v7 交易时点优化对比报告
生成时间: 2026-02-26 10:07
回测区间: 2025-01-02 ~ 2026-02-25
初始资金: ¥200,000
旧时间点: 买入10:00 / 卖出15:00
新时间点: 买入09:35 / 卖出13:40 (网格搜索最优)
一、全部算法对比
| 算法 |
时间点 |
盈利 |
收益率 |
年化 |
回撤 |
胜率 |
PF |
交易数 |
| 🏆base |
TP12/SL6 |
d3 |
h30 |
10% |
SW |
旧时点(10:00/15:00) |
+¥26,433 |
+11.3% |
| 🏆base |
TP12/SL6 |
d3 |
h30 |
10% |
SW |
新时点(09:35/13:40) |
+¥41,456 |
+17.1% |
| ↳ Δ变化 |
— |
📈 +¥15,023 |
|
+5.0pp |
✅-0.3pp |
+1.2pp |
|
|
| 🥈base |
TP12/SL8 |
d3 |
h∞ |
8% |
SW |
旧时点(10:00/15:00) |
+¥41,322 |
+17.5% |
| 🥈base |
TP12/SL8 |
d3 |
h∞ |
8% |
SW |
新时点(09:35/13:40) |
+¥45,780 |
+18.9% |
| ↳ Δ变化 |
— |
📈 +¥4,458 |
|
+1.1pp |
✅-0.2pp |
+1.1pp |
|
|
| 🥉v6 |
MT3G3+BE8 |
TP10/SL8 |
ign |
h∞ |
10% |
旧时点(10:00/15:00) |
+¥20,474 |
+9.4% |
| 🥉v6 |
MT3G3+BE8 |
TP10/SL8 |
ign |
h∞ |
10% |
新时点(09:35/13:40) |
+¥22,044 |
+10.1% |
| ↳ Δ变化 |
— |
📈 +¥1,570 |
|
+0.6pp |
✅-0.0pp |
-0.9pp |
|
|
| 4.v6 |
MT3G4 |
TP10/SL8 |
ign |
h∞ |
8% |
旧时点(10:00/15:00) |
+¥27,318 |
+12.1% |
| 4.v6 |
MT3G4 |
TP10/SL8 |
ign |
h∞ |
8% |
新时点(09:35/13:40) |
+¥28,076 |
+12.5% |
| ↳ Δ变化 |
— |
📈 +¥758 |
|
+0.3pp |
⚠️+0.0pp |
-0.4pp |
|
|
| 5.v6 |
PE50G3 |
TP10/SL6 |
ign |
h60 |
10% |
旧时点(10:00/15:00) |
+¥48,196 |
+19.3% |
| 5.v6 |
PE50G3 |
TP10/SL6 |
ign |
h60 |
10% |
新时点(09:35/13:40) |
+¥53,343 |
+21.1% |
| ↳ Δ变化 |
— |
📈 +¥5,146 |
|
+1.6pp |
✅-0.1pp |
+1.0pp |
|
|
| Calmar🏆v6 |
MT3G3+BE8 |
TP10/SL8 |
ign |
h∞ |
8% |
旧时点(10:00/15:00) |
+¥22,227 |
+10.0% |
| Calmar🏆v6 |
MT3G3+BE8 |
TP10/SL8 |
ign |
h∞ |
8% |
新时点(09:35/13:40) |
+¥26,454 |
+11.8% |
| ↳ Δ变化 |
— |
📈 +¥4,226 |
|
+1.5pp |
✅-0.1pp |
+1.2pp |
|
|
| Calmar🥈v6 |
PE50G3+BE8 |
TP12/SL8 |
d3 |
h60 |
8% |
旧时点(10:00/15:00) |
+¥40,688 |
+17.0% |
| Calmar🥈v6 |
PE50G3+BE8 |
TP12/SL8 |
d3 |
h60 |
8% |
新时点(09:35/13:40) |
+¥47,902 |
+19.7% |
| ↳ Δ变化 |
— |
📈 +¥7,214 |
|
+2.3pp |
✅-0.1pp |
+0.1pp |
|
|
| 稳健🥉v6 |
PE30G3+BE8 |
TP10/SL6 |
ign |
h60 |
10% |
旧时点(10:00/15:00) |
+¥42,522 |
+17.4% |
| 稳健🥉v6 |
PE30G3+BE8 |
TP10/SL6 |
ign |
h60 |
10% |
新时点(09:35/13:40) |
+¥50,070 |
+20.2% |
| ↳ Δ变化 |
— |
📈 +¥7,548 |
|
+2.4pp |
✅-0.1pp |
-0.6pp |
|
|
二、提升总结
| 指标 |
数值 |
| 算法总数 |
8 |
| 盈利提升 / 下降 / 持平 |
8 / 0 / 0 |
| 平均盈利变化 |
+¥5,743 |
| 平均年化变化 |
+1.85pp |
| 平均回撤变化 |
-0.10pp |
| 平均胜率变化 |
+0.36pp |
三、新时间点冠军
🏆 绝对盈利冠军: 5.v6|PE50G3|TP10/SL6|ign|h60|10%
| 指标 |
旧时点 |
新时点 |
变化 |
| 盈利 |
+¥48,196 |
+¥53,343 |
+¥5,146 |
| 年化 |
+16.6% |
+18.2% |
+1.6pp |
| 回撤 |
7.2% |
7.1% |
-0.1pp |
| 胜率 |
57.2% |
58.2% |
+1.0pp |
| PF |
1.77 |
1.86 |
+0.09 |
🛡️ 风险调整冠军: Calmar🥈v6|PE50G3+BE8|TP12/SL8|d3|h60|8%
| 指标 |
旧时点 |
新时点 |
变化 |
| 盈利 |
+¥40,688 |
+¥47,902 |
+¥7,214 |
| 年化 |
+14.6% |
+17.0% |
+2.3pp |
| 回撤 |
5.3% |
5.3% |
-0.1pp |
| Calmar比 |
2.74 |
3.22 |
+0.48 |
四、每个算法的详细变化
📈 🏆base|TP12/SL6|d3|h30|10%|SW
| 指标 |
旧时点 |
新时点 |
变化 |
| 盈利 |
+¥26,433 |
+¥41,456 |
+¥15,023 |
| 年化 |
+9.8% |
+14.8% |
+5.0pp |
| 回撤 |
8.0% |
7.7% |
-0.3pp |
| 胜率 |
44.5% |
45.7% |
+1.2pp |
| PF |
1.45 |
1.67 |
+0.22 |
📈 稳健🥉v6|PE30G3+BE8|TP10/SL6|ign|h60|10%
| 指标 |
旧时点 |
新时点 |
变化 |
| 盈利 |
+¥42,522 |
+¥50,070 |
+¥7,548 |
| 年化 |
+15.0% |
+17.4% |
+2.4pp |
| 回撤 |
7.6% |
7.5% |
-0.1pp |
| 胜率 |
56.5% |
55.9% |
-0.6pp |
| PF |
1.69 |
1.83 |
+0.14 |
📈 Calmar🥈v6|PE50G3+BE8|TP12/SL8|d3|h60|8%
| 指标 |
旧时点 |
新时点 |
变化 |
| 盈利 |
+¥40,688 |
+¥47,902 |
+¥7,214 |
| 年化 |
+14.6% |
+17.0% |
+2.3pp |
| 回撤 |
5.3% |
5.3% |
-0.1pp |
| 胜率 |
53.6% |
53.8% |
+0.1pp |
| PF |
1.80 |
1.93 |
+0.13 |
📈 5.v6|PE50G3|TP10/SL6|ign|h60|10%
| 指标 |
旧时点 |
新时点 |
变化 |
| 盈利 |
+¥48,196 |
+¥53,343 |
+¥5,146 |
| 年化 |
+16.6% |
+18.2% |
+1.6pp |
| 回撤 |
7.2% |
7.1% |
-0.1pp |
| 胜率 |
57.2% |
58.2% |
+1.0pp |
| PF |
1.77 |
1.86 |
+0.09 |
📈 🥈base|TP12/SL8|d3|h∞|8%|SW
| 指标 |
旧时点 |
新时点 |
变化 |
| 盈利 |
+¥41,322 |
+¥45,780 |
+¥4,458 |
| 年化 |
+15.1% |
+16.2% |
+1.1pp |
| 回撤 |
6.7% |
6.5% |
-0.2pp |
| 胜率 |
44.6% |
45.7% |
+1.1pp |
| PF |
1.72 |
1.80 |
+0.08 |
📈 Calmar🏆v6|MT3G3+BE8|TP10/SL8|ign|h∞|8%
| 指标 |
旧时点 |
新时点 |
变化 |
| 盈利 |
+¥22,227 |
+¥26,454 |
+¥4,226 |
| 年化 |
+8.7% |
+10.2% |
+1.5pp |
| 回撤 |
6.9% |
6.8% |
-0.1pp |
| 胜率 |
54.1% |
55.4% |
+1.2pp |
| PF |
1.46 |
1.53 |
+0.07 |
📈 🥉v6|MT3G3+BE8|TP10/SL8|ign|h∞|10%
| 指标 |
旧时点 |
新时点 |
变化 |
| 盈利 |
+¥20,474 |
+¥22,044 |
+¥1,570 |
| 年化 |
+8.2% |
+8.8% |
+0.6pp |
| 回撤 |
7.6% |
7.5% |
-0.0pp |
| 胜率 |
54.6% |
53.7% |
-0.9pp |
| PF |
1.35 |
1.38 |
+0.03 |
📈 4.v6|MT3G4|TP10/SL8|ign|h∞|8%
| 指标 |
旧时点 |
新时点 |
变化 |
| 盈利 |
+¥27,318 |
+¥28,076 |
+¥758 |
| 年化 |
+10.5% |
+10.8% |
+0.3pp |
| 回撤 |
8.3% |
8.3% |
+0.0pp |
| 胜率 |
60.0% |
59.6% |
-0.4pp |
| PF |
1.58 |
1.60 |
+0.02 |
五、结论
✅ 新时间点(09:35/13:40)整体优于旧时间点(10:00/15:00)
- 平均每个算法盈利提升 +¥5,743
- 平均年化收益提升 +1.85pp
- ✅ 平均回撤降低 0.10pp (风险更低)
推荐: 综合考虑收益和风险，建议使用新时间点(09:35买入/13:40卖出)作为默认交易时点。
随着5分钟K线数据的积累(当前覆盖率约26%)，新时间点的优势将更加明显。
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