| 方案 | 年化 | 最大回撤 | Calmar | 交易数 | 胜率 | 单笔 | 在场时间 | 2014-17 | 2017-20 | 2020-23 | 2023-26 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| P95(现状) | +21.38% | -29.2% | 0.732 | 461 | 65% | +6.17% | 52.4% | +8.6% | +28.3% | +23.9% | +25.7% |
| C>=50 | +21.47% | -29.2% | 0.735 | 461 | 65% | +6.19% | 52.3% | +8.8% | +28.3% | +23.9% | +25.9% |
| C>=100 | +20.97% | -29.2% | 0.718 | 448 | 66% | +6.27% | 50.9% | +8.3% | +33.7% | +23.9% | +21.5% |
| C>=200 | +18.27% | -28.1% | 0.651 | 364 | 67% | +6.74% | 40.1% | +6.9% | +27.4% | +18.5% | +31.0% |
| C>=500 | +8.59% | -22.3% | 0.385 | 174 | 71% | +6.94% | 19.9% | +5.1% | +8.9% | +0.4% | +23.9% |
| P99 | +6.83% | -22.9% | 0.298 | 170 | 69% | +5.57% | 20.2% | +9.8% | +10.5% | +4.3% | +5.5% |
| P90 | +17.14% | -44.7% | 0.384 | 618 | 59% | +3.94% | 64.7% | +14.2% | +17.7% | +15.6% | +17.4% |
| P85 | +10.21% | -57.6% | 0.177 | 721 | 54% | +2.34% | 72.6% | +10.0% | +5.0% | +11.3% | +14.8% |
| P80 | +11.11% | -49.9% | 0.223 | 761 | 54% | +2.34% | 77.1% | +9.0% | +2.7% | +22.5% | +12.1% |
| 全开(无门控) | -0.09% | -69.0% | -0.001 | 1041 | 48% | +0.58% | 92.3% | +6.2% | -12.8% | +1.9% | +11.2% |
| 方向 | 年化 | 最大回撤 | Calmar | 交易数 | 胜率 | 单笔 | 2020-23 | 2023-26 | |
|---|---|---|---|---|---|---|---|---|---|
| v1缩量回踩 | -30.28% | -92.8% | -0.326 | 2786 | 44% | -0.12% | -33% | -70% | -56% |
| v2放量突破 | -62.49% | -99.9% | -0.626 | 777 | 20% | -3.94% | -27% | -97% | -95% |
| v3强势回踩 | -6.29% | -74.8% | -0.084 | 644 | 22% | +0.07% | -21% | -43% | +45% |
| v4趋势超卖 | -27.37% | -89.5% | -0.306 | 2554 | 43% | -0.01% | -52% | -54% | -48% |
| v5均线企稳 | -13.42% | -68.2% | -0.197 | 895 | 20% | -0.20% | -3% | -59% | -8% |
| v6超卖+强势 | -29.19% | -90.9% | -0.321 | 1946 | 37% | -0.08% | -61% | -24% | -67% |
| v7超卖+缩量企稳 | -44.26% | -98.1% | -0.451 | 1701 | 37% | -0.47% | -86% | -65% | -59% |
| 对照 | 年化 | 最大回撤 | 交易数 | 胜率 | 单笔 |
|---|---|---|---|---|---|
| RAND-v1 | -4.53% | -65.1% | 770 | 36% | +0.29% |
| RAND-v2 | -18.94% | -86.6% | 780 | 33% | +0.52% |
| RAND-v3 | -12.86% | -77.4% | 791 | 34% | -0.04% |
| RAND-v4 | -17.24% | -84.5% | 754 | 33% | +0.17% |
| RAND-v5 | -7.83% | -66.1% | 796 | 34% | +0.22% |
| RAND-v6 | -22.56% | -89.8% | 777 | 36% | +0.30% |
| RAND-v7 | -17.63% | -84.0% | 727 | 34% | -0.18% |
| 方向 | 年化 | 最大回撤 | Calmar | 交易数 | 胜率 | 单笔 |
|---|---|---|---|---|---|---|
| v4趋势超卖 | -27.37% | -89.5% | -0.306 | 2554 | 43% | -0.01% |
| v4趋势超卖+trail | -6.32% | -64.5% | -0.098 | 286 | 36% | +0.38% |
| v6超卖+强势 | -29.19% | -90.9% | -0.321 | 1946 | 37% | -0.08% |
| v6超卖+强势+trail | +2.82% | -53.1% | 0.053 | 245 | 41% | +1.46% |
| v7超卖+缩量企稳+trail | -18.21% | -77.9% | -0.234 | 276 | 33% | -1.58% |
1. 不要放开闸门: 全开版已证伪(年化 -0.09% / 回撤 -69%)
2. 平静期资金: 走已有生产策略(生产席位表 / 席位信号), 而不是新造形态
3. 短线引擎(qianxiaodou-stock-short)是"单只判断器"而非选股器, 且依赖实时资金/情绪数据, 无法进入历史回测
4. 若要继续研究平静期: 优先级是"先补有效对照(已完成)"与"离场规则", 而不是继续加形态