按Calmar中位数降序 | mootdx真实K线计算全部信号
| # | 类别 | 策略 | Calmar | 中位收益 | 去尾均值 | MDD | P10 | 失效率 | 跑赢HODL | 胜率 | 轮次 | 盈亏比 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | ◆生产 | 潜龙吸水·三重吸筹 | 1.521 | 27.8% | 29.5% | 18.8% | -4.5% | 40% | 61% | 48% | 25 | 2.26 |
| 2 | ◆生产 | 潜龙吸水·七全版 | 1.458 | 22.7% | 22.8% | 17.9% | -3.7% | 41% | 45% | 45% | 26 | 1.96 |
| 3 | ◆生产 | 潜龙吸水·主力版 | 1.452 | 25.0% | 29.6% | 18.4% | -4.3% | 42% | 55% | 46% | 34 | 1.98 |
| 4 | ◆生产 | 潜龙吸水5·主力版 | 1.358 | 28.9% | 31.3% | 18.9% | -4.3% | 38% | 54% | 46% | 36 | 1.98 |
| 5 | ◆生产 | 乘势低吸v3.0 | 1.300 | 22.1% | 33.9% | 27.0% | -3.5% | 49% | 58% | 35% | 46 | 2.80 |
| 6 | ·基准 | GS基准(金叉买死叉卖) | 1.279 | 23.1% | 31.5% | 24.0% | -3.3% | 46% | 54% | 33% | 46 | 2.94 |
| 7 | ◆生产 | 潜龙吸水·短窗口 | 1.230 | 30.6% | 28.7% | 27.2% | -5.3% | 43% | 62% | 46% | 41 | 1.76 |
| 8 | ·变体 | lahgao&CTA9+终止卖 | 0.950 | 12.8% | 16.0% | 18.8% | -3.5% | 51% | 45% | 51% | 29 | 1.50 |
| 9 | ◆生产 | 筹码增强·吸筹 | 0.833 | 14.8% | 20.0% | 18.4% | -4.0% | 51% | 40% | 46% | 28 | 1.86 |
| 10 | ★BTS | 三重奏BTS(止盈T) | 0.782 | 14.1% | 20.9% | 27.4% | -7.1% | 53% | 53% | 67% | 7 | 1.35 |
| 11 | ★BTS | 三重奏BTS(终卖) | 0.746 | 15.0% | 18.1% | 24.4% | -5.2% | 58% | 53% | 58% | 10 | 1.58 |
| 12 | ★BTS | 三重奏BTS(双卖) | 0.646 | 11.5% | 17.1% | 24.4% | -5.2% | 58% | 51% | 57% | 10 | 1.62 |
| 13 | ·变体 | lahgao&MX3+终止卖 | 0.625 | 12.2% | 12.8% | 16.5% | -3.6% | 56% | 40% | 50% | 19 | 1.59 |
| 14 | ◆生产 | 长虹双渡 | 0.563 | 12.4% | 20.2% | 32.6% | -6.6% | 59% | 47% | 46% | 12 | 2.00 |
| 15 | ·研究 | 金振共振 | 0.450 | 12.4% | 19.7% | 35.9% | -10.4% | 67% | 40% | 48% | 6 | 2.70 |
| 16 | ·研究 | 拐进金出 | 0.420 | 18.1% | 21.2% | 37.4% | -10.6% | 60% | 41% | 50% | 7 | 2.14 |
| 17 | ·研究 | 金线穿越 | 0.418 | 17.8% | 21.0% | 36.6% | -10.7% | 62% | 47% | 43% | 7 | 2.81 |
| 18 | ·研究 | 吸筹拐点 | 0.332 | 6.2% | 9.7% | 26.2% | -5.7% | 72% | 33% | 50% | 3 | 2.52 |
按Calmar中位数降序 | mootdx真实K线计算全部信号
| # | 类别 | 策略 | Calmar | 中位收益 | 去尾均值 | MDD | P10 | 失效率 | 跑赢HODL | 胜率 | 轮次 | 盈亏比 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | ◆生产 | 潜龙吸水·主力版 | 2.310 | 96.4% | 127.3% | 43.6% | -7.9% | 33% | 69% | 47% | 68 | 1.62 |
| 2 | ·变体 | B1&xih5+终止卖 | 2.149 | 87.8% | 122.7% | 45.4% | -7.7% | 36% | 66% | 45% | 68 | 1.78 |
| 3 | ◆生产 | 潜龙吸水5·主力版 | 2.113 | 93.8% | 133.7% | 45.5% | -7.9% | 34% | 68% | 48% | 72 | 1.59 |
| 4 | ◆生产 | 筹码增强·吸筹 | 1.998 | 72.8% | 95.0% | 39.9% | -7.4% | 36% | 63% | 48% | 54 | 1.62 |
| 5 | ◆生产 | 潜龙吸水·三重吸筹 | 1.965 | 93.1% | 141.8% | 50.7% | -8.7% | 39% | 70% | 47% | 70 | 1.63 |
| 6 | ◆生产 | 潜龙吸水·七全版 | 1.844 | 60.7% | 88.2% | 39.2% | -7.0% | 37% | 59% | 47% | 52 | 1.69 |
| 7 | ◆生产 | 潜龙吸水·短窗口 | 1.600 | 83.2% | 118.6% | 54.8% | -9.3% | 39% | 68% | 49% | 80 | 1.47 |
| 8 | ·变体 | B1&xih5+GS死叉 | 1.234 | 64.5% | 98.7% | 54.9% | -7.9% | 46% | 64% | 47% | 50 | 1.71 |
| 9 | ·变体 | B1&xih5+S_gs | 1.234 | 64.5% | 98.7% | 54.9% | -7.9% | 46% | 64% | 47% | 50 | 1.71 |
| 10 | ★BTS | 三重奏BTS(终卖) | 1.024 | 45.6% | 81.0% | 56.8% | -12.8% | 49% | 59% | 58% | 28 | 1.15 |
| 11 | ★BTS | 三重奏BTS(双卖) | 0.991 | 43.1% | 80.4% | 56.4% | -12.9% | 50% | 59% | 58% | 28 | 1.13 |
| 12 | ·基准 | GS基准(金叉买死叉卖) | 0.781 | 37.6% | 127.1% | 58.9% | -6.4% | 54% | 55% | 31% | 100 | 2.90 |
| 13 | ◆生产 | 乘势低吸v3.0 | 0.668 | 36.0% | 165.6% | 61.6% | -6.7% | 53% | 59% | 34% | 100 | 2.54 |
| 14 | ★BTS | 三重奏BTS(止盈T) | 0.492 | 30.1% | 59.2% | 67.4% | -21.2% | 61% | 54% | 61% | 13 | 1.07 |
| 15 | ·研究 | 拐进金出 | 0.464 | 26.8% | 71.6% | 74.2% | -23.3% | 62% | 47% | 43% | 13 | 2.54 |
| 16 | ·研究 | 金线穿越 | 0.390 | 27.5% | 68.8% | 72.6% | -22.4% | 62% | 43% | 39% | 13 | 2.95 |
| 17 | ◆生产 | 双讯金出·个股版 | 0.361 | 22.6% | 76.2% | 71.5% | -21.7% | 60% | 58% | 43% | 12 | 2.38 |
| 18 | ◆生产 | 沉底金拐 | 0.361 | 22.6% | 76.2% | 71.5% | -21.7% | 60% | 58% | 43% | 12 | 2.38 |
| 19 | ·研究 | 金振共振 | 0.274 | 18.5% | 57.6% | 72.0% | -22.8% | 63% | 39% | 40% | 11 | 2.66 |
| 20 | ·研究 | 吸筹拐点 | -0.041 | -1.4% | 13.0% | 62.4% | -22.0% | 76% | 35% | 40% | 5 | 1.78 |
Calmar差值 = 策略Calmar − BTS Calmar | ✅=超越BTS ❌=低于BTS
| 池 | 策略 | Calmar | Calmar差值 | 收益 | 收益差值 | 失效率 | |
|---|---|---|---|---|---|---|---|
| ✅ | STOCK | 潜龙吸水·主力版 | 2.310 | +1.286 | 96.4% | +50.8% | 33% |
| ✅ | STOCK | B1&xih5+终止卖 | 2.149 | +1.125 | 87.8% | +42.3% | 36% |
| ✅ | STOCK | 潜龙吸水5·主力版 | 2.113 | +1.089 | 93.8% | +48.2% | 34% |
| ✅ | STOCK | 筹码增强·吸筹 | 1.998 | +0.974 | 72.8% | +27.3% | 36% |
| ✅ | STOCK | 潜龙吸水·三重吸筹 | 1.965 | +0.941 | 93.1% | +47.5% | 39% |
| ✅ | STOCK | 潜龙吸水·七全版 | 1.844 | +0.820 | 60.7% | +15.1% | 37% |
| ✅ | STOCK | 潜龙吸水·短窗口 | 1.600 | +0.576 | 83.2% | +37.6% | 39% |
| ✅ | ETF | 潜龙吸水·三重吸筹 | 1.521 | +0.739 | 27.8% | +13.7% | 40% |
| ✅ | ETF | 潜龙吸水·七全版 | 1.458 | +0.676 | 22.7% | +8.6% | 41% |
| ✅ | ETF | 潜龙吸水·主力版 | 1.452 | +0.670 | 25.0% | +10.9% | 42% |
| ✅ | ETF | 潜龙吸水5·主力版 | 1.358 | +0.576 | 28.9% | +14.8% | 38% |
| ✅ | ETF | 乘势低吸v3.0 | 1.300 | +0.518 | 22.1% | +8.0% | 49% |
| ✅ | ETF | GS基准(金叉买死叉卖) | 1.279 | +0.497 | 23.1% | +8.9% | 46% |
| ✅ | STOCK | B1&xih5+GS死叉 | 1.234 | +0.210 | 64.5% | +18.9% | 46% |
| ✅ | STOCK | B1&xih5+S_gs | 1.234 | +0.210 | 64.5% | +18.9% | 46% |
| ✅ | ETF | 潜龙吸水·短窗口 | 1.230 | +0.448 | 30.6% | +16.5% | 43% |
| ✅ | ETF | lahgao&CTA9+终止卖 | 0.950 | +0.168 | 12.8% | -1.3% | 51% |
| ✅ | ETF | 筹码增强·吸筹 | 0.833 | +0.051 | 14.8% | +0.7% | 51% |
| ❌ | STOCK | GS基准(金叉买死叉卖) | 0.781 | -0.243 | 37.6% | -7.9% | 54% |
| ❌ | STOCK | 乘势低吸v3.0 | 0.668 | -0.356 | 36.0% | -9.5% | 53% |
| ❌ | ETF | lahgao&MX3+终止卖 | 0.625 | -0.157 | 12.2% | -1.9% | 56% |
| ❌ | ETF | 长虹双渡 | 0.563 | -0.219 | 12.4% | -1.7% | 59% |
| ❌ | STOCK | 拐进金出 | 0.464 | -0.560 | 26.8% | -18.7% | 62% |
| ❌ | ETF | 金振共振 | 0.450 | -0.332 | 12.4% | -1.7% | 67% |
| ❌ | ETF | 拐进金出 | 0.420 | -0.362 | 18.1% | +4.0% | 60% |
| ❌ | ETF | 金线穿越 | 0.418 | -0.364 | 17.8% | +3.7% | 62% |
| ❌ | STOCK | 金线穿越 | 0.390 | -0.634 | 27.5% | -18.1% | 62% |
| ❌ | STOCK | 双讯金出·个股版 | 0.361 | -0.663 | 22.6% | -23.0% | 60% |
| ❌ | STOCK | 沉底金拐 | 0.361 | -0.663 | 22.6% | -23.0% | 60% |
| ❌ | ETF | 吸筹拐点 | 0.332 | -0.450 | 6.2% | -7.9% | 72% |
| ❌ | STOCK | 金振共振 | 0.274 | -0.750 | 18.5% | -27.1% | 63% |
| ❌ | STOCK | 吸筹拐点 | -0.041 | -1.065 | -1.4% | -47.0% | 76% |