回測 #20
狀態：completed
摘要
summary.md trades.csv config_snapshot.yaml
- 虧損筆數 PnL < 0 的交易筆數。
- 192
- 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）。
- 32250600.0
- 總交易筆數 回測產生的全部成交筆數（含進出場各算一筆）。
- 239
- 獲利筆數 PnL > 0 的交易筆數。
- 47
- 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）。
- 227.31%
- 勝率 % 獲利筆數 ÷ 總筆數 × 100%。
- 19.67%
Price Action
K 線回測
此回測沒有可繪製的 OHLC 資料。
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 | 2025-05-02T13:34:00 | 20708.00 | 2025-05-05T09:05:00 | 20733.00 | 1 | 5000.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | -1 | 2025-05-06T13:34:00 | 20330.00 | 2025-05-07T00:15:00 | 20429.00 | 1 | -19800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-05-05T13:34:00 | 20445.00 | 2025-05-07T08:53:00 | 20529.00 | 1 | -16800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-05-07T13:34:00 | 20413.00 | 2025-05-08T01:53:00 | 20307.00 | 1 | -21200.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-05-08T13:34:00 | 20552.00 | 2025-05-09T09:38:00 | 20618.00 | 1 | 13200.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2025-05-09T13:34:00 | 20845.00 | 2025-05-09T22:37:00 | 20746.00 | 1 | -19800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-05-12T13:34:00 | 21055.00 | 2025-05-15T08:47:00 | 21759.00 | 1 | 140800.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2025-05-13T13:34:00 | 21329.00 | 2025-05-15T08:47:00 | 21759.00 | 1 | 86000.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2025-05-14T13:34:00 | 21753.00 | 2025-05-15T08:47:00 | 21759.00 | 1 | 1200.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2025-05-16T13:34:00 | 21831.00 | 2025-05-19T08:46:00 | 21661.00 | 1 | -34000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-05-15T13:34:00 | 21717.00 | 2025-05-19T10:02:00 | 21632.00 | 1 | -17000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-05-19T13:34:00 | 21528.00 | 2025-05-19T22:00:00 | 21622.00 | 1 | -18800.00 |
進：double_confirm
出：期貨點數停損
|
| futures | -1 | 2025-05-20T13:34:00 | 21541.00 | 2025-05-21T09:06:00 | 21639.00 | 1 | -19600.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-05-22T13:34:00 | 21507.00 | 2025-05-23T03:04:00 | 21572.00 | 1 | -13000.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2025-05-23T13:34:00 | 21473.00 | 2025-05-23T19:45:00 | 21365.00 | 1 | -21600.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-05-27T13:34:00 | 21192.00 | 2025-05-27T17:09:00 | 21296.00 | 1 | -20800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-05-26T13:34:00 | 21384.00 | 2025-05-28T09:03:00 | 21495.00 | 1 | -22200.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-05-28T13:34:00 | 21243.00 | 2025-05-29T08:46:00 | 21567.00 | 1 | -64800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-06-02T13:34:00 | 20858.00 | 2025-06-02T21:31:00 | 20940.00 | 1 | -16400.00 |
進：double_confirm
出：期貨點數停損
|
| futures | -1 | 2025-05-29T13:34:00 | 21299.00 | 2025-06-04T09:21:00 | 21388.00 | 1 | -17800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-06-04T13:34:00 | 21495.00 | 2025-06-05T10:25:00 | 21534.00 | 1 | 7800.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | -1 | 2025-06-06T13:34:00 | 21578.00 | 2025-06-06T21:44:00 | 21682.00 | 1 | -20800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-05-21T13:34:00 | 21697.00 | 2025-06-09T19:38:00 | 21801.00 | 1 | -20800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-06-09T13:34:00 | 21710.00 | 2025-06-11T10:23:00 | 22193.00 | 1 | 96600.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2025-06-10T13:34:00 | 22072.00 | 2025-06-11T10:23:00 | 22193.00 | 1 | 24200.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2025-06-11T13:34:00 | 22336.00 | 2025-06-12T09:04:00 | 22236.00 | 1 | -20000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-06-13T13:34:00 | 21961.00 | 2025-06-13T21:40:00 | 22060.00 | 1 | -19800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-06-17T13:34:00 | 22156.00 | 2025-06-18T01:48:00 | 22057.00 | 1 | -19800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-06-12T13:34:00 | 22257.00 | 2025-06-18T10:46:00 | 22361.00 | 1 | -20800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-06-16T13:34:00 | 22019.00 | 2025-06-18T13:31:00 | 21917.00 | 1 | -20400.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-06-19T13:34:00 | 21702.00 | 2025-06-20T08:46:00 | 21652.00 | 1 | 10000.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | -1 | 2025-06-20T13:34:00 | 21657.00 | 2025-06-20T19:46:00 | 21734.00 | 1 | -15400.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-06-05T13:34:00 | 21550.00 | 2025-06-20T22:55:00 | 21440.00 | 1 | -22000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-06-23T13:34:00 | 21449.00 | 2025-06-23T15:10:00 | 21515.00 | 1 | -13200.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | -1 | 2025-06-18T13:34:00 | 21925.00 | 2025-06-24T15:01:00 | 22020.00 | 1 | -19000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-06-24T13:34:00 | 21921.00 | 2025-06-25T09:19:00 | 22050.00 | 1 | 25800.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2025-06-25T13:34:00 | 22149.00 | 2025-06-26T15:38:00 | 22046.00 | 1 | -20600.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-06-26T13:34:00 | 22113.00 | 2025-06-27T08:49:00 | 22213.00 | 1 | -20000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-06-27T13:34:00 | 22101.00 | 2025-06-27T23:42:00 | 22199.00 | 1 | -19600.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-06-30T13:34:00 | 22118.00 | 2025-07-01T08:46:00 | 22206.00 | 1 | -17600.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-07-01T13:34:00 | 22339.00 | 2025-07-01T23:11:00 | 22230.00 | 1 | -21800.00 |
進：double_confirm
出：期貨點數停損
|
| futures | 1 | 2025-07-03T13:34:00 | 22664.00 | 2025-07-04T09:01:00 | 22710.00 | 1 | 9200.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2025-07-02T13:34:00 | 22378.00 | 2025-07-07T09:10:00 | 22280.00 | 1 | -19600.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-07-07T13:34:00 | 22317.00 | 2025-07-07T21:31:00 | 22409.00 | 1 | -18400.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-07-08T13:34:00 | 22262.00 | 2025-07-09T10:00:00 | 22380.00 | 1 | -23600.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-07-04T13:34:00 | 22453.00 | 2025-07-09T21:38:00 | 22538.00 | 1 | -17000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-07-11T13:34:00 | 22758.00 | 2025-07-11T17:53:00 | 22664.00 | 1 | -18800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-07-10T13:34:00 | 22586.00 | 2025-07-14T15:22:00 | 22484.00 | 1 | -20400.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-07-16T13:34:00 | 22911.00 | 2025-07-16T23:38:00 | 22817.00 | 1 | -18800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-07-18T13:34:00 | 23306.00 | 2025-07-18T22:16:00 | 23201.00 | 1 | -21000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-07-21T13:34:00 | 23225.00 | 2025-07-21T21:49:00 | 23330.00 | 1 | -21000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-07-17T13:34:00 | 23132.00 | 2025-07-22T12:16:00 | 23040.00 | 1 | -18400.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-07-22T13:34:00 | 22995.00 | 2025-07-23T08:46:00 | 23084.00 | 1 | -17800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-07-23T13:34:00 | 23201.00 | 2025-07-24T02:24:00 | 23302.00 | 1 | -20200.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-07-24T13:34:00 | 23307.00 | 2025-07-24T22:13:00 | 23203.00 | 1 | -20800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-07-25T13:34:00 | 23255.00 | 2025-07-25T22:17:00 | 23350.00 | 1 | -19000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-07-28T13:34:00 | 23380.00 | 2025-07-28T21:33:00 | 23282.00 | 1 | -19600.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-07-29T13:34:00 | 23154.00 | 2025-07-29T21:34:00 | 23251.00 | 1 | -19400.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-07-30T13:34:00 | 23369.00 | 2025-07-31T03:00:00 | 23266.00 | 1 | -20600.00 |
進：double_confirm
出：期貨點數停損
|
| futures | 1 | 2025-07-31T13:34:00 | 23581.00 | 2025-07-31T21:44:00 | 23478.00 | 1 | -20600.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-08-01T13:34:00 | 23380.00 | 2025-08-05T09:00:00 | 23483.00 | 1 | -20600.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-08-05T13:34:00 | 23574.00 | 2025-08-05T22:23:00 | 23474.00 | 1 | -20000.00 |
進：double_confirm
出：期貨點數停損
|
| futures | -1 | 2025-08-06T13:34:00 | 23421.00 | 2025-08-07T02:09:00 | 23507.00 | 1 | -17200.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2025-08-07T13:34:00 | 23995.00 | 2025-08-08T08:46:00 | 24028.00 | 1 | 6600.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2025-08-08T13:34:00 | 23987.00 | 2025-08-11T09:01:00 | 23881.00 | 1 | -21200.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-08-13T13:34:00 | 24345.00 | 2025-08-14T10:09:00 | 24243.00 | 1 | -20400.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-08-14T13:34:00 | 24276.00 | 2025-08-15T11:54:00 | 24376.00 | 1 | -20000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-08-15T13:34:00 | 24321.00 | 2025-08-18T11:31:00 | 24423.00 | 1 | -20400.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-08-18T13:34:00 | 24429.00 | 2025-08-19T09:19:00 | 24322.00 | 1 | -21400.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-08-19T13:34:00 | 24359.00 | 2025-08-20T00:42:00 | 24260.00 | 1 | -19800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-08-11T13:34:00 | 24143.00 | 2025-08-20T09:10:00 | 24031.00 | 1 | -22400.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-08-12T13:34:00 | 24157.00 | 2025-08-20T09:10:00 | 24031.00 | 1 | -25200.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-08-20T13:34:00 | 23655.00 | 2025-08-20T21:02:00 | 23752.00 | 1 | -19400.00 |
進：double_confirm
出：期貨點數停損
|
| futures | -1 | 2025-08-21T13:34:00 | 23863.00 | 2025-08-22T09:01:00 | 23969.00 | 1 | -21200.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-08-25T13:34:00 | 24238.00 | 2025-08-26T08:46:00 | 24117.00 | 1 | -24200.00 |
進：double_confirm
出：期貨點數停損
|
| futures | 1 | 2025-08-27T13:34:00 | 24465.00 | 2025-08-27T21:29:00 | 24368.00 | 1 | -19400.00 |
進：double_confirm
出：期貨點數停損
|
| futures | -1 | 2025-08-28T13:34:00 | 24230.00 | 2025-08-28T20:42:00 | 24325.00 | 1 | -19000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-08-26T13:34:00 | 24249.00 | 2025-08-29T16:52:00 | 24153.00 | 1 | -19200.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-09-01T13:34:00 | 23983.00 | 2025-09-01T21:50:00 | 24090.00 | 1 | -21400.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-09-02T13:34:00 | 23970.00 | 2025-09-03T09:54:00 | 24069.00 | 1 | -19800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-09-03T13:34:00 | 24018.00 | 2025-09-03T17:43:00 | 24124.00 | 1 | -21200.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-08-29T13:34:00 | 24256.00 | 2025-09-04T10:17:00 | 24343.00 | 1 | -17400.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-09-05T13:34:00 | 24421.00 | 2025-09-05T22:47:00 | 24330.00 | 1 | -18200.00 |
進：double_confirm
出：期貨點數停損
|
| futures | 1 | 2025-09-04T13:34:00 | 24124.00 | 2025-09-11T12:26:00 | 25279.00 | 1 | 231000.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2025-09-08T13:34:00 | 24559.00 | 2025-09-11T12:26:00 | 25279.00 | 1 | 144000.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2025-09-09T13:34:00 | 24799.00 | 2025-09-11T12:26:00 | 25279.00 | 1 | 96000.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2025-09-10T13:34:00 | 25183.00 | 2025-09-11T12:26:00 | 25279.00 | 1 | 19200.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2025-09-12T13:34:00 | 25458.00 | 2025-09-12T16:00:00 | 25359.00 | 1 | -19800.00 |
進：double_confirm
出：期貨點數停損
|
| futures | -1 | 2025-09-15T13:34:00 | 25340.00 | 2025-09-15T22:29:00 | 25439.00 | 1 | -19800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-09-16T13:34:00 | 25620.00 | 2025-09-16T23:18:00 | 25516.00 | 1 | -20800.00 |
進：double_confirm
出：期貨點數停損
|
| futures | 1 | 2025-09-18T13:34:00 | 25705.00 | 2025-09-18T21:07:00 | 25604.00 | 1 | -20200.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-09-22T13:34:00 | 25899.00 | 2025-09-22T21:31:00 | 25801.00 | 1 | -19600.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-09-23T13:34:00 | 26247.00 | 2025-09-24T09:02:00 | 26310.00 | 1 | 12600.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2025-09-24T13:34:00 | 26226.00 | 2025-09-25T00:10:00 | 26122.00 | 1 | -20800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-09-19T13:34:00 | 25701.00 | 2025-09-26T09:31:00 | 25607.00 | 1 | -18800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-09-26T13:34:00 | 25639.00 | 2025-09-26T20:37:00 | 25742.00 | 1 | -20600.00 |
進：double_confirm
出：期貨點數停損
|
| futures | -1 | 2025-09-25T13:34:00 | 26105.00 | 2025-10-01T09:18:00 | 26206.00 | 1 | -20200.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-09-30T13:34:00 | 25953.00 | 2025-10-01T11:04:00 | 26012.00 | 1 | 11800.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2025-10-01T13:34:00 | 26047.00 | 2025-10-01T15:01:00 | 25957.00 | 1 | -18000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-10-02T13:34:00 | 26415.00 | 2025-10-03T08:47:00 | 26448.00 | 1 | 6600.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2025-10-03T13:34:00 | 26761.00 | 2025-10-04T01:53:00 | 26659.00 | 1 | -20400.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-10-07T13:34:00 | 27298.00 | 2025-10-07T23:06:00 | 27172.00 | 1 | -25200.00 |
進：double_confirm
出：期貨點數停損
|
| futures | -1 | 2025-10-08T13:34:00 | 27101.00 | 2025-10-08T21:39:00 | 27184.00 | 1 | -16600.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2025-10-09T13:34:00 | 27344.00 | 2025-10-09T21:31:00 | 27272.00 | 1 | -14400.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | -1 | 2025-10-13T13:34:00 | 26920.00 | 2025-10-13T18:03:00 | 27023.00 | 1 | -20600.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-10-14T13:34:00 | 26813.00 | 2025-10-14T15:04:00 | 26675.00 | 1 | -27600.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-10-16T13:34:00 | 27866.00 | 2025-10-16T15:01:00 | 27750.00 | 1 | -23200.00 |
進：double_confirm
出：期貨點數停損
|
| futures | 1 | 2025-10-15T13:34:00 | 27280.00 | 2025-10-17T15:09:00 | 27175.00 | 1 | -21000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-10-17T13:34:00 | 27354.00 | 2025-10-17T21:56:00 | 27469.00 | 1 | -23000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-10-20T13:34:00 | 27768.00 | 2025-10-21T11:51:00 | 27840.00 | 1 | 14400.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2025-10-21T13:34:00 | 27844.00 | 2025-10-21T21:50:00 | 27767.00 | 1 | -15400.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-10-23T13:34:00 | 27578.00 | 2025-10-23T15:01:00 | 27645.00 | 1 | -13400.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-10-22T13:34:00 | 27723.00 | 2025-10-27T08:46:00 | 28273.00 | 1 | -110000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-10-27T13:34:00 | 28194.00 | 2025-10-27T22:11:00 | 28097.00 | 1 | -19400.00 |
進：double_confirm
出：期貨點數停損
|
| futures | -1 | 2025-10-28T13:34:00 | 28025.00 | 2025-10-28T21:12:00 | 28126.00 | 1 | -20200.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-10-29T13:34:00 | 28399.00 | 2025-10-30T02:40:00 | 28295.00 | 1 | -20800.00 |
進：double_confirm
出：期貨點數停損
|
| futures | 1 | 2025-10-30T13:34:00 | 28410.00 | 2025-10-30T20:43:00 | 28307.00 | 1 | -20600.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-10-31T13:34:00 | 28437.00 | 2025-10-31T18:26:00 | 28343.00 | 1 | -18800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-11-03T13:34:00 | 28338.00 | 2025-11-03T21:37:00 | 28438.00 | 1 | -20000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-11-05T13:34:00 | 27802.00 | 2025-11-05T17:10:00 | 27896.00 | 1 | -18800.00 |
進：double_confirm
出：期貨點數停損
|
| futures | 1 | 2025-11-06T13:34:00 | 28040.00 | 2025-11-06T22:52:00 | 27940.00 | 1 | -20000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-11-07T13:34:00 | 27716.00 | 2025-11-10T08:48:00 | 27830.00 | 1 | -22800.00 |
進：double_confirm
出：期貨點數停損
|
| futures | 1 | 2025-11-10T13:34:00 | 28001.00 | 2025-11-10T23:52:00 | 27876.00 | 1 | -25000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-11-11T13:34:00 | 27819.00 | 2025-11-11T17:43:00 | 27708.00 | 1 | -22200.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-11-13T13:34:00 | 27970.00 | 2025-11-13T22:01:00 | 27888.00 | 1 | -16400.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-11-14T13:34:00 | 27378.00 | 2025-11-14T23:46:00 | 27478.00 | 1 | -20000.00 |
進：double_confirm
出：期貨點數停損
|
| futures | -1 | 2025-11-17T13:34:00 | 27474.00 | 2025-11-17T16:15:00 | 27570.00 | 1 | -19200.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-11-18T13:34:00 | 26804.00 | 2025-11-18T16:07:00 | 26900.00 | 1 | -19200.00 |
進：double_confirm
出：期貨點數停損
|
| futures | -1 | 2025-11-19T13:34:00 | 26639.00 | 2025-11-19T15:13:00 | 26736.00 | 1 | -19400.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-11-20T13:34:00 | 27452.00 | 2025-11-21T00:05:00 | 27351.00 | 1 | -20200.00 |
進：double_confirm
出：期貨點數停損
|
| futures | -1 | 2025-11-21T13:34:00 | 26499.00 | 2025-11-22T00:57:00 | 26603.00 | 1 | -20800.00 |
進：double_confirm
出：期貨點數停損
|
| futures | 1 | 2025-11-24T13:34:00 | 26585.00 | 2025-11-24T17:28:00 | 26516.00 | 1 | -13800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-11-25T13:34:00 | 26909.00 | 2025-11-25T22:41:00 | 26807.00 | 1 | -20400.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-11-26T13:34:00 | 27351.00 | 2025-11-26T23:01:00 | 27242.00 | 1 | -21800.00 |
進：double_confirm
出：期貨點數停損
|
| futures | 1 | 2025-11-27T13:34:00 | 27580.00 | 2025-11-28T08:46:00 | 27570.00 | 1 | -2000.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2025-11-28T13:34:00 | 27757.00 | 2025-12-01T08:46:00 | 27598.00 | 1 | -31800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-12-01T13:34:00 | 27412.00 | 2025-12-01T16:13:00 | 27513.00 | 1 | -20200.00 |
進：double_confirm
出：期貨點數停損
|
| futures | -1 | 2025-12-02T13:34:00 | 27562.00 | 2025-12-02T16:46:00 | 27668.00 | 1 | -21200.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-12-03T13:34:00 | 27778.00 | 2025-12-03T22:05:00 | 27676.00 | 1 | -20400.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | -1 | 2025-12-04T13:34:00 | 27800.00 | 2025-12-05T09:05:00 | 27915.00 | 1 | -23000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-11-04T13:34:00 | 28152.00 | 2025-12-06T11:31:00 | 28301.00 | 1 | -29800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-12-08T13:34:00 | 28290.00 | 2025-12-10T11:42:00 | 28391.00 | 1 | -20200.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-12-10T13:34:00 | 28393.00 | 2025-12-11T09:03:00 | 28505.00 | 1 | 22400.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2025-12-09T13:34:00 | 28212.00 | 2025-12-11T11:08:00 | 28117.00 | 1 | -19000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-12-11T13:34:00 | 28086.00 | 2025-12-11T17:39:00 | 28189.00 | 1 | -20600.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-12-05T13:34:00 | 27994.00 | 2025-12-12T23:59:00 | 27869.00 | 1 | -25000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-12-15T13:34:00 | 27919.00 | 2025-12-15T21:46:00 | 28005.00 | 1 | -17200.00 |
進：double_confirm
出：期貨點數停損
|
| futures | -1 | 2025-12-16T13:34:00 | 27603.00 | 2025-12-16T16:36:00 | 27701.00 | 1 | -19600.00 |
進：double_confirm
出：期貨點數停損
|
| futures | 1 | 2025-12-17T13:34:00 | 27676.00 | 2025-12-17T23:53:00 | 27577.00 | 1 | -19800.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-12-18T13:34:00 | 27597.00 | 2025-12-18T18:01:00 | 27700.00 | 1 | -20600.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | -1 | 2025-12-12T13:34:00 | 28276.00 | 2025-12-22T15:06:00 | 28366.00 | 1 | -18000.00 |
進：turn_after_gap_failed
出：期貨點數停損
|
| futures | 1 | 2025-12-19T13:34:00 | 27880.00 | 2025-12-23T08:46:00 | 28372.00 | 1 | 98400.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2025-12-22T13:34:00 | 28331.00 | 2025-12-23T08:46:00 | 28372.00 | 1 | 8200.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2025-12-29T13:34:00 | 28933.00 | 2025-12-29T20:46:00 | 28829.00 | 1 | -20800.00 |
進：double_confirm
出：期貨點數停損
|
| futures | 1 | 2025-12-26T13:34:00 | 28683.00 | 2025-12-30T11:32:00 | 28859.00 | 1 | 35200.00 |
進：double_confirm
出：缺口中點被掃回，部位出場
|
| futures | 1 | 2026-01-05T13:34:00 | 30286.00 | 2026-01-06T09:00:00 | 30185.00 | 1 | -20200.00 |
進：double_confirm
出：期貨點數停損
|
| 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 | 2025-07-09T13:34:00 | 22423.00 | 2026-05-05T11:20:00 | 40906.00 | 1 | 3696600.00 |
進：turn_after_gap_failed
出：回測資料結束，強制平倉
|
| futures | 1 | 2025-07-15T13:34:00 | 22833.00 | 2026-05-05T11:20:00 | 40906.00 | 1 | 3614600.00 |
進：turn_after_gap_failed
出：回測資料結束，強制平倉
|
| futures | 1 | 2025-08-04T13:34:00 | 23282.00 | 2026-05-05T11:20:00 | 40906.00 | 1 | 3524800.00 |
進：turn_after_gap_failed
出：回測資料結束，強制平倉
|
| futures | 1 | 2025-08-22T13:34:00 | 23761.00 | 2026-05-05T11:20:00 | 40906.00 | 1 | 3429000.00 |
進：turn_after_gap_failed
出：回測資料結束，強制平倉
|
| futures | 1 | 2025-09-11T13:34:00 | 25237.00 | 2026-05-05T11:20:00 | 40906.00 | 1 | 3133800.00 |
進：turn_after_gap_failed
出：回測資料結束，強制平倉
|
| futures | 1 | 2025-12-23T13:34:00 | 28400.00 | 2026-05-05T11:20:00 | 40906.00 | 1 | 2501200.00 |
進：turn_after_gap_failed
出：回測資料結束，強制平倉
|
| futures | 1 | 2025-12-24T13:34:00 | 28458.00 | 2026-05-05T11:20:00 | 40906.00 | 1 | 2489600.00 |
進：turn_after_gap_failed
出：回測資料結束，強制平倉
|
| futures | 1 | 2025-12-30T13:34:00 | 28870.00 | 2026-05-05T11:20:00 | 40906.00 | 1 | 2407200.00 |
進：turn_after_gap_failed
出：回測資料結束，強制平倉
|
| futures | 1 | 2025-12-31T13:34:00 | 29011.00 | 2026-05-05T11:20:00 | 40906.00 | 1 | 2379000.00 |
進：turn_after_gap_failed
出：回測資料結束，強制平倉
|
| futures | 1 | 2026-01-02T13:34:00 | 29488.00 | 2026-05-05T11:20:00 | 40906.00 | 1 | 2283600.00 |
進：turn_after_gap_failed
出：回測資料結束，強制平倉
|
| futures | 1 | 2026-01-09T13:34:00 | 30451.00 | 2026-05-05T11:20:00 | 40906.00 | 1 | 2091000.00 |
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 | 2026-05-05T11:20:00 | 40906.00 | 1 | 2039200.00 |
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 | 2026-05-05T11:20:00 | 40906.00 | 1 | 1087600.00 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025-05 | 0.00 | -63200.00 | 18 | 0.00 | -63200.00 | -63200.00 | 0.00 | -63200.00 | 0.00% | 1288.00% | 27.78% | 0.8 |
| 2025-06 | -63200.00 | -205200.00 | 21 | 0.00 | -142000.00 | -142000.00 | 0.00 | -142000.00 | 224.68% | 0.00% | 23.81% | 0.54 |
| 2025-07 | -205200.00 | -590400.00 | 21 | 0.00 | -385200.00 | -385200.00 | 0.00 | -385200.00 | 187.72% | 0.00% | 4.76% | 0.02 |
| 2025-08 | -590400.00 | -934800.00 | 18 | 0.00 | -344400.00 | -344400.00 | 0.00 | -344400.00 | 58.33% | 0.00% | 5.56% | 0.02 |
| 2025-09 | -934800.00 | -690400.00 | 18 | 0.00 | 244400.00 | 244400.00 | 0.00 | 244400.00 | -26.14% | 0.00% | 27.78% | 1.95 |
| 2025-10 | -690400.00 | -1126400.00 | 22 | 0.00 | -436000.00 | -436000.00 | 0.00 | -436000.00 | 63.15% | 0.00% | 13.64% | 0.07 |
| 2025-11 | -1126400.00 | -1448400.00 | 17 | 0.00 | -322000.00 | -322000.00 | 0.00 | -322000.00 | 28.59% | 0.00% | 0.00% | 0.0 |
| 2025-12 | -1448400.00 | -1631400.00 | 20 | 0.00 | -183000.00 | -183000.00 | 0.00 | -183000.00 | 12.63% | 0.00% | 20.00% | 0.47 |
| 2026-01 | -1631400.00 | -1954200.00 | 17 | 0.00 | -322800.00 | -322800.00 | 0.00 | -322800.00 | 19.79% | 0.00% | 11.76% | 0.06 |
| 2026-02 | -1954200.00 | -1888800.00 | 11 | 0.00 | 65400.00 | 65400.00 | 0.00 | 65400.00 | -3.35% | 0.00% | 36.36% | 1.49 |
| 2026-03 | -1888800.00 | -2411200.00 | 23 | 0.00 | -522400.00 | -522400.00 | 0.00 | -522400.00 | 27.66% | 0.00% | 0.00% | 0.0 |
| 2026-04 | -2411200.00 | -2402200.00 | 19 | 0.00 | 9000.00 | 9000.00 | 0.00 | 9000.00 | -0.37% | 0.00% | 21.05% | 1.03 |
| 2026-05 | -2402200.00 | 32250600.00 | 14 | 0.00 | 34652800.00 | 34652800.00 | 0.00 | 34652800.00 | -1442.54% | 0.00% | 92.86% | 1421.2 |