参数
$startDate = '2021-01-04';
$endDate = '2022-06-30';
//
$_isUseMaInTrend = true; // notice 均线顺势
$_ma1 = 5; // 小均线
$_ma2 = 10; // 中均线(三均线)
$_ma3 = 20; // 大均线
$_ma4 = 30; // 大均线
$_isMaStrongTrend = true; // notice 均线同向
$_retractDays = 2; // notice 缩回天数
$_isUseYinYang = true; // notice 阴阳线
$_isKLineTouchMa = false; // K线接触均线
$_isKLineSinkMa = false; // K线完全沉没于均线
$_isUseFarFromMa = false; // K线漂浮
$_usePositiveLeave = false; // 积极止盈
$_prevDaysIncrease = 20;
$_prevDayIncreaseRate = 0.2;
$minBias = 0; // 最小乖离
$samplingRatio = 0; // 随机交易
$monteCarlo = 0; // 随机交易日
资金曲线(全仓)
明细
日期 | 收益率 | 累计 |
---|---|---|
2021/1/6 | 0.0909 | 9.09% |
2021/1/7 | 0.0141 | 10.50% |
2021/1/8 | -0.02886 | 7.61% |
2021/1/11 | 0.04433077 | 12.05% |
2021/1/13 | -0.0394 | 8.11% |
2021/1/14 | 0.0005 | 8.16% |
2021/1/15 | 0.05556 | 13.71% |
2021/1/19 | 0.0136 | 15.07% |
2021/1/20 | 0.0182 | 16.89% |
2021/1/22 | -0.0456 | 12.33% |
2021/1/25 | 0.03015 | 15.35% |
2021/1/26 | 0.02811667 | 18.16% |
2021/1/27 | 0.03883333 | 22.04% |
2021/1/28 | 0.00835 | 22.88% |
2021/2/4 | 0.0454 | 27.42% |
2021/2/5 | 0.1008 | 37.50% |
2021/2/8 | 0.0544 | 42.94% |
2021/2/10 | 0.044 | 47.34% |
2021/2/18 | -0.1352 | 33.82% |
2021/2/19 | -0.1072857 | 23.09% |
2021/2/22 | 0.0148 | 24.57% |
2021/2/23 | -0.07745 | 16.82% |
2021/3/5 | 0.0142 | 18.24% |
2021/4/8 | 0.0428 | 22.52% |
2021/4/12 | -0.0147 | 21.05% |
2021/4/22 | 0.0048 | 21.53% |
2021/4/29 | 0.0132 | 22.85% |
2021/5/11 | 0.0176 | 24.61% |
2021/5/13 | 0.056 | 30.21% |
2021/5/20 | 0.1067 | 40.88% |
2021/5/21 | 0.0147 | 42.35% |
2021/6/1 | 0.0112 | 43.47% |
2021/6/2 | -0.0756 | 35.91% |
2021/6/3 | 0.014725 | 37.39% |
2021/6/16 | 0.1001 | 47.40% |
2021/6/21 | 0.003 | 47.70% |
2021/6/23 | 0.0754 | 55.24% |
2021/6/30 | -0.0148 | 53.76% |
2021/7/1 | 0.06005 | 59.76% |
2021/7/2 | 0.0446 | 64.22% |
2021/7/5 | 0.0202 | 66.24% |
2021/7/6 | 0.0529 | 71.53% |
2021/7/9 | 0.0365 | 75.18% |
2021/7/13 | -0.00485 | 74.70% |
2021/7/14 | 0.04713333 | 79.41% |
2021/7/23 | 0.0357 | 82.98% |
2021/8/2 | -0.0168 | 81.30% |
2021/8/3 | 0.05095 | 86.40% |
2021/8/5 | 0.0265 | 89.05% |
2021/8/6 | 0.0512 | 94.17% |
2021/8/12 | -0.04275 | 89.89% |
2021/9/3 | 0.0201 | 91.90% |
2021/9/9 | 0.0349 | 95.39% |
2021/9/14 | -0.042 | 91.19% |
2021/9/15 | 0.01305 | 92.50% |
2021/9/17 | 0.0732 | 99.82% |
2021/9/27 | 0.0769 | 107.51% |
2021/9/29 | 0.0166 | 109.17% |
2021/10/14 | 0.0205 | 111.22% |
2021/10/18 | 0.0287 | 114.09% |
2021/10/21 | 0.00385 | 114.47% |
2021/10/22 | 0.0343 | 117.90% |
2021/10/25 | 0.0107 | 118.97% |
2021/10/26 | 0.0144 | 120.41% |
2021/10/27 | -0.0464 | 115.77% |
2021/10/28 | -0.0106 | 114.71% |
2021/10/29 | 0.0014 | 114.85% |
2021/11/3 | 0.01905 | 116.76% |
2021/11/8 | 0 | 116.76% |
2021/11/9 | 0.0259 | 119.35% |
2021/11/10 | 0.0121 | 120.56% |
2021/11/11 | -0.0363 | 116.93% |
2021/11/30 | 0.0024 | 117.17% |
2021/12/1 | 0.0265 | 119.82% |
2021/12/10 | -0.0333 | 116.49% |
2021/12/16 | -0.013 | 115.19% |
2021/12/27 | 0.0103 | 116.22% |
2021/12/28 | 0.0068 | 116.90% |
2022/4/15 | -0.0432 | 112.58% |
2022/5/23 | -0.00065 | 112.51% |
2022/5/25 | 0.01135 | 113.65% |
2022/5/27 | 0.0178 | 115.43% |
2022/5/30 | 0.0426 | 119.69% |
2022/6/7 | 0.0086 | 120.55% |
2022/6/8 | 0.0016 | 120.71% |
2022/6/9 | 0.0346 | 124.17% |
2022/6/20 | 0.0074 | 124.91% |
2022/6/22 | 0.0103 | 125.94% |
2022/6/23 | 0.0166 | 127.60% |
2022/6/27 | 0.0101 | 128.61% |
2022/6/28 | -0.0430667 | 124.30% |
2022/6/29 | 0.0515 | 129.45% |