Backtest Results
QQQ · 纳指100ETF防守轮动：US择时 + A股溢价轮动 · 2013-07-31T00:00:00+00:00 — 2026-06-29T00:00:00+00:00
Performance
Return (MTM)
+664.89%
Realized Return
+680.78%
Buy & Hold
+975.02%
Max Drawdown
-30.18%
B&H Max DD
-28.57%
Sharpe (Ann.)
1.007
Win Rate
71.4%
Total Trades
42
Avg Hold
72 bars
* MTM return includes unrealized P&L from the current open position.
Equity Curve
Price & MA Overlay
Trade History
| # | Asset | Entry | Entry Price | Exit | Exit Price | Hold | Status | P&L |
|---|---|---|---|---|---|---|---|---|
| 1 | 513100 | 2013-11-22T00:00:00+00:00 | $1.11 | 2015-09-01T00:00:00+00:00 | $1.46 | 648b | closed | +30.85% |
| 2 | 513100 | 2015-10-12T00:00:00+00:00 | $1.45 | 2015-12-18T00:00:00+00:00 | $1.59 | 67b | closed | +9.24% |
| 3 | 159941 | 2015-12-18T00:00:00+00:00 | $1 | 2016-01-22T00:00:00+00:00 | $0.93 | 35b | closed | -7.6% |
| 4 | 513100 | 2016-01-22T00:00:00+00:00 | $1.44 | 2016-02-01T00:00:00+00:00 | $1.47 | 10b | closed | +1.88% |
| 5 | 513100 | 2016-03-21T00:00:00+00:00 | $1.52 | 2016-05-03T00:00:00+00:00 | $1.5 | 43b | closed | -0.93% |
| 6 | 159941 | 2016-08-15T00:00:00+00:00 | $1.06 | 2016-11-01T00:00:00+00:00 | $1.09 | 78b | closed | +3.11% |
| 7 | 513100 | 2017-02-06T00:00:00+00:00 | $1.87 | 2017-04-24T00:00:00+00:00 | $1.97 | 77b | closed | +5.09% |
| 8 | 159941 | 2017-04-24T00:00:00+00:00 | $1.24 | 2017-08-22T00:00:00+00:00 | $1.27 | 120b | closed | +2.63% |
| 9 | 513100 | 2017-08-22T00:00:00+00:00 | $2.04 | 2017-10-17T00:00:00+00:00 | $2.12 | 56b | closed | +3.82% |
| 10 | 159941 | 2017-10-17T00:00:00+00:00 | $1.31 | 2017-11-17T00:00:00+00:00 | $1.38 | 31b | closed | +4.76% |
| 11 | 513100 | 2017-11-17T00:00:00+00:00 | $2.2 | 2017-12-04T00:00:00+00:00 | $2.24 | 17b | closed | +1.8% |
| 12 | 159941 | 2017-12-04T00:00:00+00:00 | $1.41 | 2018-01-03T00:00:00+00:00 | $1.4 | 30b | closed | -0.91% |
| 13 | 513100 | 2018-01-03T00:00:00+00:00 | $2.24 | 2018-02-08T00:00:00+00:00 | $2.16 | 36b | closed | -3.9% |
| 14 | 159941 | 2018-02-08T00:00:00+00:00 | $1.34 | 2018-03-27T00:00:00+00:00 | $1.4 | 47b | closed | +4.65% |
| 15 | 513100 | 2018-03-27T00:00:00+00:00 | $2.24 | 2018-05-02T00:00:00+00:00 | $2.24 | 36b | closed | -0.33% |
| 16 | 159941 | 2018-05-02T00:00:00+00:00 | $1.37 | 2018-05-17T00:00:00+00:00 | $1.47 | 15b | closed | +7.1% |
| 17 | 513100 | 2018-05-17T00:00:00+00:00 | $2.3 | 2018-07-11T00:00:00+00:00 | $2.57 | 55b | closed | +11.39% |
| 18 | 159941 | 2018-07-11T00:00:00+00:00 | $1.62 | 2018-11-01T00:00:00+00:00 | $1.57 | 113b | closed | -3.28% |
| 19 | 159941 | 2018-11-12T00:00:00+00:00 | $1.6 | 2018-12-03T00:00:00+00:00 | $1.58 | 21b | closed | -1.57% |
| 20 | 159941 | 2019-02-19T00:00:00+00:00 | $1.55 | 2019-06-03T00:00:00+00:00 | $1.58 | 104b | closed | +1.87% |
| 21 | 159941 | 2019-07-01T00:00:00+00:00 | $1.7 | 2019-09-03T00:00:00+00:00 | $1.74 | 64b | closed | +2.51% |
| 22 | 513100 | 2019-11-01T00:00:00+00:00 | $2.95 | 2020-01-06T00:00:00+00:00 | $3.23 | 66b | closed | +9.34% |
| 23 | 159941 | 2020-01-06T00:00:00+00:00 | $1.97 | 2020-04-01T00:00:00+00:00 | $1.76 | 86b | closed | -10.75% |
| 24 | 513100 | 2020-04-20T00:00:00+00:00 | $3.38 | 2020-07-17T00:00:00+00:00 | $3.82 | 88b | closed | +13.03% |
| 25 | 159941 | 2020-07-17T00:00:00+00:00 | $2.3 | 2021-02-24T00:00:00+00:00 | $2.65 | 222b | closed | +15.27% |
| 26 | 513100 | 2021-02-24T00:00:00+00:00 | $4.4 | 2021-09-01T00:00:00+00:00 | $5.2 | 189b | closed | +18.02% |
| 27 | 159941 | 2021-12-01T00:00:00+00:00 | $3.22 | 2022-01-04T00:00:00+00:00 | $3.27 | 34b | closed | +1.48% |
| 28 | 513300 | 2023-05-04T00:00:00+00:00 | $1.14 | 2023-07-25T00:00:00+00:00 | $1.43 | 82b | closed | +25.62% |
| 29 | 159660 | 2023-07-25T00:00:00+00:00 | $1.22 | 2023-09-21T00:00:00+00:00 | $1.18 | 58b | closed | -3.49% |
| 30 | 513300 | 2023-09-21T00:00:00+00:00 | $1.37 | 2023-11-24T00:00:00+00:00 | $1.44 | 64b | closed | +4.85% |
| 31 | 159941 | 2023-11-24T00:00:00+00:00 | $3.49 | 2024-01-23T00:00:00+00:00 | $3.88 | 60b | closed | +10.92% |
| 32 | 159632 | 2024-01-23T00:00:00+00:00 | $1.44 | 2024-03-07T00:00:00+00:00 | $1.5 | 44b | closed | +3.96% |
| 33 | 159513 | 2024-03-07T00:00:00+00:00 | $1.09 | 2024-07-03T00:00:00+00:00 | $1.24 | 118b | closed | +13.43% |
| 34 | 159659 | 2024-07-03T00:00:00+00:00 | $1.57 | 2024-12-02T00:00:00+00:00 | $1.63 | 152b | closed | +3.62% |
| 35 | 513300 | 2025-01-02T00:00:00+00:00 | $2.08 | 2025-02-06T00:00:00+00:00 | $2.06 | 35b | closed | -1.4% |
| 36 | 513390 | 2025-05-07T00:00:00+00:00 | $1.61 | 2025-07-16T00:00:00+00:00 | $1.85 | 70b | closed | +14.5% |
| 37 | 159941 | 2025-07-16T00:00:00+00:00 | $4.93 | 2025-09-30T00:00:00+00:00 | $5.35 | 76b | closed | +8.23% |
| 38 | 513110 | 2025-09-30T00:00:00+00:00 | $2.03 | 2026-04-01T00:00:00+00:00 | $1.94 | 183b | closed | -4.83% |
| 39 | 159660 | 2026-04-13T00:00:00+00:00 | $1.93 | 2026-04-24T00:00:00+00:00 | $2.1 | 11b | closed | +8.12% |
| 40 | 513100 | 2026-04-24T00:00:00+00:00 | $9.52 | 2026-05-22T00:00:00+00:00 | $10.6 | 28b | closed | +11.09% |
| 41 | 159660 | 2026-05-22T00:00:00+00:00 | $2.25 | 2026-06-01T00:00:00+00:00 | $2.44 | 10b | closed | +8.47% |
| 42 | 159659 | 2026-06-01T00:00:00+00:00 | $2.41 | 2026-06-25T00:00:00+00:00 | $2.36 | 24b | closed | -2.44% |
| 43 | 159632 | 2026-06-25T00:00:00+00:00 | $2.46 | 2026-06-29T00:00:00+00:00 | $2.42 | 4b | open | -1.85% |