置换均线二次穿越突破系统螺纹钢期货策略:年化收益率（36.23%）
本策略是基于置换均线的二次穿越突破系统，寻求一定周期内的二次穿越蕴含的盈利机会
概要
核心指标
- 累计收益率: 65.18%
- 年化收益率: 36.23%
- 基准收益率: 26.6%
- 阿尔法: 0.4
- 夏普比率: 1.01
- 最大回撤: 32.65%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 焦煤2605(jm2605.DCE) | 1164 | 20 | 73 | 1148.5 | 0 | -18600/0% |
| 2026-03-31 | 焦煤2605(jm2605.DCE) | 1103 | 0 | 73 | 1148.5 | 0 | 0/0% |
| 2026-03-30 | 焦煤2605(jm2605.DCE) | 1164 | 20 | 72 | 1214 | 0 | 60000/0% |
| 2026-03-30 | 焦煤2605(jm2605.DCE) | 1103 | 0 | 72 | 1214 | 0 | 0/0% |
| 2026-03-27 | 焦煤2605(jm2605.DCE) | 1164 | 20 | 71 | 1219 | 0 | 66000/0% |
| 2026-03-27 | 焦煤2605(jm2605.DCE) | 1103 | 0 | 71 | 1219 | 0 | 0/0% |
| 2026-03-26 | 焦煤2605(jm2605.DCE) | 1164 | 20 | 70 | 1230 | 0 | 79200/0% |
| 2026-03-26 | 焦煤2605(jm2605.DCE) | 1103 | 0 | 70 | 1230 | 0 | 0/0% |
| 2026-03-25 | 焦煤2605(jm2605.DCE) | 1164 | 20 | 69 | 1241 | 0 | 92400/0% |
| 2026-03-25 | 焦煤2605(jm2605.DCE) | 1103 | 0 | 69 | 1241 | 0 | 0/0% |
交易详情
| 2026-03-10 | 焦煤2605(jm2605.DCE) | 买 | 20 | 1164 | 23280 | ¥40 | -73200 |
| 2026-03-10 | 焦煤2605(jm2605.DCE) | 买 | 20 | 1164 | 23280 | ¥40 | 0 |
| 2026-02-25 | 焦煤2605(jm2605.DCE) | 卖 | -20 | 1103 | -22060 | ¥40 | -116400 |
| 2026-02-25 | 焦煤2605(jm2605.DCE) | 卖 | -20 | 1103 | -22060 | ¥40 | 0 |
| 2026-02-05 | 焦煤2605(jm2605.DCE) | 买 | 20 | 1200 | 24000 | ¥40 | -100800 |
| 2026-02-05 | 焦煤2605(jm2605.DCE) | 买 | 20 | 1200 | 24000 | ¥40 | 0 |
| 2026-01-28 | 焦煤2605(jm2605.DCE) | 卖 | -20 | 1116 | -22320 | ¥40 | -23400 |
| 2026-01-28 | 焦煤2605(jm2605.DCE) | 卖 | -20 | 1116 | -22320 | ¥40 | 0 |
| 2025-12-25 | 焦煤2605(jm2605.DCE) | 买 | 20 | 1135.5 | 22710 | ¥40 | -48600 |
| 2025-12-25 | 焦煤2605(jm2605.DCE) | 买 | 20 | 1135.5 | 22710 | ¥40 | 0 |
