黄金白银期货双均线择时:年化收益率（12.47%）
本策略聚焦于黄金和白银期货，基于双均线策略对两类期货进行择时买卖
概要
核心指标
- 累计收益率: 62.8%
- 年化收益率: 12.47%
- 基准收益率: -29.01%
- 阿尔法: 0.11
- 夏普比率: 0.52
- 最大回撤: 33.96%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-20 | 白银2508(ag2508.SHF) | 8279 | 0 | 28 | 8664 | 0 | 0/0% |
| 2025-06-20 | 白银2508(ag2508.SHF) | 8520 | -1 | 28 | 8664 | 0 | -2160/0% |
| 2025-06-19 | 白银2508(ag2508.SHF) | 8279 | 0 | 27 | 8819 | 0 | 0/0% |
| 2025-06-19 | 白银2508(ag2508.SHF) | 8520 | -1 | 27 | 8819 | 0 | -4485/0% |
| 2025-06-18 | 白银2508(ag2508.SHF) | 8279 | 0 | 26 | 9045 | 0 | 0/0% |
| 2025-06-18 | 白银2508(ag2508.SHF) | 8520 | -1 | 26 | 9045 | 0 | -7875/0% |
| 2025-06-17 | 白银2508(ag2508.SHF) | 8279 | 0 | 25 | 8864 | 0 | 0/0% |
| 2025-06-17 | 白银2508(ag2508.SHF) | 8520 | -1 | 25 | 8864 | 0 | -5160/0% |
| 2025-06-16 | 白银2508(ag2508.SHF) | 8279 | 0 | 24 | 8858 | 0 | 0/0% |
| 2025-06-16 | 白银2508(ag2508.SHF) | 8520 | -1 | 24 | 8858 | 0 | -5070/0% |
交易详情
| 2025-06-03 | 白银2508(ag2508.SHF) | 卖 | -1 | 8520 | -8520 | ¥2 | 3615 |
| 2025-06-03 | 白银2508(ag2508.SHF) | 卖 | -1 | 8520 | -8520 | ¥2 | 0 |
| 2025-05-27 | 白银2508(ag2508.SHF) | 买 | 1 | 8279 | 8279 | ¥2 | -1860 |
| 2025-05-27 | 白银2508(ag2508.SHF) | 买 | 1 | 8279 | 8279 | ¥2 | 0 |
| 2025-05-13 | 白银2506(ag2506.SHF) | 买 | 1 | 8130 | 8130 | ¥2 | 900 |
| 2025-05-13 | 白银2508(ag2508.SHF) | 卖 | -1 | 8155 | -8155 | ¥2 | 0 |
| 2025-04-29 | 白银2506(ag2506.SHF) | 卖 | -1 | 8190 | -8190 | ¥2 | 2745 |
| 2025-04-29 | 白银2506(ag2506.SHF) | 卖 | -1 | 8190 | -8190 | ¥2 | 0 |
| 2025-04-14 | 白银2506(ag2506.SHF) | 买 | 1 | 8007 | 8007 | ¥2 | 5745 |
| 2025-04-14 | 白银2506(ag2506.SHF) | 买 | 1 | 8007 | 8007 | ¥2 | 0 |
