12 个策略 · 3 个市场 · 日线 · 2018-01-01 → 2026-09-23。每个策略只与同一市场的买入持有相比。挑一个看看。
| 策略 | 收益率 | 对比基准 | 网格胜率 | 全市场 | 最大回撤 | 水下期 | 中位数 | 交易 |
|---|---|---|---|---|---|---|---|---|
| 买入持有 | 530% | — | — | — | 81% | 1045d | 39.7% | 0 |
| 指数均线交叉 | 1668% | +1138% | 100% | 2/3 | 59% | 790d | 11.1% | 47 |
| 均线交叉 | 1371% | +841% | 93% | 2/3 | 51% | 817d | 9.6% | 31 |
| 唐奇安突破 | 1266% | +736% | 100% | 2/3 | 49% | 756d | 21.7% | 32 |
| 定额定投 (DCA) | 1059% | +529% | 81% | 3/3 | 76% | 846d | 25.4% | 0 |
| MACD 交叉 | 822% | +292% | 94% | 2/3 | 54% | 1112d | 19.7% | 114 |
| 抛物线 SAR | 286% | -244% | 38% | 1/3 | 66% | 2020d | 13.4% | 126 |
| 超级趋势 | 284% | -246% | 63% | 1/3 | 68% | 840d | 26.5% | 38 |
| 马丁格尔 | 87% | -443% | 0% | 0/3 | 40% | 411d | 9.0% | 459 |
| RSI 均值回归 | 45% | -485% | 0% | 0/3 | 66% | 2872d | 4.1% | 13 |
| 网格 | 32% | -498% | 0% | 0/3 | 49% | 1292d | 4.1% | 75 |
| 布林带反转 | -46% | -575% | 0% | 0/3 | 71% | 3118d | 3.5% | 51 |
| 随机指标交叉 | -46% | -576% | 0% | 0/3 | 77% | 3168d | -0.7% | 70 |
| 策略 | 收益率 | 对比基准 | 网格胜率 | 全市场 | 最大回撤 | 水下期 | 中位数 | 交易 |
|---|---|---|---|---|---|---|---|---|
| 买入持有 | 276% | — | — | — | 94% | 1382d | 19.0% | 0 |
| 超级趋势 | 1792% | +1516% | 100% | 1/3 | 53% | 926d | 16.0% | 34 |
| 唐奇安突破 | 1543% | +1268% | 100% | 2/3 | 65% | 1550d | 11.0% | 30 |
| 均线交叉 | 1336% | +1060% | 100% | 2/3 | 69% | 1527d | 8.9% | 24 |
| 指数均线交叉 | 1197% | +921% | 100% | 2/3 | 69% | 1961d | 18.8% | 45 |
| 定额定投 (DCA) | 671% | +395% | 69% | 3/3 | 79% | 1382d | 9.2% | 0 |
| MACD 交叉 | 535% | +259% | 100% | 2/3 | 70% | 926d | 24.1% | 116 |
| 抛物线 SAR | 284% | +8% | 75% | 1/3 | 81% | 1780d | -0.6% | 118 |
| 马丁格尔 | 110% | -166% | 0% | 0/3 | 43% | 739d | 9.7% | 557 |
| 网格 | 32% | -244% | 0% | 0/3 | 55% | 2088d | 6.5% | 81 |
| RSI 均值回归 | -11% | -287% | 6% | 0/3 | 78% | 1477d | 0.0% | 12 |
| 布林带反转 | -53% | -329% | 0% | 0/3 | 80% | 3141d | 0.8% | 55 |
| 随机指标交叉 | -90% | -366% | 0% | 0/3 | 92% | 3160d | -14.4% | 6 |
| 策略 | 收益率 | 对比基准 | 网格胜率 | 全市场 | 最大回撤 | 水下期 | 中位数 | 交易 |
|---|---|---|---|---|---|---|---|---|
| 买入持有 | 119% | — | — | — | 28% | 634d | 15.7% | 0 |
| 定额定投 (DCA) | 131% | +12% | 69% | 3/3 | 28% | 634d | 6.1% | 0 |
| 均线交叉 | 71% | -48% | 20% | 2/3 | 20% | 1346d | 1.2% | 17 |
| 指数均线交叉 | 67% | -51% | 6% | 2/3 | 17% | 1052d | 8.6% | 39 |
| 唐奇安突破 | 65% | -54% | 0% | 2/3 | 27% | 1415d | 7.8% | 22 |
| 抛物线 SAR | 36% | -83% | 0% | 1/3 | 24% | 1182d | 10.8% | 78 |
| MACD 交叉 | 34% | -84% | 0% | 2/3 | 26% | 1059d | 8.9% | 79 |
| 随机指标交叉 | 20% | -98% | 0% | 0/3 | 22% | 1007d | 1.4% | 46 |
| 超级趋势 | 17% | -101% | 0% | 1/3 | 23% | 1189d | 4.3% | 28 |
| RSI 均值回归 | 17% | -101% | 0% | 0/3 | 17% | 493d | 3.2% | 8 |
| 马丁格尔 | 12% | -106% | 0% | 0/3 | 4% | 155d | 1.4% | 94 |
| 网格 | 10% | -109% | 0% | 0/3 | 10% | 410d | 2.1% | 26 |
| 布林带反转 | -4% | -123% | 0% | 0/3 | 17% | 2039d | -0.7% | 31 |