日级择时

总览源页面
timing_v2 15表 179行 5图 0日志 32.7MB 部分
最近信号
线性模型参数
期间参数综合分最终贡献
成长/BP0.00050.75140.0004
大单资金流-0.001-0.80180.0008
换手率0.00071.83950.0013
纯动量0.0008-0.0785-0.0001
换手率波动0.0014-0.8148-0.0012
上涨股比例-0.000100
reverse0.000500
hbreak0.001300
2月看多0.000700
月度效应-0.001100
周四看空0.000900
春节前后0.001800
国庆前后-0.000200
五一前后0.000800
两会前后0.000300
线性模型最近信号
期间预测值方向信号次日收益
2026-05-260.00211-0.87%
2026-05-270.00231-1.75%
2026-05-280.002911.71%
2026-05-290.0011-3.23%
2026-06-01-0.0009-1-0.39%
2026-06-020.002110.31%
2026-06-03-0.0007-1-0.57%
2026-06-040.000300.50%
2026-06-050.00271
2026-06-080.00121
等权投票最近信号
期间成长/BP大单资金流动量季节性四因子等权次日收益
2026-05-261-1-1-1-1-0.07%
2026-05-271-1-1-1-1-1.80%
2026-05-281-11-101.01%
2026-05-291-1-10-1-2.69%
2026-06-011-1-110-0.81%
2026-06-021-11110.32%
2026-06-031-1-110-0.45%
2026-06-041-11010.46%
2026-06-051-1101
2026-06-081-1101
线性模型回测
线性 A long 回测
期间开始日期结束日期收益基准收益超额收益波动收益/波动最大回撤回撤开始回撤结束回撤修复回撤持续时间日均换手日收益率日胜率日盈亏比次数次胜率次盈亏比
total2018-03-302026-06-0522.7%3.8%18.8%15.4%1.47-14.9%2024-11-112025-01-102025-08-066026.0%0.27%59.2%1.1425950.2%2.23
20182018-03-302018-12-281.5%-31.8%33.3%10.3%0.14-8.6%2018-07-032018-10-2511434.1%0.22%62.7%1.093228.1%0.97
20192019-01-022019-12-3140.6%27.5%13.1%17.1%2.37-13.4%2019-04-302019-08-0910132.8%0.38%55.0%1.644060.0%2.03
20202020-01-022020-12-3141.1%18.7%22.4%18.4%2.24-11.7%2020-02-252020-04-222020-06-175721.8%0.32%62.6%0.982665.4%2.67
20212021-01-042021-12-3110.3%13.5%-3.2%8.1%1.28-3.7%2021-01-182021-02-052021-02-101823.9%0.19%61.5%0.992955.2%1.56
20222022-01-042022-12-3022.3%-20.3%42.6%11.2%1.98-7.9%2022-03-112022-03-152022-05-10419.0%0.29%67.6%0.952365.2%1.22
20232023-01-032023-12-2910.7%-8.8%19.6%5.6%1.91-3.6%2023-08-102023-08-312023-12-112122.7%0.30%70.0%1.322850.0%0.98
20242024-01-022024-12-3122.0%5.8%16.1%25.5%0.86-12.1%2024-01-022024-02-052024-02-073423.1%0.26%49.2%1.462931.0%4.19
20252025-01-022025-12-3124.5%34.6%-10.1%14.0%1.74-7.1%2025-10-092025-10-17829.6%0.17%55.6%1.173745.9%3.31
20262026-01-052026-06-0512.2%7.8%4.3%19.5%0.62-8.9%2026-05-112026-06-052533.7%0.28%64.5%0.831747.1%2.13
线性 A short 回测
期间开始日期结束日期收益基准收益超额收益波动收益/波动最大回撤回撤开始回撤结束回撤修复回撤持续时间日均换手日收益率日胜率日盈亏比次数次胜率次盈亏比
total2018-03-302026-06-0512.7%3.8%8.9%12.5%1.02-16.5%2019-06-062019-12-262021-03-0820327.3%0.15%54.8%1.1427153.1%1.44
20182018-03-302018-12-2821.5%-31.8%53.3%17.4%1.23-10.5%2018-10-292018-11-192018-12-272132.4%0.21%61.4%0.913053.3%1.88
20192019-01-022019-12-31-4.2%27.5%-31.7%10.3%-0.41-16.5%2019-06-062019-12-2620329.5%-0.00%50.0%0.993638.9%1.92
20202020-01-022020-12-3114.6%18.7%-4.1%13.5%1.08-6.4%2020-09-102020-11-242020-12-297527.6%0.17%52.6%1.323461.8%1.1
20212021-01-042021-12-31-0.3%13.5%-13.9%11.6%-0.03-11.2%2021-03-102021-09-0918332.1%-0.01%43.1%1.33946.2%0.9
20222022-01-042022-12-3046.8%-20.3%67.0%16.9%2.77-8.3%2022-04-262022-05-052022-09-16923.1%0.34%61.0%1.232846.4%3.45
20232023-01-032023-12-2920.8%-8.8%29.6%10.1%2.06-5.0%2023-10-232023-11-152023-12-202330.2%0.18%60.0%1.163666.7%1.22
20242024-01-022024-12-3118.1%5.8%12.3%12.1%1.49-7.8%2024-08-272024-09-252925.6%0.16%61.1%0.913167.7%0.79
20252025-01-022025-12-31-4.3%34.6%-39.0%6.3%-0.69-5.7%2025-05-282025-10-2715219.8%-0.04%46.8%12454.2%1.32
20262026-01-052026-06-05-1.1%7.8%-9.0%11.1%-0.1-5.8%2026-02-022026-04-227925.7%0.22%54.5%1.231330.8%0.37
线性 A both 回测
期间开始日期结束日期收益基准收益超额收益波动收益/波动最大回撤回撤开始回撤结束回撤修复回撤持续时间日均换手日收益率日胜率日盈亏比次数次胜率次盈亏比
total2018-03-302026-06-0538.3%3.8%34.4%19.8%1.93-18.4%2019-04-302019-08-092020-02-2010153.4%0.21%57.5%1.1253054.9%1.53
20182018-03-302018-12-2823.3%-31.8%55.1%19.8%1.18-14.2%2018-10-222018-11-192866.5%0.20%60.5%0.966245.2%1.81
20192019-01-022019-12-3134.6%27.5%7.2%19.8%1.75-18.4%2019-04-302019-08-0910162.3%0.22%54.5%1.37648.7%1.64
20202020-01-022020-12-3161.7%18.7%43.0%23.0%2.68-10.5%2020-02-252020-03-162020-05-212049.4%0.27%60.8%1.056061.7%1.52
20212021-01-042021-12-319.9%13.5%-3.6%14.3%0.69-9.3%2021-03-102021-06-112021-09-279356.0%0.08%50.3%1.226848.5%1.11
20222022-01-042022-12-3079.5%-20.3%99.8%20.1%3.95-8.3%2022-04-262022-05-052022-05-25942.1%0.34%64.0%1.145158.8%1.9
20232023-01-032023-12-2933.7%-8.8%42.6%11.7%2.89-4.7%2023-08-252023-08-312023-09-21652.9%0.21%62.4%1.176459.4%1.3
20242024-01-022024-12-3144.0%5.8%38.2%28.2%1.56-12.7%2024-07-252024-09-252024-09-306248.8%0.21%54.2%1.196058.3%1.61
20252025-01-022025-12-3119.1%34.6%-15.5%15.4%1.24-8.0%2025-10-092025-10-281949.4%0.10%52.4%1.156159.0%1.42
20262026-01-052026-06-0510.9%7.8%3.1%21.4%0.51-10.2%2026-02-122026-03-062026-04-152259.4%0.19%61.9%0.823056.7%1.16
线性 B long 回测
期间开始日期结束日期收益基准收益超额收益波动收益/波动最大回撤回撤开始回撤结束回撤修复回撤持续时间日均换手日收益率日胜率日盈亏比次数次胜率次盈亏比
total2018-03-302026-06-0525.3%2.6%22.7%16.9%1.5-19.9%2023-12-292024-02-052024-02-293826.0%0.30%61.5%1.0425948.3%2.42
20182018-03-302018-12-283.0%-34.8%37.8%10.9%0.27-8.7%2018-07-032018-10-2511434.1%0.27%67.8%0.933231.2%0.73
20192019-01-022019-12-3142.5%26.3%16.2%17.8%2.39-13.4%2019-04-302019-08-092019-12-3110132.8%0.39%57.8%1.454057.5%2.3
20202020-01-022020-12-3145.0%17.1%27.9%19.7%2.28-11.1%2020-02-252020-04-172020-06-165221.8%0.36%62.6%1.022665.4%2.58
20212021-01-042021-12-315.5%17.8%-12.3%10.1%0.54-9.2%2021-01-052021-02-052021-06-213123.9%0.16%56.9%1.042944.8%1.46
20222022-01-042022-12-3035.8%-21.3%57.1%12.1%2.96-7.4%2022-03-112022-03-152022-05-06419.0%0.44%71.6%0.932360.9%2.28
20232023-01-032023-12-2913.4%-8.4%21.8%6.1%2.21-3.0%2023-08-102023-08-312023-11-062122.7%0.34%66.0%1.822853.6%1.08
20242024-01-022024-12-3127.6%1.8%25.9%29.3%0.94-19.5%2024-01-022024-02-052024-02-293423.1%0.30%56.5%1.072927.6%5.5
20252025-01-022025-12-3124.9%31.0%-6.2%15.0%1.66-6.9%2025-09-012025-10-174629.6%0.18%59.0%1.023745.9%3.43
20262026-01-052026-06-0510.1%7.6%2.5%19.6%0.51-8.8%2026-02-262026-03-232026-04-142533.7%0.26%64.5%0.81741.2%2.24
线性 B short 回测
期间开始日期结束日期收益基准收益超额收益波动收益/波动最大回撤回撤开始回撤结束回撤修复回撤持续时间日均换手日收益率日胜率日盈亏比次数次胜率次盈亏比
total2018-03-302026-06-0515.9%2.6%13.3%14.2%1.12-16.6%2019-06-062019-12-262020-09-1020327.3%0.17%53.5%1.2127155.0%1.45
20182018-03-302018-12-2827.9%-34.8%62.7%18.1%1.54-11.5%2018-10-292018-11-192132.4%0.25%58.0%1.13060.0%1.65
20192019-01-022019-12-31-2.7%26.3%-29.0%11.3%-0.24-16.6%2019-06-062019-12-2620329.5%-0.01%47.4%1.093644.4%1.93
20202020-01-022020-12-3121.6%17.1%4.6%14.5%1.49-5.4%2020-03-302020-04-222020-05-222327.6%0.22%53.6%1.373464.7%1.23
20212021-01-042021-12-31-8.2%17.8%-26.0%13.9%-0.59-14.7%2021-03-102021-09-1318732.1%-0.06%43.8%1.133946.2%0.68
20222022-01-042022-12-3058.7%-21.3%80.0%20.6%2.85-11.7%2022-04-262022-08-232022-09-1911923.1%0.41%58.5%1.322842.9%3.87
20232023-01-032023-12-2927.6%-8.4%36.0%11.6%2.38-5.9%2023-10-232023-11-152023-12-182330.2%0.23%60.0%1.23666.7%1.47
20242024-01-022024-12-3123.5%1.8%21.7%14.4%1.63-8.2%2024-08-272024-09-252925.6%0.21%54.4%1.243167.7%0.7
20252025-01-022025-12-31-3.2%31.0%-34.2%7.1%-0.45-5.9%2025-05-302025-10-2715019.8%-0.04%48.9%0.952458.3%1.71
20262026-01-052026-06-05-2.1%7.6%-9.7%10.8%-0.19-6.5%2026-04-032026-04-221925.7%0.16%54.5%1.111330.8%0.41
线性 B both 回测
期间开始日期结束日期收益基准收益超额收益波动收益/波动最大回撤回撤开始回撤结束回撤修复回撤持续时间日均换手日收益率日胜率日盈亏比次数次胜率次盈亏比
total2018-03-302026-06-0545.3%2.6%42.7%22.0%2.06-17.7%2019-04-302019-08-092020-02-1710153.4%0.23%57.6%1.1253054.3%1.63
20182018-03-302018-12-2831.7%-34.8%66.5%20.7%1.53-13.9%2018-10-222018-11-192018-12-272866.5%0.25%59.9%1.066253.2%1.43
20192019-01-022019-12-3138.6%26.3%12.3%20.9%1.85-17.7%2019-04-302019-08-0910162.3%0.23%54.5%1.37648.7%1.72
20202020-01-022020-12-3176.4%17.1%59.3%24.8%3.08-10.0%2020-03-062020-03-162020-03-301049.4%0.32%58.8%1.196060.0%1.8
20212021-01-042021-12-31-3.1%17.8%-20.9%17.0%-0.18-12.5%2021-03-102021-06-119356.0%0.03%49.2%1.116841.2%1.07
20222022-01-042022-12-30115.5%-21.3%136.8%23.8%4.86-10.4%2022-04-262022-05-052022-05-24942.1%0.44%64.0%1.165156.9%2.47
20232023-01-032023-12-2944.8%-8.4%53.1%13.1%3.42-5.4%2023-10-232023-11-022023-11-221052.9%0.26%62.4%1.236459.4%1.61
20242024-01-022024-12-3157.6%1.8%55.9%32.5%1.77-15.4%2024-01-192024-02-052024-02-231748.8%0.26%55.6%1.126060.0%1.43
20252025-01-022025-12-3120.9%31.0%-10.2%16.7%1.25-7.6%2025-09-012025-10-285749.4%0.11%55.5%1.026159.0%1.57
20262026-01-052026-06-057.8%7.6%0.2%21.5%0.36-9.9%2026-02-262026-03-062026-04-15859.4%0.16%61.9%0.783053.3%1.16
投票模型回测
投票 A long 回测
期间开始日期结束日期收益基准收益超额收益波动收益/波动最大回撤回撤开始回撤结束回撤修复回撤持续时间日均换手日收益率日胜率日盈亏比次数次胜率次盈亏比
total2014-01-032026-06-0516.0%6.6%9.4%14.8%1.08-22.5%2015-06-122015-07-072015-10-152522.7%0.23%58.4%1.1334350.1%1.76
20142014-01-032014-12-3115.9%39.5%-23.6%12.3%1.29-5.9%2014-09-152014-11-115723.0%0.20%57.6%1.122850.0%3.5
20152015-01-052015-12-3193.2%40.6%52.6%26.0%3.58-22.5%2015-06-122015-07-072015-10-152528.7%0.68%67.5%1.163565.7%2.34
20162016-01-042016-12-301.4%-10.3%11.7%13.3%0.11-13.5%2016-04-142016-06-226914.8%0.10%66.7%0.591844.4%0.82
20172017-01-032017-12-29-0.2%-1.1%0.9%5.7%-0.04-5.0%2017-11-132017-11-17412.7%0.06%60.0%0.821637.5%1.45
20182018-01-022018-12-28-2.2%-34.2%32.0%10.6%-0.21-11.3%2018-05-222018-12-2822026.3%0.11%52.8%1.153330.3%1.51
20192019-01-022019-12-3119.0%27.5%-8.5%18.3%1.03-15.4%2019-04-302019-08-1510731.1%0.19%54.5%1.193935.9%2.3
20202020-01-022020-12-3150.0%18.7%31.3%16.7%2.99-7.6%2020-02-252020-02-282020-04-20319.3%0.38%63.3%1.172466.7%2.15
20212021-01-042021-12-319.4%13.5%-4.1%8.5%1.11-4.2%2021-06-012021-06-172021-07-131623.9%0.18%58.1%1.192958.6%1.23
20222022-01-042022-12-3019.2%-20.3%39.5%12.2%1.57-7.9%2022-03-112022-03-152022-05-10417.4%0.25%62.4%1.072176.2%1.09
20232023-01-032023-12-298.3%-8.8%17.1%5.7%1.45-2.2%2023-06-022023-06-082023-08-04621.1%0.18%64.3%1.132653.8%0.75
20242024-01-022024-12-31-6.2%5.8%-12.0%18.1%-0.34-12.4%2024-05-202024-09-1011323.1%0.00%42.0%1.392931.0%0.84
20252025-01-022025-12-3115.4%34.6%-19.2%12.6%1.23-10.2%2025-09-012025-11-147430.5%0.12%55.4%1.083857.9%1.97
20262026-01-052026-06-053.8%7.8%-4.0%14.4%0.26-6.1%2026-02-272026-03-121323.8%0.31%60.0%1.161323.1%3.04
投票 A short 回测
期间开始日期结束日期收益基准收益超额收益波动收益/波动最大回撤回撤开始回撤结束回撤修复回撤持续时间日均换手日收益率日胜率日盈亏比次数次胜率次盈亏比
total2014-01-032026-06-0512.5%6.6%5.9%17.4%0.72-30.9%2014-04-282015-05-222015-08-2438922.0%0.12%50.3%1.2233248.2%2.19
20142014-01-032014-12-31-13.8%39.5%-53.2%13.0%-1.06-25.4%2014-04-282014-12-1623220.1%-0.12%37.9%1.292528.0%1.45
20152015-01-052015-12-3164.4%40.6%23.8%31.7%2.03-14.4%2015-01-192015-05-222015-06-1912327.0%0.49%49.4%1.523354.5%5.45
20162016-01-042016-12-300.1%-10.3%10.4%24.9%0-22.0%2016-01-282016-12-0731420.5%0.00%47.9%1.12548.0%1.25
20172017-01-032017-12-291.2%-1.1%2.3%12.5%0.1-11.9%2017-06-022017-12-2921020.9%0.01%45.8%1.212650.0%1.19
20182018-01-022018-12-2842.1%-34.2%76.3%20.5%2.06-13.7%2018-10-182018-11-193228.8%0.32%60.0%1.113560.0%1.72
20192019-01-022019-12-315.9%27.5%-21.6%10.9%0.54-5.9%2019-10-212019-12-165625.4%0.13%51.5%1.233148.4%2.34
20202020-01-022020-12-3123.4%18.7%4.8%16.5%1.42-8.3%2020-03-302020-08-282020-12-0915118.9%0.18%52.6%1.232352.2%2.08
20212021-01-042021-12-31-8.8%13.5%-22.4%10.6%-0.83-14.7%2021-03-102021-09-1318723.5%-0.04%43.6%1.172924.1%2.3
20222022-01-042022-12-3052.5%-20.3%72.7%16.3%3.21-8.3%2022-04-262022-05-052022-09-16915.7%0.35%59.7%1.361957.9%9.51
20232023-01-032023-12-2919.3%-8.8%28.1%9.7%2-3.8%2023-10-232023-11-202023-12-052825.2%0.15%57.9%1.143053.3%4.76
20242024-01-022024-12-318.4%5.8%2.5%14.0%0.6-10.8%2024-07-082024-12-2717218.2%0.11%51.6%1.152254.5%1.23
20252025-01-022025-12-31-8.2%34.6%-42.8%13.8%-0.59-18.9%2025-04-072025-11-1322018.1%-0.14%41.0%1.12250.0%1.4
20262026-01-052026-06-05-3.8%7.8%-11.6%17.3%-0.22-12.0%2026-03-232026-05-215925.7%-0.02%47.1%1.091338.5%1.17
投票 A both 回测
期间开始日期结束日期收益基准收益超额收益波动收益/波动最大回撤回撤开始回撤结束回撤修复回撤持续时间日均换手日收益率日胜率日盈亏比次数次胜率次盈亏比
total2014-01-032026-06-0530.5%6.6%23.9%22.8%1.34-26.4%2016-04-212016-12-072018-03-2723044.7%0.17%53.7%1.1867551.9%1.73
20142014-01-032014-12-31-0.0%39.5%-39.5%17.9%0-20.8%2014-04-282014-12-0922543.0%0.04%47.5%1.185341.5%1.38
20152015-01-052015-12-31217.7%40.6%177.1%40.2%5.41-21.2%2015-06-292015-07-072015-07-14855.7%0.63%60.0%1.276861.8%2.79
20162016-01-042016-12-301.5%-10.3%11.8%29.0%0.05-26.4%2016-04-212016-12-0723035.2%-0.01%51.2%0.944351.2%0.98
20172017-01-032017-12-291.0%-1.1%2.1%13.6%0.07-13.0%2017-05-242017-11-1717733.6%0.02%48.5%1.134247.6%1.21
20182018-01-022018-12-2839.0%-34.2%73.1%22.9%1.7-16.1%2018-10-122018-12-247355.1%0.22%56.4%1.156857.4%1.4
20192019-01-022019-12-3125.9%27.5%-1.5%21.3%1.22-16.6%2019-04-302019-12-0521956.6%0.18%53.0%1.247044.3%1.81
20202020-01-022020-12-3185.1%18.7%66.5%23.0%3.7-7.6%2020-02-252020-02-282020-03-16338.3%0.32%58.3%1.264763.8%2.79
20212021-01-042021-12-31-0.3%13.5%-13.8%13.8%-0.02-13.9%2021-03-102021-08-1215547.3%0.05%51.0%1.095844.8%1.28
20222022-01-042022-12-3081.8%-20.3%102.0%20.3%4.03-8.3%2022-04-262022-05-052022-05-31933.1%0.33%60.8%1.274067.5%3.01
20232023-01-032023-12-2929.2%-8.8%38.0%11.3%2.59-3.8%2023-10-192023-11-022023-11-291446.3%0.16%59.7%1.165650.0%2.58
20242024-01-022024-12-311.6%5.8%-4.2%23.0%0.07-16.5%2024-05-202024-12-3122541.3%0.04%46.6%1.225149.0%0.96
20252025-01-022025-12-316.0%34.6%-28.7%18.6%0.32-18.7%2025-09-012025-11-137348.6%0.05%51.8%1.056051.7%1.4
20262026-01-052026-06-05-0.1%7.8%-8.0%22.8%-0.01-12.2%2026-01-262026-05-2111549.5%0.15%51.9%1.142630.8%1.72
投票 B long 回测
期间开始日期结束日期收益基准收益超额收益波动收益/波动最大回撤回撤开始回撤结束回撤修复回撤持续时间日均换手日收益率日胜率日盈亏比次数次胜率次盈亏比
total2014-01-032026-06-0518.7%5.2%13.5%16.1%1.16-25.8%2015-06-122015-07-072015-11-062522.7%0.26%61.6%1.0134348.7%1.86
20142014-01-032014-12-3111.5%33.0%-21.5%13.2%0.87-11.3%2014-09-152014-12-098523.0%0.17%57.6%1.032839.3%2.81
20152015-01-052015-12-31106.3%75.5%30.8%28.4%3.74-25.8%2015-06-122015-07-072015-11-062528.7%0.75%71.7%0.963568.6%1.96
20162016-01-042016-12-304.2%-12.4%16.7%15.3%0.28-12.8%2016-05-052016-06-224814.8%0.19%72.2%0.51844.4%0.86
20172017-01-032017-12-29-2.6%-18.1%15.5%5.9%-0.44-5.2%2017-11-012017-11-171612.7%0.02%57.8%0.781643.8%0.93
20182018-01-022018-12-28-0.1%-37.5%37.4%10.9%-0.01-9.7%2018-05-152018-10-1815626.3%0.15%58.3%1.013336.4%1.12
20192019-01-022019-12-3119.9%26.3%-6.4%19.0%1.04-16.9%2019-04-302019-08-1510731.1%0.20%56.1%1.123938.5%2.07
20202020-01-022020-12-3154.0%17.1%36.9%18.3%2.96-8.4%2020-02-252020-02-282020-04-09319.3%0.41%63.3%1.172458.3%2.68
20212021-01-042021-12-318.1%17.8%-9.7%10.4%0.78-7.5%2021-01-052021-02-052021-05-313123.9%0.18%61.3%0.972941.4%2.26
20222022-01-042022-12-3028.0%-21.3%49.3%13.1%2.14-7.4%2022-03-112022-03-152022-05-06417.4%0.33%69.4%0.842166.7%2.88
20232023-01-032023-12-2913.8%-8.4%22.1%6.7%2.05-2.4%2023-06-052023-06-082023-06-16321.1%0.24%64.3%1.322650.0%1.39
20242024-01-022024-12-310.3%1.8%-1.5%21.4%0.01-12.7%2024-10-082024-10-11323.1%0.07%49.0%1.142934.5%1.06
20252025-01-022025-12-3118.7%31.0%-12.3%13.9%1.35-9.1%2025-09-012025-10-174630.5%0.15%60.8%0.913860.5%1.66
20262026-01-052026-06-054.0%7.6%-3.6%13.7%0.29-6.5%2026-01-122026-03-125923.8%0.30%62.2%1.041330.8%1.81
投票 B short 回测
期间开始日期结束日期收益基准收益超额收益波动收益/波动最大回撤回撤开始回撤结束回撤修复回撤持续时间日均换手日收益率日胜率日盈亏比次数次胜率次盈亏比
total2014-01-032026-06-0515.2%5.2%10.0%18.9%0.8-35.6%2014-04-282015-05-192015-08-2538622.0%0.14%50.3%1.2333247.6%2.35
20142014-01-032014-12-31-15.5%33.0%-48.5%14.1%-1.1-30.0%2014-04-282014-12-1523120.1%-0.14%42.7%1.042528.0%1.64
20152015-01-052015-12-3130.3%75.5%-45.1%32.0%0.95-17.6%2015-01-122015-05-192015-06-2612727.0%0.24%50.6%1.183345.5%4.53
20162016-01-042016-12-303.1%-12.4%15.5%27.1%0.11-21.4%2016-01-282016-11-2229920.5%0.02%49.7%1.042540.0%1.97
20172017-01-032017-12-2917.5%-18.1%35.6%14.1%1.24-9.4%2017-06-022017-09-2011020.9%0.11%45.8%1.532653.8%1.74
20182018-01-022018-12-2853.8%-37.5%91.4%21.3%2.53-14.2%2018-10-182018-11-193228.8%0.37%60.0%1.193557.1%2.31
20192019-01-022019-12-316.3%26.3%-19.9%12.0%0.53-6.6%2019-10-212019-12-165625.4%0.12%48.5%1.343145.2%2.87
20202020-01-022020-12-3131.1%17.1%14.0%17.5%1.78-7.1%2020-03-302020-08-242020-09-1014718.9%0.24%51.3%1.42360.9%1.93
20212021-01-042021-12-31-14.5%17.8%-32.3%13.0%-1.12-18.2%2021-03-102021-09-1518923.5%-0.10%40.6%1.192924.1%1.71
20222022-01-042022-12-3067.0%-21.3%88.3%19.6%3.41-10.9%2022-04-262022-08-162022-09-2611215.7%0.42%58.9%1.361963.2%5.59
20232023-01-032023-12-2924.1%-8.4%32.5%11.1%2.17-5.5%2023-10-232023-11-202023-12-132825.2%0.18%57.1%1.23066.7%3.88
20242024-01-022024-12-3119.2%1.8%17.5%17.8%1.08-14.8%2024-07-082024-12-2717218.2%0.22%48.4%1.492245.5%2.19
20252025-01-022025-12-31-5.0%31.0%-36.0%15.9%-0.32-19.6%2025-04-072025-11-1322018.1%-0.09%44.3%1.082245.5%2.24
20262026-01-052026-06-05-2.4%7.6%-9.9%17.7%-0.13-12.3%2026-03-232026-05-215925.7%0.02%50.0%1.031338.5%1.16
投票 B both 回测
期间开始日期结束日期收益基准收益超额收益波动收益/波动最大回撤回撤开始回撤结束回撤修复回撤持续时间日均换手日收益率日胜率日盈亏比次数次胜率次盈亏比
total2014-01-032026-06-0536.8%5.2%31.6%24.9%1.48-30.4%2014-04-282014-12-092015-03-2722544.7%0.19%55.3%1.1267550.7%1.87
20142014-01-032014-12-31-5.8%33.0%-38.8%19.3%-0.3-30.4%2014-04-282014-12-0922543.0%0.01%49.0%1.055334.0%1.66
20152015-01-052015-12-31168.8%75.5%93.3%42.3%3.99-26.0%2015-06-292015-08-142015-09-154655.7%0.55%63.4%0.986858.8%2.4
20162016-01-042016-12-307.4%-12.4%19.9%32.0%0.23-25.8%2016-04-212016-06-236335.2%0.02%54.8%0.854351.2%1.08
20172017-01-032017-12-2914.4%-18.1%32.5%15.1%0.96-10.2%2017-06-022017-12-0118233.6%0.09%47.5%1.374250.0%1.65
20182018-01-022018-12-2853.6%-37.5%91.2%23.8%2.25-15.2%2018-10-122018-12-247355.1%0.27%57.9%1.166860.3%1.36
20192019-01-022019-12-3127.5%26.3%1.2%22.5%1.22-19.0%2019-04-302019-08-1510756.6%0.18%53.5%1.217042.9%1.86
20202020-01-022020-12-31101.9%17.1%84.9%24.8%4.12-8.4%2020-02-252020-02-282020-03-09338.3%0.36%57.8%1.324761.7%3.12
20212021-01-042021-12-31-7.5%17.8%-25.4%16.9%-0.45-14.1%2021-01-052021-09-0123947.3%0.02%50.0%1.045837.9%1.57
20222022-01-042022-12-30113.7%-21.3%135.0%23.5%4.83-10.4%2022-04-262022-05-052022-05-25933.1%0.41%63.6%1.144067.5%3.07
20232023-01-032023-12-2941.2%-8.4%49.6%13.0%3.18-4.6%2023-10-192023-11-022023-11-141446.3%0.21%58.7%1.295655.4%2.62
20242024-01-022024-12-3119.6%1.8%17.8%27.8%0.71-18.3%2024-10-082024-12-318441.3%0.12%49.2%1.225154.9%1.18
20252025-01-022025-12-3112.8%31.0%-18.2%21.1%0.61-16.3%2025-09-012025-12-1710748.6%0.09%57.1%0.916045.0%2.02
20262026-01-052026-06-051.5%7.6%-6.0%22.7%0.07-12.1%2026-01-122026-04-3010849.5%0.15%55.7%0.992630.8%1.68
图表
backtest
线性模型参数/信号图
线性模型收益曲线
backtest
投票模型收益曲线
刷新快照

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