💰 20万本金 × 按季度投资 × 多算法对比回测
生成时间: 2026-02-25 21:09
回测配置 (v5.2 动态仓位)
| 参数 |
值 |
| 本金 |
¥200,000 (唯一约束) |
| 单只上限 |
无（受总资金约束） |
| 最大持仓 |
无（受总资金约束） |
| 每笔仓位 |
动态: 总资金×5% = ¥10,000/笔 |
| 每笔股数 |
动态（根据股价自动计算，取整到100股） |
| 股价区间 |
无 |
| 每日最多买入 |
无 |
| 冷却期 |
3天 |
| 年化方法 |
<90天用简单(S)，≥90天用复利CAGR(C) |
算法说明
| # |
算法 |
参数说明 |
| 1 |
v3 |
基线(TP10+SL8) |
| 2 |
v4 |
触发≥2+TP10+SL8 |
| 3 |
v4.2 |
延迟2天+TP10+SL8 |
| 4 |
v4 |
忽略卖出+TP10+SL8 |
| 5 |
v4 |
触发≥2+TP15+SL8 |
| 6 |
v4 |
触发≥2+TP10+SL5 |
| 7 |
v4.2 |
延迟2天+触发≥2+TP10+SL8 |
| 8 |
v4.1 |
跟踪止盈8/3+SL5 |
| 9 |
v4.1 |
跟踪止盈8/3+触发≥2+SL5 |
| 10 |
v4 |
触发≥2+TP10+SL8+持仓≤30天 |
| 11 |
v5.2 |
延迟2天+触发≥2+TP10+SL8+信号加权 |
| 12 |
v5.2 |
忽略卖出+TP10+SL8+信号加权 |
| 13 |
v5.2 |
跟踪止盈8/3+SL5+信号加权 |
一、盈亏对比(元)
| 算法 |
2025-Q1 |
2025-Q2 |
2025-Q3 |
2025-Q4 |
2026-Q1 |
全期间 |
| v3 |
基线(TP10+SL8) |
-5,413 |
+726 |
+8,865 |
-23,015 |
+19,566 |
| v4 |
触发≥2+TP10+SL8 |
+235 |
+0 |
+9,380 |
+3,954 |
+15,138 |
| v4.2 |
延迟2天+TP10+SL8 |
-7,253 |
+726 |
+8,510 |
-14,404 |
+20,594 |
| v4 |
忽略卖出+TP10+SL8 |
-7,469 |
+726 |
+18,660 |
-12,454 |
+21,573 |
| v4 |
触发≥2+TP15+SL8 |
+235 |
+0 |
+7,064 |
+95 |
+13,126 |
| v4 |
触发≥2+TP10+SL5 |
+235 |
+0 |
+4,319 |
+3,500 |
+9,442 |
| v4.2 |
延迟2天+触发≥2+TP10+SL8 |
-1,605 |
+0 |
+12,402 |
+8 |
+13,774 |
| v4.1 |
跟踪止盈8/3+SL5 |
-4,934 |
+726 |
+4,990 |
-4,034 |
+13,361 |
| v4.1 |
跟踪止盈8/3+触发≥2+SL5 |
-2,609 |
+0 |
+20,002 |
+2,733 |
+7,244 |
| v4 |
触发≥2+TP10+SL8+持仓≤30天 |
+235 |
+0 |
+8,976 |
+4,491 |
+15,318 |
| v5.2 |
延迟2天+触发≥2+TP10+SL8+信号加权 |
-2,010 |
+0 |
+17,160 |
-713 |
+22,334 |
| v5.2 |
忽略卖出+TP10+SL8+信号加权 |
-8,369 |
+726 |
+29,224 |
-16,560 |
+20,517 |
| v5.2 |
跟踪止盈8/3+SL5+信号加权 |
-5,591 |
+726 |
+12,802 |
-6,054 |
+10,585 |
二、真实收益率(%)
| 算法 |
2025-Q1 |
2025-Q2 |
2025-Q3 |
2025-Q4 |
2026-Q1 |
全期间 |
| v3 |
基线(TP10+SL8) |
-18.2% |
+3.6% |
+4.2% |
-11.2% |
+9.0% |
| v4 |
触发≥2+TP10+SL8 |
+2.4% |
+0.0% |
+5.4% |
+1.9% |
+7.8% |
| v4.2 |
延迟2天+TP10+SL8 |
-24.4% |
+3.6% |
+4.0% |
-7.0% |
+9.6% |
| v4 |
忽略卖出+TP10+SL8 |
-25.1% |
+3.6% |
+8.2% |
-5.9% |
+9.7% |
| v4 |
触发≥2+TP15+SL8 |
+2.4% |
+0.0% |
+3.9% |
+0.1% |
+6.3% |
| v4 |
触发≥2+TP10+SL5 |
+2.4% |
+0.0% |
+2.8% |
+1.7% |
+5.2% |
| v4.2 |
延迟2天+触发≥2+TP10+SL8 |
-16.1% |
+0.0% |
+6.8% |
+0.0% |
+6.5% |
| v4.1 |
跟踪止盈8/3+SL5 |
-16.6% |
+3.6% |
+2.3% |
-2.0% |
+6.4% |
| v4.1 |
跟踪止盈8/3+触发≥2+SL5 |
-26.2% |
+0.0% |
+10.2% |
+1.4% |
+3.5% |
| v4 |
触发≥2+TP10+SL8+持仓≤30天 |
+2.4% |
+0.0% |
+5.2% |
+2.2% |
+7.9% |
| v5.2 |
延迟2天+触发≥2+TP10+SL8+信号加权 |
-13.6% |
+0.0% |
+8.6% |
-0.3% |
+10.7% |
| v5.2 |
忽略卖出+TP10+SL8+信号加权 |
-26.4% |
+3.6% |
+12.5% |
-7.8% |
+9.3% |
| v5.2 |
跟踪止盈8/3+SL5+信号加权 |
-18.9% |
+3.6% |
+5.8% |
-3.0% |
+5.1% |
三、年化收益率(%)
(S)=简单年化(<90天)，(C)=复利CAGR(≥90天)
| 算法 |
2025-Q1 |
2025-Q2 |
2025-Q3 |
2025-Q4 |
2026-Q1 |
全期间 |
| v3 |
基线(TP10+SL8) |
-75.6%(S) |
+15.6%(C) |
+17.9%(C) |
-37.9%(C) |
+64.5%(S) |
| v4 |
触发≥2+TP10+SL8 |
+9.8%(S) |
+0.0%(C) |
+23.6%(C) |
+8.0%(C) |
+56.1%(S) |
| v4.2 |
延迟2天+TP10+SL8 |
-101.3%(S) |
+15.6%(C) |
+17.1%(C) |
-25.3%(C) |
+68.7%(S) |
| v4 |
忽略卖出+TP10+SL8 |
-104.3%(S) |
+15.6%(C) |
+37.1%(C) |
-21.7%(C) |
+69.7%(S) |
| v4 |
触发≥2+TP15+SL8 |
+9.8%(S) |
+0.0%(C) |
+16.5%(C) |
+0.2%(C) |
+45.1%(S) |
| v4 |
触发≥2+TP10+SL5 |
+9.8%(S) |
+0.0%(C) |
+11.7%(C) |
+7.1%(C) |
+37.5%(S) |
| v4.2 |
延迟2天+触发≥2+TP10+SL8 |
-66.9%(S) |
+0.0%(C) |
+30.1%(C) |
+0.0%(C) |
+46.7%(S) |
| v4.1 |
跟踪止盈8/3+SL5 |
-69.0%(S) |
+15.6%(C) |
+9.6%(C) |
-7.8%(C) |
+45.6%(S) |
| v4.1 |
跟踪止盈8/3+触发≥2+SL5 |
-108.8%(S) |
+0.0%(C) |
+47.6%(C) |
+5.5%(C) |
+25.3%(S) |
| v4 |
触发≥2+TP10+SL8+持仓≤30天 |
+9.8%(S) |
+0.0%(C) |
+22.6%(C) |
+9.2%(C) |
+56.8%(S) |
| v5.2 |
延迟2天+触发≥2+TP10+SL8+信号加权 |
-56.4%(S) |
+0.0%(C) |
+39.1%(C) |
-1.4%(C) |
+76.2%(S) |
| v5.2 |
忽略卖出+TP10+SL8+信号加权 |
-109.6%(S) |
+15.6%(C) |
+60.4%(C) |
-27.9%(C) |
+66.4%(S) |
| v5.2 |
跟踪止盈8/3+SL5+信号加权 |
-78.2%(S) |
+15.6%(C) |
+25.3%(C) |
-11.4%(C) |
+36.2%(S) |
四、胜率(%)
| 算法 |
2025-Q1 |
2025-Q2 |
2025-Q3 |
2025-Q4 |
2026-Q1 |
全期间 |
| v3 |
基线(TP10+SL8) |
11.1% |
100.0% |
42.4% |
41.9% |
53.1% |
| v4 |
触发≥2+TP10+SL8 |
25.0% |
0.0% |
42.6% |
44.8% |
49.3% |
| v4.2 |
延迟2天+TP10+SL8 |
11.1% |
100.0% |
45.5% |
40.8% |
56.7% |
| v4 |
忽略卖出+TP10+SL8 |
11.1% |
100.0% |
53.1% |
40.7% |
67.1% |
| v4 |
触发≥2+TP15+SL8 |
25.0% |
0.0% |
42.6% |
38.2% |
45.5% |
| v4 |
触发≥2+TP10+SL5 |
25.0% |
0.0% |
38.2% |
41.7% |
44.4% |
| v4.2 |
延迟2天+触发≥2+TP10+SL8 |
25.0% |
0.0% |
47.1% |
43.2% |
50.8% |
| v4.1 |
跟踪止盈8/3+SL5 |
30.0% |
100.0% |
46.8% |
39.8% |
61.2% |
| v4.1 |
跟踪止盈8/3+触发≥2+SL5 |
25.0% |
0.0% |
54.7% |
45.1% |
48.4% |
| v4 |
触发≥2+TP10+SL8+持仓≤30天 |
25.0% |
0.0% |
42.6% |
44.6% |
49.3% |
| v5.2 |
延迟2天+触发≥2+TP10+SL8+信号加权 |
25.0% |
0.0% |
47.0% |
43.3% |
52.5% |
| v5.2 |
忽略卖出+TP10+SL8+信号加权 |
11.1% |
100.0% |
57.5% |
42.9% |
66.1% |
| v5.2 |
跟踪止盈8/3+SL5+信号加权 |
30.0% |
100.0% |
45.6% |
39.6% |
56.2% |
五、盈亏比
| 算法 |
2025-Q1 |
2025-Q2 |
2025-Q3 |
2025-Q4 |
2026-Q1 |
全期间 |
| v3 |
基线(TP10+SL8) |
0.26 |
999.99 |
1.36 |
1.14 |
3.16 |
| v4 |
触发≥2+TP10+SL8 |
1.15 |
999.99 |
1.72 |
1.14 |
2.12 |
| v4.2 |
延迟2天+TP10+SL8 |
0.21 |
999.99 |
1.32 |
1.23 |
3.25 |
| v4 |
忽略卖出+TP10+SL8 |
0.20 |
999.99 |
2.22 |
1.27 |
4.53 |
| v4 |
触发≥2+TP15+SL8 |
1.15 |
999.99 |
1.54 |
1.00 |
2.02 |
| v4 |
触发≥2+TP10+SL5 |
1.15 |
999.99 |
1.30 |
1.12 |
1.64 |
| v4.2 |
延迟2天+触发≥2+TP10+SL8 |
0.54 |
999.99 |
1.93 |
1.00 |
1.91 |
| v4.1 |
跟踪止盈8/3+SL5 |
0.35 |
999.99 |
1.20 |
0.87 |
2.48 |
| v4.1 |
跟踪止盈8/3+触发≥2+SL5 |
0.27 |
999.99 |
2.51 |
1.12 |
1.54 |
| v4 |
触发≥2+TP10+SL8+持仓≤30天 |
1.15 |
999.99 |
1.69 |
1.16 |
2.14 |
| v5.2 |
延迟2天+触发≥2+TP10+SL8+信号加权 |
0.53 |
999.99 |
2.07 |
0.98 |
2.87 |
| v5.2 |
忽略卖出+TP10+SL8+信号加权 |
0.19 |
999.99 |
3.29 |
1.19 |
4.08 |
| v5.2 |
跟踪止盈8/3+SL5+信号加权 |
0.34 |
999.99 |
1.69 |
0.82 |
1.94 |
六、最大占用资金(元)
| 算法 |
2025-Q1 |
2025-Q2 |
2025-Q3 |
2025-Q4 |
2026-Q1 |
全期间 |
| v3 |
基线(TP10+SL8) |
¥29,692 |
¥19,956 |
¥210,978 |
¥205,770 |
¥217,079 |
| v4 |
触发≥2+TP10+SL8 |
¥9,950 |
¥0 |
¥172,570 |
¥203,834 |
¥193,078 |
| v4.2 |
延迟2天+TP10+SL8 |
¥29,692 |
¥19,956 |
¥211,691 |
¥205,436 |
¥214,508 |
| v4 |
忽略卖出+TP10+SL8 |
¥29,692 |
¥19,956 |
¥227,716 |
¥210,810 |
¥221,473 |
| v4 |
触发≥2+TP15+SL8 |
¥9,950 |
¥0 |
¥181,564 |
¥200,470 |
¥208,478 |
| v4 |
触发≥2+TP10+SL5 |
¥9,950 |
¥0 |
¥154,230 |
¥202,104 |
¥180,278 |
| v4.2 |
延迟2天+触发≥2+TP10+SL8 |
¥9,950 |
¥0 |
¥182,934 |
¥201,774 |
¥211,020 |
| v4.1 |
跟踪止盈8/3+SL5 |
¥29,668 |
¥19,956 |
¥215,702 |
¥202,549 |
¥209,646 |
| v4.1 |
跟踪止盈8/3+触发≥2+SL5 |
¥9,950 |
¥0 |
¥196,167 |
¥202,462 |
¥204,924 |
| v4 |
触发≥2+TP10+SL8+持仓≤30天 |
¥9,950 |
¥0 |
¥172,570 |
¥203,454 |
¥193,078 |
| v5.2 |
延迟2天+触发≥2+TP10+SL8+信号加权 |
¥14,778 |
¥0 |
¥200,032 |
¥204,190 |
¥209,762 |
| v5.2 |
忽略卖出+TP10+SL8+信号加权 |
¥31,682 |
¥19,956 |
¥233,843 |
¥211,248 |
¥221,145 |
| v5.2 |
跟踪止盈8/3+SL5+信号加权 |
¥29,668 |
¥19,956 |
¥221,058 |
¥203,087 |
¥209,122 |
七、🏆 各季度最优算法
| 季度 |
最优算法 |
盈利(元) |
真实收益 |
年化 |
胜率 |
盈亏比 |
| 2025-Q1 |
**v4 |
触发≥2+TP10+SL8** |
+235 |
+2.4% |
+9.8%(S) |
25.0% |
| 2025-Q2 |
**v3 |
基线(TP10+SL8)** |
+726 |
+3.6% |
+15.6%(C) |
100.0% |
| 2025-Q3 |
**v5.2 |
忽略卖出+TP10+SL8+信号加权** |
+29,224 |
+12.5% |
+60.4%(C) |
57.5% |
| 2025-Q4 |
**v4 |
触发≥2+TP10+SL8+持仓≤30天** |
+4,491 |
+2.2% |
+9.2%(C) |
44.6% |
| 2026-Q1 |
**v5.2 |
延迟2天+触发≥2+TP10+SL8+信号加权** |
+22,334 |
+10.7% |
+76.2%(S) |
52.5% |
| 全期间 |
**v5.2 |
忽略卖出+TP10+SL8+信号加权** |
+56,375 |
+21.5% |
+18.5%(C) |
61.2% |
八、算法全期间总收益排名
| 排名 |
算法 |
全期间盈利 |
真实收益 |
年化(CAGR) |
胜率 |
盈亏比 |
最大回撤 |
占用资金 |
| 🏆 |
v5.2 |
忽略卖出+TP10+SL8+信号加权 |
+56,375 |
+21.5% |
+18.5% |
61.2% |
2.30 |
7.9% |
| 🥈 |
v4 |
忽略卖出+TP10+SL8 |
+46,303 |
+18.5% |
+15.9% |
59.8% |
2.16 |
7.7% |
| 🥉 |
v5.2 |
延迟2天+触发≥2+TP10+SL8+信号加权 |
+44,039 |
+19.1% |
+16.4% |
44.8% |
1.62 |
8.4% |
| #4 |
v4.1 |
跟踪止盈8/3+触发≥2+SL5 |
+43,784 |
+18.1% |
+15.6% |
48.5% |
1.76 |
5.0% |
| #5 |
v4 |
触发≥2+TP10+SL8 |
+38,214 |
+17.2% |
+14.8% |
44.9% |
1.66 |
4.9% |
| #6 |
v4 |
触发≥2+TP10+SL8+持仓≤30天 |
+36,754 |
+16.5% |
+14.2% |
46.1% |
1.63 |
4.5% |
| #7 |
v4.2 |
延迟2天+触发≥2+TP10+SL8 |
+34,754 |
+15.4% |
+13.3% |
44.3% |
1.56 |
7.0% |
| #8 |
v4 |
触发≥2+TP15+SL8 |
+31,840 |
+14.8% |
+12.8% |
41.2% |
1.58 |
4.9% |
| #9 |
v4 |
触发≥2+TP10+SL5 |
+28,637 |
+13.2% |
+11.4% |
41.2% |
1.48 |
5.0% |
| #10 |
v4.2 |
延迟2天+TP10+SL8 |
+24,818 |
+10.5% |
+9.1% |
47.8% |
1.55 |
10.5% |
| #11 |
v3 |
基线(TP10+SL8) |
+10,128 |
+4.4% |
+3.9% |
45.0% |
1.43 |
15.3% |
| #12 |
v5.2 |
跟踪止盈8/3+SL5+信号加权 |
-14,492 |
-6.8% |
-5.9% |
44.2% |
1.10 |
20.7% |
| #13 |
v4.1 |
跟踪止盈8/3+SL5 |
-18,546 |
-8.9% |
-7.8% |
43.3% |
1.03 |
21.9% |
九、分析结论
🏆 全期间最优算法: v5.2|忽略卖出+TP10+SL8+信号加权
- 总盈利: ¥+56,375
- 真实收益率: +21.5%
- 年化收益率: +18.5%
- 胜率: 61.2%
- 盈亏比: 2.30
- 最大回撤: 7.9%
- 最大占用资金: ¥262,252（131%本金利用率）
回报对比
| 投资方式 |
年化收益 |
20万本金一年收益 |
| 银行定存 |
2.5% |
¥5,000 |
| 余额宝 |
1.8% |
¥3,600 |
| 本算法 |
+18.5% |
¥+56,375(实际) |
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