回測 #19
狀態：completed
摘要
summary.md trades.csv config_snapshot.yaml
- 虧損筆數 PnL < 0 的交易筆數。
- 60
- 選擇權報價模式 approximate = 用 K 線權利金估值；disabled = 沒有選擇權報價，凹單腿不計算。
- disabled
- 累積損益 全期間所有交易損益加總（TWD）。
- 4428400.0
- 總交易筆數 回測產生的全部成交筆數（含進出場各算一筆）。
- 73
- 獲利筆數 PnL > 0 的交易筆數。
- 13
- 最大回檔 % Max Drawdown：歷史權益高點回落到後續低點的最大幅度（% 估值）。
- 83.62%
- 勝率 % 獲利筆數 ÷ 總筆數 × 100%。
- 17.81%
Price Action
K 線回測
滑鼠拖曳左右移動、滾輪縮放、雙擊 reset。
交易明細
| 商品 | 方向 | 進場時間 | 進場點位 | 出場時間 | 出場點位 | 口數 | PnL | 原因 |
|---|---|---|---|---|---|---|---|---|
| futures | 1 | 2026-01-06T13:34:00 | 30666.00 | 2026-01-06T15:08:00 | 30558.00 | 1 | -21600.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2026-01-07T13:34:00 | 30528.00 | 2026-01-07T22:24:00 | 30423.00 | 1 | -21000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2026-01-08T13:34:00 | 30471.00 | 2026-01-08T21:31:00 | 30563.00 | 1 | -18400.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2026-01-13T13:34:00 | 30851.00 | 2026-01-14T18:24:00 | 30795.00 | 1 | -11200.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2026-01-14T13:34:00 | 31014.00 | 2026-01-15T15:01:00 | 31198.00 | 1 | -36800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2026-01-15T13:34:00 | 30999.00 | 2026-01-15T15:01:00 | 31198.00 | 1 | -39800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2026-01-16T13:34:00 | 31490.00 | 2026-01-16T22:57:00 | 31389.00 | 1 | -20200.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2026-01-19T13:34:00 | 31687.00 | 2026-01-19T15:52:00 | 31600.00 | 1 | -17400.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2026-01-20T13:34:00 | 31715.00 | 2026-01-20T15:01:00 | 31527.00 | 1 | -37600.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2026-01-21T13:34:00 | 31469.00 | 2026-01-21T15:15:00 | 31569.00 | 1 | -20000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2026-01-22T13:34:00 | 31895.00 | 2026-01-23T09:28:00 | 31938.00 | 1 | 8600.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2026-01-26T13:34:00 | 32151.00 | 2026-01-26T17:52:00 | 32052.00 | 1 | -19800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2026-01-28T13:34:00 | 32921.00 | 2026-01-29T08:46:00 | 32986.00 | 1 | 13000.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2026-01-29T13:34:00 | 32770.00 | 2026-01-29T18:44:00 | 32667.00 | 1 | -20600.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2026-01-27T13:34:00 | 32494.00 | 2026-01-29T23:02:00 | 32365.00 | 1 | -25800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2026-01-23T13:34:00 | 32120.00 | 2026-01-29T23:45:00 | 32050.00 | 1 | -14000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2026-02-02T13:34:00 | 31638.00 | 2026-02-02T15:09:00 | 31740.00 | 1 | -20400.00 |
進：double_confirm
出：期貨點數停損
|
| futures | -1 | 2026-01-30T13:34:00 | 32232.00 | 2026-02-02T22:37:00 | 32064.00 | 1 | 33600.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2026-02-03T13:34:00 | 32241.00 | 2026-02-03T22:59:00 | 32152.00 | 1 | -17800.00 |
進：double_confirm
出：期貨點數停損
|
| futures | 1 | 2026-02-04T13:34:00 | 32405.00 | 2026-02-04T23:19:00 | 32333.00 | 1 | -14400.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2026-02-05T13:34:00 | 31856.00 | 2026-02-05T15:01:00 | 32008.00 | 1 | -30400.00 |
進：double_confirm
出：期貨點數停損
|
| futures | -1 | 2026-02-06T13:34:00 | 31770.00 | 2026-02-06T15:01:00 | 31834.00 | 1 | -12800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2026-02-09T13:34:00 | 32618.00 | 2026-02-09T18:30:00 | 32521.00 | 1 | -19400.00 |
進：double_confirm
出：期貨點數停損
|
| futures | 1 | 2026-02-10T13:34:00 | 33242.00 | 2026-02-11T08:46:00 | 33292.00 | 1 | 10000.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2026-02-24T13:34:00 | 34822.00 | 2026-02-26T08:46:00 | 35550.00 | 1 | 145600.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2026-02-25T13:34:00 | 35499.00 | 2026-02-26T08:46:00 | 35550.00 | 1 | 10200.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2026-02-26T13:34:00 | 35613.00 | 2026-02-26T22:35:00 | 35519.00 | 1 | -18800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2026-03-02T13:34:00 | 35215.00 | 2026-03-02T23:14:00 | 35313.00 | 1 | -19600.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2026-02-23T13:34:00 | 33890.00 | 2026-03-03T17:36:00 | 33796.00 | 1 | -18800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2026-02-11T13:34:00 | 33675.00 | 2026-03-03T18:14:00 | 33602.00 | 1 | -14600.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2026-03-04T13:34:00 | 32734.00 | 2026-03-04T13:40:00 | 32839.00 | 1 | -21000.00 |
進：double_confirm
出：期貨點數停損
|
| futures | 1 | 2026-03-05T13:34:00 | 33683.00 | 2026-03-05T15:05:00 | 33576.00 | 1 | -21400.00 |
進：double_confirm
出：期貨點數停損
|
| futures | -1 | 2026-03-06T13:34:00 | 33668.00 | 2026-03-06T15:24:00 | 33766.00 | 1 | -19600.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2026-03-09T13:34:00 | 32021.00 | 2026-03-09T17:18:00 | 32184.00 | 1 | -32600.00 |
進：double_confirm
出：期貨點數停損
|
| futures | 1 | 2026-03-10T13:34:00 | 32768.00 | 2026-03-10T13:40:00 | 32678.00 | 1 | -18000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2026-03-11T13:34:00 | 34028.00 | 2026-03-11T15:01:00 | 33921.00 | 1 | -21400.00 |
進：double_confirm
出：期貨點數停損
|
| futures | 1 | 2026-03-12T13:34:00 | 33506.00 | 2026-03-12T21:23:00 | 33306.00 | 1 | -40000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2026-03-13T13:34:00 | 33337.00 | 2026-03-13T21:01:00 | 33401.00 | 1 | -12800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2026-03-16T13:34:00 | 33235.00 | 2026-03-16T15:29:00 | 33154.00 | 1 | -16200.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2026-03-17T13:34:00 | 33841.00 | 2026-03-17T15:01:00 | 33571.00 | 1 | -54000.00 |
進：double_confirm
出：期貨點數停損
|
| futures | -1 | 2026-03-03T13:34:00 | 34379.00 | 2026-03-18T13:31:00 | 34520.00 | 1 | -28200.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2026-03-18T13:34:00 | 34531.00 | 2026-03-18T19:31:00 | 34432.00 | 1 | -19800.00 |
進：double_confirm
出：期貨點數停損
|
| futures | -1 | 2026-03-19T13:34:00 | 33637.00 | 2026-03-20T03:15:00 | 33736.00 | 1 | -19800.00 |
進：double_confirm
出：期貨點數停損
|
| futures | -1 | 2026-03-20T13:34:00 | 33570.00 | 2026-03-20T15:42:00 | 33672.00 | 1 | -20400.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2026-03-23T13:34:00 | 32527.00 | 2026-03-23T13:38:00 | 32629.00 | 1 | -20400.00 |
進：double_confirm
出：期貨點數停損
|
| futures | 1 | 2026-03-25T13:34:00 | 33615.00 | 2026-03-25T15:02:00 | 33511.00 | 1 | -20800.00 |
進：double_confirm
出：期貨點數停損
|
| futures | -1 | 2026-03-26T13:34:00 | 33382.00 | 2026-03-26T15:01:00 | 33490.00 | 1 | -21600.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2026-03-24T13:34:00 | 32678.00 | 2026-03-27T18:46:00 | 32586.00 | 1 | -18400.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2026-03-30T13:34:00 | 32555.00 | 2026-03-30T16:17:00 | 32651.00 | 1 | -19200.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2026-03-31T13:34:00 | 31952.00 | 2026-03-31T19:16:00 | 32071.00 | 1 | -23800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2026-03-27T13:34:00 | 33147.00 | 2026-04-01T10:02:00 | 33263.00 | 1 | -23200.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2026-04-01T13:34:00 | 33363.00 | 2026-04-02T09:05:00 | 33532.00 | 1 | 33800.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | -1 | 2026-04-02T13:34:00 | 32554.00 | 2026-04-02T15:57:00 | 32644.00 | 1 | -18000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2026-04-08T13:34:00 | 35020.00 | 2026-04-09T08:46:00 | 34998.00 | 1 | -4400.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2026-04-09T13:34:00 | 34932.00 | 2026-04-09T15:17:00 | 34843.00 | 1 | -17800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2026-04-10T13:34:00 | 35549.00 | 2026-04-13T08:46:00 | 35314.00 | 1 | -47000.00 |
進：double_confirm
出：期貨點數停損
|
| futures | 1 | 2026-04-14T13:34:00 | 36369.00 | 2026-04-16T09:09:00 | 37166.00 | 1 | 159400.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2026-04-15T13:34:00 | 36997.00 | 2026-04-16T09:09:00 | 37166.00 | 1 | 33800.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2026-04-16T13:34:00 | 37573.00 | 2026-04-16T15:03:00 | 37424.00 | 1 | -29800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2026-04-17T13:34:00 | 37069.00 | 2026-04-17T15:28:00 | 37162.00 | 1 | -18600.00 |
進：double_confirm
出：期貨點數停損
|
| futures | 1 | 2026-04-20T13:34:00 | 37317.00 | 2026-04-20T13:45:00 | 37254.00 | 1 | -12600.00 |
進：double_confirm
出：期貨點數停損
|
| futures | 1 | 2026-04-21T13:34:00 | 38007.00 | 2026-04-21T19:16:00 | 37918.00 | 1 | -17800.00 |
進：double_confirm
出：期貨點數停損
|
| futures | 1 | 2026-04-22T13:34:00 | 38196.00 | 2026-04-22T16:25:00 | 38119.00 | 1 | -15400.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2026-04-23T13:34:00 | 37892.00 | 2026-04-23T19:46:00 | 38018.00 | 1 | -25200.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2026-04-27T13:34:00 | 39895.00 | 2026-04-27T15:17:00 | 39807.00 | 1 | -17600.00 |
進：double_confirm
出：期貨點數停損
|
| futures | 1 | 2026-04-24T13:34:00 | 39212.00 | 2026-04-27T21:47:00 | 39626.00 | 1 | 82800.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | -1 | 2026-04-29T13:34:00 | 39501.00 | 2026-04-29T19:37:00 | 39602.00 | 1 | -20200.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2026-04-28T13:34:00 | 39772.00 | 2026-04-30T08:46:00 | 39871.00 | 1 | -19800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2026-04-30T13:34:00 | 39348.00 | 2026-04-30T15:01:00 | 39415.00 | 1 | -13400.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2026-05-04T13:34:00 | 40989.00 | 2026-05-04T18:04:00 | 40867.00 | 1 | -24400.00 |
進：double_confirm
出：期貨點數停損
|
| futures | 1 | 2026-01-09T13:34:00 | 30451.00 | 2026-05-05T11:17:00 | 40882.00 | 1 | 2086200.00 |
進：turn_after_gap_failed
出：回測資料結束，強制平倉
|
| futures | 1 | 2026-01-12T13:34:00 | 30710.00 | 2026-05-05T11:17:00 | 40882.00 | 1 | 2034400.00 |
進：turn_after_gap_failed
出：回測資料結束，強制平倉
|
| futures | 1 | 2026-04-13T13:34:00 | 35468.00 | 2026-05-05T11:17:00 | 40882.00 | 1 | 1082800.00 |
進：turn_after_gap_failed
出：回測資料結束，強制平倉
|
每月績效
| 月份 | 起始權益 | 結束權益 | 交易數 | 選擇權凹單 | 期貨 | 日盤合計 | 夜盤合計 | PnL | 報酬率 | MDD | 勝率 | Profit Factor |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-01 | 0.00 | -302600.00 | 16 | 0.00 | -302600.00 | -302600.00 | 0.00 | -302600.00 | 0.00% | 0.00% | 12.50% | 0.07 |
| 2026-02 | -302600.00 | -237200.00 | 11 | 0.00 | 65400.00 | 65400.00 | 0.00 | 65400.00 | -21.61% | 0.00% | 36.36% | 1.49 |
| 2026-03 | -237200.00 | -759600.00 | 23 | 0.00 | -522400.00 | -522400.00 | 0.00 | -522400.00 | 220.24% | 0.00% | 0.00% | 0.0 |
| 2026-04 | -759600.00 | -750600.00 | 19 | 0.00 | 9000.00 | 9000.00 | 0.00 | 9000.00 | -1.18% | 0.00% | 21.05% | 1.03 |
| 2026-05 | -750600.00 | 4428400.00 | 4 | 0.00 | 5179000.00 | 5179000.00 | 0.00 | 5179000.00 | -689.98% | 0.00% | 75.00% | 213.25 |