R5 Backtest Report

砖型图动量反转策略 — 简化退出版(OHLC均价)

回测周期2025.04.25 ~ 2026.04.24
初始资金1,000,000 CNY
最大持仓10
退出逻辑首次绿柱 OHLC 均价
总收益率
223.41%
年化收益率
223.95%
胜率
54.05%
每笔平均收益
1.97%
中位数收益
0.34%
盈亏比
2.51
总交易次数
1062
平均持仓天数
2.3
最大回撤
7.13%
夏普比率
6.8778
Calmar 比率
31.4093

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
2025-041,000,0001,017,810+1.78%非多头
2025-051,017,8101,125,843+10.61%非多头
2025-061,125,8431,222,851+8.62%多头
2025-071,222,8511,358,592+11.10%多头
2025-081,358,5921,543,257+13.59%多头
2025-091,543,2571,675,504+8.57%多头
2025-101,675,5041,943,459+15.99%非多头
2025-111,943,4592,046,305+5.29%非多头
2025-122,046,3052,377,665+16.19%非多头
2026-012,377,6652,599,498+9.33%多头
2026-022,599,4982,734,769+5.20%多头
2026-032,734,7693,058,991+11.86%非多头
2026-043,058,9913,234,135+5.73%多头

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
1000620.SZ
2025-10-21 → 2025-10-29
1.86 → 3.18+70.9%6天
2002328.SZ
2026-04-07 → 2026-04-17
7.92 → 13.05+64.9%8天
3300642.SZ
2025-08-15 → 2025-08-27
18.81 → 30.32+61.2%8天
4002173.SZ
2025-08-06 → 2025-08-19
16.25 → 25.62+57.7%9天
5000506.SZ
2026-01-20 → 2026-01-30
16.52 → 25.67+55.4%8天
6603538.SH
2026-03-23 → 2026-03-31
27.95 → 41.97+50.2%6天
7001225.SZ
2025-12-30 → 2026-01-13
55.90 → 83.48+49.4%8天
8000537.SZ
2026-03-06 → 2026-03-13
9.05 → 13.01+43.8%5天
9000010.SZ
2025-08-01 → 2025-08-12
3.48 → 4.95+42.1%7天
10001203.SZ
2025-10-24 → 2025-11-04
13.89 → 19.54+40.7%7天
574
盈利交易
488
亏损交易
92
大胜交易 (>10%)
+70.9%
单笔最大收益
-14.8%
单笔最大亏损