动量纯多4h

admin2025-11-10量化交易895

杠杆不同,回撤不同

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======================杠杆 0.7 倍==============

累积净值                        16860.95
年化收益                         663.23%
最大回撤                         -37.21%
最大回撤开始时间     2024-06-02 17:00:00
最大回撤结束时间     2024-08-05 12:00:00
年化收益/回撤比                    17.82
修复涨幅(均/最大)      14.68% / 59.27%
修复时间(均/最大)          24.6 / 83.6
盈利周期数                       21103.0
亏损周期数                       20847.0
胜率                              50.30%
每周期平均收益                     0.03%
盈亏收益比                           1.1
单周期最大盈利                    16.33%
单周期大亏损                      -8.48%
最大连续盈利周期数                  13.0
最大连续亏损周期数                  17.0
收益率标准差                       0.71%
分年收益率
                      涨跌幅
candle_begin_time           
2021-12-31         21061.66%
2022-12-31            29.88%
2023-12-31           741.37%
2024-12-31            93.81%
2025-12-31            276.2%
总手续费
3,255,935,975.83