双均线交易策略:年化收益率（7.54%）
双均线策略是一种简单而又广泛使用的技术分析工具，主要用于识别市场趋势的变化和生成交易信号。这种策略涉及两条移动平均线——一条短期（快速）和一条长期（慢速）——并通过观察这两条线的交叉点来决定买入或卖出的时机。
概要
核心指标
- 累计收益率: 70.78%
- 年化收益率: 7.54%
- 基准收益率: 53.29%
- 阿尔法: 0.04
- 夏普比率: 0.32
- 最大回撤: 44.96%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-08-25 | 贵州茅台(600519.SH) | 1269.3907 | 1300 | 28 | 1304 | 1695200 | 44992.09/2.726% |
| 2026-08-24 | 贵州茅台(600519.SH) | 1269.3907 | 1300 | 27 | 1304.66 | 1696058 | 45850.09/2.778% |
| 2026-08-21 | 贵州茅台(600519.SH) | 1269.3907 | 1300 | 26 | 1272.83 | 1654679 | 4471.09/0.271% |
| 2026-08-20 | 贵州茅台(600519.SH) | 1269.3907 | 1300 | 25 | 1291.5 | 1678950 | 28742.09/1.742% |
| 2026-08-19 | 贵州茅台(600519.SH) | 1269.3907 | 1300 | 24 | 1307.88 | 1700244 | 50036.09/3.032% |
| 2026-08-18 | 贵州茅台(600519.SH) | 1269.3907 | 1300 | 23 | 1297.99 | 1687387 | 37179.09/2.253% |
| 2026-08-17 | 贵州茅台(600519.SH) | 1269.3907 | 1300 | 22 | 1293.09 | 1681017 | 30809.09/1.867% |
| 2026-08-14 | 贵州茅台(600519.SH) | 1269.3907 | 1300 | 21 | 1341.99 | 1744587 | 94379.09/5.719% |
| 2026-08-13 | 贵州茅台(600519.SH) | 1269.3907 | 1300 | 20 | 1355.29 | 1761877 | 111669.09/6.767% |
| 2026-08-12 | 贵州茅台(600519.SH) | 1269.3907 | 1300 | 19 | 1343 | 1745900 | 95692.09/5.799% |
交易详情
| 2026-07-17 | 贵州茅台(600519.SH) | 买 | 1300 | 1269.01 | 1649713 | ¥494.91 | 0 |
| 2026-04-22 | 贵州茅台(600519.SH) | 卖 | -1100 | 1415 | -1556500 | ¥2023.45 | -50036.82 |
| 2026-04-07 | 贵州茅台(600519.SH) | 买 | 1100 | 1460.05 | 1606055 | ¥481.82 | 0 |
| 2026-03-26 | 贵州茅台(600519.SH) | 卖 | -1200 | 1409 | -1690800 | ¥2198.04 | -96536.04 |
| 2026-03-18 | 贵州茅台(600519.SH) | 买 | 1200 | 1489 | 1786800 | ¥536.04 | 0 |
| 2026-03-06 | 贵州茅台(600519.SH) | 卖 | -1300 | 1395 | -1813500 | ¥2357.55 | -117579.15 |
| 2026-02-04 | 贵州茅台(600519.SH) | 买 | 1300 | 1485 | 1930500 | ¥579.15 | 0 |
| 2026-01-16 | 贵州茅台(600519.SH) | 卖 | -1300 | 1395 | -1813500 | ¥2357.55 | -31883.45 |
| 2026-01-12 | 贵州茅台(600519.SH) | 买 | 1300 | 1419.1 | 1844830 | ¥553.45 | 0 |
| 2025-12-01 | 贵州茅台(600519.SH) | 卖 | -1300 | 1451 | -1886300 | ¥2452.19 | -25273.3 |
