基于平移布林通道的期货策略:年化收益率（-13.46%）
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: -20.46%
- 年化收益率: -13.46%
- 基准收益率: 19.15%
- 阿尔法: -0.07
- 夏普比率: -0.19
- 最大回撤: 49.64%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-08-25 | 螺纹钢2610(rb2610.SHF) | 3172 | 0 | 96 | 3071 | 0 | 0/0% |
| 2026-08-25 | 螺纹钢2610(rb2610.SHF) | 3096 | -10 | 96 | 3071 | 0 | 2500/0% |
| 2026-08-24 | 螺纹钢2610(rb2610.SHF) | 3172 | 0 | 95 | 3066 | 0 | 0/0% |
| 2026-08-24 | 螺纹钢2610(rb2610.SHF) | 3096 | -10 | 95 | 3066 | 0 | 3000/0% |
| 2026-08-21 | 螺纹钢2610(rb2610.SHF) | 3172 | 0 | 94 | 3039 | 0 | 0/0% |
| 2026-08-21 | 螺纹钢2610(rb2610.SHF) | 3096 | -10 | 94 | 3039 | 0 | 5700/0% |
| 2026-08-20 | 螺纹钢2610(rb2610.SHF) | 3172 | 0 | 93 | 3032 | 0 | 0/0% |
| 2026-08-20 | 螺纹钢2610(rb2610.SHF) | 3096 | -10 | 93 | 3032 | 0 | 6400/0% |
| 2026-08-19 | 螺纹钢2610(rb2610.SHF) | 3172 | 0 | 92 | 3017 | 0 | 0/0% |
| 2026-08-19 | 螺纹钢2610(rb2610.SHF) | 3096 | -10 | 92 | 3017 | 0 | 7900/0% |
交易详情
| 2026-06-26 | 螺纹钢2610(rb2610.SHF) | 卖 | -10 | 3096 | -30960 | ¥20 | -7600 |
| 2026-06-26 | 螺纹钢2610(rb2610.SHF) | 卖 | -10 | 3096 | -30960 | ¥20 | 0 |
| 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 |
