策略组合
multi
3表
30行
3图
5日志
18.3MB
完整
组合权重
策略占比
| 期间 | LGB混合策略权重 | Zapdos权重 |
|---|---|---|
| 2026-05-26 | 0.4 | 0.6 |
| 2026-05-27 | 0.4 | 0.6 |
| 2026-05-28 | 0.4 | 0.6 |
| 2026-05-29 | 0.4 | 0.6 |
| 2026-06-01 | 0.4 | 0.6 |
| 2026-06-02 | 0.4 | 0.6 |
| 2026-06-03 | 0.4 | 0.6 |
| 2026-06-04 | 0.6 | 0.4 |
| 2026-06-05 | 0.6 | 0.4 |
| 2026-06-08 | 0.6 | 0.4 |
组合绩效
多策略绩效
| 期间 | 收益 | 夏普 | 最大回撤 | 回撤开始 | 回撤结束 | 回撤天数 | 修复天数 |
|---|---|---|---|---|---|---|---|
| total | 47.22% | 4.0864 | -10.39% | 2024-02-01 | 2024-02-08 | 7 | 21 |
| 2018 | 96.06% | 13.72 | -2.19% | 2018-02-07 | 2018-02-14 | 7 | 28 |
| 2019 | 41.68% | 5.4304 | -4.37% | 2019-02-01 | 2019-03-11 | 38 | 46 |
| 2020 | 50.35% | 4.439 | -4.21% | 2020-07-01 | 2020-07-07 | 6 | 12 |
| 2021 | 36.25% | 3.2785 | -9.50% | 2021-09-01 | 2021-10-14 | 43 | |
| 2022 | 45.61% | 4.05 | -4.05% | 2022-01-25 | 2022-01-28 | 3 | 15 |
| 2023 | 17.81% | 2.1369 | -5.60% | 2023-03-23 | 2023-06-21 | 90 | 104 |
| 2024 | 48.58% | 2.5942 | -10.39% | 2024-02-01 | 2024-02-08 | 7 | 21 |
| 2025 | 52.31% | 5.0747 | -3.64% | 2025-08-12 | 2025-08-18 | 6 | 29 |
| 2026 | 12.86% | 2.7745 | -3.90% | 2026-01-05 | 2026-01-13 | 8 | 14 |
lgb 策略绩效
| 期间 | 收益 | 夏普 | 最大回撤 | 回撤开始 | 回撤结束 | 回撤天数 | 修复天数 |
|---|---|---|---|---|---|---|---|
| total | 46.96% | 4.127 | -12.74% | 2021-09-16 | 2021-12-28 | 103 | 193 |
| 2018 | 110.19% | 15.1153 | -1.40% | 2018-07-11 | 2018-07-12 | 1 | 6 |
| 2019 | 41.68% | 5.4304 | -4.37% | 2019-02-01 | 2019-03-11 | 38 | 46 |
| 2020 | 48.14% | 4.1405 | -4.82% | 2020-11-03 | 2020-12-01 | 28 | 55 |
| 2021 | 21.78% | 2.1879 | -12.74% | 2021-09-16 | 2021-12-28 | 103 | |
| 2022 | 56.17% | 6.5782 | -2.99% | 2022-09-29 | 2022-10-25 | 26 | 40 |
| 2023 | 26.75% | 3.402 | -5.21% | 2023-05-18 | 2023-06-21 | 34 | 47 |
| 2024 | 49.35% | 2.5701 | -11.02% | 2024-01-23 | 2024-02-08 | 16 | 30 |
| 2025 | 44.78% | 3.7822 | -9.88% | 2025-08-11 | 2025-09-01 | 21 | 93 |
| 2026 | 4.58% | 1.0597 | -4.24% | 2026-03-09 | 2026-06-02 | 85 |
图表