以上指标均基于所选时间区间重新计算，不含区间外数据；切换区间不会重新请求行情接口，仅对已缓存的行情/回测结果做切片统计。夏普比率：无风险利率2.5%；卡玛比率 = 区间年化收益 / 区间最大回撤；最长回撤持续 = 区间内从高点到回撤结束的最长交易日数；最大单次盈利/亏损为该笔交易相对建仓成本的百分比
| 年份 | Q1 | Q2 | Q3 | Q4 | 全年 |
|---|---|---|---|---|---|
| 2019 | +7.63% | +7.21% | -0.95% | -0.25% | +14.00% |
| 2020 | +0.51% | +16.59% | +16.50% | +14.82% | +56.74% |
| 2021 | +3.01% | +22.01% | -9.55% | -3.75% | +9.42% |
| 2022 | +6.20% | +2.87% | -1.77% | -3.07% | +4.03% |
| 2023 | +0.20% | +12.69% | -5.21% | +0.48% | +7.55% |
| 2024 | +10.34% | +9.91% | +26.09% | +2.95% | +57.43% |
| 2025 | +13.38% | +18.88% | +32.77% | -5.89% | +68.40% |
| 2026 | +2.35% | +49.25% | -26.60% | — | +12.13% |
| 日期 | 操作 | 品种 | 价格 | ROC20 | 盈亏(元) | 原因 |
|---|---|---|---|---|---|---|
| 2026-09-16 | 买入 | 000852 中证1000 | 7587.427 | 0.93% | — | |
| 2026-09-10 | 卖出 | 513100 纳指ETF | 2.219 | -0.31% | -4,168.55 | ROC20转负 |
| 2026-09-08 | 买入 | 513100 纳指ETF | 2.233 | 0.81% | — | |
| 2026-09-08 | 卖出 | 518880 黄金ETF | 9.047 | 0.42% | +10,426.73 | 切换至513100 |
| 2026-09-02 | 买入 | 518880 黄金ETF | 8.902 | 3.03% | — | |
| 2026-09-01 | 卖出 | 399296 国证成长 | 7552.199 | -0.31% | -13,361.33 | ROC20转负 |
| 2026-08-31 | 买入 | 399296 国证成长 | 7708.065 | 10.26% | — | |
| 2026-08-31 | 卖出 | 518880 黄金ETF | 9.135 | 8.53% | -7,193.61 | 切换至399296 |
| 2026-08-20 | 买入 | 518880 黄金ETF | 9.234 | 7.87% | — | |
| 2026-08-20 | 卖出 | 000852 中证1000 | 7589.779 | 5.48% | -15,840.50 | 切换至518880 |
| 2026-08-14 | 买入 | 000852 中证1000 | 7769.82 | 8.40% | — | |
| 2026-08-14 | 卖出 | 518880 黄金ETF | 8.946 | 7.64% | -4,558.55 | 切换至000852 |
| 2026-08-10 | 买入 | 518880 黄金ETF | 9.005 | 6.96% | — | |
| 2026-08-10 | 卖出 | 513100 纳指ETF | 2.261 | 4.29% | +20,851.29 | 切换至518880 |
| 2026-08-04 | 买入 | 513100 纳指ETF | 2.192 | 1.06% | — | |
| 2026-07-30 | 卖出 | 518880 黄金ETF | 8.36 | -1.36% | -11,357.12 | ROC20转负 |
| 2026-07-27 | 买入 | 518880 黄金ETF | 8.502 | 0.63% | — | |
| 2026-07-24 | 卖出 | 518880 黄金ETF | 8.385 | -0.06% | -14,179.12 | ROC20转负 |
| 2026-07-22 | 买入 | 518880 黄金ETF | 8.56 | 0.53% | — | |
| 2026-07-13 | 卖出 | 399296 国证成长 | 8616.287 | -1.76% | -72,006.24 | ROC20转负 |
| 2026-07-09 | 买入 | 399296 国证成长 | 9514.083 | 7.15% | — | |
| 2026-07-08 | 卖出 | 399296 国证成长 | 8958.341 | -1.67% | -21,190.02 | ROC20转负 |
| 2026-07-06 | 买入 | 399296 国证成长 | 9206.405 | 2.10% | — | |
| 2026-07-06 | 卖出 | 000852 中证1000 | 8472.603 | 1.58% | -13,786.23 | 切换至399296 |
| 2026-07-03 | 买入 | 000852 中证1000 | 8620.789 | 2.38% | — | |
| 2026-07-02 | 卖出 | 399296 国证成长 | 9432.465 | -0.55% | +2,189.44 | ROC20转负 |
| 2026-06-15 | 买入 | 399296 国证成长 | 9405.63 | 10.41% | — | |
| 2026-06-15 | 卖出 | 513100 纳指ETF | 2.258 | 9.29% | +33,741.95 | 切换至399296 |
| 2026-06-12 | 买入 | 513100 纳指ETF | 2.162 | 2.95% | — | |
| 2026-06-12 | 卖出 | 399296 国证成长 | 8770.449 | 2.67% | -1,296.72 | 切换至513100 |
| 2026-06-11 | 买入 | 399296 国证成长 | 8784.5 | 1.72% | — | |
| 2026-06-11 | 卖出 | 513100 纳指ETF | 2.13 | 1.19% | -4,734.43 | 切换至399296 |
| 2026-06-10 | 买入 | 513100 纳指ETF | 2.143 | 2.39% | — | |
| 2026-06-10 | 卖出 | 399296 国证成长 | 8878.928 | 0.57% | -26,150.27 | 切换至513100 |
| 2026-06-02 | 买入 | 399296 国证成长 | 9180.356 | 20.05% | — | |
| 2026-06-02 | 卖出 | 513100 纳指ETF | 2.343 | 19.60% | -7,537.25 | 切换至399296 |
| 2026-06-01 | 买入 | 513100 纳指ETF | 2.365 | 20.54% | — | |
| 2026-06-01 | 卖出 | 399296 国证成长 | 8798.929 | 14.64% | -26,916.60 | 切换至513100 |
| 2026-05-26 | 买入 | 399296 国证成长 | 9093.403 | 15.79% | — | |
| 2026-05-26 | 卖出 | 513100 纳指ETF | 2.185 | 14.70% | +31,023.76 | 切换至399296 |
| 2026-05-21 | 买入 | 513100 纳指ETF | 2.103 | 11.27% | — | |
| 2026-05-21 | 卖出 | 399296 国证成长 | 8237.123 | 6.56% | +178,254.74 | 切换至513100 |
| 2026-03-18 | 买入 | 399296 国证成长 | 6396.158 | 4.58% | — | |
| 2026-03-17 | 卖出 | 399296 国证成长 | 6132.692 | -0.22% | -10,891.11 | ROC20转负 |
| 2026-03-12 | 买入 | 399296 国证成长 | 6239.856 | 2.45% | — | |
| 2026-03-12 | 卖出 | 518880 黄金ETF | 10.938 | 0.65% | -1,100.93 | 切换至399296 |
| 2026-03-10 | 买入 | 518880 黄金ETF | 10.956 | 10.58% | — | |
| 2026-03-05 | 卖出 | 518880 黄金ETF | 10.964 | -2.80% | +2,241.96 | ROC20转负 |
| 2026-01-26 | 买入 | 518880 黄金ETF | 10.924 | 14.20% | — | |
| 2026-01-26 | 卖出 | 000852 中证1000 | 8365.435 | 10.37% | +34,486.80 | 切换至518880 |
| 2026-01-07 | 买入 | 000852 中证1000 | 7906.42 | 6.51% | — | |
| 2026-01-07 | 卖出 | 399296 国证成长 | 6396.531 | 3.60% | +20,632.97 | 切换至000852 |
| 2025-12-08 | 买入 | 399296 国证成长 | 6174.163 | 5.45% | — | |
| 2025-12-08 | 卖出 | 518880 黄金ETF | 9.11 | 1.95% | +6,250.47 | 切换至399296 |
| 2025-11-25 | 买入 | 518880 黄金ETF | 9.01 | 4.80% | — | |
| 2025-11-21 | 卖出 | 513100 纳指ETF | 1.848 | -2.84% | -18,205.68 | ROC20转负 |
| 2025-11-20 | 买入 | 513100 纳指ETF | 1.907 | 1.27% | — | |
| 2025-11-20 | 卖出 | 000852 中证1000 | 7340.412 | 0.44% | -14,659.14 | 切换至513100 |
| 2025-11-17 | 买入 | 000852 中证1000 | 7523.076 | 3.92% | — | |
| 2025-11-17 | 卖出 | 513100 纳指ETF | 1.909 | 2.69% | -13,292.57 | 切换至000852 |
| 2025-11-10 | 买入 | 513100 纳指ETF | 1.951 | 6.67% | — | |
| 2025-11-10 | 卖出 | 399296 国证成长 | 5855.071 | 4.39% | -8,362.29 | 切换至513100 |
| 2025-11-07 | 买入 | 399296 国证成长 | 5934.124 | 4.41% | — | |
| 2025-11-07 | 卖出 | 513100 纳指ETF | 1.924 | 3.44% | -12,047.44 | 切换至399296 |
| 2025-10-28 | 买入 | 513100 纳指ETF | 1.961 | 10.73% | — | |
| 2025-10-28 | 卖出 | 518880 黄金ETF | 8.597 | 6.82% | +40,508.85 | 切换至513100 |
| 2025-09-22 | 买入 | 518880 黄金ETF | 8.048 | 8.36% | — | |
| 2025-09-22 | 卖出 | 399296 国证成长 | 5896.979 | 6.13% | +87,990.05 | 切换至518880 |
| 2025-08-13 | 买入 | 399296 国证成长 | 5024.161 | 11.10% | — | |
| 2025-08-13 | 卖出 | 000852 中证1000 | 7064.334 | 9.32% | +19,816.28 | 切换至399296 |
| 2025-08-05 | 买入 | 000852 中证1000 | 6787.481 | 5.93% | — | |
| 2025-08-05 | 卖出 | 399296 国证成长 | 4720.964 | 5.64% | +4,393.51 | 切换至000852 |
| 2025-08-04 | 买入 | 399296 国证成长 | 4677.916 | 6.93% | — | |
| 2025-08-04 | 卖出 | 000852 中证1000 | 6739.694 | 6.52% | +4,910.68 | 切换至399296 |
| 2025-08-01 | 买入 | 000852 中证1000 | 6670.472 | 5.68% | — | |
| 2025-08-01 | 卖出 | 399296 国证成长 | 4642.999 | 5.27% | +17,868.07 | 切换至000852 |
| 2025-07-08 | 买入 | 399296 国证成长 | 4468.96 | 7.64% | — | |
| 2025-07-08 | 卖出 | 513100 纳指ETF | 1.636 | 4.14% | +235.24 | 切换至399296 |
| 2025-07-07 | 买入 | 513100 纳指ETF | 1.635 | 4.07% | — | |
| 2025-07-07 | 卖出 | 399296 国证成长 | 4374.843 | 4.07% | +16,655.18 | 切换至513100 |
| 2025-06-24 | 买入 | 399296 国证成长 | 4215.987 | 4.27% | — | |
| 2025-06-24 | 卖出 | 513100 纳指ETF | 1.595 | 3.37% | +9,961.92 | 切换至399296 |
| 2025-06-19 | 买入 | 513100 纳指ETF | 1.559 | 0.65% | — | |
| 2025-06-19 | 卖出 | 518880 黄金ETF | 7.465 | 0.35% | -1,901.24 | 切换至513100 |
| 2025-06-12 | 买入 | 518880 黄金ETF | 7.497 | 3.02% | — | |
| 2025-06-12 | 卖出 | 513100 纳指ETF | 1.571 | 0.32% | +1,342.07 | 切换至518880 |
| 2025-05-14 | 买入 | 513100 纳指ETF | 1.566 | 10.83% | — | |
| 2025-05-14 | 卖出 | 399296 国证成长 | 4230.236 | 7.60% | +2,888.84 | 切换至513100 |
| 2025-05-13 | 买入 | 399296 国证成长 | 4201.659 | 9.74% | — | |
| 2025-05-13 | 卖出 | 513100 纳指ETF | 1.522 | 6.51% | +10,439.72 | 切换至399296 |
| 2025-05-08 | 买入 | 513100 纳指ETF | 1.485 | 16.75% | — | |
| 2025-05-08 | 卖出 | 518880 黄金ETF | 7.557 | 9.89% | +43,225.46 | 切换至513100 |
| 2025-03-24 | 买入 | 518880 黄金ETF | 6.78 | 3.02% | — | |
| 2025-03-21 | 卖出 | 000852 中证1000 | 6405.611 | -0.68% | +4,159.43 | ROC20转负 |
| 2025-02-20 | 买入 | 000852 中证1000 | 6334.414 | 9.68% | — | |
| 2025-02-20 | 卖出 | 518880 黄金ETF | 6.619 | 8.47% | +1,147.65 | 切换至000852 |
| 2025-02-19 | 买入 | 518880 黄金ETF | 6.598 | 8.73% | — | |
| 2025-02-19 | 卖出 | 000852 中证1000 | 6288.529 | 8.22% | +4,580.64 | 切换至518880 |
| 2025-02-10 | 买入 | 000852 中证1000 | 6210.547 | 10.41% | — | |
| 2025-02-10 | 卖出 | 518880 黄金ETF | 6.518 | 8.11% | +23,270.98 | 切换至000852 |