黄金白银期货双均线择时:年化收益率（11.55%）
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: 59.4%
- 年化收益率: 11.55%
- 基准收益率: -25.17%
- 阿尔法: 0.1
- 夏普比率: 0.49
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 白银2510(ag2510.SHF) | 8856 | -1 | 19 | 8918 | 0 | -930/0% |
| 2025-07-31 | 白银2510(ag2510.SHF) | 8856 | -1 | 18 | 9008 | 0 | -2280/0% |
| 2025-07-30 | 白银2510(ag2510.SHF) | 8856 | -1 | 17 | 9192 | 0 | -5040/0% |
| 2025-07-29 | 白银2510(ag2510.SHF) | 8856 | -1 | 16 | 9195 | 0 | -5085/0% |
| 2025-07-28 | 白银2510(ag2510.SHF) | 8856 | -1 | 15 | 9212 | 0 | -5340/0% |
| 2025-07-25 | 白银2510(ag2510.SHF) | 8856 | -1 | 14 | 9392 | 0 | -8040/0% |
| 2025-07-24 | 白银2510(ag2510.SHF) | 8856 | -1 | 13 | 9386 | 0 | -7950/0% |
| 2025-07-23 | 白银2510(ag2510.SHF) | 8856 | -1 | 12 | 9492 | 0 | -9540/0% |
| 2025-07-22 | 白银2510(ag2510.SHF) | 8856 | -1 | 11 | 9393 | 0 | -8055/0% |
| 2025-07-21 | 白银2510(ag2510.SHF) | 8856 | -1 | 10 | 9271 | 0 | -6225/0% |
交易详情
| 2025-07-08 | 白银2508(ag2508.SHF) | 买 | 1 | 8828 | 8828 | ¥2 | -4620 |
| 2025-07-08 | 白银2510(ag2510.SHF) | 卖 | -1 | 8856 | -8856 | ¥2 | 0 |
| 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 |
