基于平移布林通道的期货策略:年化收益率（-11.11%）
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: -13.04%
- 年化收益率: -11.11%
- 基准收益率: 16.48%
- 阿尔法: -0.02
- 夏普比率: -0.09
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 螺纹钢2605(rb2605.SHF) | 3174.5 | 0 | 76 | 3121 | 0 | 0/0% |
| 2026-03-31 | 螺纹钢2605(rb2605.SHF) | 3079 | -10 | 76 | 3121 | 0 | -4200/0% |
| 2026-03-30 | 螺纹钢2605(rb2605.SHF) | 3174.5 | 0 | 75 | 3139 | 0 | 0/0% |
| 2026-03-30 | 螺纹钢2605(rb2605.SHF) | 3079 | -10 | 75 | 3139 | 0 | -6000/0% |
| 2026-03-27 | 螺纹钢2605(rb2605.SHF) | 3174.5 | 0 | 74 | 3124 | 0 | 0/0% |
| 2026-03-27 | 螺纹钢2605(rb2605.SHF) | 3079 | -10 | 74 | 3124 | 0 | -4500/0% |
| 2026-03-26 | 螺纹钢2605(rb2605.SHF) | 3174.5 | 0 | 73 | 3128 | 0 | 0/0% |
| 2026-03-26 | 螺纹钢2605(rb2605.SHF) | 3079 | -10 | 73 | 3128 | 0 | -4900/0% |
| 2026-03-25 | 螺纹钢2605(rb2605.SHF) | 3174.5 | 0 | 72 | 3132 | 0 | 0/0% |
| 2026-03-25 | 螺纹钢2605(rb2605.SHF) | 3079 | -10 | 72 | 3132 | 0 | -5300/0% |
交易详情
| 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 |
| 2025-12-04 | 螺纹钢2605(rb2605.SHF) | 买 | 10 | 3171 | 31710 | ¥20 | 0 |
| 2025-10-09 | 螺纹钢2601(rb2601.SHF) | 卖 | -10 | 3088 | -30880 | ¥20 | -2700 |
| 2025-10-09 | 螺纹钢2601(rb2601.SHF) | 卖 | -10 | 3088 | -30880 | ¥20 | 0 |
| 2025-09-02 | 螺纹钢2510(rb2510.SHF) | 卖 | -10 | 3048 | -30480 | ¥20 | -2700 |
