基于平移布林通道的期货策略:年化收益率（-7.24%）
基于布林带指标的期货交易策略，通过计算上轨和下轨生成买卖信号，当收盘价突破上轨时触发买入信号，跌破下轨时触发卖出信号。
概要
核心指标
- 累计收益率: -9.32%
- 年化收益率: -7.24%
- 基准收益率: 27.2%
- 阿尔法: 0.02
- 夏普比率: -0.01
- 最大回撤: 43.93%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 螺纹钢2610(rb2610.SHF) | 3172 | 10 | 25 | 3232 | 0 | 6000/0% |
| 2026-05-15 | 螺纹钢2610(rb2610.SHF) | 3120 | 0 | 25 | 3232 | 0 | 0/0% |
| 2026-05-14 | 螺纹钢2610(rb2610.SHF) | 3172 | 10 | 24 | 3255 | 0 | 8300/0% |
| 2026-05-14 | 螺纹钢2610(rb2610.SHF) | 3120 | 0 | 24 | 3255 | 0 | 0/0% |
| 2026-05-13 | 螺纹钢2610(rb2610.SHF) | 3172 | 10 | 23 | 3257 | 0 | 8500/0% |
| 2026-05-13 | 螺纹钢2610(rb2610.SHF) | 3120 | 0 | 23 | 3257 | 0 | 0/0% |
| 2026-05-12 | 螺纹钢2610(rb2610.SHF) | 3172 | 10 | 22 | 3255 | 0 | 8300/0% |
| 2026-05-12 | 螺纹钢2610(rb2610.SHF) | 3120 | 0 | 22 | 3255 | 0 | 0/0% |
| 2026-05-11 | 螺纹钢2610(rb2610.SHF) | 3172 | 10 | 21 | 3286 | 0 | 11400/0% |
| 2026-05-11 | 螺纹钢2610(rb2610.SHF) | 3120 | 0 | 21 | 3286 | 0 | 0/0% |
交易详情
| 2026-04-21 | 螺纹钢2610(rb2610.SHF) | 买 | 10 | 3172 | 31720 | ¥20 | -5200 |
| 2026-04-21 | 螺纹钢2610(rb2610.SHF) | 买 | 10 | 3172 | 31720 | ¥20 | 0 |
| 2026-04-08 | 螺纹钢2605(rb2605.SHF) | 买 | 10 | 3091 | 30910 | ¥20 | -1200 |
| 2026-04-08 | 螺纹钢2610(rb2610.SHF) | 卖 | -10 | 3120 | -31200 | ¥20 | 0 |
| 2026-02-09 | 螺纹钢2605(rb2605.SHF) | 卖 | -20 | 3079 | -61580 | ¥40 | -19100 |
| 2026-02-09 | 螺纹钢2605(rb2605.SHF) | 卖 | -10 | 3079 | -30790 | ¥20 | 0 |
| 2025-12-05 | 螺纹钢2605(rb2605.SHF) | 买 | 10 | 3178 | 31780 | ¥20 | -700 |
| 2025-12-05 | 螺纹钢2605(rb2605.SHF) | 买 | 10 | 3178 | 31780 | ¥20 | 0 |
| 2025-12-04 | 螺纹钢2601(rb2601.SHF) | 买 | 10 | 3133 | 31330 | ¥20 | -4500 |
| 2025-12-04 | 螺纹钢2605(rb2605.SHF) | 卖 | -10 | 3171 | -31710 | ¥20 | 0 |
