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A股回测跟踪

策略回测简报 · 供交易负责人快速决策
生成时间 2026-10-21 10:04:19 CST
Cloudflare Pages 公网站点
口径：前复权日线 · 次日开盘成交 · 双边佣金万三 · 卖出印花税 0.05% · 滑点 0.1%

总览 · 30 秒读懂组合

按每只标的「最新一次」回测汇总
跟踪标的
13
共 68 次历史回测
需关注
2
预警 / 需关注状态
平均总收益
9.70%
等权均值
平均年化
1.38%
等权均值
平均 Sharpe
0.49
rf=0 · √252
平均最大回撤
-3.90%
最近跑批 2026-10-21 10:04

策略 Changelog

打开完整看板 →
当前生产：gp_policy_v1_3 v1.3.0 · 锁定 2026-10-18 · 均 Sharpe≥0.50；均收益不低于 v1.0；暴露/回合仅观察
  • 生产中 2026-10-18 · gp_policy_v1_3 v1.3.0 — 抬暴露、保护 Sharpe；锁定生产
  • 已替代 2026-10-18 · gp_policy_v1_2 v1.2.0 — 入场优先：修复 v1.1 交易过少
  • 已替代 2026-10-18 · gp_policy_v1_1 v1.1.0 — 放宽入场 + ATR 止损 + 茅台手数地板

飞轮：gp-policy 出伪代码 → gp-test 回测验收 → 写入看板 → 仅「必须更新」再 @gp-policy

重点关注

先处理风险，再看亮点

需关注 优先复盘

  • 000651 预警
    gp_policy_v1_3 · v1.3.0 · 2026-10-21 10:04
    -0.51%
    Sharpe -0.07 · DD -2.01%
  • 601858 需关注
    gp_policy_v1_3 · v1.3.0 · 2026-10-21 10:04
    1.11%
    Sharpe 0.10 · DD -3.31%

表现靠前 可作对照

  • 600809 健康
    gp_policy_v1_3 · v1.3.0 · 2026-10-21 10:04
    40.24%
    Sharpe 1.09 · DD -5.67%
  • 600519 健康
    gp_policy_v1_3 · v1.3.0 · 2026-10-21 10:04
    6.42%
    Sharpe 0.80 · DD -1.84%
  • 000858 健康
    gp_policy_v1_3 · v1.3.0 · 2026-10-21 10:04
    17.17%
    Sharpe 0.70 · DD -4.95%
  • 600690 健康
    gp_policy_v1_3 · v1.3.0 · 2026-10-21 10:04
    10.75%
    Sharpe 0.64 · DD -4.62%
  • 600600 健康
    gp_policy_v1_3 · v1.3.0 · 2026-10-21 10:04
    7.85%
    Sharpe 0.59 · DD -3.95%

跟踪标的一览

每只显示最新一次 · 箭头为相对上一次同代码回测
代码策略区间净值 总收益年化Sharpe最大回撤 胜率回合状态
000651gp_policy_v1_3 v1.3.02020-01-02 → 2026-10-21-0.51%
持平		-0.08%-0.07
▲ 0.00		-2.01%50.00%2预警详情
601858gp_policy_v1_3 v1.3.02020-01-02 → 2026-10-211.11%
持平		0.17%0.10
▼ -0.00		-3.31%50.00%4需关注详情
000719gp_policy_v1_3 v1.3.02020-01-02 → 2026-10-213.04%
持平		0.46%0.33
▼ -0.00		-2.69%33.33%3观察中详情
300413gp_policy_v1_3 v1.3.02020-01-02 → 2026-10-213.31%
持平		0.50%0.36
▼ -0.00		-3.49%33.33%3观察中详情
000333gp_policy_v1_3 v1.3.02020-01-02 → 2026-10-214.68%
持平		0.70%0.38
▼ -0.00		-2.48%80.00%5观察中详情
603919gp_policy_v1_3 v1.3.02020-01-02 → 2026-10-2110.72%
持平		1.58%0.43
▼ -0.00		-6.09%50.00%4观察中详情
603198gp_policy_v1_3 v1.3.02020-01-02 → 2026-10-2114.11%
持平		2.04%0.50
▼ -0.00		-6.69%66.67%6健康详情
000568gp_policy_v1_3 v1.3.02020-01-02 → 2026-10-217.19%
持平		1.07%0.56
▼ -0.00		-2.84%50.00%4健康详情
600600gp_policy_v1_3 v1.3.02020-01-02 → 2026-10-217.85%
持平		1.17%0.59
▼ -0.00		-3.95%33.33%3健康详情
600690gp_policy_v1_3 v1.3.02020-01-02 → 2026-10-2110.75%
持平		1.58%0.64
▼ -0.00		-4.62%66.67%6健康详情
000858gp_policy_v1_3 v1.3.02020-01-02 → 2026-10-2117.17%
持平		2.46%0.70
▼ -0.00		-4.95%71.43%7健康详情
600519gp_policy_v1_3 v1.3.02020-01-02 → 2026-10-216.42%
持平		0.96%0.80
▼ -0.00		-1.84%50.00%4健康详情
600809gp_policy_v1_3 v1.3.02020-01-02 → 2026-10-2140.24%
持平		5.32%1.09
▼ -0.00		-5.67%80.00%10健康详情
全部历史回测（68 次）
代码策略时间 总收益Sharpe最大回撤状态
000333gp_policy_v1_32026-10-21 10:044.68%0.38-2.48%观察中打开
600690gp_policy_v1_32026-10-21 10:0410.75%0.64-4.62%健康打开
000651gp_policy_v1_32026-10-21 10:04-0.51%-0.07-2.01%预警打开
000719gp_policy_v1_32026-10-21 10:043.04%0.33-2.69%观察中打开
300413gp_policy_v1_32026-10-21 10:043.31%0.36-3.49%观察中打开
601858gp_policy_v1_32026-10-21 10:041.11%0.10-3.31%需关注打开
600809gp_policy_v1_32026-10-21 10:0440.24%1.09-5.67%健康打开
603919gp_policy_v1_32026-10-21 10:0410.72%0.43-6.09%观察中打开
603198gp_policy_v1_32026-10-21 10:0414.11%0.50-6.69%健康打开
000568gp_policy_v1_32026-10-21 10:047.19%0.56-2.84%健康打开
600600gp_policy_v1_32026-10-21 10:047.85%0.59-3.95%健康打开
000858gp_policy_v1_32026-10-21 10:0417.17%0.70-4.95%健康打开
600519gp_policy_v1_32026-10-21 10:046.42%0.80-1.84%健康打开
000333gp_policy_v1_32026-10-20 10:094.68%0.38-2.48%观察中打开
600690gp_policy_v1_32026-10-20 10:0910.75%0.64-4.62%健康打开
000651gp_policy_v1_32026-10-20 10:09-0.51%-0.07-2.01%预警打开
000719gp_policy_v1_32026-10-20 10:093.04%0.34-2.69%观察中打开
300413gp_policy_v1_32026-10-20 10:083.31%0.36-3.49%观察中打开
601858gp_policy_v1_32026-10-20 10:081.11%0.10-3.31%需关注打开
600809gp_policy_v1_32026-10-20 10:0840.24%1.09-5.67%健康打开
603919gp_policy_v1_32026-10-20 10:0810.72%0.43-6.09%观察中打开
603198gp_policy_v1_32026-10-20 10:0814.11%0.50-6.69%健康打开
000568gp_policy_v1_32026-10-20 10:087.19%0.56-2.84%健康打开
600600gp_policy_v1_32026-10-20 10:087.85%0.59-3.95%健康打开
000858gp_policy_v1_32026-10-20 10:0817.17%0.70-4.95%健康打开
600519gp_policy_v1_32026-10-20 10:086.42%0.80-1.84%健康打开
000333gp_policy_v1_32026-10-20 08:114.68%0.38-2.48%观察中打开
600690gp_policy_v1_32026-10-20 08:1110.75%0.64-4.62%健康打开
000651gp_policy_v1_32026-10-20 08:10-0.51%-0.07-2.01%预警打开
000719gp_policy_v1_32026-10-19 10:063.04%0.34-2.69%观察中打开
300413gp_policy_v1_32026-10-19 10:063.31%0.36-3.49%观察中打开
600809gp_policy_v1_32026-10-19 10:0640.24%1.10-5.67%健康打开
601858gp_policy_v1_32026-10-19 10:061.11%0.10-3.31%需关注打开
603198gp_policy_v1_32026-10-19 10:0614.11%0.50-6.69%健康打开
603919gp_policy_v1_32026-10-19 10:0610.72%0.43-6.09%观察中打开
000568gp_policy_v1_32026-10-19 10:067.19%0.56-2.84%健康打开
600600gp_policy_v1_32026-10-19 10:067.85%0.59-3.95%健康打开
000858gp_policy_v1_32026-10-19 10:0617.17%0.70-4.95%健康打开
600519gp_policy_v1_32026-10-19 10:066.42%0.80-1.84%健康打开
000719gp_policy_v1_32026-10-19 08:033.04%0.34-2.69%观察中打开
300413gp_policy_v1_32026-10-19 08:033.31%0.36-3.49%观察中打开
601858gp_policy_v1_32026-10-19 08:031.11%0.10-3.31%需关注打开
601858gp_policy_v1_32026-10-19 08:011.11%0.10-3.31%需关注打开
600809gp_policy_v1_32026-10-19 08:0140.24%1.10-5.67%健康打开
603919gp_policy_v1_32026-10-18 08:0610.72%0.43-6.09%观察中打开
603198gp_policy_v1_32026-10-18 08:0614.11%0.50-6.69%健康打开
000568gp_policy_v1_32026-10-18 08:067.19%0.56-2.84%健康打开
600600gp_policy_v1_32026-10-18 08:057.85%0.59-3.95%健康打开
000858gp_policy_v1_32026-10-18 08:0517.17%0.70-4.95%健康打开
600519gp_policy_v1_32026-10-18 08:056.42%0.80-1.84%健康打开
603919gp_policy_v1_22026-10-18 08:032.93%0.25-2.96%需关注打开
603198gp_policy_v1_22026-10-18 08:0312.48%0.43-8.46%观察中打开
000568gp_policy_v1_22026-10-18 08:0323.67%0.92-6.66%健康打开
600600gp_policy_v1_22026-10-18 08:036.89%0.57-3.82%健康打开
000858gp_policy_v1_22026-10-18 08:0310.98%0.80-2.62%健康打开
600519gp_policy_v1_22026-10-18 08:024.17%0.53-2.11%观察中打开
000568gp_policy_v1_12026-10-18 08:006.46%0.47-3.22%观察中打开
000858gp_policy_v1_12026-10-18 08:006.31%0.65-2.33%健康打开
600519gp_policy_v1_12026-10-18 08:002.67%0.40-1.83%观察中打开
600600gp_policy_v1_12026-10-18 08:007.86%0.65-3.25%健康打开
603198gp_policy_v1_12026-10-18 08:007.95%0.46-3.74%观察中打开
603919gp_policy_v1_12026-10-18 08:00-1.26%-0.27-2.24%预警打开
600519gp_policy_v12026-10-18 07:580.68%0.13-1.93%需关注打开
000568gp_policy_v12026-10-18 07:589.12%0.65-2.12%健康打开
600600gp_policy_v12026-10-18 07:587.44%0.60-2.87%健康打开
603919gp_policy_v12026-10-18 07:579.57%0.58-4.30%健康打开
603198gp_policy_v12026-10-18 07:577.06%0.44-3.31%观察中打开
000858gp_policy_v12026-10-18 07:564.20%0.57-2.81%观察中打开
状态说明
健康 Sharpe≥0.5 且回撤浅于 -25% 且收益>5% 观察中 中性，维持跟踪 需关注 回撤深 / Sharpe 低 / 收益为负 预警 回撤≤-35% 或 Sharpe<0 或大亏