Strategy Showcase · 策略展示
以数据发现机会，以纪律应对市场。
融合 AI 辅助研究、系统化执行与持续迭代，在不断变化的市场中探索交易机会。不止于理念，让透明的表现记录呈现策略实力。
- AI 辅助研究
- 系统化执行
- 持续迭代
公开策略表现无需登录，无需订阅
策略表现指数
2,059.38
数据表
| 日期（UTC 日终） | Index |
|---|---|
| 2026-10-27 | 2,059.38 |
| 2026-10-26 | 2,063.37 |
| 2026-10-25 | 2,030.43 |
| 2026-10-24 | 2,072.53 |
| 2026-10-23 | 2,091.52 |
| 2026-10-22 | 2,076.40 |
| 2026-10-21 | 1,953.82 |
| 2026-10-20 | 1,959.14 |
| 2026-10-19 | 1,966.94 |
| 2026-10-18 | 1,930.97 |
| 2026-10-17 | 1,942.24 |
| 2026-10-16 | 1,940.42 |
| 2026-10-15 | 1,960.00 |
| 2026-10-14 | 2,005.70 |
| 2026-10-13 | 1,859.06 |
| 2026-10-02 | 1,856.66 |
| 2026-10-01 | 1,851.21 |
| 2026-09-30 | 1,821.43 |
| 2026-09-29 | 1,789.49 |
| 2026-09-28 | 1,764.40 |
| 2026-09-27 | 1,870.53 |
| 2026-09-26 | 1,873.73 |
| 2026-09-25 | 1,858.95 |
| 2026-09-24 | 1,801.01 |
| 2026-09-23 | 1,764.28 |
| 2026-09-22 | 1,760.05 |
| 2026-09-21 | 1,729.53 |
| 2026-09-20 | 1,687.28 |
| 2026-09-19 | 1,681.80 |
| 2026-09-18 | 1,598.37 |
| 2026-09-17 | 1,631.24 |
| 2026-09-16 | 1,573.37 |
| 2026-09-15 | 1,538.41 |
| 2026-09-14 | 1,531.53 |
| 2026-09-13 | 1,511.43 |
| 2026-09-11 | 1,524.84 |
| 2026-09-10 | 1,497.10 |
| 2026-09-09 | 1,512.89 |
| 2026-09-08 | 1,511.11 |
| 2026-09-07 | 1,485.71 |
| 2026-09-06 | 1,483.18 |
| 2026-09-05 | 1,481.63 |
| 2026-09-04 | 1,477.76 |
| 2026-09-03 | 1,460.98 |
| 2026-09-02 | 1,449.00 |
| 2026-09-01 | 1,450.49 |
| 2026-08-31 | 1,414.85 |
| 2026-08-30 | 1,421.84 |
| 2026-08-29 | 1,371.66 |
| 2026-08-28 | 1,350.96 |
| 2026-08-27 | 1,308.66 |
| 2026-08-26 | 1,270.06 |
| 2026-08-25 | 1,219.51 |
| 2026-08-24 | 1,081.67 |
| 2026-08-23 | 1,042.69 |
| 2026-08-22 | 1,050.68 |
| 2026-08-21 | 1,047.88 |
| 2026-08-20 | 947.07 |
| 2026-08-19 | 936.32 |
| 2026-08-18 | 728.53 |
| 2026-08-17 | 628.05 |
| 2026-08-16 | 765.78 |
| 2026-08-15 | 772.23 |
| 2026-08-14 | 786.52 |
| 2026-08-13 | 817.95 |
| 2026-08-12 | 818.86 |
| 2026-08-11 | 817.02 |
| 2026-08-10 | 808.51 |
| 2026-08-09 | 800.61 |
| 2026-08-08 | 798.26 |
| 2026-08-07 | 803.60 |
| 2026-08-06 | 766.07 |
| 2026-08-05 | 739.95 |
| 2026-08-04 | 747.54 |
| 2026-08-03 | 715.71 |
| 2026-08-02 | 702.50 |
| 2026-08-01 | 719.86 |
| 2026-07-31 | 718.95 |
| 2026-07-30 | 574.30 |
| 2026-07-29 | 478.53 |
| 2026-07-28 | 373.21 |
| 2026-07-27 | 357.39 |
| 2026-07-26 | 313.93 |
| 2026-07-25 | 309.75 |
| 2026-07-24 | 297.56 |
| 2026-07-23 | 240.19 |
| 2026-07-22 | 263.20 |
| 2026-07-21 | 253.31 |
| 2026-07-20 | 307.61 |
| 2026-07-19 | 303.46 |
| 2026-07-18 | 296.75 |
| 2026-07-17 | 294.93 |
| 2026-07-16 | 298.91 |
| 2026-07-15 | 305.09 |
| 2026-07-14 | 306.14 |
| 2026-07-13 | 294.84 |
| 2026-07-12 | 291.41 |
| 2026-07-11 | 289.80 |
| 2026-07-10 | 291.20 |
| 2026-07-09 | 285.53 |
| 2026-07-08 | 255.62 |
| 2026-07-07 | 270.92 |
| 2026-07-06 | 292.28 |
| 2026-07-05 | 294.20 |
| 2026-07-04 | 278.47 |
| 2026-07-03 | 277.17 |
| 2026-07-02 | 280.85 |
| 2026-07-01 | 287.32 |
| 2026-06-30 | 290.21 |
| 2026-06-29 | 292.44 |
| 2026-06-28 | 286.95 |
| 2026-06-27 | 286.07 |
| 2026-06-26 | 292.08 |
| 2026-06-25 | 297.84 |
| 2026-06-24 | 281.52 |
| 2026-06-23 | 244.88 |
| 2026-06-22 | 232.52 |
| 2026-06-20 | 239.98 |
| 2026-06-19 | 239.14 |
| 2026-06-18 | 237.27 |
| 2026-06-17 | 239.08 |
| 2026-06-16 | 237.63 |
| 2026-06-15 | 240.57 |
| 2026-06-14 | 228.03 |
| 2026-06-13 | 227.25 |
| 2026-06-12 | 226.52 |
| 2026-06-11 | 226.59 |
| 2026-06-10 | 227.36 |
| 2026-06-09 | 223.81 |
| 2026-06-08 | 268.21 |
| 2026-06-07 | 251.21 |
| 2026-06-06 | 249.45 |
| 2026-06-05 | 247.31 |
| 2026-06-04 | 248.15 |
| 2026-06-03 | 252.64 |
| 2026-06-02 | 251.51 |
| 2026-06-01 | 217.12 |
| 2026-05-31 | 201.02 |
| 2026-05-30 | 202.92 |
| 2026-05-29 | 202.17 |
| 2026-05-28 | 201.64 |
| 2026-05-27 | 188.38 |
| 2026-05-26 | 191.24 |
| 2026-05-25 | 186.61 |
| 2026-05-24 | 183.69 |
| 2026-05-23 | 174.93 |
| 2026-05-22 | 171.25 |
| 2026-05-21 | 172.35 |
| 2026-05-20 | 171.29 |
| 2026-05-19 | 159.26 |
| 2026-05-18 | 162.39 |
| 2026-05-17 | 165.49 |
| 2026-05-16 | 168.35 |
| 2026-05-15 | 168.02 |
| 2026-05-14 | 174.76 |
| 2026-05-13 | 172.84 |
| 2026-05-12 | 167.93 |
| 2026-05-11 | 169.79 |
| 2026-05-10 | 148.96 |
| 2026-05-09 | 148.59 |
| 2026-05-08 | 149.59 |
| 2026-05-07 | 153.85 |
| 2026-05-06 | 142.18 |
| 2026-05-05 | 132.83 |
| 2026-05-04 | 121.65 |
| 2026-05-03 | 124.67 |
| 2026-05-02 | 124.57 |
| 2026-05-01 | 118.81 |
| 2026-04-30 | 111.39 |
| 2026-04-29 | 109.38 |
| 2026-04-28 | 110.08 |
| 2026-04-27 | 108.49 |
| 2026-04-26 | 108.86 |
| 2026-04-24 | 108.40 |
| 2026-04-23 | 107.38 |
| 2026-04-22 | 107.35 |
| 2026-04-21 | 108.03 |
| 2026-04-20 | 106.87 |
| 2026-04-19 | 103.51 |
| 2026-04-18 | 105.67 |
| 2026-04-17 | 104.79 |
| 2026-04-16 | 105.46 |
| 2026-04-15 | 106.50 |
| 2026-04-14 | 106.37 |
| 2026-04-13 | 111.57 |
| 2026-04-12 | 111.32 |
| 2026-04-11 | 98.94 |
| 2026-04-10 | 101.89 |
| 2026-04-09 | 105.41 |
| 2026-04-08 | 100.49 |
| 2026-04-07 | 99.90 |
| 2026-04-06 | 99.85 |
| 2026-04-05 | 99.90 |
| 2026-04-03 | 100.47 |
| 2026-04-02 | 103.75 |
| 2026-04-01 | 99.48 |
| 2026-03-31 | 99.27 |
| 2026-03-30 | 101.05 |
| 2026-03-29 | 100.24 |
| 2026-03-28 | 100.59 |
| 2026-03-27 | 100.16 |
| 2026-03-26 | 98.74 |
| 2026-03-25 | 96.47 |
| 2026-03-24 | 96.82 |
| 2026-03-23 | 95.43 |
| 2026-03-22 | 97.94 |
| 2026-03-20 | 99.38 |
| 2026-03-19 | 101.85 |
| 2026-03-18 | 102.42 |
| 2026-03-16 | 103.25 |
| 2026-03-15 | 102.03 |
| 2026-03-14 | 101.40 |
| 2026-03-13 | 102.89 |
| 2026-03-12 | 102.29 |
| 2026-03-11 | 102.47 |
| 2026-03-10 | 100.65 |
| 2026-03-09 | 101.28 |
| 2026-03-08 | 100.13 |
| 2026-03-07 | 100.00 |
| 2026-03-06 | 100.86 |
| 2026-03-04 | 100.96 |
| 2026-03-03 | 100.29 |
| 2026-03-02 | 99.33 |
基数 100，对数坐标。平仓时 index 才会变动。index 按所有仓位 10 倍杠杆计算。
这里展示的是计算所得的策略指数，并非账户净值或净收益；未额外扣除手续费、滑点调整或资金费用。过往表现不保证未来结果。
统计指标
| 指标 | 数值 | 说明 |
|---|---|---|
| Sharpe | 5.01 | 日度 index 变化的均值 ÷ 标准差 × √365，无风险利率 0 |
| Sortino | 11.52 | 与 Sharpe 类似，分母改用下行偏差 |
| 最大回撤 | -27.91% | index 从高点到之后低点的最大跌幅 |
| 当前回撤 | -3.18% | index 当前距离历史高点的跌幅 |
| 累计收益 | 1,959.38% | 自首个点（基数 100）以来的 index 涨幅 |
| 年化波动率 | 102.86% | 日度 index 变化的标准差 × √365 |
| 胜率 | 57.35% | 盈利的已平仓笔数占比 |
| 盈亏因子 | 1.53 | 盈利笔的收益合计 ÷ 亏损笔的收益合计 |
| 盈亏比 | 1.13 | 平均盈利笔 ÷ 平均亏损笔 |
| 平均盈利 | 1.86% | 盈利笔的平均收益（按持仓方向的价格涨跌） |
| 平均亏损 | -1.65% | 亏损笔的平均收益 |
| 已平仓笔数 | 3,449 | 已配上平仓的开仓笔数 |
| 平均持仓 | 11.5 h | 从开仓到平仓的平均时间 |
仅基于已平仓结果：未平仓位不按市值计价，所以波动率和回撤会比按市值计价的曲线偏小。Sharpe、Sortino 按 UTC 日度 index 变化、一年 365 天、无风险利率 0 计算。统计区间 2026-03-02 至 2026-10-27。
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