QuietAlpha Studio

回测 331689592273

返回总览
策略：small_cap_pv_corr 股票池：all_a 区间：2020-01-02~2026-11-03 初始资金：1000000 退市清算：开
总收益
130.20%
年化
12.97%
最大回撤
-41.34%
Sharpe
0.58
Calmar
0.31
胜率
52.40%
买入笔数
461
标的数
5427

净值与回撤

月度收益

持仓数量

最新持仓（3）

代码股数
60305395500
603357145700
60363984100

成交明细（最近 461 笔）

日期代码方向价格数量成本
2026-11-02603639buy 8.89984100187.10
2026-11-02301298sell 10.79970200568.58
2026-11-02301036sell 18.42240100554.03
2026-11-02603357buy 5.205145700189.60
2026-11-02603208sell 9.79077500569.06
2026-11-02603053buy 7.90895500188.80
2026-10-08603208buy 11.62277500225.17
2026-10-08301036buy 22.58340100226.39
2026-10-08603062sell 37.00323300646.63
2026-10-08301429sell 17.39352600686.14
2026-10-08001239sell 12.29876400704.66
2026-10-08301298buy 12.86370200225.74
2026-09-01603062buy 39.70323300231.27
2026-09-01301429buy 17.84852600234.70
2026-09-01001239buy 12.24276400233.83
2026-09-01605003sell 23.33740600710.60
2026-09-01603797sell 4.885203700746.32
2026-09-01603307sell 24.63735000646.71
2026-08-03688075sell 27.89225700537.62
2026-08-03000869sell 17.73248300642.35
2026-08-03600231sell 1.718476100613.55
2026-08-03603797buy 3.964203700201.86
2026-08-03603307buy 22.80435000199.53
2026-08-03605003buy 19.32940600196.19
2026-07-01688075buy 28.99925700186.32
2026-07-01600231buy 1.592476100189.44
2026-07-01000869buy 15.59648300188.32
2026-07-01688060sell 32.81722900563.63
2026-07-01002749sell 7.734101900591.09
2026-07-01001323sell 15.73445800540.47
2026-06-01603801sell 6.994125100656.21
2026-06-01301296sell 6.743134800681.74
2026-06-01603277sell 11.37383200709.66
2026-06-01002749buy 8.975101900228.64
2026-06-01001323buy 19.86045800227.40
2026-06-01688060buy 39.47922900226.02
2026-05-06603801buy 8.221125100257.12
2026-05-06603277buy 12.48283200259.62
2026-05-06301296buy 7.688134800259.07
2026-05-06688420sell 27.23339500806.77
2026-05-06603676sell 10.40693000725.84
2026-05-06603587sell 13.01781600796.63
2026-04-01603768sell 11.15986000719.74
2026-04-01600847sell 13.62673000746.04
2026-04-01688211sell 30.96930300703.77
2026-04-01603587buy 11.92181600243.18
2026-04-01603676buy 10.47693000243.57
2026-04-01688420buy 24.45439500241.49
2026-03-02688211buy 33.56430300254.24
2026-03-02603768buy 11.93286000256.54
2026-03-02600847buy 14.18473000258.86
2026-03-02688718sell 15.17468500779.54
2026-03-02688571sell 7.930127100755.89
2026-03-02688569sell 21.41248900785.30
2026-02-02688569buy 20.60248900251.86
2026-02-02688755sell 30.84133000763.32
2026-02-02300804sell 37.02429000805.28
2026-02-02688571buy 7.916127100251.53
2026-02-02688718buy 14.49968500248.30
2026-02-02603559sell 6.414145000697.48
2026-01-05688755buy 30.45033000251.22
2026-01-05603385sell 6.843140600721.61
2026-01-05301273sell 18.86850000707.54
2026-01-05603559buy 7.007145000254.00
2026-01-05688314sell 35.52631800847.30
2026-01-05300804buy 34.88629000252.92
2025-12-01688314buy 31.71131800252.11
2025-12-01603385buy 7.177140600252.28
2025-12-01301273buy 20.22150000252.76
2025-12-01605081sell 9.77088600649.23
2025-12-01603180sell 20.44553400818.81
2025-12-01600421sell 7.552142200805.47
2025-11-03001231sell 22.55444500752.74
2025-11-03001259sell 29.44135500783.85
2025-11-03603073sell 19.14152600755.11
2025-11-03600421buy 7.187142200255.50
2025-11-03605081buy 11.45188600253.65
2025-11-03603180buy 19.19353400256.23
2025-10-09603073buy 17.35752600228.25
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2025-10-09688426sell 27.43337200765.37
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2025-10-09301429sell 18.64746000643.31
2025-09-01603898sell 10.85087700713.67
2025-09-01002014sell 10.51078100615.65
2025-09-01002836sell 9.06888500601.86
2025-09-01301429buy 18.68446000214.87
2025-09-01603182buy 13.22865200215.62
2025-09-01688426buy 22.91337200213.09
2025-08-01603898buy 9.63587700211.25
2025-08-01002836buy 9.51988500210.61
2025-08-01002014buy 10.84878100211.80
2025-08-01688479sell 13.98458600614.62
2025-08-01603813sell 15.65457700677.44
2025-08-01001211sell 16.94348100611.22
2025-07-01688367sell 17.52840300529.79
2025-07-01688193sell 41.05919700606.64
2025-07-01688309sell 17.91645200607.34
2025-07-01001211buy 16.46648100198.01
2025-07-01603813buy 13.68457700197.39
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2025-06-03688309buy 16.63145200187.93
2025-06-03688193buy 37.88319700186.57
2025-06-03688069sell 12.24964400591.64
2025-06-03300983sell 20.16037800571.53
2025-05-06688367buy 15.92840300160.47
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2025-05-06605369sell 16.45734800429.52
2025-05-06603909sell 8.55178200501.52
2025-05-06601686sell 5.270132600524.09
2025-04-01688485sell 9.87068300505.60
2025-04-01688701sell 6.174108500502.39
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2025-03-03688479sell 13.07346100451.99
2025-03-03603608sell 3.996173900521.18
2025-03-03688096sell 7.053107300567.59
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2025-02-05688479buy 12.00946100138.41
2025-02-05603608buy 3.503173900152.31
2025-02-05688528sell 8.83164700428.53
2025-02-05688335sell 8.46970100445.27
2025-01-02600234sell 5.544118500492.76
2025-01-02603813sell 11.54845600394.96
2025-01-02688265sell 23.00123200400.21
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2025-01-02688335buy 8.25170100144.60
2025-01-02688528buy 8.74964700141.51
2024-12-02688265buy 25.73023200149.24
2024-12-02603813buy 13.06345600148.92
2024-12-02600234buy 5.055118500149.76
2024-12-02688625sell 19.77925400376.80
2024-12-02688021sell 11.88552600468.86
2024-12-02600070sell 1.648344400425.77
2024-11-01603608sell 3.437190500491.00
2024-11-01600898sell 1.818335700457.77
2024-11-01600070buy 1.752344400150.83
2024-11-01688021buy 11.30252600148.63
2024-10-08688625buy 23.18325400147.21
2024-10-08603608buy 3.133190500149.22
2024-10-08600898buy 1.822335700152.90
2024-10-08688683sell 20.37532500496.64
2024-10-08603073sell 15.96434900417.86
2024-10-08600382sell 4.246143600457.33
2024-09-02688529sell 11.63841300360.50
2024-09-02300715sell 6.47476100369.48
2024-09-02603282sell 12.34132200298.04
2024-09-02688683buy 13.96232500113.44
2024-09-02600382buy 3.191143600114.56
2024-09-02603073buy 13.04334900113.80
2024-08-01688466sell 10.73845800368.86
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2024-06-03688215sell 10.92353900441.58
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2024-04-01605198sell 32.26427700670.29
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2024-03-01688057sell 10.32052600407.11
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2024-02-01605099sell 16.37434800427.35
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2023-12-01688335buy 12.78650200160.46
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2023-12-01605056sell 12.33954200501.57
2023-12-01603968sell 14.54044700487.46
2023-12-01300530sell 17.66234800460.99
2023-11-01603031sell 21.00928900455.37
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