双均线交易策略:年化收益率（7.45%）
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: 66.28%
- 年化收益率: 7.45%
- 基准收益率: 63.65%
- 阿尔法: 0.03
- 夏普比率: 0.32
- 最大回撤: 44.46%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
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|---|---|---|---|---|---|---|---|
| 2026-04-22 | 贵州茅台(600519.SH) | 1460.4880181818 | 0 | 12 | 1409.5 | 0 | -53325.82/-3.319% |
| 2026-04-21 | 贵州茅台(600519.SH) | 1460.4880181818 | 1100 | 11 | 1412.01 | 1553211 | -53325.82/-3.319% |
| 2026-04-20 | 贵州茅台(600519.SH) | 1460.4880181818 | 1100 | 10 | 1410.89 | 1551979 | -54557.82/-3.396% |
| 2026-04-17 | 贵州茅台(600519.SH) | 1460.4880181818 | 1100 | 9 | 1407.24 | 1547964 | -58572.82/-3.646% |
| 2026-04-16 | 贵州茅台(600519.SH) | 1460.4880181818 | 1100 | 8 | 1462.84 | 1609124 | 2587.18/0.161% |
| 2026-04-15 | 贵州茅台(600519.SH) | 1460.4880181818 | 1100 | 7 | 1467.5 | 1614250 | 7713.18/0.48% |
| 2026-04-14 | 贵州茅台(600519.SH) | 1460.4880181818 | 1100 | 6 | 1446.9 | 1591590 | -14946.82/-0.93% |
| 2026-04-13 | 贵州茅台(600519.SH) | 1460.4880181818 | 1100 | 5 | 1443.31 | 1587641 | -18895.82/-1.176% |
| 2026-04-10 | 贵州茅台(600519.SH) | 1460.4880181818 | 1100 | 4 | 1453.96 | 1599356 | -7180.82/-0.447% |
| 2026-04-09 | 贵州茅台(600519.SH) | 1460.4880181818 | 1100 | 3 | 1460.49 | 1606539 | 2.18/0% |
交易详情
| 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 |
| 2025-11-14 | 贵州茅台(600519.SH) | 买 | 1300 | 1470 | 1911000 | ¥573.3 | 0 |
