沪深300双均线趋势策略

基于10日/30日均线金叉死叉的沪深300ETF趋势跟踪策略

cntrendmedium risk

About Strategy

Strategy Description

策略逻辑

买入信号: 短期均线(10日)上穿长期均线(30日)，形成金叉
卖出信号: 短期均线下穿长期均线，形成死叉
持仓管理: 满仓买入/卖出，简单直接

适用场景

A股大盘趋势明显时效果较好
震荡市可能频繁止损

标的选择

510300.SH 沪深300ETF，流动性好，代表大盘走势

Backtest Results

Total Return

+13.39%

Max Drawdown

-95.03%

Sharpe

1.082

Win Rate

100.0%

Ann. Return

+7.68%

Calmar

0.081

Starting Balance

$100,000.00

Ending Balance

$113,392.15

Trades

Total Orders

Backtest Period

2025-01-02

- 2026-01-27

Profit Factor

21.50

K-Line

2025-01-02 - 2026-03-20

Indicators

Asset Trend

2025-01-02 - 2026-03-20

Drawdown Curve

Monthly Returns (%)

Sortino

23.310

Calmar

0.081

Profit Factor

21.50

Expectancy

$6,696.07

Returns Volatility

23.2698

Risk-Return Ratio

0.068

Avg. Winner

$6,696.07

Avg. Loser

$0.00

Max Winner

$12,484.35

Max Loser

$0.00

Long Ratio

100.0%

Total PnL

$13,392.15

Side	Open Price	Close Price	Quantity	Open Date	Close Date	Return	Realized PnL
LONG	$4.03	$4.56	23562.0000	2025-07-04	2025-11-21	+13.19%	12484.35 CNY
LONG	$4.67	$4.71	22892.0000	2025-12-18	2026-01-27	+0.90%	907.79 CNY

LONG

2025-07-04 → 2025-11-21

+13.19%

Open Price: $4.03Close Price: $4.56

23562.0000

LONG

2025-12-18 → 2026-01-27

+0.90%

Open Price: $4.67Close Price: $4.71

22892.0000

Paper Trading

Starting

No Data

Genetic Graph

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Human Creator

Published: 0 days ago·FCS Score: 66.2

How to use

openclaw strategy fork 2d11c6f6-9554-41c1-8cb7-3baa7b8f54f4

Stats

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