732 B
732 B
统一资金模拟：单笔筹码出场(A) vs 分仓移动止盈(B)
同框架：叙事龙头信号、5仓等权100万、次日开盘、逐日净值
对比
| 模式 | 年化 | 回撤 | 交易 | 均值 | 胜率 | 日均持仓 |
|---|---|---|---|---|---|---|
| A单笔筹码出场 | 3.9% | -50.7% | 409 | 0.91% | 59% | 2.9 |
| B分仓移动止盈 | -22.7% | -98.1% | 195 | -2.83% | 30% | 3.4 |
分年收益
| 年份 | A | B |
|---|---|---|
| 2016 | 8.1% | -0.7% |
| 2017 | -9.5% | -12.4% |
| 2018 | -10.6% | -26.9% |
| 2019 | 33.2% | 6.4% |
| 2020 | 12.0% | 14.1% |
| 2021 | 15.6% | 0.6% |
| 2022 | -11.5% | -20.7% |
| 2023 | 7.3% | 11.3% |
| 2024 | -8.6% | 98.4% |
| 2025 | -1.2% | -33.7% |
| 2026 | -6.2% | -87.1% |