转向交易期货tick策略:年化收益率（8.51%）
通过比较当前价格与开盘价格的偏差来决定是否开仓。具体而言，当价格高于开盘价0.01时，考虑开多仓; 当价格低于开盘价0.01时，考虑开空仓。
概要
核心指标
- 累计收益率: 2.89%
- 年化收益率: 8.51%
- 基准收益率: 5.93%
- 阿尔法: 0.14
- 夏普比率: 0.35
- 最大回撤: 7.06%
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 | 中证1000股指期货2509(IM2509.CFE) | 6787.7998046875 | 0 | 1 | 6750 | 0 | 0/0% |
| 2025-08-06 | 中证1000股指期货2509(IM2509.CFE) | 6678.2001953125 | 0 | 1 | 6762.6 | 0 | 0/0% |
| 2025-08-05 | 中证1000股指期货2509(IM2509.CFE) | 6668.3999023438 | 0 | 1 | 6682 | 0 | 0/0% |
| 2025-08-04 | 中证1000股指期货2509(IM2509.CFE) | 6525.6000976563 | 0 | 1 | 6642.6 | 0 | 0/0% |
| 2025-08-01 | 中证1000股指期货2509(IM2509.CFE) | 6536.7998046875 | 0 | 1 | 6542.8 | 0 | 0/0% |
| 2025-07-31 | 中证1000股指期货2509(IM2509.CFE) | 6612 | 0 | 1 | 6538 | 0 | 0/0% |
| 2025-07-30 | 中证1000股指期货2509(IM2509.CFE) | 6612.2001953125 | 0 | 1 | 6604.2 | 0 | 0/0% |
| 2025-07-29 | 中证1000股指期货2509(IM2509.CFE) | 6600.6000976563 | 0 | 1 | 6662 | 0 | 0/0% |
| 2025-07-28 | 中证1000股指期货2509(IM2509.CFE) | 6572.7998046875 | 0 | 1 | 6602 | 0 | 0/0% |
| 2025-07-25 | 中证1000股指期货2509(IM2509.CFE) | 6601.3999023438 | 0 | 1 | 6605.8 | 0 | 0/0% |
交易详情
| 2025-08-07 | 中证1000股指期货2509(IM2509.CFE) | 买 | 1 | 6787.7998 | 6787.8 | ¥31.22 | 0 |
| 2025-08-07 | 中证1000股指期货2509(IM2509.CFE) | 卖 | -1 | 6747.2002 | -6747.2 | ¥465.56 | -8119.92 |
| 2025-08-06 | 中证1000股指期货2509(IM2509.CFE) | 买 | 1 | 6678.2002 | 6678.2 | ¥30.72 | 0 |
| 2025-08-06 | 中证1000股指期货2509(IM2509.CFE) | 卖 | -1 | 6766 | -6766 | ¥466.85 | 17559.96 |
| 2025-08-05 | 中证1000股指期货2509(IM2509.CFE) | 买 | 1 | 6668.3999 | 6668.4 | ¥30.67 | 0 |
| 2025-08-05 | 中证1000股指期货2509(IM2509.CFE) | 卖 | -1 | 6681.7998 | -6681.8 | ¥461.04 | 2679.98 |
| 2025-08-04 | 中证1000股指期货2509(IM2509.CFE) | 卖 | -1 | 6525.6001 | -6525.6 | ¥30.02 | 0 |
| 2025-08-04 | 中证1000股指期货2509(IM2509.CFE) | 买 | 1 | 6642 | 6642 | ¥458.3 | -23279.98 |
| 2025-08-01 | 中证1000股指期货2509(IM2509.CFE) | 卖 | -1 | 6536.7998 | -6536.8 | ¥30.07 | 0 |
| 2025-08-01 | 中证1000股指期货2509(IM2509.CFE) | 买 | 1 | 6540.7998 | 6540.8 | ¥451.32 | -800 |
