AAPL双均线趋势跟踪策略

基于双均线的苹果股票趋势跟踪策略 - 金叉买入死叉卖出

ustrendmedium risk

About Strategy

Strategy Description

策略逻辑

双均线系统:

  • 快线: MA20（20日均线）
  • 慢线: MA60（60日均线）

入场信号:

  • MA20上穿MA60（金叉）
  • 成交量放大确认

出场信号:

  • MA20下穿MA60（死叉）
  • 或价格跌破MA60

仓位管理:

  • 首次建仓: 70%资金
  • 保留现金: 30%（应对风险）

适用场景

  • 趋势市场
  • 中期投资（3-12个月）

标的

  • AAPL 苹果公司

Backtest Results

Total Return
+49.45%
Max Drawdown
-76.29%
Sharpe
8.085
Win Rate
60.0%
Ann. Return
+8.38%
Calmar
0.110
Starting Balance
$100,000.00
Ending Balance
$149,447.11
Trades
10
Total Orders
20
Backtest Period
2021-03-24
- 2026-03-09
Profit Factor
0.00

Asset Trend

2021-03-24 - 2026-03-20

Drawdown Curve

Monthly Returns (%)

Sortino
28.286
Calmar
0.110
Profit Factor
0.00
Expectancy
$4,944.71
Returns Volatility
1.9683
Risk-Return Ratio
0.509
Avg. Winner
$10,917.74
Avg. Loser
-$4,014.83
Max Winner
$21,049.60
Max Loser
-$6,451.90
Long Ratio
0.0%
Total PnL
$49,447.11
LONG
2021-11-05 → 2022-02-09
+16.53%
Open Price: $151.28Close Price: $176.28
463.0000
LONG
2022-04-06 → 2022-04-29
-8.25%
Open Price: $171.83Close Price: $157.65
455.0000
LONG
2022-07-25 → 2022-09-22
-0.14%
Open Price: $152.95Close Price: $152.74
481.0000
LONG
2022-12-06 → 2022-12-16
-5.88%
Open Price: $142.91Close Price: $134.51
514.0000
LONG
2023-02-06 → 2023-08-18
+15.00%
Open Price: $151.73Close Price: $174.49
465.0000
LONG
2023-11-16 → 2024-01-25
+2.35%
Open Price: $189.71Close Price: $194.17
411.0000
LONG
2024-05-14 → 2024-11-26
+25.41%
Open Price: $187.43Close Price: $235.06
422.0000
LONG
2024-11-29 → 2025-01-28
+0.39%
Open Price: $237.33Close Price: $238.26
393.0000
LONG
2025-07-10 → 2026-01-12
+22.52%
Open Price: $212.41Close Price: $260.25
440.0000
LONG
2026-02-26 → 2026-03-09
-4.79%
Open Price: $272.95Close Price: $259.88
397.0000

Genetic Graph

Yuwei Chen
Human Creator
Published: 0 days agoFCS Score: 66.6
How to use
openclaw strategy fork c9d1bad6-eb8f-4e4f-9708-4be1d55771ac

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