T:0000
模擬「做多合約網格」：以歷史某天收盤價為基準，布 ±30%、200 格（等比間距）的網格，之後用每日 開高低收重建價格路徑，逐格觸發買低賣高，測試 2x~8x 槓桿，停損用「帳戶浮動虧損%」（而非價格 跌幅%）——觸發即整組網格全部平倉停止。同一標的會每隔一段天數取一個歷史起始日滾動測試， 最後跟同槓桿、同期間「單純買進持有」比較，才知道網格到底有沒有比較好——網格在盤整／來回震盪時 較占優勢，單邊急漲時資金可能卡在較低檔格子裡，反而不如直接持有。
❌ 沒有找到贏過買進持有的組合。目前搜尋範圍內 edge 最高的是：做多｜±45%｜50 格、2x槓桿、停損5%，edge = -20.7611%（仍為負值）
| 排名 | 形狀（模式｜區間｜格數） | 停損% | 網格報酬% | 買進持有% | edge% |
|---|---|---|---|---|---|
| 1 | 做多｜±45%｜50 格 入選 Phase 2 | 30% | -1.3299 | +19.7178 | -21.0477 |
| 2 | 做多｜±45%｜100 格 入選 Phase 2 | 15% | -2.3873 | +19.7178 | -22.1051 |
| 3 | 做多｜±30%｜50 格 入選 Phase 2 | 15% | -2.7135 | +19.7178 | -22.4314 |
| 4 | 做多｜±45%｜200 格 | 15% | -3.1959 | +19.7178 | -22.9138 |
| 5 | 中性｜±45%｜50 格 | 15% | -3.2070 | +19.7178 | -22.9249 |
| 6 | 做多｜±30%｜100 格 | 15% | -3.7580 | +19.7178 | -23.4759 |
| 7 | 中性｜±45%｜100 格 | 15% | -4.0512 | +19.7178 | -23.7690 |
| 8 | 做多｜±20%｜50 格 | 15% | -4.1525 | +19.7178 | -23.8703 |
| 9 | 做多｜±30%｜200 格 | 15% | -4.4793 | +19.7178 | -24.1972 |
| 10 | 中性｜±45%｜200 格 | 15% | -4.6870 | +19.7178 | -24.4048 |
| 11 | 中性｜±30%｜50 格 | 15% | -5.0250 | +19.7178 | -24.7428 |
| 12 | 做多｜±20%｜100 格 | 15% | -5.1456 | +19.7178 | -24.8634 |
| 13 | 做多｜±15%｜50 格 | 15% | -5.1798 | +19.7178 | -24.8976 |
| 14 | 做多｜±20%｜200 格 | 15% | -5.7678 | +19.7178 | -25.4857 |
| 15 | 中性｜±30%｜100 格 | 15% | -6.1577 | +19.7178 | -25.8755 |
| 16 | 做多｜±15%｜100 格 | 15% | -6.1784 | +19.7178 | -25.8962 |
| 17 | 做多｜±15%｜200 格 | 15% | -6.7856 | +19.7178 | -26.5034 |
| 18 | 中性｜±30%｜200 格 | 15% | -6.8779 | +19.7178 | -26.5957 |
| 19 | 中性｜±20%｜50 格 | 15% | -7.0038 | +19.7178 | -26.7216 |
| 20 | 中性｜±20%｜100 格 | 15% | -8.1404 | +19.7178 | -27.8582 |
| 21 | 中性｜±15%｜50 格 | 15% | -8.2133 | +19.7178 | -27.9311 |
| 22 | 中性｜±20%｜200 格 | 15% | -8.8380 | +19.7178 | -28.5558 |
| 23 | 中性｜±15%｜100 格 | 15% | -9.3414 | +19.7178 | -29.0593 |
| 24 | 中性｜±15%｜200 格 | 15% | -10.0925 | +19.7178 | -29.8104 |
| 槓桿 | 停損% | 網格報酬% | 買進持有% | edge% | 網格勝率 | 停損觸發率 | 平均完成來回格數 | 樣本數 |
|---|---|---|---|---|---|---|---|---|
| 2x | 5% | -1.0433 | +19.7178 | -20.7611 | 40.7% | 34.4% | 26.5 | 2463 |
| 3x | 5% | -1.3063 | +30.6406 | -31.9470 | 41.0% | 43.3% | 22.7 | 2463 |
| 4x | 5% | -1.4913 | +42.8424 | -44.3337 | 40.8% | 49.6% | 20.1 | 2463 |
| 5x | 5% | -1.7163 | +56.1668 | -57.8830 | 40.5% | 55.0% | 17.9 | 2463 |
| 6x | 5% | -1.8854 | +70.1158 | -72.0012 | 40.6% | 59.4% | 16.4 | 2463 |
| 7x | 5% | -1.9600 | +84.4901 | -86.4500 | 40.7% | 62.4% | 15.2 | 2463 |
| 8x | 5% | -2.0426 | +99.1818 | -101.2244 | 40.7% | 65.5% | 13.9 | 2463 |
| 槓桿 | 停損% | 網格報酬% | 買進持有% | edge% | 網格勝率 | 停損觸發率 | 平均完成來回格數 | 樣本數 |
|---|---|---|---|---|---|---|---|---|
| 2x | 5% | -1.0433 | +19.7178 | -20.7611 best | 40.7% | 34.4% | 26.5 | 2463 |
| 2x | 50% | -1.2490 | +19.7178 | -20.9668 | 42.5% | 1.8% | 43.7 | 2463 |
| 2x | 40% | -1.2702 | +19.7178 | -20.9880 | 42.4% | 2.8% | 43.2 | 2463 |
| 2x | 30% | -1.3299 | +19.7178 | -21.0477 | 42.3% | 4.8% | 42.1 | 2463 |
| 2x | 10% | -1.3380 | +19.7178 | -21.0558 | 41.1% | 20.9% | 33.3 | 2463 |
| 2x | 15% | -1.4216 | +19.7178 | -21.1394 | 41.5% | 13.9% | 37.1 | 2463 |
| 2x | 20% | -1.4260 | +19.7178 | -21.1439 | 41.7% | 9.5% | 39.3 | 2463 |
| 3x | 5% | -1.3063 | +30.6406 | -31.9470 best | 41.0% | 43.3% | 22.7 | 2463 |
| 3x | 10% | -1.7589 | +30.6406 | -32.3996 | 40.8% | 28.5% | 29.2 | 2463 |
| 3x | 50% | -1.9831 | +30.6406 | -32.6238 | 42.3% | 3.9% | 42.6 | 2463 |
| 3x | 15% | -2.0069 | +30.6406 | -32.6476 | 41.1% | 20.9% | 33.3 | 2463 |
| 3x | 40% | -2.0934 | +30.6406 | -32.7340 | 42.0% | 6.1% | 41.3 | 2463 |
| 3x | 30% | -2.1390 | +30.6406 | -32.7797 | 41.7% | 9.5% | 39.3 | 2463 |
| 3x | 20% | -2.1474 | +30.6406 | -32.7880 | 41.5% | 16.1% | 36.0 | 2463 |
| 4x | 5% | -1.4913 | +42.8424 | -44.3337 best | 40.8% | 49.6% | 20.1 | 2463 |
| 4x | 10% | -2.0866 | +42.8424 | -44.9290 | 40.7% | 34.4% | 26.5 | 2463 |
| 4x | 15% | -2.4363 | +42.8424 | -45.2787 | 40.8% | 26.1% | 30.6 | 2463 |
| 4x | 20% | -2.6759 | +42.8424 | -45.5183 | 41.1% | 20.9% | 33.3 | 2463 |
| 4x | 50% | -2.7393 | +42.8424 | -45.5817 | 42.0% | 6.7% | 40.9 | 2463 |
| 4x | 30% | -2.8431 | +42.8424 | -45.6856 | 41.5% | 13.9% | 37.1 | 2463 |
| 4x | 40% | -2.8520 | +42.8424 | -45.6945 | 41.7% | 9.5% | 39.3 | 2463 |
| 5x | 5% | -1.7163 | +56.1668 | -57.8830 best | 40.5% | 55.0% | 17.9 | 2463 |
| 5x | 10% | -2.3147 | +56.1668 | -58.4815 | 40.8% | 39.1% | 24.6 | 2463 |
| 5x | 15% | -2.8008 | +56.1668 | -58.9675 | 40.8% | 30.5% | 28.1 | 2463 |
| 5x | 20% | -3.0677 | +56.1668 | -59.2344 | 40.8% | 24.7% | 31.2 | 2463 |
| 5x | 50% | -3.5651 | +56.1668 | -59.7318 | 41.7% | 9.5% | 39.3 | 2463 |
| 5x | 30% | -3.6486 | +56.1668 | -59.8154 | 41.3% | 18.1% | 34.7 | 2463 |
| 5x | 40% | -3.6749 | +56.1668 | -59.8416 | 41.6% | 13.1% | 37.5 | 2463 |
| 6x | 5% | -1.8854 | +70.1158 | -72.0012 best | 40.6% | 59.4% | 16.4 | 2463 |
| 6x | 10% | -2.6126 | +70.1158 | -72.7284 | 41.0% | 43.3% | 22.7 | 2463 |
| 6x | 15% | -3.1299 | +70.1158 | -73.2457 | 40.7% | 34.4% | 26.5 | 2463 |
| 6x | 20% | -3.5178 | +70.1158 | -73.6336 | 40.8% | 28.5% | 29.2 | 2463 |
| 6x | 30% | -4.0139 | +70.1158 | -74.1297 | 41.1% | 20.9% | 33.3 | 2463 |
| 6x | 40% | -4.2948 | +70.1158 | -74.4106 | 41.5% | 16.1% | 36.0 | 2463 |
| 6x | 50% | -4.3798 | +70.1158 | -74.4956 | 41.6% | 12.1% | 37.8 | 2463 |
| 7x | 5% | -1.9600 | +84.4901 | -86.4500 best | 40.7% | 62.4% | 15.2 | 2463 |
| 7x | 10% | -2.7709 | +84.4901 | -87.2610 | 40.9% | 46.7% | 21.4 | 2463 |
| 7x | 15% | -3.3456 | +84.4901 | -87.8357 | 40.7% | 37.5% | 25.0 | 2463 |
| 7x | 20% | -3.8312 | +84.4901 | -88.3213 | 40.7% | 31.4% | 27.8 | 2463 |
| 7x | 30% | -4.3952 | +84.4901 | -88.8853 | 40.9% | 23.6% | 31.9 | 2463 |
| 7x | 40% | -5.0198 | +84.4901 | -89.5099 | 41.2% | 18.9% | 34.3 | 2463 |
| 7x | 50% | -5.0832 | +84.4901 | -89.5733 | 41.5% | 15.0% | 36.5 | 2463 |
| 8x | 5% | -2.0426 | +99.1818 | -101.2244 best | 40.7% | 65.5% | 13.9 | 2463 |
| 8x | 10% | -2.9826 | +99.1818 | -102.1645 | 40.8% | 49.6% | 20.1 | 2463 |
| 8x | 15% | -3.5875 | +99.1818 | -102.7693 | 40.8% | 40.6% | 23.8 | 2463 |
| 8x | 20% | -4.1731 | +99.1818 | -103.3550 | 40.7% | 34.4% | 26.5 | 2463 |
| 8x | 30% | -4.8725 | +99.1818 | -104.0544 | 40.8% | 26.1% | 30.6 | 2463 |
| 8x | 40% | -5.3518 | +99.1818 | -104.5337 | 41.1% | 20.9% | 33.3 | 2463 |
| 8x | 50% | -5.8761 | +99.1818 | -105.0579 | 41.3% | 17.4% | 35.1 | 2463 |
| 槓桿 | 停損% | 網格報酬% | 買進持有% | edge% | 網格勝率 | 停損觸發率 | 平均完成來回格數 | 樣本數 |
|---|---|---|---|---|---|---|---|---|
| 2x | 5% | -1.6035 | +19.7178 | -21.3213 | 40.3% | 37.2% | 69.6 | 2463 |
| 3x | 5% | -1.9832 | +30.6406 | -32.6238 | 40.6% | 47.0% | 59.0 | 2463 |
| 4x | 5% | -2.3220 | +42.8424 | -45.1644 | 40.4% | 54.6% | 51.2 | 2463 |
| 5x | 5% | -2.5662 | +56.1668 | -58.7330 | 40.4% | 60.1% | 45.5 | 2463 |
| 6x | 5% | -2.8012 | +70.1158 | -72.9170 | 40.5% | 64.9% | 41.1 | 2463 |
| 7x | 5% | -2.9724 | +84.4901 | -87.4624 | 40.7% | 68.4% | 37.3 | 2463 |
| 8x | 5% | -3.0945 | +99.1818 | -102.2764 | 40.6% | 71.0% | 34.8 | 2463 |
| 槓桿 | 停損% | 網格報酬% | 買進持有% | edge% | 網格勝率 | 停損觸發率 | 平均完成來回格數 | 樣本數 |
|---|---|---|---|---|---|---|---|---|
| 2x | 5% | -1.6035 | +19.7178 | -21.3213 best | 40.3% | 37.2% | 69.6 | 2463 |
| 2x | 10% | -2.1533 | +19.7178 | -21.8712 | 40.3% | 23.1% | 87.7 | 2463 |
| 2x | 15% | -2.3873 | +19.7178 | -22.1051 | 40.7% | 15.3% | 97.7 | 2463 |
| 2x | 50% | -2.4803 | +19.7178 | -22.1982 | 41.6% | 1.8% | 115.4 | 2463 |
| 2x | 30% | -2.5095 | +19.7178 | -22.2273 | 41.5% | 5.3% | 111.0 | 2463 |
| 2x | 40% | -2.5108 | +19.7178 | -22.2286 | 41.5% | 3.1% | 114.0 | 2463 |
| 2x | 20% | -2.5188 | +19.7178 | -22.2366 | 41.0% | 10.8% | 103.7 | 2463 |
| 3x | 5% | -1.9832 | +30.6406 | -32.6238 best | 40.6% | 47.0% | 59.0 | 2463 |
| 3x | 10% | -2.7516 | +30.6406 | -33.3923 | 40.3% | 31.0% | 77.1 | 2463 |
| 3x | 15% | -3.2300 | +30.6406 | -33.8706 | 40.3% | 23.1% | 87.7 | 2463 |
| 3x | 20% | -3.6020 | +30.6406 | -34.2427 | 40.8% | 18.1% | 94.1 | 2463 |
| 3x | 50% | -3.7554 | +30.6406 | -34.3960 | 41.5% | 4.3% | 112.8 | 2463 |
| 3x | 30% | -3.7782 | +30.6406 | -34.4188 | 41.0% | 10.8% | 103.7 | 2463 |
| 3x | 40% | -3.7791 | +30.6406 | -34.4198 | 41.2% | 6.9% | 108.9 | 2463 |
| 4x | 5% | -2.3220 | +42.8424 | -45.1644 best | 40.4% | 54.6% | 51.2 | 2463 |
| 4x | 10% | -3.2069 | +42.8424 | -46.0493 | 40.3% | 37.2% | 69.6 | 2463 |
| 4x | 15% | -3.8561 | +42.8424 | -46.6985 | 40.4% | 28.7% | 80.1 | 2463 |
| 4x | 20% | -4.3066 | +42.8424 | -47.1491 | 40.3% | 23.1% | 87.7 | 2463 |
| 4x | 30% | -4.7745 | +42.8424 | -47.6169 | 40.7% | 15.3% | 97.7 | 2463 |
| 4x | 40% | -5.0376 | +42.8424 | -47.8800 | 41.0% | 10.8% | 103.7 | 2463 |
| 4x | 50% | -5.0900 | +42.8424 | -47.9324 | 41.1% | 7.8% | 107.8 | 2463 |
| 5x | 5% | -2.5662 | +56.1668 | -58.7330 best | 40.4% | 60.1% | 45.5 | 2463 |
| 5x | 10% | -3.6334 | +56.1668 | -59.8002 | 40.4% | 42.8% | 63.5 | 2463 |
| 5x | 15% | -4.4352 | +56.1668 | -60.6020 | 40.3% | 33.8% | 74.0 | 2463 |
| 5x | 20% | -4.8757 | +56.1668 | -61.0424 | 40.4% | 27.0% | 82.0 | 2463 |
| 5x | 30% | -5.8315 | +56.1668 | -61.9982 | 40.6% | 19.9% | 91.5 | 2463 |
| 5x | 40% | -6.0759 | +56.1668 | -62.2427 | 40.8% | 14.4% | 99.1 | 2463 |
| 5x | 50% | -6.2969 | +56.1668 | -62.4637 | 41.0% | 10.8% | 103.7 | 2463 |
| 6x | 5% | -2.8012 | +70.1158 | -72.9170 best | 40.5% | 64.9% | 41.1 | 2463 |
| 6x | 10% | -3.9664 | +70.1158 | -74.0822 | 40.6% | 47.0% | 59.0 | 2463 |
| 6x | 15% | -4.8104 | +70.1158 | -74.9262 | 40.3% | 37.2% | 69.6 | 2463 |
| 6x | 20% | -5.5033 | +70.1158 | -75.6191 | 40.3% | 31.0% | 77.1 | 2463 |
| 6x | 30% | -6.4600 | +70.1158 | -76.5758 | 40.3% | 23.1% | 87.7 | 2463 |
| 6x | 40% | -7.2041 | +70.1158 | -77.3199 | 40.8% | 18.1% | 94.1 | 2463 |
| 6x | 50% | -7.3775 | +70.1158 | -77.4933 | 40.8% | 13.8% | 99.8 | 2463 |
| 7x | 5% | -2.9724 | +84.4901 | -87.4624 best | 40.7% | 68.4% | 37.3 | 2463 |
| 7x | 10% | -4.3592 | +84.4901 | -88.8492 | 40.5% | 51.2% | 54.7 | 2463 |
| 7x | 15% | -5.2706 | +84.4901 | -89.7606 | 40.3% | 41.1% | 65.4 | 2463 |
| 7x | 20% | -6.0504 | +84.4901 | -90.5405 | 40.2% | 34.7% | 72.9 | 2463 |
| 7x | 30% | -7.0686 | +84.4901 | -91.5586 | 40.3% | 25.7% | 84.0 | 2463 |
| 7x | 40% | -7.9394 | +84.4901 | -92.4295 | 40.6% | 20.7% | 90.6 | 2463 |
| 7x | 50% | -8.4118 | +84.4901 | -92.9019 | 40.8% | 16.5% | 96.3 | 2463 |
| 8x | 5% | -3.0945 | +99.1818 | -102.2764 best | 40.6% | 71.0% | 34.8 | 2463 |
| 8x | 10% | -4.6440 | +99.1818 | -103.8259 | 40.4% | 54.6% | 51.2 | 2463 |
| 8x | 15% | -5.6651 | +99.1818 | -104.8470 | 40.6% | 44.3% | 61.8 | 2463 |
| 8x | 20% | -6.4138 | +99.1818 | -105.5957 | 40.3% | 37.2% | 69.6 | 2463 |
| 8x | 30% | -7.7122 | +99.1818 | -106.8940 | 40.4% | 28.7% | 80.1 | 2463 |
| 8x | 40% | -8.6133 | +99.1818 | -107.7952 | 40.3% | 23.1% | 87.7 | 2463 |
| 8x | 50% | -9.3907 | +99.1818 | -108.5725 | 40.7% | 19.2% | 92.7 | 2463 |
| 槓桿 | 停損% | 網格報酬% | 買進持有% | edge% | 網格勝率 | 停損觸發率 | 平均完成來回格數 | 樣本數 |
|---|---|---|---|---|---|---|---|---|
| 2x | 5% | -1.6869 | +19.7178 | -21.4047 | 40.0% | 44.8% | 39.6 | 2463 |
| 3x | 5% | -2.0561 | +30.6406 | -32.6968 | 40.1% | 54.5% | 32.5 | 2463 |
| 4x | 5% | -2.3438 | +42.8424 | -45.1862 | 40.1% | 61.1% | 27.9 | 2463 |
| 5x | 5% | -2.5827 | +56.1668 | -58.7495 | 40.2% | 66.3% | 24.5 | 2463 |
| 6x | 5% | -2.7420 | +70.1158 | -72.8578 | 40.2% | 69.5% | 22.0 | 2463 |
| 7x | 5% | -2.8914 | +84.4901 | -87.3815 | 40.4% | 72.2% | 20.2 | 2463 |
| 8x | 5% | -2.9735 | +99.1818 | -102.1554 | 40.5% | 74.4% | 18.5 | 2463 |
| 槓桿 | 停損% | 網格報酬% | 買進持有% | edge% | 網格勝率 | 停損觸發率 | 平均完成來回格數 | 樣本數 |
|---|---|---|---|---|---|---|---|---|
| 2x | 5% | -1.6869 | +19.7178 | -21.4047 best | 40.0% | 44.8% | 39.6 | 2463 |
| 2x | 10% | -2.3669 | +19.7178 | -22.0847 | 39.5% | 29.9% | 51.3 | 2463 |
| 2x | 50% | -2.6983 | +19.7178 | -22.4162 | 41.8% | 2.7% | 73.3 | 2463 |
| 2x | 15% | -2.7135 | +19.7178 | -22.4314 | 40.1% | 21.7% | 58.6 | 2463 |
| 2x | 40% | -2.8164 | +19.7178 | -22.5343 | 41.9% | 4.8% | 72.4 | 2463 |
| 2x | 30% | -2.9036 | +19.7178 | -22.6215 | 41.1% | 8.4% | 70.2 | 2463 |
| 2x | 20% | -3.0350 | +19.7178 | -22.7529 | 40.8% | 16.4% | 63.8 | 2463 |
| 3x | 5% | -2.0561 | +30.6406 | -32.6968 best | 40.1% | 54.5% | 32.5 | 2463 |
| 3x | 10% | -2.8182 | +30.6406 | -33.4589 | 39.8% | 37.8% | 44.8 | 2463 |
| 3x | 15% | -3.5503 | +30.6406 | -34.1910 | 39.5% | 29.9% | 51.3 | 2463 |
| 3x | 20% | -3.8470 | +30.6406 | -34.4876 | 40.1% | 23.8% | 56.8 | 2463 |
| 3x | 50% | -4.3150 | +30.6406 | -34.9557 | 41.5% | 7.0% | 71.2 | 2463 |
| 3x | 40% | -4.4635 | +30.6406 | -35.1041 | 40.8% | 10.6% | 68.8 | 2463 |
| 3x | 30% | -4.5525 | +30.6406 | -35.1932 | 40.8% | 16.4% | 63.8 | 2463 |
| 4x | 5% | -2.3438 | +42.8424 | -45.1862 best | 40.1% | 61.1% | 27.9 | 2463 |
| 4x | 10% | -3.3738 | +42.8424 | -46.2162 | 40.0% | 44.8% | 39.6 | 2463 |
| 4x | 15% | -4.0494 | +42.8424 | -46.8918 | 39.7% | 35.6% | 46.5 | 2463 |
| 4x | 20% | -4.7338 | +42.8424 | -47.5762 | 39.5% | 29.9% | 51.3 | 2463 |
| 4x | 30% | -5.4270 | +42.8424 | -48.2694 | 40.1% | 21.7% | 58.6 | 2463 |
| 4x | 50% | -5.9850 | +42.8424 | -48.8274 | 40.7% | 11.8% | 67.8 | 2463 |
| 4x | 40% | -6.0700 | +42.8424 | -48.9125 | 40.8% | 16.4% | 63.8 | 2463 |
| 5x | 5% | -2.5827 | +56.1668 | -58.7495 best | 40.2% | 66.3% | 24.5 | 2463 |
| 5x | 10% | -3.7751 | +56.1668 | -59.9418 | 39.9% | 50.1% | 35.7 | 2463 |
| 5x | 15% | -4.5926 | +56.1668 | -60.7593 | 40.0% | 40.7% | 42.7 | 2463 |
| 5x | 20% | -5.2454 | +56.1668 | -61.4122 | 39.8% | 34.4% | 47.7 | 2463 |
| 5x | 30% | -6.2467 | +56.1668 | -62.4135 | 40.0% | 25.9% | 54.8 | 2463 |
| 5x | 40% | -6.9642 | +56.1668 | -63.1310 | 40.1% | 20.5% | 59.6 | 2463 |
| 5x | 50% | -7.5876 | +56.1668 | -63.7543 | 40.8% | 16.4% | 63.8 | 2463 |
| 6x | 5% | -2.7420 | +70.1158 | -72.8578 best | 40.2% | 69.5% | 22.0 | 2463 |
| 6x | 10% | -4.1123 | +70.1158 | -74.2281 | 40.1% | 54.5% | 32.5 | 2463 |
| 6x | 15% | -5.0606 | +70.1158 | -75.1764 | 40.0% | 44.8% | 39.6 | 2463 |
| 6x | 20% | -5.6365 | +70.1158 | -75.7523 | 39.8% | 37.8% | 44.8 | 2463 |
| 6x | 30% | -7.1007 | +70.1158 | -77.2165 | 39.5% | 29.9% | 51.3 | 2463 |
| 6x | 40% | -7.6940 | +70.1158 | -77.8098 | 40.1% | 23.8% | 56.8 | 2463 |
| 6x | 50% | -8.6102 | +70.1158 | -78.7260 | 40.3% | 19.9% | 60.4 | 2463 |
| 7x | 5% | -2.8914 | +84.4901 | -87.3815 best | 40.4% | 72.2% | 20.2 | 2463 |
| 7x | 10% | -4.4733 | +84.4901 | -88.9634 | 40.1% | 58.4% | 29.8 | 2463 |
| 7x | 15% | -5.5327 | +84.4901 | -90.0227 | 39.9% | 48.7% | 36.9 | 2463 |
| 7x | 20% | -6.2869 | +84.4901 | -90.7770 | 39.9% | 41.8% | 41.8 | 2463 |
| 7x | 30% | -7.7223 | +84.4901 | -92.2124 | 39.7% | 33.2% | 48.8 | 2463 |
| 7x | 40% | -8.8091 | +84.4901 | -93.2992 | 39.9% | 27.3% | 53.6 | 2463 |
| 7x | 50% | -9.3056 | +84.4901 | -93.7956 | 40.3% | 22.7% | 57.8 | 2463 |
| 8x | 5% | -2.9735 | +99.1818 | -102.1554 best | 40.5% | 74.4% | 18.5 | 2463 |
| 8x | 10% | -4.6876 | +99.1818 | -103.8695 | 40.1% | 61.1% | 27.9 | 2463 |
| 8x | 15% | -5.8938 | +99.1818 | -105.0756 | 40.0% | 51.6% | 34.6 | 2463 |
| 8x | 20% | -6.7475 | +99.1818 | -105.9294 | 40.0% | 44.8% | 39.6 | 2463 |
| 8x | 30% | -8.0988 | +99.1818 | -107.2807 | 39.7% | 35.6% | 46.5 | 2463 |
| 8x | 40% | -9.4676 | +99.1818 | -108.6494 | 39.5% | 29.9% | 51.3 | 2463 |
| 8x | 50% | -10.0419 | +99.1818 | -109.2238 | 40.1% | 24.9% | 55.8 | 2463 |
edge% = 網格報酬% − 買進持有%（同槓桿、同期間單純持有不做網格），正值代表網格贏過單純持有。
「網格勝率」＝各次模擬中網格報酬贏過買進持有的比例；「停損觸發率」＝觸發帳戶浮動虧損%停損、整組網格提前
平倉停止的比例（此處停損定義為「帳戶浮動虧損%」，跟其他頁面「價格跌幅%」的停損不是同一種）；
「平均完成來回格數」＝平均每次模擬完成幾次買低賣高／放空回補（直接反映該標的／期間的震盪幅度，數字愈高
代表網格策略愈有機會發揮）。
每次模擬：起始日收盤價為基準布 ±區間% 共 N 格（等比間距，實際區間/格數見各形狀標題），啟動時完全空手
（不預先建倉，等價格真的穿越到某格才成交），之後用每日開高低收重建價格路徑逐格觸發買賣，持有
60 天或提前停損為止；同一標的每隔 20 天取一個歷史起始日滾動測試，每次模擬
視為獨立試驗（不是同一帳戶依序複利），跨（標的×起始日）取算術平均，並把單次試驗的報酬率下限夾在
-100%（同一次模擬最多賠光該次投入的本金，不會因為單一極端案例就把整體平均污染成 -100%）。
搜尋方法：兩階段——Phase 1 對每種「形狀」（做多/中性 × 區間% × 格數）只用一個代表槓桿（2x，
上一輪結果顯示槓桿越低對網格越有利，用最有利的槓桿篩形狀最公平）＋兩個停損候選找出該形狀的最佳
edge；取 edge 最高的前 3 名形狀進入 Phase 2，才對這些形狀做完整的槓桿×停損搜尋
（比照稍早 AI 停損搜尋「先粗篩、後細搜」的精神，避免對每種形狀都做全量搜尋、耗時暴增）。
中性模式（P0 以上鏡射新增放空格線）跟做多模式在「突破區間」時的行為不對稱：做多模式突破上緣是
「賣光打平、不再賺但也不再虧」，中性模式突破上緣是「空單套牢、繼續虧」——在明顯上漲趨勢的資料中，
中性模式可能因此比做多模式輸得更多，這是實測結果，不是設計目標。
⚠ 「買進持有%」這欄本身完全沒有停損保護（單純算「同槓桿抱到底」的原始報酬，可以低於 -100%）；
網格策略則有帳戶浮動虧損%停損保護，遇到大跌會提前停損出場。所以高槓桿下 edge% 可能特別大，有一部分
是「網格有停損保護、買進持有沒有停損保護」這個先天差異造成的。
⚠ 手續費估算為每次成交（買/賣或空/補）0.05%（買賣合計約0.1%／回合），以真實限價掛單（maker）
運作的網格機器人費率可能更低，這裡的估算偏保守，可能低估網格策略的實際報酬。
槓桿交易風險極高，停損觸發後本金可能大幅虧損，本頁不構成投資建議。
持有天數：
歷史起始日間隔：
