Backtest Report

砖型图动量反转策略 — 定式优先版

回测周期2025.06.25 ~ 2026.04.24
初始资金1,000,000 CNY
最大持仓10
多头窗口期 2025.6.25 ~ 9.4 2026.1.5 ~ 2.2 2026.4.8 ~ 4.24
总收益率
128.12%
年化收益率
170.94%
胜率
78.90%
每笔平均收益
4.79%
中位数收益
2.85%
盈亏比
10.39
总交易次数
455
平均持仓天数
2.5
最大回撤
0.35%
基于日线收盘价,未捕捉日内波动

权益曲线 Equity Curve

月度净值增长率 (点击月份查看当月 Top 10)

月份期初净值期末净值净值增长率状态
2025-061,026,3461,081,334+5.36%多头①
2025-071,092,4941,316,739+20.53%多头①
2025-081,312,1311,585,743+20.85%多头①
2025-091,591,9831,742,479+9.45%多头①
2025-101,742,4791,742,4790.00%空仓
2025-111,742,4791,742,4790.00%空仓
2025-121,742,4791,742,4790.00%空仓
2026-011,742,4792,100,168+20.53%多头②
2026-022,104,9572,142,034+1.76%多头②
2026-032,142,0342,142,0340.00%空仓
2026-042,142,0342,341,260+9.30%多头③

Top 10 交易记录

全部交易
#股票代码交易区间买入→卖出收益率持仓
1002990.SZ
2026-04-08 → 2026-04-20
31.41 → 53.78+71.2%8天
2002173.SZ
2025-08-06 → 2025-08-19
16.25 → 27.03+66.4%9天
3300991.SZ
2025-06-25 → 2025-06-30
23.52 → 31.84+35.4%3天
4000880.SZ
2025-07-15 → 2025-07-18
27.74 → 36.54+31.7%3天
5300136.SZ
2026-01-05 → 2026-01-09
62.06 → 81.19+30.8%4天
6002097.SZ
2025-08-04 → 2025-08-06
14.65 → 18.79+28.2%2天
7002627.SZ
2026-01-16 → 2026-01-23
7.99 → 10.24+28.2%5天
8300991.SZ
2025-06-25 → 2025-07-02
23.52 → 29.95+27.3%5天
9000880.SZ
2025-07-15 → 2025-07-21
27.74 → 35.01+26.2%4天
10300068.SZ
2025-09-04 → 2025-09-09
17.46 → 21.87+25.3%3天
359
盈利交易
96
亏损交易
78
大胜交易 (>10%)
+71.2%
单笔最大收益
-10.9%
单笔最大亏损