双均线交易策略:年化收益率（13.46%）
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: 115.49%
- 年化收益率: 13.46%
- 基准收益率: 27.35%
- 阿尔法: 0.11
- 夏普比率: 0.58
- 最大回撤: 31.93%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-04-28 | 贵州茅台(600519.SH) | 1483.4449 | 0 | 47 | 1550 | 0 | 86521.63/4.48% |
| 2025-04-25 | 贵州茅台(600519.SH) | 1483.4449 | 1300 | 46 | 1550 | 2015000 | 86521.63/4.48% |
| 2025-04-24 | 贵州茅台(600519.SH) | 1483.4449 | 1300 | 45 | 1552.25 | 2017925 | 89446.63/4.639% |
| 2025-04-23 | 贵州茅台(600519.SH) | 1483.4449 | 1300 | 44 | 1552 | 2017600 | 89121.63/4.631% |
| 2025-04-22 | 贵州茅台(600519.SH) | 1483.4449 | 1300 | 43 | 1548.8 | 2013440 | 84961.63/4.399% |
| 2025-04-21 | 贵州茅台(600519.SH) | 1483.4449 | 1300 | 42 | 1551 | 2016300 | 87821.63/4.509% |
| 2025-04-18 | 贵州茅台(600519.SH) | 1483.4449 | 1300 | 41 | 1565.94 | 2035722 | 107243.63/5.546% |
| 2025-04-17 | 贵州茅台(600519.SH) | 1483.4449 | 1300 | 40 | 1570 | 2041000 | 112521.63/5.878% |
| 2025-04-16 | 贵州茅台(600519.SH) | 1483.4449 | 1300 | 39 | 1559.17 | 2026921 | 98442.63/5.109% |
| 2025-04-15 | 贵州茅台(600519.SH) | 1483.4449 | 1300 | 38 | 1558 | 2025400 | 96921.63/5.046% |
交易详情
| 2025-04-28 | 贵州茅台(600519.SH) | 卖 | -1300 | 1552 | -2017600 | ¥2622.88 | 89121.63 |
| 2025-02-20 | 贵州茅台(600519.SH) | 买 | 1300 | 1483 | 1927900 | ¥578.37 | 0 |
| 2025-01-03 | 贵州茅台(600519.SH) | 卖 | -1300 | 1494.5 | -1942850 | ¥2525.71 | -37643.97 |
| 2024-12-23 | 贵州茅台(600519.SH) | 买 | 1300 | 1523 | 1979900 | ¥593.97 | 0 |
| 2024-12-20 | 贵州茅台(600519.SH) | 买 | 20 | 1527.13 | -501.4 | ¥0 | 0 |
| 2024-12-20 | XD贵州茅(600519.SH) | 卖 | -1320 | 1531.13 | -2021091.6 | ¥2627.42 | -14200.8 |
| 2024-12-19 | 贵州茅台(600519.SH) | 买 | 1300 | 1565.14 | 2034682 | ¥610.4 | 0 |
| 2024-11-25 | 贵州茅台(600519.SH) | 卖 | -1300 | 1511 | -1964300 | ¥2553.59 | -235959.88 |
| 2024-09-30 | 贵州茅台(600519.SH) | 买 | 1300 | 1692 | 2199600 | ¥659.88 | 0 |
| 2024-05-27 | 贵州茅台(600519.SH) | 卖 | -1300 | 1678 | -2181400 | ¥2835.82 | -25296.81 |
