9.0 KiB
9.0 KiB
⏰ v7.0 交易时点网格搜索结果
生成时间: 2026-02-26 09:53
搜索配置
| 项目 | 值 |
|---|---|
| 本金 | ¥200,000 |
| 回测区间 | 2025-11-28 ~ 2026-02-26 |
| 5分钟数据 | 2025-11-28 ~ 2026-02-25 (56天) |
| 时间点 | 48 个 |
| 组合数 | 2,304 × 3 算法 = 6,912 |
| 耗时 | 797.8s (8.7次/s) |
| 有效结果 | 6,912 |
🏆 全局 Top 20
| 排名 | 算法 | 买入 | 卖出 | 盈亏 | 收益% | 年化% | 胜率 | 回撤% | 交易 | 5min% |
|---|---|---|---|---|---|---|---|---|---|---|
| 🏆 | 🥈TP12 | SL6 | d3 | h30 | 15%SW | 09:35 | 13:40 | ¥+46,130 | +18.8% | +101.1% |
| 🥈 | 🥈TP12 | SL6 | d3 | h30 | 15%SW | 09:35 | 13:35 | ¥+45,910 | +18.7% | +100.6% |
| 🥉 | 🥈TP12 | SL6 | d3 | h30 | 15%SW | 09:45 | 13:40 | ¥+45,850 | +18.7% | +100.6% |
| #4 | 🥈TP12 | SL6 | d3 | h30 | 15%SW | 09:45 | 14:15 | ¥+45,556 | +18.7% | +100.4% |
| #5 | 🥈TP12 | SL6 | d3 | h30 | 15%SW | 09:40 | 14:15 | ¥+45,436 | +18.7% | +100.2% |
| #6 | 🥈TP12 | SL6 | d3 | h30 | 15%SW | 09:45 | 13:35 | ¥+45,425 | +18.6% | +99.5% |
| #7 | 🥈TP12 | SL6 | d3 | h30 | 15%SW | 09:45 | 13:45 | ¥+45,418 | +18.7% | +100.1% |
| #8 | 🥈TP12 | SL6 | d3 | h30 | 15%SW | 09:45 | 14:10 | ¥+45,328 | +18.6% | +99.8% |
| #9 | 🥈TP12 | SL6 | d3 | h30 | 15%SW | 09:35 | 13:45 | ¥+45,255 | +18.5% | +99.1% |
| #10 | 🥈TP12 | SL6 | d3 | h30 | 15%SW | 14:35 | 13:35 | ¥+45,204 | +18.5% | +98.9% |
| #11 | 🥈TP12 | SL6 | d3 | h30 | 15%SW | 13:20 | 13:35 | ¥+45,202 | +18.5% | +98.8% |
| #12 | 🥈TP12 | SL6 | d3 | h30 | 15%SW | 13:20 | 13:40 | ¥+45,160 | +18.4% | +98.7% |
| #13 | 🥈TP12 | SL6 | d3 | h30 | 15%SW | 14:35 | 13:40 | ¥+45,142 | +18.5% | +98.8% |
| #14 | 🥈TP12 | SL6 | d3 | h30 | 15%SW | 09:45 | 14:25 | ¥+45,139 | +18.6% | +99.4% |
| #15 | 🥈TP12 | SL6 | d3 | h30 | 15%SW | 14:30 | 13:40 | ¥+45,103 | +18.4% | +98.6% |
| #16 | 🥈TP12 | SL6 | d3 | h30 | 15%SW | 09:45 | 14:35 | ¥+45,088 | +18.5% | +99.1% |
| #17 | 🥈TP12 | SL6 | d3 | h30 | 15%SW | 09:45 | 13:55 | ¥+45,087 | +18.5% | +99.3% |
| #18 | 🥈TP12 | SL6 | d3 | h30 | 15%SW | 09:40 | 13:40 | ¥+45,075 | +18.4% | +98.5% |
| #19 | 🥈TP12 | SL6 | d3 | h30 | 15%SW | 09:45 | 14:20 | ¥+45,046 | +18.5% | +99.0% |
| #20 | 🥈TP12 | SL6 | d3 | h30 | 15%SW | 09:40 | 13:35 | ¥+44,999 | +18.4% | +98.6% |
📊 每算法最优时间点
| 算法 | 最优买入 | 最优卖出 | 最优盈利 | 默认盈利(10:00/15:00) | 提升 |
|---|---|---|---|---|---|
| 🏆TP12 | SL6 | d3 | h30 | 10%SW | 09:45 |
| 🥈TP12 | SL6 | d3 | h30 | 15%SW | 09:35 |
| 🥉TP10 | SL8 | ign | 15%SW | 14:35 | 10:05 |
📈 买入时间排名 (卖出固定@15:00)
| 排名 | 买入时间 | 平均盈利 | 最高盈利 | 最低盈利 |
|---|---|---|---|---|
| 🏆 | 09:35 | ¥+28,213 | ¥+40,034 | ¥+19,618 |
| #2 | 09:45 | ¥+28,066 | ¥+39,810 | ¥+19,456 |
| #3 | 14:35 | ¥+27,881 | ¥+38,760 | ¥+20,066 |
| #4 | 09:40 | ¥+27,867 | ¥+39,487 | ¥+19,422 |
| #5 | 14:30 | ¥+27,806 | ¥+38,814 | ¥+20,090 |
| #6 | 10:35 | ¥+27,738 | ¥+38,905 | ¥+20,073 |
| #7 | 13:35 | ¥+27,713 | ¥+38,984 | ¥+19,888 |
| #8 | 13:30 | ¥+27,662 | ¥+38,724 | ¥+19,876 |
| #9 | 14:40 | ¥+27,624 | ¥+38,769 | ¥+20,104 |
| #10 | 13:40 | ¥+27,602 | ¥+38,372 | ¥+20,062 |
| #11 | 13:25 | ¥+27,602 | ¥+38,601 | ¥+19,903 |
| #12 | 13:20 | ¥+27,486 | ¥+38,613 | ¥+19,920 |
| #13 | 14:50 | ¥+27,461 | ¥+38,129 | ¥+20,044 |
| #14 | 13:45 | ¥+27,425 | ¥+38,350 | ¥+20,072 |
| #15 | 10:30 | ¥+27,402 | ¥+38,782 | ¥+19,882 |
| #16 | 09:50 | ¥+27,363 | ¥+38,290 | ¥+19,890 |
| #17 | 13:15 | ¥+27,316 | ¥+38,326 | ¥+19,880 |
| #18 | 14:15 | ¥+26,302 | ¥+35,799 | ¥+20,059 |
| #19 | 13:10 | ¥+26,246 | ¥+35,840 | ¥+20,035 |
| #20 | 14:10 | ¥+26,177 | ¥+35,631 | ¥+20,080 |
| #21 | 14:05 | ¥+26,102 | ¥+35,546 | ¥+20,068 |
| #22 | 14:20 | ¥+26,042 | ¥+35,728 | ¥+20,068 |
| #23 | 10:40 | ¥+26,036 | ¥+35,531 | ¥+19,918 |
| #24 | 13:55 | ¥+25,991 | ¥+35,035 | ¥+20,074 |
| #25 | 13:50 | ¥+25,985 | ¥+34,956 | ¥+20,096 |
| #26 | 10:45 | ¥+25,984 | ¥+35,174 | ¥+19,876 |
| #27 | 13:05 | ¥+25,965 | ¥+35,660 | ¥+19,916 |
| #28 | 10:25 | ¥+25,957 | ¥+35,309 | ¥+19,731 |
| #29 | 14:25 | ¥+25,949 | ¥+35,449 | ¥+20,098 |
| #30 | 14:00 | ¥+25,896 | ¥+35,378 | ¥+20,046 |
| #31 | 10:15 | ¥+25,838 | ¥+35,464 | ¥+19,651 |
| #32 | 15:00 | ¥+25,809 | ¥+35,078 | ¥+20,436 |
| #33 | 10:20 | ¥+25,785 | ¥+34,903 | ¥+19,729 |
| #34 | 11:05 | ¥+25,748 | ¥+34,926 | ¥+20,012 |
| #35 | 14:55 | ¥+25,703 | ¥+34,855 | ¥+20,064 |
| #36 | 10:10 | ¥+25,684 | ¥+35,283 | ¥+19,509 |
| #37 | 14:45 | ¥+25,592 | ¥+34,740 | ¥+20,057 |
| #38 | 10:05 | ¥+25,562 | ¥+34,987 | ¥+19,462 |
| #39 | 11:30 | ¥+25,510 | ¥+35,096 | ¥+19,857 |
| #40 | 11:25 | ¥+25,442 | ¥+34,946 | ¥+19,848 |
| #41 | 10:55 | ¥+25,434 | ¥+34,964 | ¥+19,826 |
| #42 | 10:00 | ¥+25,405 | ¥+34,504 | ¥+19,705 |
| #43 | 11:00 | ¥+25,396 | ¥+34,818 | ¥+19,999 |
| #44 | 10:50 | ¥+25,221 | ¥+34,489 | ¥+19,846 |
| #45 | 11:15 | ¥+25,037 | ¥+33,496 | ¥+20,027 |
| #46 | 11:10 | ¥+24,934 | ¥+33,214 | ¥+20,005 |
| #47 | 11:20 | ¥+24,921 | ¥+33,684 | ¥+20,043 |
| #48 | 09:55 | ¥+21,316 | ¥+27,112 | ¥+17,130 |
📉 卖出时间排名 (买入固定@10:00)
| 排名 | 卖出时间 | 平均盈利 | 最高盈利 | 最低盈利 |
|---|---|---|---|---|
| 🏆 | 13:30 | ¥+27,183 | ¥+34,910 | ¥+22,328 |
| #2 | 13:35 | ¥+27,122 | ¥+34,952 | ¥+22,090 |
| #3 | 13:25 | ¥+27,061 | ¥+34,880 | ¥+22,080 |
| #4 | 13:40 | ¥+27,058 | ¥+34,984 | ¥+22,296 |
| #5 | 13:20 | ¥+26,946 | ¥+34,682 | ¥+21,936 |
| #6 | 14:15 | ¥+26,912 | ¥+34,924 | ¥+22,553 |
| #7 | 13:45 | ¥+26,864 | ¥+34,479 | ¥+22,234 |
| #8 | 14:00 | ¥+26,784 | ¥+35,058 | ¥+22,394 |
| #9 | 13:55 | ¥+26,764 | ¥+34,634 | ¥+22,247 |
| #10 | 14:05 | ¥+26,720 | ¥+34,598 | ¥+22,480 |
| #11 | 13:50 | ¥+26,692 | ¥+34,131 | ¥+22,274 |
| #12 | 14:20 | ¥+26,683 | ¥+34,528 | ¥+22,264 |
| #13 | 14:30 | ¥+26,563 | ¥+34,292 | ¥+22,156 |
| #14 | 14:25 | ¥+26,555 | ¥+34,281 | ¥+22,106 |
| #15 | 10:05 | ¥+26,464 | ¥+29,920 | ¥+19,744 |
| #16 | 14:50 | ¥+26,399 | ¥+33,882 | ¥+21,874 |
| #17 | 14:40 | ¥+26,273 | ¥+33,675 | ¥+21,886 |
| #18 | 14:45 | ¥+26,263 | ¥+33,710 | ¥+21,788 |
| #19 | 10:15 | ¥+26,212 | ¥+30,418 | ¥+19,129 |
| #20 | 09:50 | ¥+26,188 | ¥+29,928 | ¥+19,044 |
| #21 | 13:05 | ¥+26,184 | ¥+33,670 | ¥+20,984 |
| #22 | 14:55 | ¥+26,174 | ¥+33,702 | ¥+21,540 |
| #23 | 09:40 | ¥+25,956 | ¥+29,410 | ¥+19,280 |
| #24 | 14:10 | ¥+25,426 | ¥+35,278 | ¥+18,697 |
| #25 | 15:00 | ¥+25,405 | ¥+34,504 | ¥+19,705 |
| #26 | 09:35 | ¥+25,268 | ¥+29,105 | ¥+18,964 |
| #27 | 14:35 | ¥+25,067 | ¥+34,774 | ¥+18,658 |
| #28 | 10:00 | ¥+24,864 | ¥+29,896 | ¥+19,030 |
| #29 | 09:55 | ¥+24,688 | ¥+29,404 | ¥+18,889 |
| #30 | 13:10 | ¥+23,100 | ¥+34,476 | ¥+12,914 |
| #31 | 13:15 | ¥+22,580 | ¥+33,689 | ¥+12,689 |
| #32 | 10:35 | ¥+22,309 | ¥+32,507 | ¥+13,788 |
| #33 | 10:55 | ¥+22,217 | ¥+33,049 | ¥+12,914 |
| #34 | 10:40 | ¥+22,216 | ¥+32,393 | ¥+13,516 |
| #35 | 10:50 | ¥+22,140 | ¥+32,744 | ¥+13,336 |
| #36 | 10:45 | ¥+22,136 | ¥+32,626 | ¥+13,316 |
| #37 | 10:30 | ¥+22,115 | ¥+32,128 | ¥+13,716 |
| #38 | 11:00 | ¥+22,032 | ¥+32,746 | ¥+13,318 |
| #39 | 11:10 | ¥+21,993 | ¥+32,580 | ¥+12,784 |
| #40 | 11:05 | ¥+21,958 | ¥+32,818 | ¥+13,135 |
| #41 | 11:20 | ¥+21,856 | ¥+32,472 | ¥+12,688 |
| #42 | 11:25 | ¥+21,856 | ¥+32,743 | ¥+12,422 |
| #43 | 11:30 | ¥+21,796 | ¥+32,470 | ¥+12,558 |
| #44 | 09:45 | ¥+21,518 | ¥+26,647 | ¥+15,167 |
| #45 | 11:15 | ¥+21,290 | ¥+30,784 | ¥+12,688 |
| #46 | 10:10 | ¥+21,228 | ¥+29,897 | ¥+14,395 |
| #47 | 10:25 | ¥+16,713 | ¥+22,278 | ¥+13,735 |
| #48 | 10:20 | ¥+16,172 | ¥+21,536 | ¥+13,410 |
🔥 最优买卖时间组合 Top 10
| 排名 | 买入 | 卖出 | 平均盈利 |
|---|---|---|---|
| 🏆 | 14:35 | 13:40 | ¥+33,906 |
| #2 | 14:30 | 13:40 | ¥+33,799 |
| #3 | 15:00 | 13:40 | ¥+33,798 |
| #4 | 13:35 | 13:40 | ¥+33,713 |
| #5 | 13:20 | 13:35 | ¥+33,707 |
| #6 | 09:35 | 13:45 | ¥+33,658 |
| #7 | 14:20 | 13:40 | ¥+33,645 |
| #8 | 14:40 | 13:40 | ¥+33,633 |
| #9 | 14:35 | 13:35 | ¥+33,618 |
| #10 | 14:15 | 13:40 | ¥+33,612 |
💡 结论
- 全局最优: 🥈TP12|SL6|d3|h30|15%SW 买@09:35 卖@13:40 → ¥+46,130
- 默认(10:00/15:00)平均盈利: ¥+25,405
- 最优时间组合(跨算法平均): 买@14:35 卖@13:40 → 平均¥+33,906
- 时点优化潜在提升: ¥+8,501