策略回测对比
2026-04-23 14:36:47 · 涵盖 5 个策略 × 27 个品种
BEST STRATEGY
均线多空排列
年化 1.2%
HIGHEST WIN RATE
MACD+KDJ双确认
46.0%
LOWEST DRAWDOWN
双EXPMA趋势
-9.6%
MOST TRADES
双EXPMA趋势
1470 笔
策略综合排名
| 策略 | 品种数 | 总交易 | 平均胜率 | 平均年化 | 平均回撤 |
| 均线多空排列 |
27 |
1017 |
43.1% |
1.2% |
-6.8% |
| 动量突破 |
27 |
654 |
41.9% |
0.9% |
-6.6% |
| 双EXPMA趋势 |
27 |
1470 |
45.4% |
0.5% |
-9.6% |
| MACD+KDJ双确认 |
27 |
502 |
46.0% |
0.2% |
-6.0% |
| 海龟突破 |
27 |
1159 |
45.0% |
0.2% |
-9.2% |
各策略 - 单品种表现明细
双EXPMA趋势
| 品种 | 交易数 | 胜率 | 盈亏比 | 年化收益 | 最大回撤 | 夏普 | 多/空 |
| 豆一 (A) |
52 |
48.08% |
1.0 |
0.03% |
-5.82% |
-0.01 |
22/30 |
| 豆粕 (M) |
52 |
40.38% |
0.99 |
-0.06% |
-10.73% |
-0.02 |
28/24 |
| 豆油 (Y) |
53 |
39.62% |
0.82 |
-1.76% |
-10.15% |
-0.4 |
29/24 |
| 棕榈油 (P) |
55 |
40.0% |
0.79 |
-2.25% |
-13.02% |
-0.42 |
34/21 |
| 玉米 (C) |
53 |
50.94% |
1.38 |
2.07% |
-2.76% |
0.64 |
24/29 |
| 棉花 (CF) |
54 |
51.85% |
1.67 |
3.76% |
-2.8% |
0.99 |
29/25 |
| 白糖 (SR) |
57 |
36.84% |
0.61 |
-2.54% |
-10.42% |
-0.84 |
22/35 |
| 菜油 (OI) |
54 |
38.89% |
0.69 |
-3.12% |
-12.5% |
-0.65 |
28/26 |
| 沪铜 (CU) |
56 |
51.79% |
1.29 |
2.05% |
-5.13% |
0.48 |
37/19 |
| 沪铝 (AL) |
56 |
51.79% |
1.12 |
0.89% |
-4.38% |
0.21 |
36/20 |
| 沪锌 (ZN) |
57 |
43.86% |
0.95 |
-0.38% |
-7.66% |
-0.1 |
30/27 |
| 沪镍 (NI) |
57 |
33.33% |
0.77 |
-2.66% |
-14.63% |
-0.48 |
24/33 |
| 沪锡 (SN) |
57 |
43.86% |
0.91 |
-1.02% |
-13.52% |
-0.16 |
41/16 |
| 沪金 (AU) |
66 |
68.18% |
2.19 |
6.68% |
-3.42% |
1.57 |
61/5 |
| 沪银 (AG) |
66 |
45.45% |
0.9 |
-1.18% |
-15.73% |
-0.21 |
49/17 |
| 螺纹钢 (RB) |
57 |
35.09% |
0.66 |
-3.25% |
-12.65% |
-0.81 |
26/31 |
| 热卷 (HC) |
59 |
37.29% |
0.76 |
-2.17% |
-10.31% |
-0.59 |
26/33 |
| 铁矿石 (I) |
49 |
36.73% |
0.69 |
-3.59% |
-11.42% |
-0.6 |
26/23 |
| 焦炭 (J) |
53 |
47.17% |
0.91 |
-1.27% |
-11.24% |
-0.16 |
22/31 |
| 焦煤 (JM) |
55 |
50.91% |
1.13 |
2.14% |
-13.36% |
0.29 |
23/32 |
| 原油 (SC) |
56 |
50.0% |
1.23 |
2.72% |
-8.71% |
0.42 |
26/30 |
| 燃油 (FU) |
60 |
45.0% |
1.06 |
0.79% |
-10.5% |
0.13 |
31/29 |
| 甲醇 (MA) |
57 |
38.6% |
0.88 |
-1.27% |
-15.26% |
-0.24 |
28/29 |
| PTA (TA) |
61 |
40.98% |
0.95 |
-0.5% |
-11.44% |
-0.1 |
31/30 |
| 聚丙烯 (PP) |
54 |
44.44% |
1.31 |
1.55% |
-8.81% |
0.44 |
24/30 |
| 碳酸锂 (LC) |
45 |
66.67% |
2.19 |
9.93% |
-7.44% |
1.32 |
21/24 |
| 多晶硅 (PS) |
19 |
57.89% |
1.67 |
8.83% |
-5.72% |
1.13 |
11/8 |
海龟突破
| 品种 | 交易数 | 胜率 | 盈亏比 | 年化收益 | 最大回撤 | 夏普 | 多/空 |
| 豆一 (A) |
46 |
39.13% |
0.73 |
-1.68% |
-6.55% |
-0.55 |
20/26 |
| 豆粕 (M) |
46 |
45.65% |
1.23 |
1.97% |
-10.24% |
0.42 |
25/21 |
| 豆油 (Y) |
42 |
40.48% |
0.97 |
-0.22% |
-9.3% |
-0.06 |
23/19 |
| 棕榈油 (P) |
43 |
44.19% |
0.85 |
-1.5% |
-7.63% |
-0.3 |
28/15 |
| 玉米 (C) |
47 |
44.68% |
1.04 |
0.21% |
-4.73% |
0.04 |
21/26 |
| 棉花 (CF) |
43 |
60.47% |
2.0 |
3.52% |
-2.44% |
1.06 |
24/19 |
| 白糖 (SR) |
46 |
36.96% |
0.53 |
-3.03% |
-9.26% |
-1.23 |
17/29 |
| 菜油 (OI) |
36 |
47.22% |
1.22 |
1.28% |
-4.27% |
0.27 |
19/17 |
| 沪铜 (CU) |
50 |
46.0% |
0.99 |
-0.06% |
-4.74% |
-0.04 |
34/16 |
| 沪铝 (AL) |
45 |
51.11% |
1.14 |
0.79% |
-5.27% |
0.22 |
30/15 |
| 沪锌 (ZN) |
43 |
37.21% |
0.71 |
-2.3% |
-10.05% |
-0.6 |
23/20 |
| 沪镍 (NI) |
40 |
37.5% |
0.6 |
-4.35% |
-14.89% |
-0.92 |
18/22 |
| 沪锡 (SN) |
39 |
46.15% |
0.86 |
-1.34% |
-11.47% |
-0.26 |
28/11 |
| 沪金 (AU) |
53 |
58.49% |
1.6 |
3.82% |
-4.91% |
1.08 |
44/9 |
| 沪银 (AG) |
48 |
43.75% |
1.12 |
1.38% |
-9.99% |
0.24 |
35/13 |
| 螺纹钢 (RB) |
43 |
48.84% |
1.02 |
0.14% |
-5.93% |
0.02 |
21/22 |
| 热卷 (HC) |
41 |
48.78% |
1.01 |
0.07% |
-5.07% |
0.01 |
19/22 |
| 铁矿石 (I) |
42 |
33.33% |
0.61 |
-4.94% |
-18.58% |
-0.82 |
21/21 |
| 焦炭 (J) |
39 |
46.15% |
1.02 |
0.25% |
-10.05% |
0.06 |
16/23 |
| 焦煤 (JM) |
44 |
47.73% |
1.18 |
2.71% |
-14.57% |
0.35 |
18/26 |
| 原油 (SC) |
46 |
50.0% |
1.25 |
2.92% |
-9.49% |
0.45 |
25/21 |
| 燃油 (FU) |
47 |
44.68% |
1.03 |
0.39% |
-11.26% |
0.07 |
26/21 |
| 甲醇 (MA) |
46 |
34.78% |
0.77 |
-2.65% |
-14.83% |
-0.51 |
25/21 |
| PTA (TA) |
41 |
43.9% |
0.92 |
-0.69% |
-8.16% |
-0.14 |
22/19 |
| 聚丙烯 (PP) |
47 |
38.3% |
0.96 |
-0.22% |
-11.28% |
-0.07 |
24/23 |
| 碳酸锂 (LC) |
39 |
51.28% |
1.35 |
5.04% |
-11.03% |
0.64 |
19/20 |
| 多晶硅 (PS) |
17 |
52.94% |
1.31 |
5.21% |
-11.44% |
0.73 |
9/8 |
MACD+KDJ双确认
| 品种 | 交易数 | 胜率 | 盈亏比 | 年化收益 | 最大回撤 | 夏普 | 多/空 |
| 豆一 (A) |
15 |
66.67% |
3.16 |
1.93% |
-2.07% |
0.97 |
4/11 |
| 豆粕 (M) |
21 |
38.1% |
0.81 |
-0.86% |
-5.91% |
-0.28 |
6/15 |
| 豆油 (Y) |
19 |
42.11% |
0.6 |
-1.43% |
-7.28% |
-0.59 |
11/8 |
| 棕榈油 (P) |
21 |
42.86% |
0.97 |
-0.13% |
-6.01% |
-0.03 |
10/11 |
| 玉米 (C) |
18 |
50.0% |
1.32 |
0.62% |
-2.9% |
0.35 |
9/9 |
| 棉花 (CF) |
22 |
45.45% |
1.12 |
0.34% |
-3.73% |
0.13 |
10/12 |
| 白糖 (SR) |
16 |
56.25% |
1.37 |
0.56% |
-3.92% |
0.29 |
4/12 |
| 菜油 (OI) |
19 |
42.11% |
0.57 |
-1.78% |
-7.02% |
-0.57 |
9/10 |
| 沪铜 (CU) |
19 |
57.89% |
2.54 |
2.29% |
-3.5% |
1.02 |
15/4 |
| 沪铝 (AL) |
16 |
56.25% |
1.16 |
0.35% |
-3.22% |
0.15 |
7/9 |
| 沪锌 (ZN) |
22 |
50.0% |
0.86 |
-0.46% |
-5.5% |
-0.19 |
15/7 |
| 沪镍 (NI) |
21 |
33.33% |
0.49 |
-2.7% |
-8.34% |
-0.82 |
10/11 |
| 沪锡 (SN) |
18 |
66.67% |
3.4 |
4.39% |
-4.22% |
1.16 |
10/8 |
| 沪金 (AU) |
19 |
63.16% |
2.58 |
2.14% |
-1.64% |
1.04 |
14/5 |
| 沪银 (AG) |
17 |
47.06% |
1.48 |
1.38% |
-5.75% |
0.46 |
13/4 |
| 螺纹钢 (RB) |
22 |
31.82% |
0.42 |
-2.82% |
-9.87% |
-1.01 |
13/9 |
| 热卷 (HC) |
20 |
25.0% |
0.44 |
-2.22% |
-7.28% |
-0.94 |
9/11 |
| 铁矿石 (I) |
16 |
56.25% |
1.26 |
0.94% |
-5.61% |
0.24 |
7/9 |
| 焦炭 (J) |
19 |
36.84% |
0.69 |
-1.97% |
-8.76% |
-0.37 |
5/14 |
| 焦煤 (JM) |
17 |
41.18% |
0.89 |
-0.66% |
-8.5% |
-0.12 |
6/11 |
| 原油 (SC) |
24 |
37.5% |
0.65 |
-2.61% |
-13.51% |
-0.53 |
10/14 |
| 燃油 (FU) |
20 |
30.0% |
0.61 |
-2.46% |
-13.24% |
-0.5 |
7/13 |
| 甲醇 (MA) |
19 |
36.84% |
0.49 |
-2.3% |
-10.91% |
-0.64 |
11/8 |
| PTA (TA) |
23 |
43.48% |
1.14 |
0.55% |
-5.33% |
0.16 |
14/9 |
| 聚丙烯 (PP) |
21 |
52.38% |
1.57 |
0.95% |
-1.83% |
0.47 |
10/11 |
| 碳酸锂 (LC) |
13 |
61.54% |
2.35 |
3.1% |
-3.64% |
0.75 |
6/7 |
| 多晶硅 (PS) |
5 |
80.0% |
14.47 |
9.17% |
-3.6% |
1.72 |
3/2 |
均线多空排列
| 品种 | 交易数 | 胜率 | 盈亏比 | 年化收益 | 最大回撤 | 夏普 | 多/空 |
| 豆一 (A) |
40 |
40.0% |
0.84 |
-0.88% |
-6.82% |
-0.31 |
15/25 |
| 豆粕 (M) |
38 |
47.37% |
1.31 |
1.71% |
-5.06% |
0.45 |
22/16 |
| 豆油 (Y) |
34 |
29.41% |
0.76 |
-1.35% |
-8.21% |
-0.42 |
18/16 |
| 棕榈油 (P) |
35 |
42.86% |
1.32 |
1.57% |
-6.0% |
0.38 |
21/14 |
| 玉米 (C) |
39 |
48.72% |
1.12 |
0.49% |
-2.95% |
0.16 |
16/23 |
| 棉花 (CF) |
42 |
54.76% |
1.83 |
3.14% |
-2.18% |
0.92 |
23/19 |
| 白糖 (SR) |
34 |
32.35% |
0.72 |
-1.1% |
-3.79% |
-0.52 |
14/20 |
| 菜油 (OI) |
41 |
29.27% |
0.67 |
-2.49% |
-10.22% |
-0.63 |
25/16 |
| 沪铜 (CU) |
42 |
47.62% |
1.56 |
2.47% |
-3.4% |
0.74 |
31/11 |
| 沪铝 (AL) |
39 |
46.15% |
1.22 |
0.93% |
-2.93% |
0.29 |
27/12 |
| 沪锌 (ZN) |
36 |
33.33% |
0.83 |
-0.96% |
-7.31% |
-0.27 |
17/19 |
| 沪镍 (NI) |
36 |
27.78% |
0.78 |
-1.64% |
-9.84% |
-0.42 |
14/22 |
| 沪锡 (SN) |
39 |
46.15% |
1.29 |
1.99% |
-10.97% |
0.41 |
31/8 |
| 沪金 (AU) |
56 |
58.93% |
1.74 |
4.3% |
-3.51% |
1.22 |
54/2 |
| 沪银 (AG) |
47 |
48.94% |
1.47 |
3.37% |
-7.85% |
0.72 |
41/6 |
| 螺纹钢 (RB) |
34 |
38.24% |
1.07 |
0.34% |
-4.47% |
0.09 |
13/21 |
| 热卷 (HC) |
37 |
37.84% |
0.92 |
-0.39% |
-3.84% |
-0.14 |
15/22 |
| 铁矿石 (I) |
33 |
30.3% |
0.75 |
-2.16% |
-10.61% |
-0.44 |
16/17 |
| 焦炭 (J) |
35 |
40.0% |
0.87 |
-1.26% |
-8.98% |
-0.19 |
15/20 |
| 焦煤 (JM) |
37 |
48.65% |
1.39 |
3.8% |
-9.83% |
0.61 |
14/23 |
| 原油 (SC) |
38 |
52.63% |
1.53 |
3.81% |
-8.14% |
0.66 |
18/20 |
| 燃油 (FU) |
41 |
43.9% |
1.29 |
2.33% |
-8.24% |
0.42 |
24/17 |
| 甲醇 (MA) |
37 |
37.84% |
1.19 |
1.13% |
-9.82% |
0.25 |
16/21 |
| PTA (TA) |
36 |
41.67% |
1.13 |
0.8% |
-6.05% |
0.18 |
22/14 |
| 聚丙烯 (PP) |
38 |
36.84% |
1.27 |
1.05% |
-9.11% |
0.32 |
16/22 |
| 碳酸锂 (LC) |
40 |
57.5% |
2.17 |
9.36% |
-6.79% |
1.4 |
16/24 |
| 多晶硅 (PS) |
13 |
53.85% |
1.26 |
2.86% |
-7.88% |
0.43 |
6/7 |
动量突破
| 品种 | 交易数 | 胜率 | 盈亏比 | 年化收益 | 最大回撤 | 夏普 | 多/空 |
| 豆一 (A) |
26 |
42.31% |
1.08 |
0.27% |
-5.02% |
0.09 |
11/15 |
| 豆粕 (M) |
23 |
47.83% |
1.57 |
2.24% |
-5.59% |
0.62 |
12/11 |
| 豆油 (Y) |
20 |
35.0% |
0.62 |
-1.69% |
-9.16% |
-0.57 |
12/8 |
| 棕榈油 (P) |
22 |
40.91% |
1.03 |
0.14% |
-6.41% |
0.04 |
14/8 |
| 玉米 (C) |
27 |
40.74% |
0.98 |
-0.06% |
-3.79% |
-0.05 |
12/15 |
| 棉花 (CF) |
25 |
52.0% |
1.49 |
1.24% |
-2.47% |
0.45 |
13/12 |
| 白糖 (SR) |
21 |
33.33% |
0.44 |
-1.74% |
-5.4% |
-0.91 |
6/15 |
| 菜油 (OI) |
24 |
29.17% |
0.72 |
-1.53% |
-7.95% |
-0.43 |
12/12 |
| 沪铜 (CU) |
28 |
39.29% |
0.88 |
-0.61% |
-5.56% |
-0.19 |
21/7 |
| 沪铝 (AL) |
26 |
42.31% |
1.02 |
0.07% |
-3.84% |
0.01 |
19/7 |
| 沪锌 (ZN) |
23 |
39.13% |
1.03 |
0.13% |
-3.47% |
0.04 |
13/10 |
| 沪镍 (NI) |
20 |
40.0% |
1.38 |
1.61% |
-4.75% |
0.34 |
8/12 |
| 沪锡 (SN) |
25 |
36.0% |
0.87 |
-0.92% |
-7.76% |
-0.18 |
20/5 |
| 沪金 (AU) |
33 |
54.55% |
1.75 |
3.21% |
-4.81% |
0.88 |
31/2 |
| 沪银 (AG) |
29 |
44.83% |
1.72 |
4.51% |
-10.27% |
0.82 |
27/2 |
| 螺纹钢 (RB) |
26 |
34.62% |
0.65 |
-1.71% |
-6.62% |
-0.54 |
9/17 |
| 热卷 (HC) |
24 |
37.5% |
0.8 |
-0.84% |
-5.7% |
-0.27 |
9/15 |
| 铁矿石 (I) |
22 |
27.27% |
0.6 |
-3.16% |
-9.32% |
-0.73 |
10/12 |
| 焦炭 (J) |
21 |
47.62% |
1.01 |
0.04% |
-7.98% |
0.03 |
7/14 |
| 焦煤 (JM) |
27 |
44.44% |
1.27 |
2.61% |
-9.67% |
0.38 |
10/17 |
| 原油 (SC) |
26 |
42.31% |
1.14 |
1.05% |
-11.89% |
0.19 |
14/12 |
| 燃油 (FU) |
25 |
48.0% |
1.49 |
3.32% |
-5.04% |
0.51 |
15/10 |
| 甲醇 (MA) |
25 |
48.0% |
1.26 |
1.52% |
-7.25% |
0.32 |
12/13 |
| PTA (TA) |
26 |
34.62% |
0.84 |
-1.09% |
-9.3% |
-0.23 |
13/13 |
| 聚丙烯 (PP) |
26 |
42.31% |
1.6 |
1.95% |
-5.89% |
0.49 |
10/16 |
| 碳酸锂 (LC) |
25 |
48.0% |
1.73 |
7.21% |
-8.21% |
0.97 |
12/13 |
| 多晶硅 (PS) |
9 |
66.67% |
2.24 |
6.75% |
-4.16% |
0.76 |
4/5 |