🔍 系统性算法搜索结果 (v5.3 内存回测引擎)
生成时间: 2026-02-26 08:19
搜索配置
| 项目 |
值 |
| 本金 |
¥200,000 |
| Phase 1 筛选期 |
2025-07-01 ~ 2025-09-30 |
| Phase 2 验证期 |
2025-01-02 ~ 2026-02-25 |
| 组合总数 |
70,400 → 剪枝后 21,120 |
| Phase 1 耗时 |
913s (23.1次/秒) |
| Phase 2 耗时 |
8s |
| 总耗时 |
922s (15.4分钟) |
🏆 全期间 Top 30
| 排名 |
全期盈利 |
Q3盈利 |
真实收益 |
年化 |
胜率 |
盈亏比 |
回撤 |
交易 |
持仓天 |
策略 |
| 🏆 |
¥+68,330 |
¥+43,258 |
+25.6% |
+22.0% |
44.6% |
1.80 |
8.6% |
488 |
16d |
`TP12 |
| 🥈 |
¥+68,330 |
¥+43,258 |
+25.6% |
+22.0% |
44.6% |
1.80 |
8.6% |
488 |
16d |
`TP12 |
| 🥉 |
¥+57,452 |
¥+42,404 |
+22.0% |
+18.9% |
46.3% |
1.62 |
11.2% |
414 |
16d |
`TP12 |
| #4 |
¥+57,452 |
¥+42,404 |
+22.0% |
+18.9% |
46.3% |
1.62 |
11.2% |
414 |
16d |
`TP12 |
| #5 |
¥+48,554 |
¥+44,714 |
+19.4% |
+16.7% |
54.7% |
1.60 |
14.6% |
324 |
32d |
`TP10 |
| #6 |
¥+48,554 |
¥+44,714 |
+19.4% |
+16.7% |
54.7% |
1.60 |
14.6% |
324 |
32d |
`TP10 |
| #7 |
¥+36,958 |
¥+44,291 |
+14.0% |
+12.1% |
39.4% |
1.88 |
15.4% |
421 |
16d |
`TP12 |
| #8 |
¥+36,958 |
¥+44,291 |
+14.0% |
+12.1% |
39.4% |
1.88 |
15.4% |
421 |
16d |
`TP12 |
| #9 |
¥+36,958 |
¥+44,291 |
+14.0% |
+12.1% |
39.4% |
1.88 |
15.4% |
421 |
16d |
`TP12 |
| #10 |
¥+36,958 |
¥+44,291 |
+14.0% |
+12.1% |
39.4% |
1.88 |
15.4% |
421 |
16d |
`TP12 |
| #11 |
¥+34,113 |
¥+42,664 |
+14.1% |
+12.2% |
45.9% |
1.47 |
9.5% |
470 |
17d |
`TP12 |
| #12 |
¥+34,113 |
¥+42,664 |
+14.1% |
+12.2% |
45.9% |
1.47 |
9.5% |
470 |
17d |
`TP12 |
| #13 |
¥+24,766 |
¥+44,310 |
+9.8% |
+8.5% |
40.1% |
1.64 |
16.1% |
419 |
15d |
`TP12 |
| #14 |
¥+24,766 |
¥+44,310 |
+9.8% |
+8.5% |
40.1% |
1.64 |
16.1% |
419 |
15d |
`TP12 |
| #15 |
¥+24,766 |
¥+44,310 |
+9.8% |
+8.5% |
40.1% |
1.64 |
16.1% |
419 |
15d |
`TP12 |
| #16 |
¥+24,766 |
¥+44,310 |
+9.8% |
+8.5% |
40.1% |
1.64 |
16.1% |
419 |
15d |
`TP12 |
| #17 |
¥+24,481 |
¥+44,291 |
+9.7% |
+8.4% |
41.5% |
1.71 |
19.0% |
414 |
15d |
`TP12 |
| #18 |
¥+24,481 |
¥+44,291 |
+9.7% |
+8.4% |
41.5% |
1.71 |
19.0% |
414 |
15d |
`TP12 |
| #19 |
¥+24,481 |
¥+44,291 |
+9.7% |
+8.4% |
41.5% |
1.71 |
19.0% |
414 |
15d |
`TP12 |
| #20 |
¥+24,481 |
¥+44,291 |
+9.7% |
+8.4% |
41.5% |
1.71 |
19.0% |
414 |
15d |
`TP12 |
| #21 |
¥+24,300 |
¥+43,692 |
+10.7% |
+9.2% |
45.5% |
1.31 |
16.3% |
322 |
26d |
`TP12 |
| #22 |
¥+24,300 |
¥+43,692 |
+10.7% |
+9.2% |
45.5% |
1.31 |
16.3% |
322 |
26d |
`TP12 |
| #23 |
¥+23,782 |
¥+46,040 |
+10.4% |
+9.1% |
61.5% |
1.41 |
11.3% |
381 |
31d |
`T8/3 |
| #24 |
¥+23,782 |
¥+46,040 |
+10.4% |
+9.1% |
61.5% |
1.41 |
11.3% |
381 |
31d |
`T8/3 |
| #25 |
¥+22,348 |
¥+43,048 |
+9.9% |
+8.6% |
45.8% |
1.31 |
13.2% |
271 |
32d |
`TP12 |
| #26 |
¥+22,348 |
¥+43,048 |
+9.9% |
+8.6% |
45.8% |
1.31 |
13.2% |
271 |
32d |
`TP12 |
| #27 |
¥+17,570 |
¥+44,310 |
+7.2% |
+6.2% |
42.1% |
1.55 |
19.6% |
437 |
15d |
`TP12 |
| #28 |
¥+17,570 |
¥+44,310 |
+7.2% |
+6.2% |
42.1% |
1.55 |
19.6% |
437 |
15d |
`TP12 |
| #29 |
¥+17,570 |
¥+44,310 |
+7.2% |
+6.2% |
42.1% |
1.55 |
19.6% |
437 |
15d |
`TP12 |
| #30 |
¥+17,570 |
¥+44,310 |
+7.2% |
+6.2% |
42.1% |
1.55 |
19.6% |
437 |
15d |
`TP12 |
新冠军 vs 之前冠军
| 指标 |
之前冠军 |
新冠军 |
| 策略 |
`v5.2 |
忽略卖出+TP10+SL8+信号加权` |
| 全期盈利 |
¥+56,375 |
¥+68,330.5 |
| 真实收益 |
+21.5% |
+25.6% |
| 年化 |
+18.5% |
+22.0% |
| 胜率 |
61.2% |
44.6% |
| 盈亏比 |
2.30 |
1.80 |
| 回撤 |
- |
8.6% |
🎉 新纪录！
维度影响分析
仓位比例
| 仓位 |
数量 |
平均盈利 |
最优盈利 |
| 8% |
12 |
¥+15,474 |
¥+23,782 |
| 10% |
10 |
¥+24,178 |
¥+68,330 |
| 15% |
38 |
¥+22,253 |
¥+57,452 |
信号加权
| 模式 |
数量 |
平均盈利 |
最优盈利 |
| 等权 |
12 |
¥+9,208 |
¥+12,809 |
| 加权 |
48 |
¥+24,220 |
¥+68,330 |
止损线
| 止损 |
数量 |
平均盈利 |
最优盈利 |
| 6% |
16 |
¥+36,914 |
¥+68,330 |
| 8% |
14 |
¥+24,955 |
¥+48,554 |
| 10% |
18 |
¥+11,668 |
¥+17,066 |
| 12% |
12 |
¥+10,254 |
¥+23,782 |
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