黄金白银期货双均线择时:年化收益率（12.77%）
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: 61.94%
- 年化收益率: 12.77%
- 基准收益率: -30.33%
- 阿尔法: 0.12
- 夏普比率: 0.53
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-04-29 | 白银2506(ag2506.SHF) | 8007 | 0 | 40 | 8215 | 0 | 0/0% |
| 2025-04-29 | 白银2506(ag2506.SHF) | 8190 | -1 | 40 | 8215 | 0 | -375/0% |
| 2025-04-28 | 白银2506(ag2506.SHF) | 8007 | 1 | 39 | 8168 | 0 | 2415/0% |
| 2025-04-28 | 白银2506(ag2506.SHF) | 8390 | 0 | 39 | 8168 | 0 | 0/0% |
| 2025-04-25 | 白银2506(ag2506.SHF) | 8007 | 1 | 38 | 8280 | 0 | 4095/0% |
| 2025-04-25 | 白银2506(ag2506.SHF) | 8390 | 0 | 38 | 8280 | 0 | 0/0% |
| 2025-04-24 | 白银2506(ag2506.SHF) | 8007 | 1 | 37 | 8296 | 0 | 4335/0% |
| 2025-04-24 | 白银2506(ag2506.SHF) | 8390 | 0 | 37 | 8296 | 0 | 0/0% |
| 2025-04-23 | 白银2506(ag2506.SHF) | 8007 | 1 | 36 | 8199 | 0 | 2880/0% |
| 2025-04-23 | 白银2506(ag2506.SHF) | 8390 | 0 | 36 | 8199 | 0 | 0/0% |
交易详情
| 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 |
| 2025-03-17 | 白银2506(ag2506.SHF) | 卖 | -1 | 8390 | -8390 | ¥2 | 5190 |
| 2025-03-17 | 白银2506(ag2506.SHF) | 卖 | -1 | 8390 | -8390 | ¥2 | 0 |
| 2025-03-10 | 白银2506(ag2506.SHF) | 买 | 1 | 8044 | 8044 | ¥2 | -990 |
| 2025-03-10 | 白银2506(ag2506.SHF) | 买 | 1 | 8044 | 8044 | ¥2 | 0 |
| 2025-03-04 | 白银2504(ag2504.SHF) | 买 | 1 | 7968 | 7968 | ¥2 | -1725 |
| 2025-03-04 | 白银2506(ag2506.SHF) | 卖 | -1 | 7978 | -7978 | ¥2 | 0 |
