InvestMarket 操作方式回測(不選股・全標的等權重進場)

產生時間:2026-09-26 20:59:58 台灣時間(花費 3分25秒)
標的數 42 進場樣本 25677(訊號日間隔 2 日曆日) 期間數 6
排行榜只含你設定範圍內的組合(已關閉範圍外對照組,不含「只持有到期」「只設停損不設移動停利」等——若要找這些請重跑並勾選)。
搜尋方式:optuna-tpe,150 次試驗(操作方式=crypto 式二段移動停利+停損+槓桿;不做網格); 搜尋空間:leverage=2、stop_loss_pct=3~90、s1x=0、s1trail=0、s1sell=0、s2x=9999、s2trail=99、hold_cal_days=14
所有 % 參數(停損/啟動/回落)都是「權益%」,不是價格%:現貨價門檻 = 權益% ÷ 槓桿(例:2x、停損 8% 權益 = 價格跌 4% 出場); % 參數只搜尋整數。價格層級回落 < 2%(日線分辨不出)的組合不評估(本次略過 0 組)。
成本:手續費 0.05%/邊、滑價 0.1%/邊
排名目標:資金模式:複利(同軌每筆用上一筆剩餘資金;每筆等效複利率);排名目標:各期間平均最好(不管最差期間)(平均=依實際持有天數年化後換算的等效值,提早出場的資金視為立刻再投入) (排名用「複利平均 gavg_pc」=各期間依序複利的每筆等效成長;表中同時列出其他欄位,可自行比較取捨)
此資金模式會存入最佳操作方式,「指標回測」與每日排名一律沿用,比較才公平。
進場=訊號日下一根 K 棒開盤;持有期以日曆日計,時間到在最後一根 K 棒收盤出場;
日 K 棒內先後順序處理:保守假設(預設;移動停利一律以舊高點回落價成交) (時線校正表狀態:hourly-calibrated(2d),驗證結果見下方——校正表版本對時線判定的偏差比保守版更大,所以預設不採用)

操作方式回測控制頁 ・ 指標回測 ・ 每日排名

✅ 最佳操作方式(依上述排名目標):槓桿2x/停損13%權益(價格6.5%)/不設移動停利(只持有到期)/最長持有14日曆日(%皆為權益%)
(停損為兩段共用的硬停損;停損/啟動/回落都是權益%,現貨價門檻 = 權益% ÷ 槓桿;兩段移動停利各自獨立:第一段先賣掉一部分,剩下的走第二段;到期一律以最後一根收盤價出場)
年化(資金週轉):複利 +57.4%、固定資金 +57.8%(平均實際持有 10.7 日,持有日上限 14 日;提早出場的資金視為立刻再投入)
固定資金每筆平均 +1.690%(最差期間 -1.484%)
最差期間 min_pc =-1.885%(各期間中最差的「每筆等效複利率」),複利平均 +1.335% (算術平均 +1.348%), 單筆平均 +1.266%,勝率 43.7%。
⚠ 穩健度為負值:在這批標的、這段歷史上,找不到能穩定獲利的操作方式(此為不選股全買的結果,是否能靠「選股指標」翻正見指標回測)。
指標定義(請先看這裡)
① 一筆=一個持有週期(最長 14 日曆日,約兩週;可能提早停損/停利出場)。同一個訊號日進場的全部標的等權重平均成一筆組合報酬,單位是權益報酬%(已含槓桿與手續費、滑價)。
② 每筆等效複利率 per_trade_compound=把一個期間內首尾相接、互不重疊的一串交易(取 7 條不同起點的路徑)各自依序複利,再換算成「平均每筆」的成長率:(Π(1+每筆報酬))^(1/筆數) − 1,7 條路徑依筆數加權平均。它是每筆的複利報酬,不是每筆的算術平均,也不是整段期間的總報酬。
③ 最差期間 min_pc=各期間的每筆等效複利率中最小的一個;最差期間底線 −0.3%的意思是:任何一個期間的「每筆等效複利率」都不能低於 −0.3%(不是整段共 −0.3%)。
④ 複利平均 gavg_pc=各期間每筆等效複利率再依序複利平均(期間是依序發生的,排名用這個);算術平均 avg_pc=直接平均,僅供對照。
⑤ 換算成整段報酬:整段 ≈ (1 + 每筆)^筆數 − 1,筆數 ≈ 期間日曆日 ÷ 14(期間表的「每條路徑約幾筆」)。表中的「候選訊號日數」(約 100)只是可選的進場日期數量(每 N 日曆日取樣、排除只有加密幣交易的週末),不是交易筆數,也不是複利的筆數。
⑦ 固定資金口徑 fx(每筆固定本金、不複利):每筆都用同樣大小的本金、賺賠不再投入下一筆——「固定資金每筆平均」=各軌道每筆報酬的算術平均,「固定資金整段累加」=每筆報酬直接相加。它不會被「選股少、單筆波動大」的複利波動拖累而吃虧,適合比較「挑選股」與「全買」誰每筆賺得多;但它不反映「全部資金每次滾入」的成長,也看不出集中持股的風險(回撤)——複利口徑(前面各欄)看的是後者。資金模式選「固定資金」時,排名與底線都用這一口徑,且「指標回測」會沿用同一資金模式,才能與全買公平比較。
⑥ 整段期間報酬=該期間內每條不重疊路徑把所有交易依序複利的總報酬 Π(1+每筆報酬) − 1,再對 7 條路徑取平均(表中直接列出,不必自己換算);「全部期間(依序複利)」那一列是各期間整段報酬再依序複利。
⑧ 持有日不同的數字不能直接互比:「每筆」的長度=持有日(14 日的一筆比 7 日的一筆長一倍),所以本頁持有日只允許單一值;跨操作方式比較請看「年化」欄:資金週轉=提早停損/停利出場的資金可以立刻再投入下一筆,所以依「平均實際持有日」年化:年化複利 = (1+每筆等效複利率)^(365÷平均實際持有日) − 1,年化固定資金 = 固定資金每筆平均 × 365 ÷ 平均實際持有日。到期出場算滿持有日、提早出場算實際占用的日曆日(至少 1 天)。排名的「平均」就是依這個年化換算成每個持有日一筆的等效值(持有日固定時,等價於依年化排名);最差期間與底線仍用每筆口徑。這假設提早出場後馬上有下一筆可進場、且報酬與持有時間長短無關,是樂觀的簡化——實際上提早出場後的閒置日、換手的成本都會侵蝕這個好處。
例(本次最差期間 2021-10-22~2022-08-16,約 299 日曆日):每筆等效複利率 -1.885% × 約 20.4 筆依序複利 ≈ 整段期間 -31.8%(實測)。

前 15 名操作方式(依排名目標排序)

#槓桿停損
(權益%)
第一段 啟動/回落(權益%)/賣出占部位%第二段 啟動/回落
(權益%)
持有日
(日曆日)
最差期間 min_pc%複利平均 gavg_pc%算術平均 avg_pc%固定資金平均 fx_avg%
(每筆固定本金、不複利)
平均實際持有日
(提早出場會小於持有日)
年化複利%
(資金週轉)
年化固定資金%
(資金週轉)
單筆平均%勝率出場分布
12x13%—(跳過)9999% / 99%14-1.885+1.335+1.348+1.69010.7+57.4+57.8+1.26643.7%停損33.49%、跳空停損4.87%、到期61.65%
22x88%—(跳過)9999% / 99%14-3.218+1.729+1.763+2.38414.0+56.4+62.2+2.14351.6%停損0.23%、跳空停損0.02%、到期99.76%
32x89%—(跳過)9999% / 99%14-3.215+1.729+1.762+2.38314.0+56.4+62.2+2.14651.6%停損0.22%、跳空停損0.02%、到期99.77%
42x90%—(跳過)9999% / 99%14-3.219+1.728+1.762+2.38314.0+56.4+62.2+2.14551.6%停損0.2%、跳空停損0.02%、到期99.78%
52x87%—(跳過)9999% / 99%14-3.226+1.714+1.748+2.36914.0+55.8+61.8+2.13451.6%停損0.25%、跳空停損0.02%、到期99.73%
62x86%—(跳過)9999% / 99%14-3.223+1.713+1.747+2.36814.0+55.8+61.8+2.13451.6%停損0.27%、跳空停損0.02%、到期99.71%
72x83%—(跳過)9999% / 99%14-3.254+1.706+1.740+2.36114.0+55.5+61.6+2.12451.6%停損0.34%、跳空停損0.03%、到期99.63%
82x85%—(跳過)9999% / 99%14-3.255+1.706+1.739+2.36114.0+55.5+61.6+2.12751.6%停損0.3%、跳空停損0.02%、到期99.68%
92x82%—(跳過)9999% / 99%14-3.247+1.705+1.739+2.36114.0+55.5+61.6+2.12051.6%停損0.37%、跳空停損0.03%、到期99.6%
102x84%—(跳過)9999% / 99%14-3.262+1.702+1.736+2.35814.0+55.4+61.5+2.12251.6%停損0.33%、跳空停損0.04%、到期99.63%
112x80%—(跳過)9999% / 99%14-3.261+1.696+1.729+2.35214.0+55.1+61.4+2.11251.6%停損0.44%、跳空停損0.04%、到期99.52%
122x81%—(跳過)9999% / 99%14-3.256+1.696+1.729+2.35214.0+55.1+61.4+2.11451.6%停損0.41%、跳空停損0.03%、到期99.56%
132x79%—(跳過)9999% / 99%14-3.251+1.687+1.721+2.34414.0+54.8+61.2+2.10851.6%停損0.46%、跳空停損0.05%、到期99.49%
142x77%—(跳過)9999% / 99%14-3.232+1.679+1.712+2.33314.0+54.5+60.9+2.10151.6%停損0.51%、跳空停損0.07%、到期99.42%
152x78%—(跳過)9999% / 99%14-3.241+1.676+1.710+2.33114.0+54.4+60.9+2.10251.6%停損0.48%、跳空停損0.05%、到期99.47%

各槓桿最佳

槓桿停損
(權益%)
第一段 啟動/回落(權益%)/賣出占部位%第二段 啟動/回落
(權益%)
持有日
(日曆日)
最差期間 min_pc%複利平均 gavg_pc%算術平均 avg_pc%固定資金平均 fx_avg%
(每筆固定本金、不複利)
平均實際持有日
(提早出場會小於持有日)
年化複利%
(資金週轉)
年化固定資金%
(資金週轉)
單筆平均%勝率出場分布
2x13%—(跳過)9999% / 99%14-1.885+1.335+1.348+1.69010.7+57.4+57.8+1.26643.7%停損33.49%、跳空停損4.87%、到期61.65%

對照:只持有到期(不設停損/停利,僅槓桿強平;持有日同最佳操作方式,1x=單純買進持有)

槓桿停損
(權益%)
第一段 啟動/回落(權益%)/賣出占部位%第二段 啟動/回落
(權益%)
持有日
(日曆日)
最差期間 min_pc%複利平均 gavg_pc%算術平均 avg_pc%固定資金平均 fx_avg%
(每筆固定本金、不複利)
平均實際持有日
(提早出場會小於持有日)
年化複利%
(資金週轉)
年化固定資金%
(資金週轉)
單筆平均%勝率出場分布
1x99%—(跳過)9999% / 99%14-1.313+1.042+1.050+1.20614.0+31.0+31.4+1.09051.6%到期100%
2x99%—(跳過)9999% / 99%14-3.219+1.728+1.762+2.38314.0+56.4+62.2+2.14551.6%停損0.2%、跳空停損0.02%、到期99.78%

槓桿曲線:槓桿 1x~5x 的複利平均與最差期間

其他參數固定(最佳操作方式的停損/啟動/回落都是權益%,槓桿變大時對應的價格門檻=權益% ÷ 槓桿,變得更小、更容易觸發), 只改槓桿;實線=最佳操作方式,虛線=只持有到期(不設停損停利)。單位是「每個持有日一筆」的%(複利=每筆等效複利率、固定資金=每筆報酬算術平均,都已依平均實際持有天數做「資金週轉調整」:提早出場的資金視為立刻再投入), 最差期間=各期間中最差的那一個。圈起來的點=複利平均的最高點。

複利口徑

-12.5-9.2-6.0-2.7+0.6+3.81x2x3x4x5x槓桿(倍)複利平均・週轉調整(最佳操作方式) 1x: +0.944%複利平均・週轉調整(最佳操作方式) 1.5x: +1.298%複利平均・週轉調整(最佳操作方式) 2x: +1.754%複利平均・週轉調整(最佳操作方式) 2.5x: +2.003%複利平均・週轉調整(最佳操作方式) 3x: +2.110%複利平均・週轉調整(最佳操作方式) 3.5x: +2.195%複利平均・週轉調整(最佳操作方式) 4x: +2.498%複利平均・週轉調整(最佳操作方式) 4.5x: +2.677%複利平均・週轉調整(最佳操作方式) 5x: +2.723%複利平均・週轉調整(最佳操作方式)最差期間(最佳操作方式) 1x: -1.091%最差期間(最佳操作方式) 1.5x: -1.531%最差期間(最佳操作方式) 2x: -1.885%最差期間(最佳操作方式) 2.5x: -2.131%最差期間(最佳操作方式) 3x: -2.189%最差期間(最佳操作方式) 3.5x: -2.151%最差期間(最佳操作方式) 4x: -2.364%最差期間(最佳操作方式) 4.5x: -2.695%最差期間(最佳操作方式) 5x: -2.881%最差期間(最佳操作方式)複利平均・週轉調整(只持有到期) 1x: +1.042%複利平均・週轉調整(只持有到期) 1.5x: +1.444%複利平均・週轉調整(只持有到期) 2x: +1.729%複利平均・週轉調整(只持有到期) 2.5x: +1.879%複利平均・週轉調整(只持有到期) 3x: +1.940%複利平均・週轉調整(只持有到期) 3.5x: +1.792%複利平均・週轉調整(只持有到期) 4x: +1.697%複利平均・週轉調整(只持有到期) 4.5x: +1.409%複利平均・週轉調整(只持有到期) 5x: +1.195%複利平均・週轉調整(只持有到期)最差期間(只持有到期) 1x: -1.313%最差期間(只持有到期) 1.5x: -2.140%最差期間(只持有到期) 2x: -3.219%最差期間(只持有到期) 2.5x: -4.349%最差期間(只持有到期) 3x: -5.619%最差期間(只持有到期) 3.5x: -6.934%最差期間(只持有到期) 4x: -8.273%最差期間(只持有到期) 4.5x: -9.968%最差期間(只持有到期) 5x: -11.368%最差期間(只持有到期)

固定資金口徑

-6.5-3.9-1.3+1.2+3.8+6.41x2x3x4x5x槓桿(倍)固定資金平均・週轉調整(最佳操作方式) 1x: +1.095%固定資金平均・週轉調整(最佳操作方式) 1.5x: +1.588%固定資金平均・週轉調整(最佳操作方式) 2x: +2.215%固定資金平均・週轉調整(最佳操作方式) 2.5x: +2.638%固定資金平均・週轉調整(最佳操作方式) 3x: +2.928%固定資金平均・週轉調整(最佳操作方式) 3.5x: +3.241%固定資金平均・週轉調整(最佳操作方式) 4x: +3.779%固定資金平均・週轉調整(最佳操作方式) 4.5x: +4.201%固定資金平均・週轉調整(最佳操作方式) 5x: +4.464%固定資金平均・週轉調整(最佳操作方式)最差期間(最佳操作方式) 1x: -0.919%最差期間(最佳操作方式) 1.5x: -1.244%最差期間(最佳操作方式) 2x: -1.484%最差期間(最佳操作方式) 2.5x: -1.634%最差期間(最佳操作方式) 3x: -1.593%最差期間(最佳操作方式) 3.5x: -1.457%最差期間(最佳操作方式) 4x: -1.633%最差期間(最佳操作方式) 4.5x: -1.988%最差期間(最佳操作方式) 5x: -2.193%最差期間(最佳操作方式)固定資金平均・週轉調整(只持有到期) 1x: +1.206%固定資金平均・週轉調整(只持有到期) 1.5x: +1.809%固定資金平均・週轉調整(只持有到期) 2x: +2.385%固定資金平均・週轉調整(只持有到期) 2.5x: +2.907%固定資金平均・週轉調整(只持有到期) 3x: +3.441%固定資金平均・週轉調整(只持有到期) 3.5x: +3.857%固定資金平均・週轉調整(只持有到期) 4x: +4.415%固定資金平均・週轉調整(只持有到期) 4.5x: +4.881%固定資金平均・週轉調整(只持有到期) 5x: +5.469%固定資金平均・週轉調整(只持有到期)最差期間(只持有到期) 1x: -1.095%最差期間(只持有到期) 1.5x: -1.642%最差期間(只持有到期) 2x: -2.295%最差期間(只持有到期) 2.5x: -2.899%最差期間(只持有到期) 3x: -3.504%最差期間(只持有到期) 3.5x: -4.060%最差期間(只持有到期) 4x: -4.562%最差期間(只持有到期) 4.5x: -5.244%最差期間(只持有到期) 5x: -5.575%最差期間(只持有到期)
槓桿最佳操作方式只持有到期
複利平均
(週轉調整)%
最差期間
min_pc%
固定資金平均
(週轉調整)%
最差期間
fx_min%
複利平均
(週轉調整)%
最差期間
min_pc%
固定資金平均
(週轉調整)%
最差期間
fx_min%
1x+0.944-1.091+1.095-0.919+1.042-1.313+1.206-1.095
1.5x+1.298-1.531+1.588-1.244+1.444-2.140+1.809-1.642
2x+1.754-1.885+2.215-1.484+1.729-3.219+2.385-2.295
2.5x+2.003-2.131+2.638-1.634+1.879-4.349+2.907-2.899
3x+2.110-2.189+2.928-1.593+1.940-5.619+3.441-3.504
3.5x+2.195-2.151+3.241-1.457+1.792-6.934+3.857-4.060
4x+2.498-2.364+3.779-1.633+1.697-8.273+4.415-4.562
4.5x+2.677-2.695+4.201-1.988+1.409-9.968+4.881-5.244
5x+2.723-2.881+4.464-2.193+1.195-11.368+5.469-5.575
怎麼讀:
・複利平均最高點:最佳操作方式 5x(+2.723%)、只持有到期 3x(+1.940%)。 (最高點落在掃描範圍的上邊界,實際最高點可能更高;但槓桿愈高、強平與跳空風險愈大,不建議追)
・固定資金每筆平均隨槓桿幾乎成正比上升(最佳操作方式最高在 5x、只持有到期在 5x),沒有轉折;但複利平均到某個槓桿後會轉折下降(波動吃掉成長), 且最差期間隨槓桿快速惡化。
・實際使用建議取最高點的一半到三分之二(半凱利):依複利最高點約 2.5x ~ 3.3x。原因=最高點是歷史挑出來的, 會高估;超過真正最高點時成長率掉得比低於它時快(曲線不對稱),且強平/跳空風險回測看不到。

目前只有「停損(權益%)」這一個參數在搜尋範圍,下面會多畫一張單一參數掃描圖。

單一參數掃描:停損(權益%)

這次搜尋空間裡只有「停損(權益%)」這一個參數在變動,其他參數都固定,所以直接把搜尋過程中已經評估過的 組合畫成圖:橫軸=停損(權益%),左軸(藍線)=年化複利%(依實際持有天數做過資金週轉調整)、 右軸(綠線)=複利平均 gavg_pc%,兩條線各用各自的刻度、不是同一個尺度。 兩個圈圈分別標各自線的最高點(不一定在同一個 x 上——年化還會受「平均實際持有天數」影響,不是跟複利平均完全同步), 跟前面「前 15 名」表裡的名次也不一定一樣,因為排名目標不一定是「只看這兩者之一」。點的疏密取決於貝氏搜尋實際試過哪些值,不是均勻網格。

+32.6+0.29+37.9+0.60+43.2+0.91+48.5+1.22+53.9+1.53+59.2+1.84324546974798590停損(權益%)年化複利%(資金週轉)複利平均 gavg_pc%年化複利%(資金週轉) 3: +34.400年化複利%(資金週轉) 5: +48.460年化複利%(資金週轉) 8: +49.240年化複利%(資金週轉) 13: +57.350年化複利%(資金週轉) 16: +53.500年化複利%(資金週轉) 24: +48.820年化複利%(資金週轉) 28: +49.160年化複利%(資金週轉) 35: +48.240年化複利%(資金週轉) 37: +46.690年化複利%(資金週轉) 45: +48.460年化複利%(資金週轉) 47: +49.620年化複利%(資金週轉) 54: +49.110年化複利%(資金週轉) 55: +50.300年化複利%(資金週轉) 61: +51.900年化複利%(資金週轉) 65: +52.420年化複利%(資金週轉) 67: +52.570年化複利%(資金週轉) 69: +52.740年化複利%(資金週轉) 70: +53.010年化複利%(資金週轉) 71: +53.560年化複利%(資金週轉) 72: +53.870年化複利%(資金週轉) 73: +53.830年化複利%(資金週轉) 74: +53.580年化複利%(資金週轉) 75: +53.810年化複利%(資金週轉) 76: +54.210年化複利%(資金週轉) 77: +54.480年化複利%(資金週轉) 78: +54.370年化複利%(資金週轉) 79: +54.790年化複利%(資金週轉) 80: +55.130年化複利%(資金週轉) 81: +55.120年化複利%(資金週轉) 82: +55.490年化複利%(資金週轉) 83: +55.520年化複利%(資金週轉) 84: +55.360年化複利%(資金週轉) 85: +55.490年化複利%(資金週轉) 86: +55.780年化複利%(資金週轉) 87: +55.820年化複利%(資金週轉) 88: +56.420年化複利%(資金週轉) 89: +56.390年化複利%(資金週轉) 90: +56.360複利平均 gavg_pc% 3: +0.398複利平均 gavg_pc% 5: +0.725複利平均 gavg_pc% 8: +0.951複利平均 gavg_pc% 13: +1.335複利平均 gavg_pc% 16: +1.354複利平均 gavg_pc% 24: +1.390複利平均 gavg_pc% 28: +1.438複利平均 gavg_pc% 35: +1.458複利平均 gavg_pc% 37: +1.427複利平均 gavg_pc% 45: +1.496複利平均 gavg_pc% 47: +1.531複利平均 gavg_pc% 54: +1.529複利平均 gavg_pc% 55: +1.560複利平均 gavg_pc% 61: +1.606複利平均 gavg_pc% 65: +1.622複利平均 gavg_pc% 67: +1.627複利平均 gavg_pc% 69: +1.632複利平均 gavg_pc% 70: +1.639複利平均 gavg_pc% 71: +1.654複利平均 gavg_pc% 72: +1.662複利平均 gavg_pc% 73: +1.661複利平均 gavg_pc% 74: +1.655複利平均 gavg_pc% 75: +1.661複利平均 gavg_pc% 76: +1.672複利平均 gavg_pc% 77: +1.679複利平均 gavg_pc% 78: +1.676複利平均 gavg_pc% 79: +1.687複利平均 gavg_pc% 80: +1.696複利平均 gavg_pc% 81: +1.696複利平均 gavg_pc% 82: +1.705複利平均 gavg_pc% 83: +1.706複利平均 gavg_pc% 84: +1.702複利平均 gavg_pc% 85: +1.706複利平均 gavg_pc% 86: +1.713複利平均 gavg_pc% 87: +1.714複利平均 gavg_pc% 88: +1.729複利平均 gavg_pc% 89: +1.729複利平均 gavg_pc% 90: +1.728

最佳操作方式:各期間表現

期間(訊號日)日曆日數每筆等效複利率 %整段期間報酬 %
(各路徑複利後平均)
固定資金每筆平均 %
(不複利)
固定資金整段累加 %
(每筆固定本金相加)
每條路徑平均幾筆 候選訊號日數
(每2日曆日取樣、排除僅加密幣的週末)
軌道數軌道獲利比例
2021-10-22~2022-08-16299-1.885-31.76-1.484-30.220.410470%
2022-08-17~2023-06-12300+0.803+17.64+1.164+22.619.91017100%
2023-06-13~2024-04-07300+1.950+49.78+2.197+45.020.31027100%
2024-04-08~2025-02-01300+2.003+51.33+2.298+46.220.31027100%
2025-02-02~2025-11-28300+3.228+91.01+3.584+72.520.31037100%
2025-11-29~2026-09-24300+1.991+47.89+2.383+45.919.3977100%
全部期間(複利/累加)1799+1.368+413.99+1.676+202.0120.5609

複利用的是「每條路徑約幾筆」(互不重疊、間隔 ≥ 持有日),不是「候選訊號日數」;後者只是可選的進場日期數量。

驗證:日線回測(含校正表)vs 時線直接判定

以最佳操作模式,對 42 檔有時線的標的(最近約 2~3 年、每 3 個訊號日取樣)逐筆比較。「保守」=沒有校正表、移動停利一律以舊高點回落價成交。單位:權益報酬%(平均)。MAE=與時線判定逐筆差的平均絕對值。

類別筆數時線判定 平均%日線+校正 平均%日線保守 平均%MAE(校正)MAE(保守)時線 出場分布日線+校正 出場分布
股票/指數/商品8027+2.423+2.446+2.4460.5690.569停損28.3%、跳空停損5.8%、到期65.9%停損28.3%、跳空停損5.8%、到期65.9%
加密幣1190+2.088+2.083+2.0830.1250.125停損50.2%、跳空停損0.5%、到期49.3%停損50.8%、到期49.2%

校正表摘要(目前未採用,僅供驗證對照)

類別隱藏反轉機率曲線 [ratio, prob]樣本日數
股票/指數/商品[[0.05, 0.2441], [0.15, 0.3792], [0.25, 0.4704], [0.35, 0.5206], [0.45, 0.5558], [0.55, 0.5685], [0.65, 0.5645], [0.75, 0.5538], [0.85, 0.5079], [0.95, 0.4615]]38634
加密幣[[0.05, 0.6221], [0.15, 0.7967], [0.25, 0.8743], [0.35, 0.8551], [0.45, 0.8013], [0.55, 0.755], [0.65, 0.7212], [0.75, 0.6325], [0.85, 0.5907], [0.95, 0.5326]]3650

報酬率分佈(單筆交易,查錯用)

每一筆是「一個標的、一個進場日」的實際模擬結果(權益%:已含槓桿、手續費與滑價,持有最長 14 日曆日)。用來檢查有沒有不合理的地方(例如停損筆的報酬遠超過停損設定、到期筆全部為正等)。(本頁不選股,每個標的每個訊號日都進場。)
強平的位置:價格跌到權益虧損約 90%(=1 ÷ 槓桿 × 0.9,交易所會在保證金耗盡之前就強制平倉,不會等到虧 100%)就視為強平,所以「不設停損」時的大虧會集中在 −90% 再加上手續費/滑價(約 −91% ~ −93%),而不是 −100%;強平在表中歸類為「停損」。若遇跳空一開盤就穿過強平價,才會虧得更多(表中「跳空停損」的最小值)。

最佳操作方式(全買,所有期間的全部交易)

筆數平均%中位數%標準差%勝率%最小%P5P25P75P95最大%
25457+1.27-2.7620.8343.7-71.22-13.57-13.57+8.53+36.02+342.32

依出場類型(取部位比例較大的一段;查錯用:停損的報酬應集中在「−停損權益%」附近再扣成本,到期的報酬應散布在 0 兩側)

出場類型筆數占比平均報酬%最小%最大%
停損852533.5%-13.57-13.57-13.57
跳空停損12394.9%-17.42-71.22-13.57
到期1569361.6%+10.80-13.38+342.32

等距 2%(細節)

(-72, -70]%: 1筆 (0.00%)(-72, -70]%1筆(0.0%)(-70, -68]%: 0筆 (0.00%)(-70, -68]%0筆(0.0%)(-68, -66]%: 0筆 (0.00%)(-68, -66]%0筆(0.0%)(-66, -64]%: 0筆 (0.00%)(-66, -64]%0筆(0.0%)(-64, -62]%: 1筆 (0.00%)(-64, -62]%1筆(0.0%)(-62, -60]%: 0筆 (0.00%)(-62, -60]%0筆(0.0%)(-60, -58]%: 0筆 (0.00%)(-60, -58]%0筆(0.0%)(-58, -56]%: 1筆 (0.00%)(-58, -56]%1筆(0.0%)(-56, -54]%: 0筆 (0.00%)(-56, -54]%0筆(0.0%)(-54, -52]%: 1筆 (0.00%)(-54, -52]%1筆(0.0%)(-52, -50]%: 3筆 (0.01%)(-52, -50]%3筆(0.0%)(-50, -48]%: 0筆 (0.00%)(-50, -48]%0筆(0.0%)(-48, -46]%: 1筆 (0.00%)(-48, -46]%1筆(0.0%)(-46, -44]%: 1筆 (0.00%)(-46, -44]%1筆(0.0%)(-44, -42]%: 2筆 (0.01%)(-44, -42]%2筆(0.0%)(-42, -40]%: 2筆 (0.01%)(-42, -40]%2筆(0.0%)(-40, -38]%: 2筆 (0.01%)(-40, -38]%2筆(0.0%)(-38, -36]%: 5筆 (0.02%)(-38, -36]%5筆(0.0%)(-36, -34]%: 5筆 (0.02%)(-36, -34]%5筆(0.0%)(-34, -32]%: 3筆 (0.01%)(-34, -32]%3筆(0.0%)(-32, -30]%: 10筆 (0.04%)(-32, -30]%10筆(0.0%)(-30, -28]%: 13筆 (0.05%)(-30, -28]%13筆(0.1%)(-28, -26]%: 16筆 (0.06%)(-28, -26]%16筆(0.1%)(-26, -24]%: 32筆 (0.13%)(-26, -24]%32筆(0.1%)(-24, -22]%: 51筆 (0.20%)(-24, -22]%51筆(0.2%)(-22, -20]%: 63筆 (0.25%)(-22, -20]%63筆(0.2%)(-20, -18]%: 123筆 (0.48%)(-20, -18]%123筆(0.5%)(-18, -16]%: 217筆 (0.85%)(-18, -16]%217筆(0.9%)(-16, -14]%: 504筆 (1.98%)(-16, -14]%504筆(2.0%)(-14, -12]%: 8771筆 (34.45%)(-14, -12]%8771筆(34.5%)(-12, -10]%: 280筆 (1.10%)(-12, -10]%280筆(1.1%)(-10, -8]%: 465筆 (1.83%)(-10, -8]%465筆(1.8%)(-8, -6]%: 665筆 (2.61%)(-8, -6]%665筆(2.6%)(-6, -4]%: 851筆 (3.34%)(-6, -4]%851筆(3.3%)(-4, -2]%: 1093筆 (4.29%)(-4, -2]%1093筆(4.3%)(-2, 0]%: 1147筆 (4.51%)(-2, 0]%1147筆(4.5%)(0, 2]%: 1237筆 (4.86%)(0, 2]%1237筆(4.9%)(2, 4]%: 1214筆 (4.77%)(2, 4]%1214筆(4.8%)(4, 6]%: 1114筆 (4.38%)(4, 6]%1114筆(4.4%)(6, 8]%: 995筆 (3.91%)(6, 8]%995筆(3.9%)(8, 10]%: 798筆 (3.13%)(8, 10]%798筆(3.1%)(10, 12]%: 734筆 (2.88%)(10, 12]%734筆(2.9%)(12, 14]%: 696筆 (2.73%)(12, 14]%696筆(2.7%)(14, 16]%: 536筆 (2.11%)(14, 16]%536筆(2.1%)(16, 18]%: 446筆 (1.75%)(16, 18]%446筆(1.8%)(18, 20]%: 400筆 (1.57%)(18, 20]%400筆(1.6%)(20, 22]%: 318筆 (1.25%)(20, 22]%318筆(1.2%)(22, 24]%: 282筆 (1.11%)(22, 24]%282筆(1.1%)(24, 26]%: 224筆 (0.88%)(24, 26]%224筆(0.9%)(26, 28]%: 204筆 (0.80%)(26, 28]%204筆(0.8%)(28, 30]%: 192筆 (0.75%)(28, 30]%192筆(0.8%)(30, 32]%: 167筆 (0.66%)(30, 32]%167筆(0.7%)(32, 34]%: 136筆 (0.53%)(32, 34]%136筆(0.5%)(34, 36]%: 160筆 (0.63%)(34, 36]%160筆(0.6%)(36, 38]%: 129筆 (0.51%)(36, 38]%129筆(0.5%)(38, 40]%: 108筆 (0.42%)(38, 40]%108筆(0.4%)(40, 42]%: 96筆 (0.38%)(40, 42]%96筆(0.4%)(42, 44]%: 88筆 (0.35%)(42, 44]%88筆(0.3%)(44, 46]%: 97筆 (0.38%)(44, 46]%97筆(0.4%)(46, 48]%: 63筆 (0.25%)(46, 48]%63筆(0.2%)(48, 50]%: 55筆 (0.22%)(48, 50]%55筆(0.2%)(50, 52]%: 39筆 (0.15%)(50, 52]%39筆(0.2%)(52, 54]%: 40筆 (0.16%)(52, 54]%40筆(0.2%)(54, 56]%: 38筆 (0.15%)(54, 56]%38筆(0.1%)(56, 58]%: 33筆 (0.13%)(56, 58]%33筆(0.1%)(58, 60]%: 30筆 (0.12%)(58, 60]%30筆(0.1%)(60, 62]%: 38筆 (0.15%)(60, 62]%38筆(0.1%)(62, 64]%: 20筆 (0.08%)(62, 64]%20筆(0.1%)(64, 66]%: 29筆 (0.11%)(64, 66]%29筆(0.1%)(66, 68]%: 34筆 (0.13%)(66, 68]%34筆(0.1%)(68, 70]%: 25筆 (0.10%)(68, 70]%25筆(0.1%)(70, 72]%: 23筆 (0.09%)(70, 72]%23筆(0.1%)(72, 74]%: 16筆 (0.06%)(72, 74]%16筆(0.1%)(74, 76]%: 16筆 (0.06%)(74, 76]%16筆(0.1%)(76, 78]%: 14筆 (0.05%)(76, 78]%14筆(0.1%)(78, 80]%: 19筆 (0.07%)(78, 80]%19筆(0.1%)(80, 82]%: 11筆 (0.04%)(80, 82]%11筆(0.0%)(82, 84]%: 5筆 (0.02%)(82, 84]%5筆(0.0%)(84, 86]%: 7筆 (0.03%)(84, 86]%7筆(0.0%)(86, 88]%: 18筆 (0.07%)(86, 88]%18筆(0.1%)(88, 90]%: 15筆 (0.06%)(88, 90]%15筆(0.1%)(90, 92]%: 6筆 (0.02%)(90, 92]%6筆(0.0%)(92, 94]%: 15筆 (0.06%)(92, 94]%15筆(0.1%)(94, 96]%: 11筆 (0.04%)(94, 96]%11筆(0.0%)(96, 98]%: 8筆 (0.03%)(96, 98]%8筆(0.0%)(98, 100]%: 2筆 (0.01%)(98, 100]%2筆(0.0%)(100, 102]%: 8筆 (0.03%)(100, 102]%8筆(0.0%)(102, 104]%: 9筆 (0.04%)(102, 104]%9筆(0.0%)(104, 106]%: 6筆 (0.02%)(104, 106]%6筆(0.0%)(106, 108]%: 3筆 (0.01%)(106, 108]%3筆(0.0%)(108, 110]%: 2筆 (0.01%)(108, 110]%2筆(0.0%)(110, 112]%: 9筆 (0.04%)(110, 112]%9筆(0.0%)(112, 114]%: 3筆 (0.01%)(112, 114]%3筆(0.0%)(114, 116]%: 3筆 (0.01%)(114, 116]%3筆(0.0%)(116, 118]%: 4筆 (0.02%)(116, 118]%4筆(0.0%)(118, 120]%: 1筆 (0.00%)(118, 120]%1筆(0.0%)(120, 122]%: 3筆 (0.01%)(120, 122]%3筆(0.0%)(122, 124]%: 2筆 (0.01%)(122, 124]%2筆(0.0%)(124, 126]%: 3筆 (0.01%)(124, 126]%3筆(0.0%)(126, 128]%: 1筆 (0.00%)(126, 128]%1筆(0.0%)(128, 130]%: 2筆 (0.01%)(128, 130]%2筆(0.0%)(130, 132]%: 2筆 (0.01%)(130, 132]%2筆(0.0%)(132, 134]%: 2筆 (0.01%)(132, 134]%2筆(0.0%)(134, 136]%: 3筆 (0.01%)(134, 136]%3筆(0.0%)(136, 138]%: 2筆 (0.01%)(136, 138]%2筆(0.0%)(138, 140]%: 0筆 (0.00%)(138, 140]%0筆(0.0%)(140, 142]%: 2筆 (0.01%)(140, 142]%2筆(0.0%)(142, 144]%: 6筆 (0.02%)(142, 144]%6筆(0.0%)(144, 146]%: 2筆 (0.01%)(144, 146]%2筆(0.0%)(146, 148]%: 1筆 (0.00%)(146, 148]%1筆(0.0%)(148, 150]%: 1筆 (0.00%)(148, 150]%1筆(0.0%)(150, 152]%: 1筆 (0.00%)(150, 152]%1筆(0.0%)(152, 154]%: 1筆 (0.00%)(152, 154]%1筆(0.0%)(154, 156]%: 2筆 (0.01%)(154, 156]%2筆(0.0%)(156, 158]%: 0筆 (0.00%)(156, 158]%0筆(0.0%)(158, 160]%: 2筆 (0.01%)(158, 160]%2筆(0.0%)(160, 162]%: 0筆 (0.00%)(160, 162]%0筆(0.0%)(162, 164]%: 0筆 (0.00%)(162, 164]%0筆(0.0%)(164, 166]%: 0筆 (0.00%)(164, 166]%0筆(0.0%)(166, 168]%: 0筆 (0.00%)(166, 168]%0筆(0.0%)(168, 170]%: 2筆 (0.01%)(168, 170]%2筆(0.0%)(170, 172]%: 1筆 (0.00%)(170, 172]%1筆(0.0%)(172, 174]%: 1筆 (0.00%)(172, 174]%1筆(0.0%)(174, 176]%: 1筆 (0.00%)(174, 176]%1筆(0.0%)(176, 178]%: 1筆 (0.00%)(176, 178]%1筆(0.0%)(178, 180]%: 1筆 (0.00%)(178, 180]%1筆(0.0%)(180, 182]%: 3筆 (0.01%)(180, 182]%3筆(0.0%)(182, 184]%: 1筆 (0.00%)(182, 184]%1筆(0.0%)(184, 186]%: 3筆 (0.01%)(184, 186]%3筆(0.0%)(186, 188]%: 2筆 (0.01%)(186, 188]%2筆(0.0%)(188, 190]%: 1筆 (0.00%)(188, 190]%1筆(0.0%)(190, 192]%: 0筆 (0.00%)(190, 192]%0筆(0.0%)(192, 194]%: 0筆 (0.00%)(192, 194]%0筆(0.0%)(194, 196]%: 2筆 (0.01%)(194, 196]%2筆(0.0%)(196, 198]%: 0筆 (0.00%)(196, 198]%0筆(0.0%)(198, 200]%: 1筆 (0.00%)(198, 200]%1筆(0.0%)(200, 202]%: 0筆 (0.00%)(200, 202]%0筆(0.0%)(202, 204]%: 0筆 (0.00%)(202, 204]%0筆(0.0%)(204, 206]%: 0筆 (0.00%)(204, 206]%0筆(0.0%)(206, 208]%: 0筆 (0.00%)(206, 208]%0筆(0.0%)(208, 210]%: 0筆 (0.00%)(208, 210]%0筆(0.0%)(210, 212]%: 0筆 (0.00%)(210, 212]%0筆(0.0%)(212, 214]%: 1筆 (0.00%)(212, 214]%1筆(0.0%)(214, 216]%: 1筆 (0.00%)(214, 216]%1筆(0.0%)(216, 218]%: 0筆 (0.00%)(216, 218]%0筆(0.0%)(218, 220]%: 0筆 (0.00%)(218, 220]%0筆(0.0%)(220, 222]%: 1筆 (0.00%)(220, 222]%1筆(0.0%)(222, 224]%: 0筆 (0.00%)(222, 224]%0筆(0.0%)(224, 226]%: 0筆 (0.00%)(224, 226]%0筆(0.0%)(226, 228]%: 2筆 (0.01%)(226, 228]%2筆(0.0%)(228, 230]%: 0筆 (0.00%)(228, 230]%0筆(0.0%)(230, 232]%: 0筆 (0.00%)(230, 232]%0筆(0.0%)(232, 234]%: 0筆 (0.00%)(232, 234]%0筆(0.0%)(234, 236]%: 2筆 (0.01%)(234, 236]%2筆(0.0%)(236, 238]%: 1筆 (0.00%)(236, 238]%1筆(0.0%)(238, 240]%: 1筆 (0.00%)(238, 240]%1筆(0.0%)(240, 242]%: 0筆 (0.00%)(240, 242]%0筆(0.0%)(242, 244]%: 1筆 (0.00%)(242, 244]%1筆(0.0%)(244, 246]%: 2筆 (0.01%)(244, 246]%2筆(0.0%)(246, 248]%: 0筆 (0.00%)(246, 248]%0筆(0.0%)(248, 250]%: 0筆 (0.00%)(248, 250]%0筆(0.0%)(250, 252]%: 1筆 (0.00%)(250, 252]%1筆(0.0%)(252, 254]%: 0筆 (0.00%)(252, 254]%0筆(0.0%)(254, 256]%: 0筆 (0.00%)(254, 256]%0筆(0.0%)(256, 258]%: 0筆 (0.00%)(256, 258]%0筆(0.0%)(258, 260]%: 0筆 (0.00%)(258, 260]%0筆(0.0%)(260, 262]%: 0筆 (0.00%)(260, 262]%0筆(0.0%)(262, 264]%: 0筆 (0.00%)(262, 264]%0筆(0.0%)(264, 266]%: 0筆 (0.00%)(264, 266]%0筆(0.0%)(266, 268]%: 1筆 (0.00%)(266, 268]%1筆(0.0%)(268, 270]%: 0筆 (0.00%)(268, 270]%0筆(0.0%)(270, 272]%: 1筆 (0.00%)(270, 272]%1筆(0.0%)(272, 274]%: 0筆 (0.00%)(272, 274]%0筆(0.0%)(274, 276]%: 0筆 (0.00%)(274, 276]%0筆(0.0%)(276, 278]%: 0筆 (0.00%)(276, 278]%0筆(0.0%)(278, 280]%: 0筆 (0.00%)(278, 280]%0筆(0.0%)(280, 282]%: 0筆 (0.00%)(280, 282]%0筆(0.0%)(282, 284]%: 0筆 (0.00%)(282, 284]%0筆(0.0%)(284, 286]%: 0筆 (0.00%)(284, 286]%0筆(0.0%)(286, 288]%: 0筆 (0.00%)(286, 288]%0筆(0.0%)(288, 290]%: 1筆 (0.00%)(288, 290]%1筆(0.0%)(290, 292]%: 0筆 (0.00%)(290, 292]%0筆(0.0%)(292, 294]%: 0筆 (0.00%)(292, 294]%0筆(0.0%)(294, 296]%: 0筆 (0.00%)(294, 296]%0筆(0.0%)(296, 298]%: 0筆 (0.00%)(296, 298]%0筆(0.0%)> 298%: 5筆 (0.02%)> 298%5筆(0.0%)

等距 10%(總覽)

(-80, -70]%: 1筆 (0.00%)(-80, -70]%1筆(0.0%)(-70, -60]%: 1筆 (0.00%)(-70, -60]%1筆(0.0%)(-60, -50]%: 5筆 (0.02%)(-60, -50]%5筆(0.0%)(-50, -40]%: 6筆 (0.02%)(-50, -40]%6筆(0.0%)(-40, -30]%: 25筆 (0.10%)(-40, -30]%25筆(0.1%)(-30, -20]%: 175筆 (0.69%)(-30, -20]%175筆(0.7%)(-20, -10]%: 9895筆 (38.87%)(-20, -10]%9895筆(38.9%)(-10, 0]%: 4221筆 (16.58%)(-10, 0]%4221筆(16.6%)(0, 10]%: 5358筆 (21.05%)(0, 10]%5358筆(21.0%)(10, 20]%: 2812筆 (11.05%)(10, 20]%2812筆(11.0%)(20, 30]%: 1220筆 (4.79%)(20, 30]%1220筆(4.8%)(30, 40]%: 700筆 (2.75%)(30, 40]%700筆(2.7%)(40, 50]%: 399筆 (1.57%)(40, 50]%399筆(1.6%)(50, 60]%: 180筆 (0.71%)(50, 60]%180筆(0.7%)(60, 70]%: 146筆 (0.57%)(60, 70]%146筆(0.6%)(70, 80]%: 88筆 (0.35%)(70, 80]%88筆(0.3%)(80, 90]%: 56筆 (0.22%)(80, 90]%56筆(0.2%)(90, 100]%: 42筆 (0.16%)(90, 100]%42筆(0.2%)(100, 110]%: 28筆 (0.11%)(100, 110]%28筆(0.1%)(110, 120]%: 20筆 (0.08%)(110, 120]%20筆(0.1%)(120, 130]%: 11筆 (0.04%)(120, 130]%11筆(0.0%)(130, 140]%: 9筆 (0.04%)(130, 140]%9筆(0.0%)(140, 150]%: 12筆 (0.05%)(140, 150]%12筆(0.0%)(150, 160]%: 6筆 (0.02%)(150, 160]%6筆(0.0%)(160, 170]%: 2筆 (0.01%)(160, 170]%2筆(0.0%)(170, 180]%: 5筆 (0.02%)(170, 180]%5筆(0.0%)(180, 190]%: 10筆 (0.04%)(180, 190]%10筆(0.0%)(190, 200]%: 3筆 (0.01%)(190, 200]%3筆(0.0%)(200, 210]%: 0筆 (0.00%)(200, 210]%0筆(0.0%)(210, 220]%: 2筆 (0.01%)(210, 220]%2筆(0.0%)(220, 230]%: 3筆 (0.01%)(220, 230]%3筆(0.0%)(230, 240]%: 4筆 (0.02%)(230, 240]%4筆(0.0%)(240, 250]%: 3筆 (0.01%)(240, 250]%3筆(0.0%)(250, 260]%: 1筆 (0.00%)(250, 260]%1筆(0.0%)(260, 270]%: 1筆 (0.00%)(260, 270]%1筆(0.0%)(270, 280]%: 1筆 (0.00%)(270, 280]%1筆(0.0%)(280, 290]%: 1筆 (0.00%)(280, 290]%1筆(0.0%)> 290%: 5筆 (0.02%)> 290%5筆(0.0%)

進出場目視檢查

報酬最高的交易(時線 K 棒圖)

AAOI 進場 2026-02-19 日線回測:到期 +266.56%(權益)38.21357.873777.534497.1951116.85602-18 14:30 O=43.13 H=43.13 L=42.56 C=42.6602-18 15:30 O=42.62 H=43.58 L=42.56 C=43.4402-19 09:30 O=43.25 H=45.6 L=42.71 C=44.5302-19 10:30 O=44.555 H=45.94 L=44.555 C=45.670102-19 11:30 O=45.71 H=46.12 L=45 C=45.5302-19 12:30 O=45.59 H=45.92 L=45.15 C=45.8102-19 13:30 O=45.77 H=46.3599 L=45.64 C=45.85502-19 14:30 O=45.91 H=46.2423 L=45.79 C=45.7902-19 15:30 O=45.78 H=47 L=45.6604 C=4702-20 09:30 O=46 H=50.75 L=45.9601 C=50.3602-20 10:30 O=50.36 H=54.3 L=50.0201 C=52.5302-20 11:30 O=52.5 H=53.1199 L=49.9224 C=50.3602-20 12:30 O=50.37 H=52.125 L=50.3 C=51.4802-20 13:30 O=51.48 H=52.5599 L=51.3 C=51.80502-20 14:30 O=51.78 H=52.02 L=50.93 C=51.5202-20 15:30 O=51.47 H=51.98 L=51.4 C=51.72502-23 09:30 O=50.52 H=54.98 L=49.95 C=54.452502-23 10:30 O=54.45 H=55.085 L=53.6 C=54.391302-23 11:30 O=54.42 H=54.8316 L=53.28 C=53.6102-23 12:30 O=53.615 H=53.9999 L=52.6604 C=53.6202-23 13:30 O=53.7 H=54.12 L=52.73 C=53.3502-23 14:30 O=53.355 H=53.88 L=53.11 C=53.1102-23 15:30 O=53.1 H=54.2499 L=53 C=53.9602-24 09:30 O=52.88 H=55.15 L=51 C=54.26502-24 10:30 O=54.3316 H=55.07 L=53.381 C=54.502-24 11:30 O=54.445 H=55.73 L=54.01 C=55.3202-24 12:30 O=55.33 H=55.65 L=55.14 C=55.4302-24 13:30 O=55.4255 H=55.88 L=54.62 C=55.73502-24 14:30 O=55.76 H=56.1845 L=55.47 C=55.69502-24 15:30 O=55.695 H=56.61 L=55.695 C=56.2402-25 09:30 O=57 H=58.79 L=56.849 C=58.1902-25 10:30 O=58.1925 H=58.8781 L=57.3 C=58.4602-25 11:30 O=58.515 H=59.25 L=57.6 C=59.0402-25 12:30 O=59 H=59.23 L=58.5501 C=58.7702-25 13:30 O=58.74 H=58.99 L=58.41 C=58.411402-25 14:30 O=58.39 H=58.75 L=58.2014 C=58.201402-25 15:30 O=58.159 H=58.3 L=57.84 C=58.102-26 09:30 O=58.35 H=58.98 L=54.2 C=54.4502-26 10:30 O=54.4254 H=55.5 L=53.845 C=55.0302-26 11:30 O=55.1 H=55.62 L=54.33 C=54.3302-26 12:30 O=54.35 H=54.625 L=53.36 C=53.5502-26 13:30 O=53.5405 H=53.9 L=52.91 C=53.30502-26 14:30 O=53.28 H=53.91 L=52.85 C=52.8902-26 15:30 O=52.925 H=53.898 L=52.9 C=53.64502-27 09:30 O=65.86 H=78.5 L=65.568 C=77.500102-27 10:30 O=77.56 H=79.5 L=76 C=77.7102-27 11:30 O=77.73 H=79.49 L=76.89 C=77.802-27 12:30 O=77.85 H=79.82 L=77.03 C=77.9602-27 13:30 O=78 H=82.305 L=77.472 C=81.654902-27 14:30 O=81.7923 H=82.398 L=80.28 C=81.97502-27 15:30 O=82 H=84.31 L=81.51 C=84.2903-02 09:30 O=107.55 H=110 L=94.1 C=94.501503-02 10:30 O=94.44 H=104.96 L=93.78 C=104.7703-02 11:30 O=104.77 H=105.49 L=101.06 C=102.04103-02 12:30 O=102.005 H=104.96 L=101.28 C=102.26903-02 13:30 O=102.26 H=103 L=100.01 C=101.99503-02 14:30 O=101.95 H=104.54 L=101.26 C=101.50703-02 15:30 O=101.43 H=103.478 L=100.9 C=102.503-03 09:30 O=91.5 H=97.4 L=90.02 C=90.05103-03 10:30 O=90.06 H=92.46 L=86.05 C=91.803-03 11:30 O=91.65 H=96.12 L=91.35 C=95.889203-03 12:30 O=95.8101 H=96.3 L=93.39 C=95.2903-03 13:30 O=95.33 H=97.38 L=95.33 C=95.68503-03 14:30 O=95.685 H=96.95 L=94.792 C=95.21503-03 15:30 O=95.12 H=96.235 L=94.39 C=95.3803-04 09:30 O=101.2 H=101.497 L=92.229 C=96.703-04 10:30 O=96.8 H=100.5 L=93.63 C=93.9103-04 11:30 O=93.91 H=96.89 L=93.01 C=95.412503-04 12:30 O=95.39 H=96.94 L=93.56 C=94.4303-04 13:30 O=94.49 H=98 L=94.4291 C=97.5803-04 14:30 O=97.73 H=98.75 L=97.23 C=98.4503-04 15:30 O=98.3995 H=100.28 L=98.09 C=99.7103-05 09:30 O=97.2 H=101.055 L=93.76 C=99.4603-05 10:30 O=99.46 H=102.28 L=97.45 C=97.450103-05 11:30 O=97.57 H=98.4 L=96.04 C=96.4103-05 12:30 O=96.655 H=96.655 L=91.35 C=94.72503-05 13:30 O=94.86 H=98.8799 L=94.7901 C=97.8903-05 14:30 O=97.85 H=99.7933 L=96.51 C=99.0803-05 15:30 O=99.02 H=101.43 L=98.97 C=101.1403-06 09:30 O=98 H=113.89 L=97.24 C=113.6503-06 10:30 O=113.65 H=114.63 L=109.15 C=111.49503-06 11:30 O=111.4 H=112.8 L=109.79 C=111.1903-06 12:30 O=111.14 H=111.993 L=108.64 C=109.64503-06 13:30 O=109.6 H=110.81 L=104.97 C=106.1503-06 14:30 O=106.14 H=106.58 L=97.9 C=97.903-06 15:30 O=97.86 H=98.46 L=95.07 C=95.5103-09 09:30 O=95.175 H=105.65 L=93.8207 C=102.11進場 43.25停損 40.4387100% 出場:到期 +266.6%進場02-18 14:3002-26 15:3003-09 09:30
ONDS 進場 2024-12-20 日線回測:到期 +239.86%(權益)1.121071.70742.293732.880053.4663812-19 14:30 O=1.355 H=1.37 L=1.3203 C=1.329112-19 15:30 O=1.3203 H=1.37 L=1.31 C=1.369112-20 09:30 O=1.27 H=1.3 L=1.2 C=1.29512-20 10:30 O=1.29 H=1.36 L=1.2791 C=1.34512-20 11:30 O=1.345 H=1.47 L=1.345 C=1.440512-20 12:30 O=1.4401 H=1.5301 L=1.435 C=1.449512-20 13:30 O=1.4495 H=1.53 L=1.44 C=1.464312-20 14:30 O=1.465 H=1.495 L=1.43 C=1.46512-20 15:30 O=1.465 H=1.49 L=1.4301 C=1.46512-23 09:30 O=1.6 H=1.755 L=1.52 C=1.658212-23 10:30 O=1.6592 H=1.8 L=1.6406 C=1.79512-23 11:30 O=1.795 H=1.87 L=1.7801 C=1.812-23 12:30 O=1.8 H=1.875 L=1.8 C=1.87512-23 13:30 O=1.875 H=1.88 L=1.78 C=1.8612-23 14:30 O=1.8505 H=1.95 L=1.83 C=1.880712-23 15:30 O=1.885 H=1.95 L=1.87 C=1.94812-24 09:30 O=2.04 H=2.2 L=1.8 C=1.910512-24 10:30 O=1.915 H=1.98 L=1.83 C=1.830512-24 11:30 O=1.8307 H=2.09 L=1.83 C=1.98112-26 09:30 O=2.13 H=2.39 L=2.13 C=2.26512-26 10:30 O=2.265 H=2.33 L=2.13 C=2.169412-26 11:30 O=2.1692 H=2.2497 L=2.16 C=2.2112-26 12:30 O=2.2092 H=2.44 L=2.2021 C=2.400112-26 13:30 O=2.405 H=2.635 L=2.395 C=2.612-26 14:30 O=2.5966 H=2.67 L=2.51 C=2.58812-26 15:30 O=2.59 H=2.61 L=2.46 C=2.503512-27 09:30 O=2.88 H=3.1 L=2.34 C=2.4712-27 10:30 O=2.48 H=2.7 L=2.44 C=2.712-27 11:30 O=2.7 H=2.72 L=2.44 C=2.5212-27 12:30 O=2.52 H=2.5899 L=2.48 C=2.5612-27 13:30 O=2.555 H=2.67 L=2.5409 C=2.612-27 14:30 O=2.59 H=2.735 L=2.56 C=2.6512-27 15:30 O=2.65 H=2.7 L=2.58 C=2.58512-30 09:30 O=2.75 H=2.8691 L=2.55 C=2.84512-30 10:30 O=2.848 H=3.14 L=2.84 C=2.997912-30 11:30 O=2.999 H=3.06 L=2.7901 C=2.85512-30 12:30 O=2.8591 H=2.92 L=2.83 C=2.8312-30 13:30 O=2.83 H=2.9399 L=2.75 C=2.7812-30 14:30 O=2.7833 H=2.86 L=2.764 C=2.78512-30 15:30 O=2.785 H=2.85 L=2.7 C=2.78512-31 09:30 O=2.7 H=2.73 L=2.5 C=2.510912-31 10:30 O=2.52 H=2.5599 L=2.32 C=2.33512-31 11:30 O=2.34 H=2.42 L=2.28 C=2.39512-31 12:30 O=2.3909 H=2.55 L=2.3203 C=2.489812-31 13:30 O=2.4884 H=2.52 L=2.46 C=2.478212-31 14:30 O=2.47 H=2.5 L=2.425 C=2.49512-31 15:30 O=2.4991 H=2.56 L=2.46 C=2.54501-02 09:30 O=2.5 H=2.72 L=2.45 C=2.67501-02 10:30 O=2.6789 H=2.79 L=2.63 C=2.740901-02 11:30 O=2.745 H=2.75 L=2.6 C=2.6201-02 12:30 O=2.62 H=2.64 L=2.461 C=2.51501-02 13:30 O=2.515 H=2.56 L=2.475 C=2.54501-02 14:30 O=2.54 H=2.6199 L=2.525 C=2.596501-02 15:30 O=2.5998 H=2.65 L=2.5945 C=2.6301-03 09:30 O=3.225 H=3.4 L=3 C=3.0901-03 10:30 O=3.0989 H=3.24 L=3.085 C=3.201101-03 11:30 O=3.2007 H=3.219 L=3.04 C=3.1601-03 12:30 O=3.1511 H=3.2596 L=3.0401 C=3.040301-03 13:30 O=3.04 H=3.0494 L=2.8601 C=2.908501-03 14:30 O=2.905 H=2.96 L=2.76 C=2.78901-03 15:30 O=2.7875 H=2.805 L=2.76 C=2.799801-06 09:30 O=3.035 H=3.13 L=2.8901 C=2.9101-06 10:30 O=2.92 H=2.9494 L=2.634 C=2.76901-06 11:30 O=2.77 H=2.8399 L=2.74 C=2.75101-06 12:30 O=2.7588 H=2.87 L=2.72 C=2.820801-06 13:30 O=2.84 H=2.89 L=2.76 C=2.79501-06 14:30 O=2.791 H=2.86 L=2.6611 C=2.70501-06 15:30 O=2.7045 H=2.74 L=2.68 C=2.6901-07 09:30 O=2.685 H=2.72 L=2.41 C=2.5504進場 1.27停損 1.18745100% 出場:到期 +239.8%進場12-19 14:3012-30 10:3001-07 09:30
AAOI 進場 2026-02-23 日線回測:到期 +236.85%(權益)44.831666.072387.3131108.554129.79502-20 14:30 O=51.78 H=52.02 L=50.93 C=51.5202-20 15:30 O=51.47 H=51.98 L=51.4 C=51.72502-23 09:30 O=50.52 H=54.98 L=49.95 C=54.452502-23 10:30 O=54.45 H=55.085 L=53.6 C=54.391302-23 11:30 O=54.42 H=54.8316 L=53.28 C=53.6102-23 12:30 O=53.615 H=53.9999 L=52.6604 C=53.6202-23 13:30 O=53.7 H=54.12 L=52.73 C=53.3502-23 14:30 O=53.355 H=53.88 L=53.11 C=53.1102-23 15:30 O=53.1 H=54.2499 L=53 C=53.9602-24 09:30 O=52.88 H=55.15 L=51 C=54.26502-24 10:30 O=54.3316 H=55.07 L=53.381 C=54.502-24 11:30 O=54.445 H=55.73 L=54.01 C=55.3202-24 12:30 O=55.33 H=55.65 L=55.14 C=55.4302-24 13:30 O=55.4255 H=55.88 L=54.62 C=55.73502-24 14:30 O=55.76 H=56.1845 L=55.47 C=55.69502-24 15:30 O=55.695 H=56.61 L=55.695 C=56.2402-25 09:30 O=57 H=58.79 L=56.849 C=58.1902-25 10:30 O=58.1925 H=58.8781 L=57.3 C=58.4602-25 11:30 O=58.515 H=59.25 L=57.6 C=59.0402-25 12:30 O=59 H=59.23 L=58.5501 C=58.7702-25 13:30 O=58.74 H=58.99 L=58.41 C=58.411402-25 14:30 O=58.39 H=58.75 L=58.2014 C=58.201402-25 15:30 O=58.159 H=58.3 L=57.84 C=58.102-26 09:30 O=58.35 H=58.98 L=54.2 C=54.4502-26 10:30 O=54.4254 H=55.5 L=53.845 C=55.0302-26 11:30 O=55.1 H=55.62 L=54.33 C=54.3302-26 12:30 O=54.35 H=54.625 L=53.36 C=53.5502-26 13:30 O=53.5405 H=53.9 L=52.91 C=53.30502-26 14:30 O=53.28 H=53.91 L=52.85 C=52.8902-26 15:30 O=52.925 H=53.898 L=52.9 C=53.64502-27 09:30 O=65.86 H=78.5 L=65.568 C=77.500102-27 10:30 O=77.56 H=79.5 L=76 C=77.7102-27 11:30 O=77.73 H=79.49 L=76.89 C=77.802-27 12:30 O=77.85 H=79.82 L=77.03 C=77.9602-27 13:30 O=78 H=82.305 L=77.472 C=81.654902-27 14:30 O=81.7923 H=82.398 L=80.28 C=81.97502-27 15:30 O=82 H=84.31 L=81.51 C=84.2903-02 09:30 O=107.55 H=110 L=94.1 C=94.501503-02 10:30 O=94.44 H=104.96 L=93.78 C=104.7703-02 11:30 O=104.77 H=105.49 L=101.06 C=102.04103-02 12:30 O=102.005 H=104.96 L=101.28 C=102.26903-02 13:30 O=102.26 H=103 L=100.01 C=101.99503-02 14:30 O=101.95 H=104.54 L=101.26 C=101.50703-02 15:30 O=101.43 H=103.478 L=100.9 C=102.503-03 09:30 O=91.5 H=97.4 L=90.02 C=90.05103-03 10:30 O=90.06 H=92.46 L=86.05 C=91.803-03 11:30 O=91.65 H=96.12 L=91.35 C=95.889203-03 12:30 O=95.8101 H=96.3 L=93.39 C=95.2903-03 13:30 O=95.33 H=97.38 L=95.33 C=95.68503-03 14:30 O=95.685 H=96.95 L=94.792 C=95.21503-03 15:30 O=95.12 H=96.235 L=94.39 C=95.3803-04 09:30 O=101.2 H=101.497 L=92.229 C=96.703-04 10:30 O=96.8 H=100.5 L=93.63 C=93.9103-04 11:30 O=93.91 H=96.89 L=93.01 C=95.412503-04 12:30 O=95.39 H=96.94 L=93.56 C=94.4303-04 13:30 O=94.49 H=98 L=94.4291 C=97.5803-04 14:30 O=97.73 H=98.75 L=97.23 C=98.4503-04 15:30 O=98.3995 H=100.28 L=98.09 C=99.7103-05 09:30 O=97.2 H=101.055 L=93.76 C=99.4603-05 10:30 O=99.46 H=102.28 L=97.45 C=97.450103-05 11:30 O=97.57 H=98.4 L=96.04 C=96.4103-05 12:30 O=96.655 H=96.655 L=91.35 C=94.72503-05 13:30 O=94.86 H=98.8799 L=94.7901 C=97.8903-05 14:30 O=97.85 H=99.7933 L=96.51 C=99.0803-05 15:30 O=99.02 H=101.43 L=98.97 C=101.1403-06 09:30 O=98 H=113.89 L=97.24 C=113.6503-06 10:30 O=113.65 H=114.63 L=109.15 C=111.49503-06 11:30 O=111.4 H=112.8 L=109.79 C=111.1903-06 12:30 O=111.14 H=111.993 L=108.64 C=109.64503-06 13:30 O=109.6 H=110.81 L=104.97 C=106.1503-06 14:30 O=106.14 H=106.58 L=97.9 C=97.903-06 15:30 O=97.86 H=98.46 L=95.07 C=95.5103-09 09:30 O=95.175 H=105.65 L=93.8207 C=102.1103-09 10:30 O=102.42 H=103.473 L=98.21 C=101.1103-09 11:30 O=100.956 H=103.9 L=99.1 C=102.4303-09 12:30 O=102.43 H=104.9 L=101.364 C=103.31503-09 13:30 O=103.38 H=104.75 L=101.94 C=104.23503-09 14:30 O=104.235 H=108.79 L=103.103 C=108.6203-09 15:30 O=108.56 H=110.87 L=107.63 C=110.6203-10 09:30 O=112.1 H=126.309 L=112.01 C=120.33803-10 10:30 O=120.261 H=127.39 L=120.03 C=123.8403-10 11:30 O=123.84 H=126.13 L=120.03 C=120.8403-10 12:30 O=120.84 H=124.34 L=120.495 C=123.603-10 13:30 O=123.5 H=124.56 L=121.295 C=121.36503-10 14:30 O=121.5 H=123.95 L=120.17 C=121.2503-10 15:30 O=121.11 H=122.09 L=119.67 C=120.4203-11 09:30 O=116.81 H=123.6 L=113.88 C=123.05進場 50.52停損 47.2362100% 出場:到期 +236.9%進場02-20 14:3003-02 15:3003-11 09:30

報酬最低的交易(時線 K 棒圖)

NATGAS 進場 2026-01-26 日線回測:跳空停損 -71.22%(權益)3.125993.382253.63853.894764.1510101-25 22:00 O=3.79 H=3.799 L=3.77 C=3.7901-25 23:00 O=3.792 H=3.793 L=3.753 C=3.76501-26 00:00 O=3.766 H=3.803 L=3.751 C=3.79501-26 01:00 O=3.797 H=3.833 L=3.765 C=3.8201-26 02:00 O=3.822 H=3.843 L=3.81 C=3.83901-26 03:00 O=3.841 H=3.866 L=3.818 C=3.84201-26 04:00 O=3.843 H=3.845 L=3.798 C=3.82101-26 05:00 O=3.82 H=3.831 L=3.777 C=3.8301-26 06:00 O=3.83 H=3.852 L=3.809 C=3.81801-26 07:00 O=3.818 H=3.842 L=3.746 C=3.76401-26 08:00 O=3.766 H=3.81 L=3.686 C=3.69901-26 09:00 O=3.698 H=3.769 L=3.651 C=3.69401-26 10:00 O=3.695 H=3.764 L=3.688 C=3.73501-26 11:00 O=3.734 H=3.826 L=3.701 C=3.80201-26 12:00 O=3.8 H=3.912 L=3.795 C=3.90101-26 13:00 O=3.902 H=3.923 L=3.841 C=3.85201-26 14:00 O=3.852 H=3.907 L=3.804 C=3.81801-26 15:00 O=3.819 H=3.851 L=3.782 C=3.8301-26 16:00 O=3.829 H=3.856 L=3.828 C=3.85301-26 18:00 O=3.853 H=3.875 L=3.833 C=3.83901-26 19:00 O=3.838 H=3.841 L=3.795 C=3.80401-26 20:00 O=3.804 H=3.834 L=3.79 C=3.81201-26 21:00 O=3.811 H=3.819 L=3.757 C=3.76401-26 22:00 O=3.763 H=3.79 L=3.732 C=3.75401-26 23:00 O=3.755 H=3.768 L=3.741 C=3.76401-27 00:00 O=3.766 H=3.77 L=3.668 C=3.70701-27 01:00 O=3.711 H=3.769 L=3.678 C=3.76501-27 02:00 O=3.768 H=3.772 L=3.729 C=3.73801-27 03:00 O=3.737 H=3.777 L=3.729 C=3.7501-27 04:00 O=3.749 H=3.757 L=3.699 C=3.70401-27 05:00 O=3.702 H=3.747 L=3.679 C=3.70701-27 06:00 O=3.708 H=3.809 L=3.698 C=3.7901-27 07:00 O=3.793 H=3.795 L=3.658 C=3.67401-27 08:00 O=3.673 H=3.794 L=3.666 C=3.78201-27 09:00 O=3.781 H=3.824 L=3.675 C=3.68201-27 10:00 O=3.684 H=3.727 L=3.658 C=3.70301-27 11:00 O=3.704 H=3.813 L=3.702 C=3.81301-27 12:00 O=3.811 H=3.856 L=3.777 C=3.84501-27 13:00 O=3.846 H=3.904 L=3.829 C=3.90101-27 14:00 O=3.902 H=3.916 L=3.785 C=3.81101-27 15:00 O=3.813 H=3.816 L=3.772 C=3.79601-27 16:00 O=3.794 H=3.821 L=3.773 C=3.77601-27 18:00 O=3.791 H=3.813 L=3.758 C=3.81201-27 19:00 O=3.81 H=3.812 L=3.753 C=3.76601-27 20:00 O=3.767 H=3.789 L=3.762 C=3.77401-27 21:00 O=3.77 H=3.795 L=3.769 C=3.7901-27 22:00 O=3.79 H=3.803 L=3.769 C=3.78601-27 23:00 O=3.789 H=3.79 L=3.74 C=3.75101-28 00:00 O=3.75 H=3.754 L=3.71 C=3.71801-28 01:00 O=3.717 H=3.73 L=3.678 C=3.69801-28 02:00 O=3.697 H=3.715 L=3.681 C=3.68901-28 03:00 O=3.69 H=3.714 L=3.682 C=3.69801-28 04:00 O=3.699 H=3.7 L=3.591 C=3.59701-28 05:00 O=3.597 H=3.623 L=3.576 C=3.6101-28 06:00 O=3.611 H=3.664 L=3.611 C=3.6501-28 07:00 O=3.652 H=3.748 L=3.65 C=3.67501-28 08:00 O=3.675 H=3.725 L=3.641 C=3.6601-28 09:00 O=3.659 H=3.769 L=3.644 C=3.75101-28 10:00 O=3.75 H=3.873 L=3.717 C=3.86101-28 11:00 O=3.86 H=3.899 L=3.838 C=3.84201-28 12:00 O=3.841 H=3.891 L=3.7 C=3.70301-28 13:00 O=3.702 H=3.751 L=3.688 C=3.73101-28 14:00 O=3.728 H=3.767 L=3.696 C=3.72701-28 15:00 O=3.727 H=3.79 L=3.723 C=3.75101-28 16:00 O=3.752 H=3.772 L=3.71 C=3.72301-28 18:00 O=3.742 H=3.775 L=3.729 C=3.7701-28 19:00 O=3.769 H=3.769 L=3.728 C=3.74501-28 20:00 O=3.746 H=3.77 L=3.738 C=3.75701-28 21:00 O=3.756 H=3.784 L=3.748 C=3.78401-28 22:00 O=3.785 H=3.839 L=3.778 C=3.83601-28 23:00 O=3.836 H=3.854 L=3.825 C=3.85101-29 00:00 O=3.853 H=3.925 L=3.85 C=3.87801-29 01:00 O=3.881 H=3.883 L=3.814 C=3.8601-29 02:00 O=3.86 H=3.875 L=3.835 C=3.8601-29 03:00 O=3.862 H=3.875 L=3.822 C=3.83801-29 04:00 O=3.841 H=3.853 L=3.78 C=3.83401-29 05:00 O=3.836 H=3.85 L=3.811 C=3.82601-29 06:00 O=3.824 H=3.859 L=3.788 C=3.84801-29 07:00 O=3.849 H=3.886 L=3.768 C=3.86401-29 08:00 O=3.866 H=3.923 L=3.804 C=3.83901-29 09:00 O=3.84 H=3.878 L=3.777 C=3.85301-29 10:00 O=3.853 H=3.866 L=3.735 C=3.75501-29 11:00 O=3.755 H=3.805 L=3.737 C=3.76701-29 12:00 O=3.768 H=3.84 L=3.747 C=3.81501-29 13:00 O=3.814 H=3.857 L=3.791 C=3.8501-29 14:00 O=3.849 H=3.93 L=3.841 C=3.8901-29 15:00 O=3.89 H=3.91 L=3.872 C=3.88501-29 16:00 O=3.885 H=3.903 L=3.871 C=3.87801-29 18:00 O=3.879 H=3.917 L=3.868 C=3.91701-29 19:00 O=3.914 H=3.914 L=3.87 C=3.87101-29 20:00 O=3.873 H=3.879 L=3.853 C=3.85401-29 21:00 O=3.856 H=3.863 L=3.832 C=3.86201-29 22:00 O=3.861 H=3.863 L=3.818 C=3.83201-29 23:00 O=3.83 H=3.87 L=3.826 C=3.85701-30 00:00 O=3.859 H=3.888 L=3.821 C=3.85901-30 01:00 O=3.862 H=3.89 L=3.844 C=3.88601-30 02:00 O=3.884 H=3.888 L=3.857 C=3.88401-30 03:00 O=3.882 H=3.901 L=3.862 C=3.87401-30 04:00 O=3.875 H=3.902 L=3.852 C=3.87901-30 05:00 O=3.878 H=3.907 L=3.864 C=3.90101-30 06:00 O=3.901 H=3.915 L=3.856 C=3.90301-30 07:00 O=3.903 H=3.907 L=3.82 C=3.84401-30 08:00 O=3.842 H=4.037 L=3.829 C=4.02601-30 09:00 O=4.029 H=4.098 L=4.022 C=4.06901-30 10:00 O=4.07 H=4.122 L=4.065 C=4.09302-02 13:00 O=3.179 H=3.186 L=3.17 C=3.17702-02 14:00 O=3.177 H=3.287 L=3.155 C=3.27102-02 15:00 O=3.269 H=3.278 L=3.246 C=3.26902-02 16:00 O=3.27 H=3.276 L=3.244 C=3.26302-02 18:00 O=3.257 H=3.279 L=3.218 C=3.23102-02 19:00 O=3.231 H=3.293 L=3.228 C=3.28802-02 20:00 O=3.29 H=3.294 L=3.24 C=3.26102-02 21:00 O=3.262 H=3.264 L=3.206 C=3.20902-02 22:00 O=3.209 H=3.252 L=3.201 C=3.231進場 3.766停損 3.52121100% 出場:跳空停損 -31.7%進場01-25 22:0001-28 09:0002-02 22:00
IBM 進場 2026-07-13 日線回測:跳空停損 -44.66%(權益)210.692233.026255.36277.694300.02807-10 14:30 O=289.305 H=289.68 L=288.6 C=288.7107-10 15:30 O=288.66 H=288.72 L=287.5 C=287.6107-13 09:30 O=290.5 H=297.5 L=289.1 C=293.8507-13 10:30 O=293.9 H=294.57 L=292.02 C=293.9707-13 11:30 O=293.79 H=293.86 L=291.41 C=291.5207-13 12:30 O=291.475 H=292 L=290.09 C=290.407-13 13:30 O=290.35 H=292.23 L=289.155 C=289.89507-13 14:30 O=289.84 H=290.935 L=289.26 C=290.2507-13 15:30 O=290.19 H=291.16 L=289.72 C=290.3807-14 09:30 O=226.365 H=229.92 L=215.67 C=219.14307-14 10:30 O=219.115 H=220.23 L=213.22 C=214.407-14 11:30 O=214.42 H=219.76 L=214.14 C=218.2107-14 12:30 O=218.27 H=220.79 L=216.87 C=220.4307-14 13:30 O=220.4 H=220.7 L=217.119 C=218.92507-14 14:30 O=218.91 H=221.5 L=218.41 C=220.15607-14 15:30 O=220.156 H=220.156 L=216.35 C=217.0807-15 09:30 O=220.965 H=223.813 L=216.26 C=217.5607-15 10:30 O=217.505 H=217.87 L=214.21 C=214.64進場 290.5停損 271.618100% 出場:跳空停損 -44.7%進場07-10 14:3007-14 09:3007-15 10:30
IBM 進場 2026-07-06 日線回測:跳空停損 -43.50%(權益)210.263236.386262.51288.634314.75707-02 14:30 O=287.77 H=288.09 L=286.58 C=287.7607-02 15:30 O=287.72 H=289.36 L=287.5 C=289.1907-06 09:30 O=288.345 H=297.36 L=287.65 C=297.1807-06 10:30 O=297.19 H=299.295 L=295.21 C=299.29507-06 11:30 O=299.31 H=300.82 L=298 C=298.6707-06 12:30 O=298.47 H=300.459 L=298.04 C=299.98307-06 13:30 O=299.975 H=299.975 L=297.38 C=298.9907-06 14:30 O=298.99 H=300.52 L=298.365 C=300.107-06 15:30 O=300.02 H=300.57 L=298.95 C=299.4907-07 09:30 O=305.66 H=308.49 L=300.49 C=303.5707-07 10:30 O=303.487 H=308.48 L=302.14 C=307.7607-07 11:30 O=307.81 H=311.71 L=307.64 C=310.64207-07 12:30 O=310.71 H=311.69 L=309.24 C=311.29507-07 13:30 O=311.41 H=311.8 L=310.11 C=310.9907-07 14:30 O=310.9 H=311.16 L=308.66 C=309.0807-07 15:30 O=309.08 H=309.27 L=305.82 C=306.1607-08 09:30 O=300.77 H=303.82 L=295.59 C=302.90907-08 10:30 O=302.884 H=303.06 L=299.39 C=300.4707-08 11:30 O=300.425 H=302.51 L=299.897 C=302.28507-08 12:30 O=302.4 H=303.43 L=301.27 C=303.08507-08 13:30 O=303.16 H=303.54 L=301.79 C=302.0807-08 14:30 O=302.025 H=303 L=301.41 C=302.13507-08 15:30 O=302.12 H=302.9 L=300.97 C=301.8707-09 09:30 O=285.835 H=297.284 L=284.438 C=296.0807-09 10:30 O=296.073 H=296.61 L=293.51 C=295.907-09 11:30 O=295.82 H=296.66 L=294.2 C=294.51507-09 12:30 O=294.58 H=294.88 L=292.9 C=293.7407-09 13:30 O=293.745 H=294.81 L=293.21 C=294.5907-09 14:30 O=294.64 H=294.91 L=294.02 C=294.0607-09 15:30 O=294.06 H=295.251 L=293.74 C=295.1507-10 09:30 O=297.26 H=298.77 L=292.03 C=292.9607-10 10:30 O=292.82 H=293.09 L=290.01 C=291.5107-10 11:30 O=291.555 H=291.555 L=289.11 C=289.62507-10 12:30 O=289.715 H=290.63 L=289.435 C=289.8507-10 13:30 O=289.75 H=290.08 L=288.7 C=289.307-10 14:30 O=289.305 H=289.68 L=288.6 C=288.7107-10 15:30 O=288.66 H=288.72 L=287.5 C=287.6107-13 09:30 O=290.5 H=297.5 L=289.1 C=293.8507-13 10:30 O=293.9 H=294.57 L=292.02 C=293.9707-13 11:30 O=293.79 H=293.86 L=291.41 C=291.5207-13 12:30 O=291.475 H=292 L=290.09 C=290.407-13 13:30 O=290.35 H=292.23 L=289.155 C=289.89507-13 14:30 O=289.84 H=290.935 L=289.26 C=290.2507-13 15:30 O=290.19 H=291.16 L=289.72 C=290.3807-14 09:30 O=226.365 H=229.92 L=215.67 C=219.14307-14 10:30 O=219.115 H=220.23 L=213.22 C=214.407-14 11:30 O=214.42 H=219.76 L=214.14 C=218.2107-14 12:30 O=218.27 H=220.79 L=216.87 C=220.4307-14 13:30 O=220.4 H=220.7 L=217.119 C=218.92507-14 14:30 O=218.91 H=221.5 L=218.41 C=220.15607-14 15:30 O=220.156 H=220.156 L=216.35 C=217.0807-15 09:30 O=220.965 H=223.813 L=216.26 C=217.5607-15 10:30 O=217.505 H=217.87 L=214.21 C=214.64進場 288.345停損 269.603100% 出場:跳空停損 -43.5%進場07-02 14:3007-09 12:3007-15 10:30

隨機抽樣的交易(時線 K 棒圖)

NBIS 進場 2025-03-20 日線回測:停損 -13.57%(權益)22.855324.575126.29528.014929.734703-19 14:30 O=27.55 H=28.2 L=27.37 C=27.4403-19 15:30 O=27.455 H=27.825 L=27.415 C=27.5903-20 09:30 O=27 H=28.38 L=27 C=27.3203-20 10:30 O=27.34 H=27.69 L=27.271 C=27.5503-20 11:30 O=27.55 H=27.56 L=26.56 C=26.66503-20 12:30 O=26.68 H=26.82 L=26.435 C=26.486503-20 13:30 O=26.485 H=26.7 L=26.1 C=26.1203-20 14:30 O=26.1386 H=26.298 L=25.95 C=26.046403-20 15:30 O=26.063 H=26.3 L=26.02 C=26.1803-21 09:30 O=25.8 H=26.38 L=25.54 C=25.9303-21 10:30 O=25.92 H=26.15 L=25.75 C=25.9503-21 11:30 O=25.93 H=26.74 L=25.93 C=26.6903-21 12:30 O=26.6845 H=26.87 L=26.54 C=26.61503-21 13:30 O=26.61 H=26.69 L=26.405 C=26.5703-21 14:30 O=26.578 H=26.77 L=26.455 C=26.49503-21 15:30 O=26.5 H=27 L=26.39 C=2703-24 09:30 O=27.77 H=28.84 L=27.65 C=28.64503-24 10:30 O=28.65 H=29.43 L=28.52 C=29.3103-24 11:30 O=29.305 H=29.31 L=28.76 C=29.2603-24 12:30 O=29.25 H=29.54 L=29.04 C=29.1803-24 13:30 O=29.2 H=29.3399 L=29.03 C=29.129803-24 14:30 O=29.12 H=29.38 L=28.87 C=29.1503-24 15:30 O=29.15 H=29.25 L=28.93 C=29.1603-25 09:30 O=29 H=29.315 L=27.5703 C=27.719503-25 10:30 O=27.7198 H=27.98 L=27.03 C=27.2903-25 11:30 O=27.3 H=27.635 L=27.114 C=27.4903-25 12:30 O=27.4902 H=29.19 L=27.46 C=27.5303-25 13:30 O=27.535 H=27.6757 L=27.475 C=27.5203-25 14:30 O=27.53 H=27.5398 L=27.285 C=27.3203-25 15:30 O=27.33 H=27.35 L=26.9101 C=27.1703-26 09:30 O=26.63 H=26.7 L=24.435 C=24.714903-26 10:30 O=24.718 H=24.915 L=24.45 C=24.6603-26 11:30 O=24.66 H=24.815 L=23.84 C=24.229903-26 12:30 O=24.225 H=24.47 L=23.96 C=24.3903-26 13:30 O=24.385 H=24.82 L=24.28 C=24.649103-26 14:30 O=24.648 H=24.7 L=24.12 C=24.26503-26 15:30 O=24.2676 H=24.72 L=24.23 C=24.7203-27 09:30 O=23.38 H=24.7 L=23.05 C=24.2903-27 10:30 O=24.29 H=24.95 L=24.21 C=24.725進場 27停損 25.245100% 出場:停損 -13.6%進場03-19 14:3003-24 12:3003-27 10:30
CVX 進場 2025-11-03 日線回測:到期 -3.88%(權益)146.818149.999153.179156.36159.5410-31 14:30 O=158.53 H=159.09 L=158.435 C=158.9310-31 15:30 O=158.925 H=159.18 L=157.46 C=157.68511-03 09:30 O=157.41 H=157.72 L=154.12 C=154.1611-03 10:30 O=154.17 H=155.36 L=153.87 C=155.3311-03 11:30 O=155.35 H=156.27 L=155.115 C=155.8411-03 12:30 O=155.85 H=155.92 L=154.97 C=155.0611-03 13:30 O=155.05 H=155.25 L=154.18 C=155.1211-03 14:30 O=155.129 H=155.39 L=154.49 C=154.5611-03 15:30 O=154.56 H=154.56 L=153.57 C=154.1311-04 09:30 O=153.425 H=153.58 L=152.15 C=152.8711-04 10:30 O=152.885 H=153.76 L=152.85 C=153.4711-04 11:30 O=153.49 H=153.683 L=153.2 C=153.29111-04 12:30 O=153.265 H=153.27 L=152.7 C=152.84511-04 13:30 O=152.845 H=153.365 L=152.68 C=153.13511-04 14:30 O=153.13 H=153.72 L=153.01 C=153.46511-04 15:30 O=153.46 H=153.75 L=153.1 C=153.3911-05 09:30 O=153.53 H=154.395 L=153.35 C=153.99411-05 10:30 O=153.98 H=154.15 L=153.62 C=153.7611-05 11:30 O=153.78 H=153.81 L=153.31 C=153.76511-05 12:30 O=153.75 H=153.89 L=153.54 C=153.84511-05 13:30 O=153.845 H=154.05 L=153.27 C=153.2911-05 14:30 O=153.28 H=153.32 L=152.88 C=153.1311-05 15:30 O=153.15 H=153.5 L=152.66 C=152.6611-06 09:30 O=152.91 H=154.69 L=152.68 C=154.3611-06 10:30 O=154.41 H=154.79 L=154.12 C=154.5111-06 11:30 O=154.51 H=154.62 L=153.88 C=154.01311-06 12:30 O=153.985 H=154.3 L=153.76 C=154.21411-06 13:30 O=154.22 H=154.47 L=153.815 C=153.9611-06 14:30 O=153.96 H=153.96 L=153.05 C=153.3211-06 15:30 O=153.31 H=153.69 L=152.85 C=152.99511-07 09:30 O=153.425 H=156.17 L=153.425 C=155.67511-07 10:30 O=155.635 H=156.01 L=154.955 C=15511-07 11:30 O=154.98 H=155.206 L=154.535 C=154.8211-07 12:30 O=154.8 H=155.12 L=154.595 C=154.8411-07 13:30 O=154.82 H=155.31 L=154.8 C=155.111-07 14:30 O=155.11 H=155.52 L=154.976 C=155.08511-07 15:30 O=155.1 H=155.461 L=154.93 C=155.0711-10 09:30 O=155.42 H=155.7 L=152.37 C=153.2211-10 10:30 O=153.19 H=153.95 L=153.03 C=153.8411-10 11:30 O=153.87 H=154.72 L=153.8 C=154.7211-10 12:30 O=154.709 H=155.25 L=154.709 C=155.0911-10 13:30 O=155.08 H=155.79 L=155.08 C=155.48411-10 14:30 O=155.47 H=155.98 L=155.34 C=155.5411-10 15:30 O=155.53 H=155.705 L=154.7 C=155.6511-11 09:30 O=156.75 H=157.99 L=156.7 C=157.37511-11 10:30 O=157.37 H=157.45 L=157.07 C=157.1711-11 11:30 O=157.17 H=157.287 L=156.6 C=157.0211-11 12:30 O=157.01 H=157.7 L=156.76 C=157.26511-11 13:30 O=157.31 H=157.38 L=156.65 C=156.811-11 14:30 O=156.79 H=156.965 L=156.2 C=156.2611-11 15:30 O=156.26 H=156.36 L=155.9 C=156.23511-12 09:30 O=155.74 H=155.74 L=153.05 C=153.5211-12 10:30 O=153.545 H=153.88 L=152.19 C=152.211-12 11:30 O=152.2 H=153.825 L=152.08 C=153.59511-12 12:30 O=153.59 H=153.64 L=153.16 C=153.32511-12 13:30 O=153.32 H=153.44 L=152.76 C=152.911-12 14:30 O=152.91 H=153.48 L=152.56 C=153.28511-12 15:30 O=153.28 H=153.55 L=153.21 C=153.3511-13 09:30 O=154 H=156.07 L=153.93 C=155.9111-13 10:30 O=155.89 H=156.202 L=155.53 C=155.711-13 11:30 O=155.72 H=155.96 L=155.285 C=155.6211-13 12:30 O=155.6 H=155.781 L=155.42 C=155.59511-13 13:30 O=155.58 H=155.74 L=155.16 C=155.38911-13 14:30 O=155.36 H=155.36 L=154.61 C=155.0311-13 15:30 O=155.05 H=155.61 L=155.045 C=155.5611-14 09:30 O=156.23 H=156.32 L=154.81 C=155.75511-14 10:30 O=155.77 H=156.63 L=155.64 C=156.611-14 11:30 O=156.605 H=157.22 L=156.492 C=156.8211-14 12:30 O=156.82 H=157.49 L=156.74 C=157.31511-14 13:30 O=157.315 H=157.675 L=157.19 C=157.5511-14 14:30 O=157.54 H=157.95 L=157.37 C=157.4711-14 15:30 O=157.46 H=157.705 L=157.25 C=157.6311-17 09:30 O=157.72 H=157.89 L=156.32 C=156.8911-17 10:30 O=156.87 H=157.05 L=156.18 C=156.511-17 11:30 O=156.52 H=156.75 L=156.13 C=156.7511-17 12:30 O=156.74 H=156.783 L=155.665 C=155.7611-17 13:30 O=155.75 H=155.81 L=155.035 C=155.1411-17 14:30 O=155.105 H=155.32 L=154.54 C=154.8811-17 15:30 O=154.89 H=154.965 L=154.435 C=154.8211-18 09:30 O=152.5 H=152.68 L=151.76 C=151.9611-18 10:30 O=151.945 H=152.63 L=151.76 C=152.4411-18 11:30 O=152.41 H=152.73 L=152.24 C=152.511-18 12:30 O=152.49 H=153.85 L=152.45 C=153.7211-18 13:30 O=153.72 H=154.28 L=153.47 C=153.5311-18 14:30 O=153.55 H=154.02 L=153.55 C=153.7911-18 15:30 O=153.785 H=153.84 L=153.34 C=153.611-19 09:30 O=151.16 H=151.361 L=150.25 C=150.45進場 157.41停損 147.178100% 出場:到期 -3.9%進場10-31 14:3011-10 15:3011-19 09:30
SOLUSDT 進場 2025-06-24 日線回測:到期 +9.00%(權益)134.637141.008147.38153.751160.12206-23 22:00 O=141.095 H=146.566 L=141.064 C=144.7506-23 23:00 O=144.792 H=145.041 L=144.581 C=144.84706-24 00:00 O=144.768 H=144.768 L=143.251 C=143.45206-24 01:00 O=143.469 H=144.403 L=143.268 C=143.76406-24 02:00 O=143.777 H=143.781 L=142.57 C=142.62906-24 03:00 O=142.621 H=143.555 L=142.621 C=143.40106-24 04:00 O=143.384 H=143.494 L=143.062 C=143.27106-24 05:00 O=143.307 H=145.572 L=143.298 C=145.55706-24 06:00 O=145.585 H=146.53 L=145.016 C=146.28906-24 07:00 O=146.33 H=146.348 L=144.236 C=144.23606-24 08:00 O=144.254 H=144.65 L=143.643 C=144.1606-24 09:00 O=144.168 H=145.444 L=144.061 C=144.28706-24 10:00 O=144.27 H=144.27 L=143.609 C=144.20706-24 11:00 O=144.18 H=144.587 L=143.285 C=144.58706-24 12:00 O=144.575 H=144.844 L=144.039 C=144.51706-24 13:00 O=144.53 H=144.772 L=143.709 C=143.93606-24 14:00 O=144.088 H=145.594 L=144.051 C=145.10406-24 15:00 O=145.084 H=145.487 L=143.926 C=144.2606-24 16:00 O=144.409 H=145.835 L=144.079 C=145.83506-24 17:00 O=145.912 H=146.488 L=144.184 C=144.7906-24 18:00 O=144.85 H=144.908 L=143.917 C=143.91706-24 19:00 O=143.775 H=143.908 L=143.057 C=143.38406-24 20:00 O=143.473 H=145.001 L=143.431 C=145.00106-24 21:00 O=145.102 H=145.483 L=144.682 C=145.43606-24 22:00 O=145.442 H=145.442 L=144.617 C=145.07406-24 23:00 O=145.081 H=145.954 L=144.72 C=145.95406-25 00:00 O=145.964 H=146.272 L=145.207 C=146.24306-25 01:00 O=146.175 H=146.201 L=145.323 C=145.92706-25 02:00 O=145.923 H=146.737 L=145.897 C=146.04306-25 03:00 O=146.002 H=146.276 L=145.709 C=145.70906-25 04:00 O=145.712 H=145.712 L=145.12 C=145.51806-25 05:00 O=145.472 H=145.801 L=145.317 C=145.65806-25 06:00 O=145.565 H=146.432 L=145.381 C=146.39606-25 07:00 O=146.393 H=147.415 L=146.24 C=147.04706-25 08:00 O=147.048 H=147.11 L=145.23 C=145.75606-25 09:00 O=145.762 H=146.758 L=145.311 C=145.47106-25 10:00 O=145.483 H=146.18 L=145.224 C=145.79206-25 11:00 O=145.819 H=146.368 L=145.406 C=146.36106-25 12:00 O=146.359 H=146.369 L=145.633 C=146.36906-25 13:00 O=146.387 H=147.755 L=146.355 C=147.33706-25 14:00 O=147.337 H=147.379 L=145.269 C=145.68906-25 15:00 O=145.73 H=145.73 L=143.5 C=143.69106-25 16:00 O=143.712 H=144.163 L=143.07 C=143.46306-25 17:00 O=143.461 H=144.463 L=143.451 C=143.90906-25 18:00 O=143.939 H=143.939 L=143.348 C=143.40406-25 19:00 O=143.404 H=144.482 L=143.376 C=144.45206-25 20:00 O=144.534 H=145.144 L=144.331 C=145.08506-25 21:00 O=145.138 H=145.332 L=144.232 C=144.26706-25 22:00 O=144.308 H=144.333 L=143.179 C=143.19806-25 23:00 O=143.21 H=143.509 L=142.56 C=143.50506-26 00:00 O=143.509 H=144.366 L=143.509 C=144.19206-26 01:00 O=144.201 H=145.761 L=143.836 C=145.29206-26 02:00 O=145.305 H=146.379 L=145.132 C=146.35706-26 03:00 O=146.337 H=147.707 L=145.857 C=145.86506-26 04:00 O=145.878 H=146.001 L=145.13 C=145.44306-26 05:00 O=145.457 H=145.503 L=144.253 C=144.46306-26 06:00 O=144.465 H=145.049 L=144.454 C=144.79106-26 07:00 O=144.805 H=145.818 L=144.805 C=145.38606-26 08:00 O=145.385 H=145.749 L=144.902 C=144.90206-26 09:00 O=144.91 H=145.077 L=143.9 C=143.906-26 10:00 O=143.896 H=144.179 L=143.423 C=143.54906-26 11:00 O=143.554 H=143.909 L=143.356 C=143.81906-26 12:00 O=143.814 H=143.885 L=142.95 C=143.06406-26 13:00 O=143.049 H=143.185 L=141.621 C=141.68906-26 14:00 O=141.73 H=143.55 L=141.702 C=143.13906-26 15:00 O=143.15 H=143.547 L=142.021 C=142.9306-26 16:00 O=142.966 H=143.144 L=142.328 C=142.32806-26 17:00 O=142.376 H=142.777 L=142.029 C=142.02906-26 18:00 O=142.034 H=142.396 L=141.205 C=141.5606-26 19:00 O=141.565 H=142.558 L=141.455 C=142.51906-26 20:00 O=142.499 H=143.844 L=142.224 C=142.99206-26 21:00 O=142.993 H=142.993 L=139.846 C=140.36706-26 22:00 O=140.371 H=140.686 L=139.195 C=139.19506-26 23:00 O=139.193 H=139.276 L=138.818 C=139.0606-27 00:00 O=139.062 H=139.288 L=138.082 C=138.08206-27 01:00 O=138.074 H=139.762 L=137.794 C=139.67106-27 02:00 O=139.655 H=140.916 L=139.383 C=140.91606-27 03:00 O=140.909 H=141.564 L=140.909 C=141.49606-27 04:00 O=141.49 H=141.552 L=141.056 C=141.47406-27 05:00 O=141.46 H=141.635 L=140.703 C=140.71806-27 06:00 O=140.72 H=141.331 L=140.481 C=141.33106-27 07:00 O=141.341 H=142.146 L=140.344 C=140.36506-27 08:00 O=140.369 H=142.567 L=140.369 C=142.31206-27 09:00 O=142.296 H=142.307 L=141.799 C=142.12706-27 10:00 O=142.142 H=142.158 L=141.661 C=142.00406-27 11:00 O=141.999 H=142.222 L=141.708 C=142.15606-27 12:00 O=142.155 H=142.771 L=141.351 C=141.35106-27 13:00 O=141.357 H=142.765 L=141.354 C=142.76506-27 14:00 O=142.741 H=143.257 L=141.779 C=141.90206-27 15:00 O=141.902 H=143.592 L=141.815 C=143.59206-27 16:00 O=143.563 H=144.36 L=143.275 C=143.94106-27 17:00 O=143.89 H=143.89 L=141.217 C=141.21706-27 18:00 O=141.342 H=141.632 L=140.513 C=140.51306-27 19:00 O=140.529 H=141.939 L=140.529 C=141.93906-27 20:00 O=141.902 H=142.865 L=141.841 C=142.79506-27 21:00 O=142.807 H=143.168 L=142.709 C=142.85606-27 22:00 O=142.823 H=143.032 L=142.744 C=142.78506-27 23:00 O=142.785 H=142.785 L=142.105 C=142.19206-28 00:00 O=142.191 H=142.342 L=141.635 C=141.9806-28 01:00 O=141.967 H=142.415 L=141.366 C=142.41506-28 02:00 O=142.404 H=143.336 L=142.404 C=143.13806-28 03:00 O=143.133 H=143.545 L=143.026 C=143.49306-28 04:00 O=143.502 H=143.502 L=143.239 C=143.34906-28 05:00 O=143.336 H=144.086 L=143.326 C=144.03406-28 06:00 O=144.024 H=144.724 L=144 C=144.70106-28 07:00 O=144.743 H=146.644 L=144.702 C=146.64406-28 08:00 O=146.648 H=146.906 L=146.288 C=146.37606-28 09:00 O=146.372 H=147.448 L=145.813 C=147.42406-28 10:00 O=147.408 H=147.445 L=146.956 C=146.99606-28 11:00 O=146.998 H=147.487 L=146.998 C=147.2406-28 12:00 O=147.222 H=147.293 L=146.592 C=146.59206-28 13:00 O=146.582 H=146.786 L=146.017 C=146.13106-28 14:00 O=146.129 H=147.01 L=146.129 C=146.89806-28 15:00 O=146.89 H=147.869 L=146.89 C=147.86906-28 16:00 O=147.777 H=149.664 L=147.777 C=149.16506-28 17:00 O=149.184 H=152.354 L=149.184 C=152.24606-28 18:00 O=152.225 H=152.225 L=150.601 C=151.18206-28 19:00 O=151.19 H=151.495 L=150.782 C=150.78206-28 20:00 O=150.784 H=150.897 L=150.311 C=150.31106-28 21:00 O=150.284 H=150.903 L=150.192 C=150.90306-28 22:00 O=150.953 H=151.354 L=150.886 C=150.92706-28 23:00 O=150.919 H=151.251 L=150.702 C=150.82606-29 00:00 O=150.839 H=151.032 L=150.462 C=150.71706-29 01:00 O=150.713 H=150.858 L=150.34 C=150.3406-29 02:00 O=150.342 H=150.342 L=149.534 C=149.87106-29 03:00 O=149.876 H=150.115 L=149.605 C=149.60506-29 04:00 O=149.601 H=149.92 L=149.538 C=149.91406-29 05:00 O=149.905 H=149.905 L=149.592 C=149.81706-29 06:00 O=149.804 H=150.16 L=149.697 C=149.80606-29 07:00 O=149.805 H=150.16 L=149.716 C=150.1506-29 08:00 O=150.152 H=150.911 L=150.122 C=150.80106-29 09:00 O=150.802 H=151.857 L=150.699 C=151.36206-29 10:00 O=151.35 H=151.658 L=151.182 C=151.51206-29 11:00 O=151.509 H=151.662 L=151.067 C=151.6606-29 12:00 O=151.674 H=151.933 L=151.123 C=151.9206-29 13:00 O=151.924 H=151.924 L=151.302 C=151.67506-29 14:00 O=151.669 H=152.444 L=151.345 C=151.40906-29 15:00 O=151.402 H=151.657 L=150.924 C=150.92706-29 16:00 O=150.916 H=150.916 L=149.947 C=150.36206-29 17:00 O=150.379 H=151.254 L=150.379 C=151.25406-29 18:00 O=151.272 H=152.16 L=151.272 C=152.06706-29 19:00 O=152.059 H=152.059 L=151.171 C=151.18306-29 20:00 O=151.243 H=151.319 L=151.023 C=151.03506-29 21:00 O=150.919 H=151.922 L=150.809 C=151.61406-29 22:00 O=151.632 H=154.387 L=151.632 C=153.08706-29 23:00 O=153.11 H=153.542 L=152.759 C=153.35306-30 00:00 O=153.347 H=153.752 L=152.643 C=152.65306-30 01:00 O=152.647 H=152.647 L=151.925 C=152.13706-30 02:00 O=152.138 H=152.589 L=152.104 C=152.19906-30 03:00 O=152.192 H=152.192 L=151.549 C=151.8906-30 04:00 O=151.885 H=151.984 L=151.302 C=151.30206-30 05:00 O=151.276 H=151.311 L=150.687 C=151.31106-30 06:00 O=151.314 H=151.354 L=150.292 C=150.61706-30 07:00 O=150.591 H=150.739 L=150.069 C=150.69606-30 08:00 O=150.691 H=150.779 L=149.622 C=149.83306-30 09:00 O=149.859 H=150.379 L=149.817 C=150.10306-30 10:00 O=150.078 H=150.386 L=150.002 C=150.35606-30 11:00 O=150.358 H=150.889 L=150.234 C=150.52106-30 12:00 O=150.517 H=150.591 L=149.889 C=149.90406-30 13:00 O=149.946 H=151.403 L=149.946 C=150.93806-30 14:00 O=150.934 H=152.242 L=150.444 C=151.60506-30 15:00 O=151.551 H=159.401 L=151.208 C=158.02506-30 16:00 O=158.071 H=158.22 L=156.65 C=157.19706-30 17:00 O=157.174 H=157.243 L=156.677 C=157.09806-30 18:00 O=157.034 H=157.438 L=155.564 C=155.93706-30 19:00 O=155.916 H=157.695 L=155.828 C=157.69506-30 20:00 O=157.684 H=157.684 L=156.858 C=156.87506-30 21:00 O=156.816 H=156.816 L=155.747 C=155.74706-30 22:00 O=155.752 H=155.813 L=155.229 C=155.25406-30 23:00 O=155.257 H=155.726 L=154.734 C=154.73507-01 00:00 O=154.771 H=155.341 L=153.698 C=154.67307-01 01:00 O=154.681 H=155.208 L=154.545 C=154.54507-01 02:00 O=154.523 H=154.523 L=153.359 C=153.35907-01 03:00 O=153.35 H=153.915 L=153.325 C=153.91507-01 04:00 O=153.921 H=153.921 L=152.67 C=152.69807-01 05:00 O=152.662 H=152.763 L=151.295 C=151.49307-01 06:00 O=151.491 H=151.5 L=151.137 C=151.37107-01 07:00 O=151.36 H=151.463 L=149.536 C=150.27607-01 08:00 O=150.165 H=150.165 L=149.191 C=149.19107-01 09:00 O=149.177 H=149.388 L=148.605 C=149.32507-01 10:00 O=149.325 H=149.325 L=148.79 C=149.02407-01 11:00 O=149.021 H=149.09 L=148.397 C=148.87407-01 12:00 O=148.877 H=149.032 L=148.136 C=148.44507-01 13:00 O=148.447 H=148.509 L=147.511 C=148.32307-01 14:00 O=148.343 H=149.065 L=146.737 C=147.24607-01 15:00 O=147.242 H=147.795 L=147.017 C=147.28707-01 16:00 O=147.286 H=148.107 L=147.28 C=148.10707-01 17:00 O=148.184 H=148.353 L=147.741 C=147.77607-01 18:00 O=147.797 H=147.923 L=146.38 C=146.3807-01 19:00 O=146.38 H=146.661 L=145.588 C=145.75407-01 20:00 O=145.723 H=146.64 L=145.222 C=146.63107-01 21:00 O=146.621 H=146.943 L=146.192 C=146.57407-01 22:00 O=146.566 H=146.995 L=146.452 C=146.95907-01 23:00 O=146.945 H=146.945 L=146.496 C=146.92907-02 00:00 O=146.876 H=147.491 L=146.74 C=146.74507-02 01:00 O=146.758 H=147.864 L=146.245 C=147.86407-02 02:00 O=147.868 H=148.415 L=147.454 C=148.41507-02 03:00 O=148.42 H=149.114 L=148.377 C=148.92607-02 04:00 O=148.922 H=149.17 L=148.457 C=149.1707-02 05:00 O=149.142 H=149.142 L=148.649 C=149.01807-02 06:00 O=149.026 H=149.679 L=149.008 C=149.67907-02 07:00 O=149.686 H=149.714 L=149.013 C=149.18807-02 08:00 O=149.182 H=149.912 L=149.182 C=149.25607-02 09:00 O=149.255 H=149.569 L=148.713 C=148.71307-02 10:00 O=148.727 H=149.429 L=148.602 C=149.42907-02 11:00 O=149.446 H=149.57 L=148.571 C=148.62507-02 12:00 O=148.627 H=148.627 L=147.387 C=147.67907-02 13:00 O=147.726 H=149.79 L=147.726 C=149.18707-02 14:00 O=149.205 H=150.382 L=149.205 C=150.24407-02 15:00 O=150.221 H=151.453 L=150.217 C=151.38307-02 16:00 O=151.41 H=153.392 L=151.344 C=153.15307-02 17:00 O=153.164 H=153.416 L=150.904 C=151.34907-02 18:00 O=151.407 H=152.243 L=151.407 C=152.24307-02 19:00 O=152.275 H=152.914 L=151.888 C=152.91407-02 20:00 O=152.985 H=153.757 L=152.652 C=153.19307-02 21:00 O=153.143 H=153.913 L=153.009 C=153.85307-02 22:00 O=153.948 H=154.393 L=153.53 C=153.63507-02 23:00 O=153.633 H=153.669 L=152.159 C=152.22907-03 00:00 O=152.253 H=153.228 L=152.188 C=153.02907-03 01:00 O=153.048 H=153.209 L=152.755 C=153.20907-03 02:00 O=153.202 H=153.202 L=151.982 C=152.69507-03 03:00 O=152.708 H=153.915 L=152.708 C=153.57607-03 04:00 O=153.564 H=153.948 L=153.401 C=153.8107-03 05:00 O=153.809 H=155.835 L=153.809 C=155.79307-03 06:00 O=155.776 H=155.811 L=155.293 C=155.58407-03 07:00 O=155.499 H=155.701 L=155.062 C=155.66307-03 08:00 O=155.661 H=155.896 L=155.468 C=155.47107-03 09:00 O=155.465 H=156.185 L=155.343 C=155.8307-03 10:00 O=155.829 H=155.829 L=154.678 C=154.91607-03 11:00 O=154.904 H=154.915 L=154.429 C=154.58107-03 12:00 O=154.596 H=154.618 L=152.445 C=152.96307-03 13:00 O=153.083 H=154.578 L=152.883 C=154.51407-03 14:00 O=154.526 H=154.788 L=152.367 C=152.4307-03 15:00 O=152.413 H=152.477 L=150.165 C=150.16507-03 16:00 O=150.193 H=151.152 L=150.179 C=150.73307-03 17:00 O=150.71 H=151.636 L=150.71 C=151.58607-03 18:00 O=151.577 H=151.719 L=151.072 C=151.7107-03 19:00 O=151.71 H=152.034 L=151.602 C=151.81307-03 20:00 O=151.814 H=152.737 L=151.814 C=152.73707-03 21:00 O=152.752 H=153.042 L=152.714 C=153.02407-03 22:00 O=153.024 H=153.212 L=152.759 C=152.98107-03 23:00 O=152.993 H=153.049 L=152.255 C=152.39407-04 00:00 O=152.391 H=152.805 L=152.192 C=152.40607-04 01:00 O=152.386 H=153.083 L=152.386 C=152.6107-04 02:00 O=152.607 H=152.607 L=151.272 C=151.34807-04 03:00 O=151.348 H=151.926 L=151.151 C=151.80207-04 04:00 O=151.797 H=152.508 L=151.701 C=151.70107-04 05:00 O=151.686 H=153.531 L=151.648 C=153.01807-04 06:00 O=153.043 H=153.142 L=152.012 C=152.49307-04 07:00 O=152.511 H=152.764 L=150.573 C=150.60707-04 08:00 O=150.594 H=150.594 L=149.444 C=149.95407-04 09:00 O=149.976 H=150.958 L=149.976 C=150.85307-04 10:00 O=150.876 H=150.966 L=150.101 C=150.10807-04 11:00 O=150.111 H=150.704 L=150.111 C=150.21607-04 12:00 O=150.226 H=150.614 L=150.163 C=150.45807-04 13:00 O=150.477 H=151.214 L=148.952 C=148.95207-04 14:00 O=148.936 H=148.936 L=148.016 C=148.05807-04 15:00 O=148.056 H=148.221 L=146.564 C=146.69307-04 16:00 O=146.693 H=146.693 L=145.461 C=145.73407-04 17:00 O=145.764 H=146.606 L=145.764 C=146.60607-04 18:00 O=146.611 H=146.636 L=146.095 C=146.45207-04 19:00 O=146.443 H=146.765 L=146.258 C=146.70207-04 20:00 O=146.709 H=147.177 L=146.697 C=146.76507-04 21:00 O=146.796 H=147.254 L=146.499 C=147.25407-04 22:00 O=147.253 H=148.346 L=147.172 C=148.34607-04 23:00 O=148.347 H=148.347 L=147.523 C=147.76307-05 00:00 O=147.75 H=148.38 L=147.7 C=148.28607-05 01:00 O=148.315 H=148.335 L=147.907 C=148.11307-05 02:00 O=148.247 H=148.247 L=147.514 C=148.09307-05 03:00 O=148.094 H=148.419 L=147.848 C=147.84807-05 04:00 O=147.851 H=147.929 L=147.446 C=147.44607-05 05:00 O=147.429 H=147.429 L=146.868 C=147.40407-05 06:00 O=147.404 H=148.262 L=147.222 C=148.23707-05 07:00 O=148.239 H=148.359 L=147.833 C=147.83307-05 08:00 O=147.858 H=147.907 L=147.192 C=147.35107-05 09:00 O=147.377 H=147.892 L=146.954 C=147.88507-05 10:00 O=147.9 H=148.193 L=147.874 C=148.0107-05 11:00 O=148.017 H=148.514 L=148.017 C=148.34607-05 12:00 O=148.335 H=148.335 L=147.914 C=148.2707-05 13:00 O=148.274 H=148.585 L=147.987 C=147.98707-05 14:00 O=147.993 H=148.138 L=147.836 C=148.12507-05 15:00 O=148.094 H=148.22 L=147.19 C=147.1907-05 16:00 O=147.192 H=147.217 L=146.077 C=146.54707-05 17:00 O=146.535 H=147.055 L=146.535 C=146.91607-05 18:00 O=146.916 H=146.92 L=146.181 C=146.50207-05 19:00 O=146.487 H=146.986 L=146.282 C=146.94107-05 20:00 O=146.937 H=147.214 L=146.609 C=147.21407-05 21:00 O=147.226 H=147.488 L=147.025 C=147.44507-05 22:00 O=147.438 H=147.814 L=147.248 C=147.81407-05 23:00 O=147.823 H=148.036 L=147.628 C=147.64107-06 00:00 O=147.637 H=147.637 L=147.343 C=147.60607-06 01:00 O=147.618 H=147.653 L=147.11 C=147.25907-06 02:00 O=147.265 H=147.565 L=147.119 C=147.11907-06 03:00 O=147.113 H=147.4 L=146.996 C=147.39907-06 04:00 O=147.4 H=147.762 L=147.343 C=147.34307-06 05:00 O=147.345 H=147.394 L=147.181 C=147.1907-06 06:00 O=147.199 H=148.266 L=147.199 C=148.1307-06 07:00 O=148.13 H=148.467 L=148.019 C=148.01907-06 08:00 O=148.008 H=148.008 L=147.412 C=147.607-06 09:00 O=147.602 H=147.701 L=147.015 C=147.01507-06 10:00 O=147.004 H=147.621 L=146.91 C=147.35807-06 11:00 O=147.363 H=147.986 L=147.277 C=147.98607-06 12:00 O=147.995 H=148.958 L=147.979 C=148.95807-06 13:00 O=148.95 H=151.839 L=148.631 C=151.47607-06 14:00 O=151.462 H=151.779 L=151.102 C=151.62207-06 15:00 O=151.616 H=151.796 L=150.978 C=151.36807-06 16:00 O=151.376 H=152.714 L=151.376 C=152.61207-06 17:00 O=153.053 H=153.053 L=152.468 C=152.50407-06 18:00 O=152.507 H=152.521 L=151.22 C=151.33207-06 19:00 O=151.339 H=151.676 L=150.827 C=151.05307-06 20:00 O=151.072 H=151.897 L=151.072 C=151.57707-06 21:00 O=151.568 H=153.257 L=151.558 C=152.25607-06 22:00 O=152.363 H=153.385 L=152.363 C=152.52207-06 23:00 O=152.51 H=152.524 L=151.624 C=151.87307-07 00:00 O=151.924 H=151.924 L=150.944 C=151.1307-07 01:00 O=151.136 H=151.244 L=150.485 C=151.20507-07 02:00 O=151.207 H=152.64 L=151.207 C=152.3107-07 03:00 O=152.303 H=152.715 L=151.949 C=151.94907-07 04:00 O=151.946 H=152.081 L=151.869 C=151.86907-07 05:00 O=151.861 H=152.067 L=151.681 C=151.9507-07 06:00 O=151.95 H=151.963 L=151.141 C=151.14307-07 07:00 O=151.146 H=152.231 L=151.078 C=152.21707-07 08:00 O=152.241 H=152.799 L=152.241 C=152.66507-07 09:00 O=152.66 H=152.66 L=152.181 C=152.21907-07 10:00 O=152.162 H=152.395 L=151.786 C=152.31307-07 11:00 O=152.312 H=153.264 L=152.232 C=152.97907-07 12:00 O=152.915 H=152.915 L=151.592 C=151.74307-07 13:00 O=151.713 H=152.533 L=151.531 C=152.53307-07 14:00 O=152.558 H=153.068 L=151.801 C=151.80407-07 15:00 O=151.778 H=152.315 L=151.199 C=151.19907-07 16:00 O=151.094 H=151.407 L=150.311 C=150.47107-07 17:00 O=150.282 H=150.622 L=149.881 C=149.88107-07 18:00 O=149.908 H=150.263 L=149.219 C=150.12107-07 19:00 O=150.113 H=150.58 L=148.791 C=149.05907-07 20:00 O=149.037 H=149.037 L=147.97 C=148.37507-07 21:00 O=148.395 H=148.77 L=147.927 C=148.64707-07 22:00 O=148.623 H=148.623 L=147.8 C=148.36407-07 23:00 O=148.369 H=148.872 L=148.369 C=148.87207-08 00:00 O=148.875 H=149.978 L=148.844 C=149.31707-08 01:00 O=149.299 H=149.299 L=148.833 C=148.95307-08 02:00 O=148.934 H=149.171 L=147.974 C=148.10307-08 03:00 O=148.098 H=148.875 L=148.028 C=148.70907-08 04:00 O=148.711 H=148.998 L=148.371 C=148.99807-08 05:00 O=149.001 H=149.343 L=148.7 C=149.20807-08 06:00 O=149.21 H=149.559 L=149.133 C=149.32707-08 07:00 O=149.269 H=149.652 L=148.974 C=149.63507-08 08:00 O=149.648 H=150.183 L=149.648 C=149.89907-08 09:00 O=149.92 H=150.537 L=149.792 C=150.38607-08 10:00 O=150.39 H=151.265 L=150.282 C=151.11707-08 11:00 O=151.148 H=151.486 L=151.087 C=151.31407-08 12:00 O=151.312 H=152.328 L=151.312 C=152.32807-08 13:00 O=152.34 H=152.573 L=151.681 C=152.21407-08 14:00 O=152.182 H=152.182 L=150.75 C=150.76707-08 15:00 O=150.777 H=151.081 L=149.922 C=149.92207-08 16:00 O=149.888 H=150.493 L=149.617 C=150.49307-08 17:00 O=150.514 H=152.171 L=150.514 C=152.15207-08 18:00 O=152.103 H=152.754 L=151.942 C=152.75407-08 19:00 O=152.792 H=152.792 L=151.412 C=151.41207-08 20:00 O=151.47 H=151.636 L=150.255 C=150.25507-08 21:00 O=150.136 H=150.738 L=150.118 C=150.62107-08 22:00 O=150.661 H=151.474 L=150.661 C=151.47407-08 23:00 O=151.479 H=151.865 L=151.479 C=151.8107-09 00:00 O=151.786 H=151.786 L=151.209 C=151.69307-09 01:00 O=151.714 H=152.121 L=151.263 C=151.47707-09 02:00 O=151.473 H=152.109 L=151.473 C=151.79407-09 03:00 O=151.806 H=151.998 L=151.326 C=151.36207-09 04:00 O=151.363 H=151.412 L=150.716 C=151.17507-09 05:00 O=151.169 H=153.671 L=151.169 C=153.1207-09 06:00 O=153.131 H=153.264 L=152.54 C=152.92707-09 07:00 O=152.927 H=153.168 L=152.687 C=153.027進場 144.768停損 135.358100% 出場:到期 +9.1%進場06-23 22:0007-01 15:0007-09 07:00

圖為時線逐根判定(藍=進場價、紅虛線=停損價、綠點線=武裝價、橘階梯線=移動停利價、紫=出場);標題的「日線回測」是主體回測(日線+校正表)判定的結果,兩者出場點可能略有差異——這正是用來目視檢查日線回測是否合理的依據。

per_trade_compound%:同一訊號日對全部標的等權重得到組合報酬;再用「間隔 ≥ 持有日」的不重疊軌道依序複利,取每筆等效複利率 (比照 crypto 專案定義)。穩健度=各期間 per_trade_compound 的最小值,避免只在某一段行情有效的參數勝出。
停損/武裝/回落皆為「現貨價」%;權益報酬 = 槓桿 × 價格變動 − 雙邊成本×槓桿;槓桿強平門檻 = 0.9/槓桿(停損不可比強平更寬)。
日線內同一根 K 棒的先後順序不確定處,以時線校正表(依當日振幅與回落幅度的比例估計機率)+固定種子抽樣處理。
槓桿交易風險極高,本頁不構成投資建議。