空中花园期货tick策略:年化收益率（57.37%）
策略在开盘后根据昨收盘价与当天价格设定上下轨，当价格突破上下轨时进行相应的买入或卖出，并在每日尾盘自动平仓以规避隔夜风险。
概要
核心指标
- 累计收益率: 100.27%
- 年化收益率: 57.37%
- 基准收益率: 21.47%
- 阿尔法: 0.68
- 夏普比率: 1.2
- 最大回撤: 22.62%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 中证500指数2509(IC2509.CFE) | 6207.7998046875 | 0 | 1 | 6263.2 | 0 | 0/0% |
| 2025-08-05 | 中证500指数2509(IC2509.CFE) | 6198 | 0 | 1 | 6198.6 | 0 | 0/0% |
| 2025-08-04 | 中证500指数2509(IC2509.CFE) | 6142.7998046875 | 0 | 1 | 6169 | 0 | 0/0% |
| 2025-08-01 | 中证500指数2509(IC2509.CFE) | 6108 | 0 | 1 | 6104 | 0 | 0/0% |
| 2025-07-31 | 中证500指数2509(IC2509.CFE) | 6193.7998046875 | 0 | 1 | 6124 | 0 | 0/0% |
| 2025-07-30 | 中证500指数2509(IC2509.CFE) | 6253.7998046875 | 0 | 1 | 6215.4 | 0 | 0/0% |
| 2025-07-29 | 中证500指数2509(IC2509.CFE) | 6196.6000976563 | 0 | 1 | 6263 | 0 | 0/0% |
| 2025-07-28 | 中证500指数2509(IC2509.CFE) | 6182 | 0 | 1 | 6222 | 0 | 0/0% |
| 2025-07-25 | 中证500指数2509(IC2509.CFE) | 6227.2001953125 | 0 | 1 | 6216 | 0 | 0/0% |
| 2025-07-24 | 中证500指数2509(IC2509.CFE) | 6149 | 0 | 1 | 6226 | 0 | 0/0% |
交易详情
| 2025-08-06 | 中证500指数2509(IC2509.CFE) | 买 | 1 | 6207.7998 | 6207.8 | ¥28.56 | 0 |
| 2025-08-06 | 中证500指数2509(IC2509.CFE) | 卖 | -1 | 6265.7998 | -6265.8 | ¥432.34 | 11600 |
| 2025-08-05 | 中证500指数2509(IC2509.CFE) | 买 | 1 | 6198 | 6198 | ¥28.51 | 0 |
| 2025-08-05 | 中证500指数2509(IC2509.CFE) | 卖 | -1 | 6198.6001 | -6198.6 | ¥427.7 | 120.02 |
| 2025-08-04 | 中证500指数2509(IC2509.CFE) | 买 | 1 | 6142.7998 | 6142.8 | ¥28.26 | 0 |
| 2025-08-04 | 中证500指数2509(IC2509.CFE) | 卖 | -1 | 6167.2002 | -6167.2 | ¥425.54 | 4880.08 |
| 2025-08-01 | 中证500指数2509(IC2509.CFE) | 卖 | -1 | 6108 | -6108 | ¥28.1 | 0 |
| 2025-08-01 | 中证500指数2509(IC2509.CFE) | 买 | 1 | 6102.6001 | 6102.6 | ¥421.08 | 1079.98 |
| 2025-07-31 | 中证500指数2509(IC2509.CFE) | 卖 | -1 | 6193.7998 | -6193.8 | ¥28.49 | 0 |
| 2025-07-31 | 中证500指数2509(IC2509.CFE) | 买 | 1 | 6125.7998 | 6125.8 | ¥422.68 | 13600 |
