双均线交易策略:年化收益率（8.05%）
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: 71.48%
- 年化收益率: 8.05%
- 基准收益率: 49.86%
- 阿尔法: 0.04
- 夏普比率: 0.35
- 最大回撤: 42.5%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-26 | 贵州茅台(600519.SH) | 1489.4467 | 0 | 7 | 1401.18 | 0 | -95012.04/-5.316% |
| 2026-03-25 | 贵州茅台(600519.SH) | 1489.4467 | 1200 | 6 | 1410.27 | 1692324 | -95012.04/-5.316% |
| 2026-03-24 | 贵州茅台(600519.SH) | 1489.4467 | 1200 | 5 | 1407.33 | 1688796 | -98540.04/-5.513% |
| 2026-03-23 | 贵州茅台(600519.SH) | 1489.4467 | 1200 | 4 | 1408.07 | 1689684 | -97652.04/-5.464% |
| 2026-03-20 | 贵州茅台(600519.SH) | 1489.4467 | 1200 | 3 | 1445 | 1734000 | -53336.04/-2.984% |
| 2026-03-19 | 贵州茅台(600519.SH) | 1489.4467 | 1200 | 2 | 1452.87 | 1743444 | -43892.04/-2.456% |
| 2026-03-18 | 贵州茅台(600519.SH) | 1489.4467 | 1200 | 1 | 1468.8 | 1762560 | -24776.04/-1.386% |
| 2026-03-06 | 贵州茅台(600519.SH) | 1485.4455 | 0 | 17 | 1402 | 0 | -112327.15/-5.817% |
| 2026-03-05 | 贵州茅台(600519.SH) | 1485.4455 | 1300 | 16 | 1399.04 | 1818752 | -112327.15/-5.817% |
| 2026-03-04 | 贵州茅台(600519.SH) | 1485.4455 | 1300 | 15 | 1401.18 | 1821534 | -109545.15/-5.673% |
交易详情
| 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 |
| 2025-09-25 | 贵州茅台(600519.SH) | 卖 | -1300 | 1442.83 | -1875679 | ¥2438.38 | -14372.85 |
| 2025-08-21 | 贵州茅台(600519.SH) | 买 | 1300 | 1453.45 | 1889485 | ¥566.85 | 0 |
