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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
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

  1. 全局最优: 🥈TP12|SL6|d3|h30|15%SW 买@09:35 卖@13:40 → ¥+46,130
  2. 默认(10:00/15:00)平均盈利: ¥+25,405
  3. 最优时间组合(跨算法平均): 买@14:35 卖@13:40 → 平均¥+33,906
  4. 时点优化潜在提升: ¥+8,501