黄金白银期货双均线择时:年化收益率（%）
本策略聚焦于黄金和白银期货，基于双均线策略对两类期货进行择时买卖
概要
核心指标
- 累计收益率: -139.76%
- 年化收益率: %
- 基准收益率: -17.34%
- 阿尔法: 258.12
- 夏普比率: 0.37
- 最大回撤: 201.15%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-02-24 | 白银2604(ag2604.SHF) | 18126 | 0 | 30 | 22327 | 0 | 0/0% |
| 2026-02-13 | 白银2604(ag2604.SHF) | 18126 | -1 | 29 | 19782 | 0 | -24840/0% |
| 2026-02-12 | 白银2604(ag2604.SHF) | 18126 | -1 | 28 | 20626 | 0 | -37500/0% |
| 2026-02-11 | 白银2604(ag2604.SHF) | 18126 | -1 | 27 | 20944 | 0 | -42270/0% |
| 2026-02-10 | 白银2604(ag2604.SHF) | 18126 | -1 | 26 | 20284 | 0 | -32370/0% |
| 2026-02-09 | 白银2604(ag2604.SHF) | 18126 | -1 | 25 | 20873 | 0 | -41205/0% |
| 2026-02-06 | 白银2604(ag2604.SHF) | 18126 | -1 | 24 | 18799 | 0 | -10095/0% |
| 2026-02-05 | 白银2604(ag2604.SHF) | 18126 | -1 | 23 | 20255 | 0 | -31935/0% |
| 2026-02-04 | 白银2604(ag2604.SHF) | 18126 | -1 | 22 | 23511 | 0 | -80775/0% |
| 2026-02-03 | 白银2604(ag2604.SHF) | 18126 | -1 | 21 | 21446 | 0 | -49800/0% |
交易详情
| 2026-02-24 | 白银2604(ag2604.SHF) | 买 | 1 | 22353 | 22353 | ¥2 | -63405 |
| 2026-01-06 | 白银2602(ag2602.SHF) | 买 | 1 | 18008 | 18008 | ¥2 | -88380 |
| 2026-01-06 | 白银2604(ag2604.SHF) | 卖 | -1 | 18126 | -18126 | ¥2 | 0 |
| 2025-11-13 | 白银2512(ag2512.SHF) | 买 | 1 | 12092 | 12092 | ¥2 | -34455 |
| 2025-11-13 | 白银2602(ag2602.SHF) | 卖 | -1 | 12116 | -12116 | ¥2 | 0 |
| 2025-09-03 | 白银2510(ag2510.SHF) | 买 | 1 | 9766 | 9766 | ¥2 | -8850 |
| 2025-09-03 | 白银2512(ag2512.SHF) | 卖 | -1 | 9795 | -9795 | ¥2 | 0 |
| 2025-08-18 | 白银2510(ag2510.SHF) | 卖 | -1 | 9176 | -9176 | ¥2 | -90 |
| 2025-08-18 | 白银2510(ag2510.SHF) | 卖 | -1 | 9176 | -9176 | ¥2 | 0 |
| 2025-08-13 | 白银2510(ag2510.SHF) | 买 | 1 | 9182 | 9182 | ¥2 | -4890 |
