0% |
交易详情
| 2025-04-23 | 白银2506(ag2506.SHF) | 卖 | -20 | 8175 | -163500 | ¥40 | -32700 |
| 2025-04-22 | 白银2506(ag2506.SHF) | 买 | 20 | 8284 | 165680 | ¥40 | 0 |
| 2025-04-18 | 白银2506(ag2506.SHF) | 买 | 20 | 8170 | 163400 | ¥40 | -17700 |
| 2025-04-15 | 白银2506(ag2506.SHF) | 卖 | -20 | 8111 | -162220 | ¥40 | 0 |
| 2025-04-08 | 白银2506(ag2506.SHF) | 买 | 20 | 7650 | 153000 | ¥40 | 221100 |
| 2025-03-27 | 白银2506(ag2506.SHF) | 卖 | -20 | 8387 | -167740 | ¥40 | 26100 |
| 2025-03-27 | 白银2506(ag2506.SHF) | 卖 | -20 | 8387 | -167740 | ¥40 | 0 |
| 2025-03-21 | 白银2506(ag2506.SHF) | 买 | 20 | 8300 | 166000 | ¥40 | 0 |
| 2025-03-19 | 白银2506(ag2506.SHF) | 卖 | -20 | 8430 | -168600 | ¥40 | 36000 |
| 2025-03-18 | 白银2506(ag2506.SHF) | 买 | 20 | 8310 | 166200 | ¥40 | -99600 |
