部分做T策略回测统计
“最低价在5日线上,并回踩5日线”,做T,2018/6/20至2018/7/23,24个交易日,大盘-1.66%
连续n日 |
最小跌幅 |
最大跌幅 |
提前量 |
日均交易数 |
胜率 |
日均收益率 |
单笔交易平均收益率 |
(days) |
(minGr) |
(maxGr) |
(advance) |
|
|
|
|
3 |
1% |
11% |
0.50% |
17.0 |
43.062% |
-0.750% |
-0.566% |
3 |
1% |
11% |
1.00% |
21.0 |
42.240% |
-0.808% |
-0.513% |
3 |
1% |
5% |
1.00% |
19.0 |
43.162% |
-0.266% |
-0.418% |
3 |
2% |
5% |
1.00% |
9.0 |
43.966% |
-0.250% |
-0.528% |
2 |
2% |
5% |
1.00% |
27.0 |
50.229% |
-0.158% |
0.058% |
2 |
2% |
5% |
0.50% |
21.0 |
48.915% |
-0.200% |
-0.033% |
2 |
1% |
5% |
0.50% |
44.0 |
52.825% |
-0.080% |
0.035% |
1 |
1% |
5% |
0.50% |
161.0 |
51.120% |
0.038% |
0.186% |
1 |
1% |
5% |
0.00% |
129.0 |
51.604% |
0.126% |
0.258% |
1 |
1% |
3% |
0.00% |
108.0 |
49.540% |
-0.160% |
0.155% |
1 |
1% |
10% |
0.00% |
135.0 |
51.632% |
0.198% |
0.258% |
1 |
0% |
10% |
0.00% |
219.0 |
52.449% |
0.127% |
0.283% |
1 |
3% |
10% |
0.00% |
27.0 |
59.877% |
0.563% |
0.658% |
1 |
5% |
10% |
0.00% |
5.0 |
52.308% |
0.527% |
0.259% |
1 |
3% |
7% |
0.00% |
25.0 |
61.450% |
0.712% |
0.752% |
1 |
3% |
7% |
0.02% |
27.0 |
60.606% |
0.603% |
0.635% |
4 |
3% |
7% |
0.00% |
0.9 |
38.095% |
-0.927% |
-1.379% |
1 |
3% |
7% |
0.01% |
26.0 |
61.356% |
0.658% |
0.677% |
1 |
4% |
6% |
0.00% |
8.0 |
61.576% |
0.657% |
0.834% |
1 |
4.50% |
5.50% |
0.00% |
4.0 |
60.204% |
0.212% |
0.626% |
1* |
3% |
7% |
0.00% |
17.0 |
65.789% |
0.872% |
1.123% |
2* |
3% |
7% |
0.00% |
5.0 |
55.303% |
0.039% |
0.201% |
3* |
3% |
7% |
0.00% |
1.0 |
48.571% |
-0.037% |
-0.124% |
1* |
4% |
6% |
0.00% |
5.0 |
65.854% |
0.365% |
1.100% |
1* |
3%-4% |
6%-7% |
0.00% |
12.0 |
66.207% |
1.039% |
1.160% |
1* |
3% |
4% |
0.00% |
11.0 |
65.217% |
0.866% |
1.031% |
1* |
6% |
9% |
0.00% |
1.0 |
62.500% |
0.806% |
1.274% |
1* |
7% |
10% |
0.00% |
0.6 |
42.857% |
-0.023% |
-0.810% |
|
|
|
|
|
|
|
|
1* RGB |
0% |
10% |
0.00% |
21.0 |
51.838% |
-0.164% |
0.138% |
1* RGB |
3% |
7% |
0.00% |
2.0 |
73.684% |
0.955% |
1.711% |
1* |
0% |
3% |
0.00% |
19.0 |
49.453% |
-0.301% |
-0.033% |
1* |
7% |
10% |
0.00% |
0.1 |
0.000% |
-0.460% |
-3.677% |
“最低价在5日线上,并回踩5日线”,做T,2016/11/10至2018/6/29,400个交易日,大盘-8.89%
连续n日 |
最小跌幅 |
最大跌幅 |
提前量 |
日均交易数 |
胜率 |
日均收益率 |
单笔交易平均收益率 |
(days) |
(minGr) |
(maxGr) |
(advance) |
|
|
|
|
1 |
3% |
7% |
0.00% |
9.0 |
44.485% |
0.040% |
-0.474% |
1 |
4% |
6% |
0.00% |
3.0 |
42.598% |
-0.245% |
-0.684% |
1* |
3% |
7% |
0.00% |
4.0 |
45.855% |
0.175% |
-0.348% |
1* RGB |
3% |
7% |
0.00% |
2.0 |
45.754% |
-0.030% |
-0.283% |
1 RGB |
0% |
10% |
0.00% |
83.0 |
45.357% |
-0.135% |
-0.205% |
“光头光脚缩量阳线”,后两日开盘价做T,2016/11/10至2018/6/29,400个交易日,大盘-8.89%
开始日期 |
结束日期 |
交易天数 |
交易总数 |
日均交易数 |
涨 |
跌 |
胜率 |
赢利交易平均收益率 |
亏损交易平均收益率 |
日均收益率 |
单笔交易平均收益率 |
2016-11-10 |
2018-06-29 |
400 |
1446 |
3 |
664 |
782 |
45.92% |
1.745% |
-1.733% |
-0.317% |
-0.136% |
“二连板(所有)”,后两日开盘价做T,2016/11/10至2018/6/29,400个交易日,大盘-8.89%
开始日期 |
结束日期 |
交易天数 |
交易总数 |
日均交易数 |
涨 |
跌 |
胜率 |
赢利交易平均收益率 |
亏损交易平均收益率 |
日均收益率 |
单笔交易平均收益率 |
2016-11-10 |
2018-06-29 |
400 |
6100 |
15 |
4586 |
1514 |
75.18% |
8.954% |
-6.224% |
4.712% |
5.187% |
“二连板(所有),换手低于15%”,后两日开盘价做T,2016/11/10至2018/6/29,400个交易日,大盘-8.89%
开始日期 |
结束日期 |
交易天数 |
交易总数 |
日均交易数 |
涨 |
跌 |
胜率 |
赢利交易平均收益率 |
亏损交易平均收益率 |
日均收益率 |
单笔交易平均收益率 |
2016-11-10 |
2018-06-29 |
400 |
5068 |
12 |
4156 |
912 |
82.005% |
9.148% |
-5.981% |
5.819% |
6.425% |
“二连板,且最后一日非一字板”,后两日开盘价做T,2016/11/10至2018/6/29,400个交易日,大盘-8.89%
开始日期 |
结束日期 |
交易天数 |
交易总数 |
日均交易数 |
涨 |
跌 |
胜率 |
赢利交易平均收益率 |
亏损交易平均收益率 |
日均收益率 |
单笔交易平均收益率 |
2016-11-10 |
2018-06-29 |
400 |
1183 |
2 |
469 |
714 |
39.645% |
6.409% |
-6.361% |
-0.437% |
-1.299% |
“连板,且最后一日非一字板”,后两日开盘价做T,2016/11/10至2018/6/29,400个交易日,大盘-8.89%
开始日期 |
结束日期 |
交易天数 |
交易总数 |
日均交易数 |
涨 |
跌 |
胜率 |
赢利交易平均收益率 |
亏损交易平均收益率 |
日均收益率 |
单笔交易平均收益率 |
2016-11-10 |
2018-06-29 |
400 |
1185 |
2 |
472 |
713 |
39.831% |
6.529% |
-6.298% |
-0.636% |
-1.189% |
“二连板(*),且最后一日非一字板”,后两日开盘价做T,2016/11/10至2018/6/29,400个交易日,大盘-8.89%
开始日期 |
结束日期 |
交易天数 |
交易总数 |
日均交易数 |
涨 |
跌 |
胜率 |
赢利交易平均收益率 |
亏损交易平均收益率 |
日均收益率 |
单笔交易平均收益率 |
2016-11-10 |
2018-06-29 |
400 |
728 |
1 |
293 |
435 |
40.247% |
6.382% |
-6.222% |
-0.552% |
-1.149% |