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Combination Nujinniu portfolio (000001SZZZ portfolio) February 25, 2021 strategy income report[Strategic income]is Nujinniu...

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Post time 2021-2-26 16:07:38 | Show all posts |Reading mode
Nujinniu Portfolio (000001SZZZ Portfolio) February 25, 2021 Strategic Income Report
Trading Scope: Shanghai Composite Index Constituent StocksTrading Contract Number: 1541
Profit rate: 16.16%Trading days: 139
Increase in the same period: 10.2%Return drawdown ratio: 25.0
Profit-loss ratio: 4.13Ideal position: 63.66%
Win rate :63.75%Risk rate: 4.68%
Trading time range: 2020-10-09 to 2021-02-25Number of signals :10394
Fund allocation: 100000000 yuanFinal equity: 116164541.88 yuan
Standard deviation: 6264513.86Standard deviation rate: 90.83%
Sharpe ratio: 17.48Total average loss/average loss: 1.14
Maximum equity drawdown: 4681742.38Maximum equity drawdown ratio: 3.87%
Maximum equity drawdown time: 2021-02-25Slippage sensitivity: 0.0
Annualized rate of return: 305.04%Maximum drawdown of average profit/equity: 0.0
Average profit/average loss: 2.35Total profit: 23626071.73 yuan
Total loss: 57176672.29 yuanNumber of transactions: 5194
Number of profits: 3309Number of losses: 1883
Number of equalization: 2Transaction frequency: 1105.74
Average profit: 7139.94 yuanAverage loss: 3036.47 Yuan
Average profit ratio: 344790.13Maximum profit: 667,797.32 yuan
Maximum loss: 317,785.65 yuanMaximum profit/total profit: 0.03
Average use of funds: 68087.33 yuanMaximum use of funds: 7707544.0 yuan
Average capital utilization rate: 0.07%Maximum capital utilization rate: 7.71%
Return rate after deducting the maximum profit: 17.24%Yield after deducting the maximum loss: 18.23%
Maximum equity during the period: 120846284.26 yuanMinimum equity during the period: 99422768.8 yuan
Handling fee: 108,6044.9 yuanTurnover: 723518880.22 yuan

[Strategy income]is the total return of the Nujinniuce band operating stocks in the past year
[Period increase]is the increase of individual stocks in the past year.
[Shanghai and Shenzhen 300]is the increase of the Shanghai and Shenzhen Index 300 in the past year.

The overall strategy gains are much higher than the same period, which means The high sell low buy signal given by Nujinniuce has a high reference value.

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