螺纹钢期货布林带通道策略:年化收益率（72.17%）
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: 36.7%
- 年化收益率: 72.17%
- 基准收益率: 7.7%
- 阿尔法: 1.01
- 夏普比率: 1.36
- 最大回撤: 17.91%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-07 | 螺纹钢2510(rb2510.SHF) | 3075 | 10 | 84 | 3231 | 0 | 15600/0% |
| 2025-08-07 | 螺纹钢2510(rb2510.SHF) | 3158 | 0 | 84 | 3231 | 0 | 0/0% |
| 2025-08-06 | 螺纹钢2510(rb2510.SHF) | 3075 | 10 | 83 | 3234 | 0 | 15900/0% |
| 2025-08-06 | 螺纹钢2510(rb2510.SHF) | 3158 | 0 | 83 | 3234 | 0 | 0/0% |
| 2025-08-05 | 螺纹钢2510(rb2510.SHF) | 3075 | 10 | 82 | 3233 | 0 | 15800/0% |
| 2025-08-05 | 螺纹钢2510(rb2510.SHF) | 3158 | 0 | 82 | 3233 | 0 | 0/0% |
| 2025-08-04 | 螺纹钢2510(rb2510.SHF) | 3075 | 10 | 81 | 3204 | 0 | 12900/0% |
| 2025-08-04 | 螺纹钢2510(rb2510.SHF) | 3158 | 0 | 81 | 3204 | 0 | 0/0% |
| 2025-08-01 | 螺纹钢2510(rb2510.SHF) | 3075 | 10 | 80 | 3203 | 0 | 12800/0% |
| 2025-08-01 | 螺纹钢2510(rb2510.SHF) | 3158 | 0 | 80 | 3203 | 0 | 0/0% |
交易详情
| 2025-07-03 | 螺纹钢2510(rb2510.SHF) | 买 | 10 | 3075 | 30750 | ¥20 | 8300 |
| 2025-07-03 | 螺纹钢2510(rb2510.SHF) | 买 | 10 | 3075 | 30750 | ¥20 | 0 |
| 2025-04-08 | 螺纹钢2505(rb2505.SHF) | 买 | 10 | 3078 | 30780 | ¥20 | 12900 |
| 2025-04-08 | 螺纹钢2510(rb2510.SHF) | 卖 | -10 | 3158 | -31580 | ¥20 | 0 |
| 2025-01-09 | 螺纹钢2505(rb2505.SHF) | 卖 | -10 | 3207 | -32070 | ¥20 | 0 |
