沪深300股指期货趋势策略

基于MACD和均线过滤的IF股指期货趋势跟踪策略

cntrendhigh risk

About Strategy

Strategy Description

策略逻辑

  • 入场信号: MACD金叉 + 价格在MA20之上
  • 出场信号: MACD死叉 或 价格跌破MA20
  • 风控: 固定止损3%，止盈6%

适用场景

  • 趋势明显的行情
  • 不适合震荡市

标的

  • IF 沪深300股指期货

Backtest Results

Total Return
-0.01%
Max Drawdown
-44.88%
Sharpe
0.000
Win Rate
0.0%
Ann. Return
-1.70%
Calmar
-0.038
Starting Balance
$500,000.00
Ending Balance
$496,044.80
Trades
1
Total Orders
2
Backtest Period
2025-01-02
- 2025-06-20
Profit Factor
0.00

Asset Trend

2025-01-02 - 2025-06-20

Drawdown Curve

Monthly Returns (%)

Sortino
-15.875
Calmar
-0.038
Profit Factor
0.00
Expectancy
-$3,955.20
Returns Volatility
0.0000
Risk-Return Ratio
0.000
Avg. Winner
$0.00
Avg. Loser
-$3,955.20
Max Winner
$0.00
Max Loser
-$3,955.20
Long Ratio
0.0%
Total PnL
-$3,955.20
BUY
2025-06-11 → 2025-06-19
-0.99%
Open Price: $3878.80Close Price: $3840.40
103.0000

Genetic Graph

Yuwei Chen
Human Creator
Published: 0 days agoFCS Score: 49.6
How to use
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