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2026-02-15 02:16:45 +08:00
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方案,交易数,年净利,月均,返佣,最大回撤
A1: EMA(8/21) ATR>0.3% [基线],227,1196,100,2452,1191
A2: 基线 x5 (500U保证金),227,5981,498,12258,5955
A3: 基线 x10 (1000U保证金),227,11962,997,24516,11910
B1: ATR>0.15% (更频繁),2805,-550,-46,30294,4292
B2: ATR>0.1% SL=0.8%,7247,-4384,-365,78268,7849
B3: ATR>0.2% SL=0.8% MH=3600,954,262,22,10303,2564
C1: 3策略组合 (不重叠),1042,-798,-66,11254,3519
C2: 5策略组合 (不重叠),1451,-2880,-240,15671,6137
D1: 3策略+300U仓位,1042,-2393,-199,33761,10556
D2: 3策略+500U仓位,1042,-3988,-332,56268,17593
E1: 5策略并行(允许同时持仓) 100U each,3265,-3370,-281,35262,8580
E2: 5策略并行 200U each,3265,-6741,-562,70524,17159
1 方案 交易数 年净利 月均 返佣 最大回撤
2 A1: EMA(8/21) ATR>0.3% [基线] 227 1196 100 2452 1191
3 A2: 基线 x5 (500U保证金) 227 5981 498 12258 5955
4 A3: 基线 x10 (1000U保证金) 227 11962 997 24516 11910
5 B1: ATR>0.15% (更频繁) 2805 -550 -46 30294 4292
6 B2: ATR>0.1% SL=0.8% 7247 -4384 -365 78268 7849
7 B3: ATR>0.2% SL=0.8% MH=3600 954 262 22 10303 2564
8 C1: 3策略组合 (不重叠) 1042 -798 -66 11254 3519
9 C2: 5策略组合 (不重叠) 1451 -2880 -240 15671 6137
10 D1: 3策略+300U仓位 1042 -2393 -199 33761 10556
11 D2: 3策略+500U仓位 1042 -3988 -332 56268 17593
12 E1: 5策略并行(允许同时持仓) 100U each 3265 -3370 -281 35262 8580
13 E2: 5策略并行 200U each 3265 -6741 -562 70524 17159