指标组合策略迭代研究

生成时间: 2026-08-28 01:38:13 | 候选策略: 1260 套 | 回测样本: 1778 条
研究概览
665
个股候选策略
595
ETF候选策略
665
个股回测结果
1113
ETF回测结果
个股 Top 20 策略（按Calmar排序）
策略ID 入场信号 出场信号 收益% 最大回撤% Calmar 夏普 胜率% 交易次数
STOCK-S328 xihuoB1 S1 593.1 16.2 36.63 0.35 42.6 61
STOCK-S321 xihuoB1 S1 593.1 16.2 36.63 0.35 42.6 61
STOCK-S258 xih5B1 S1 603.0 20.8 28.98 0.32 42.6 68
STOCK-S251 xih5B1 S1 603.0 20.8 28.98 0.32 42.6 68
STOCK-S349 xihuoB1 S1 316.0 16.1 19.62 0.31 42.1 57
STOCK-S041 xihuo S1 670.5 36.2 18.55 0.27 55.7 70
STOCK-S048 xihuo S1 670.5 36.2 18.55 0.27 55.7 70
STOCK-S279 xih5B1 S1 321.9 20.7 15.53 0.28 42.2 64
STOCK-S006 xih5 S1 551.8 41.3 13.38 0.24 51.9 77
STOCK-S013 xih5 S1 551.8 41.3 13.38 0.24 51.9 77
STOCK-S427 xih5B1yellow GSzhong 283.2 21.8 12.96 0.43 51.7 29
STOCK-S434 xih5B1yellow GSzhong 283.2 21.8 12.96 0.43 51.7 29
STOCK-S069 xihuo S1 457.0 36.2 12.64 0.24 55.2 67
STOCK-S426 xih5B1yellow S1 197.7 16.5 11.98 0.38 43.3 30
STOCK-S433 xih5B1yellow S1 197.7 16.5 11.98 0.38 43.3 30
STOCK-S354 xihuoGB GSpch<-15 221.9 18.6 11.91 0.33 40.0 30
STOCK-S361 xihuoGB GSpch<-15 221.9 18.6 11.91 0.33 40.0 30
STOCK-S353 xihuoGB GSpch<-10 220.5 18.6 11.83 0.34 40.0 30
STOCK-S360 xihuoGB GSpch<-10 220.5 18.6 11.83 0.34 40.0 30
STOCK-S503 xih5GByellow S1 81.0 7.1 11.41 0.46 45.5 11
ETF Top 20 策略（按Calmar排序）
策略ID 入场信号 出场信号 收益% 最大回撤% Calmar 夏普 胜率% 交易次数
ETF-S248 xih5B1 GSpch<-10 229.0 1.9 118.60 0.70 72.7 11
ETF-S255 xih5B1 GSpch<-10 229.0 1.9 118.60 0.70 72.7 11
ETF-S318 xihuoB1 GSpch<-10 229.0 1.9 118.60 0.70 72.7 11
ETF-S325 xihuoB1 GSpch<-10 229.0 1.9 118.60 0.70 72.7 11
ETF-S346 xihuoB1 GSpch<-10 224.9 1.9 116.46 0.75 70.0 10
ETF-S276 xih5B1 GSpch<-10 224.9 1.9 116.46 0.75 70.0 10
ETF-S247 xih5B1 S_gs 211.9 1.9 109.75 0.71 72.7 11
ETF-S249 xih5B1 GSpch<-15 211.9 1.9 109.75 0.71 72.7 11
ETF-S256 xih5B1 GSpch<-15 211.9 1.9 109.75 0.71 72.7 11
ETF-S319 xihuoB1 GSpch<-15 211.9 1.9 109.75 0.71 72.7 11
ETF-S323 xihuoB1 GS 211.9 1.9 109.75 0.71 72.7 11
ETF-S326 xihuoB1 GSpch<-15 211.9 1.9 109.75 0.71 72.7 11
ETF-S316 xihuoB1 GS 211.9 1.9 109.75 0.71 72.7 11
ETF-S253 xih5B1 GS 211.9 1.9 109.75 0.71 72.7 11
ETF-S246 xih5B1 GS 211.9 1.9 109.75 0.71 72.7 11
ETF-S254 xih5B1 S_gs 211.9 1.9 109.75 0.71 72.7 11
ETF-S324 xihuoB1 S_gs 211.9 1.9 109.75 0.71 72.7 11
ETF-S317 xihuoB1 S_gs 211.9 1.9 109.75 0.71 72.7 11
ETF-S274 xih5B1 GS 208.0 1.9 107.72 0.75 70.0 10
ETF-S277 xih5B1 GSpch<-15 208.0 1.9 107.72 0.75 70.0 10
信号频率分析

个股入场信号TOP10

信号出现次数
xih5315
B1245
GB175
xihuo105
lahgao70
red70
yellow70
CTA1170
MX370
B_gs35

个股出场信号TOP10

信号出现次数
GS380
zhong190
S_gs95
pch<-1095
pch<-1595
S195
指标组合策略迭代研究报告 | 简约苹果莫奈风格 | {datetime.now().year}