InvestMarket 操作方式回測(不選股・全標的等權重進場)

產生時間:2026-09-27 10:16:48 台灣時間(花費 3分31秒)
標的數 42 進場樣本 25643(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=1~5、stop_loss_pct=99、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3x/不設停損(僅強平)/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 +54.5%、固定資金 +92.8%(平均實際持有 13.9 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 +3.533%(最差期間 -3.544%)
最差期間 min_pc =-5.755%(各期間中最差的「每筆等效複利率」),複利平均 +1.983% (算術平均 +2.065%), 單筆平均 +3.085%,勝率 51.5%。
⚠ 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 2021-10-24~2022-08-18,約 299 日曆日):每筆等效複利率 -5.755% × 約 20.3 筆依序複利 ≈ 整段期間 -70.0%(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
13x99%—(跳過)9999% / 99%14-5.755+1.983+2.065+3.53313.9+54.5+92.8+3.08551.5%停損1.97%、跳空停損0.15%、到期97.88%
23x99%—(跳過)9999% / 99%14-5.700+1.974+2.054+3.49513.9+54.5+91.8+3.06751.5%停損1.9%、跳空停損0.15%、到期97.95%
33x99%—(跳過)9999% / 99%14-5.788+1.983+2.066+3.54313.9+54.5+93.1+3.09451.5%停損2%、跳空停損0.15%、到期97.85%
43x99%—(跳過)9999% / 99%14-5.682+1.965+2.045+3.47813.9+54.3+91.3+3.05551.5%停損1.9%、跳空停損0.14%、到期97.96%
53x99%—(跳過)9999% / 99%14-5.737+1.981+2.062+3.52213.9+54.2+92.5+3.08551.5%停損1.94%、跳空停損0.15%、到期97.91%
63x99%—(跳過)9999% / 99%14-5.664+1.969+2.048+3.47113.9+54.1+91.2+3.05251.5%停損1.87%、跳空停損0.14%、到期97.99%
73x99%—(跳過)9999% / 99%14-5.474+1.969+2.045+3.39413.9+54.0+89.1+2.99351.5%停損1.67%、跳空停損0.14%、到期98.19%
83x99%—(跳過)9999% / 99%14-5.718+1.974+2.054+3.50613.9+54.0+92.1+3.07451.5%停損1.92%、跳空停損0.16%、到期97.92%
93x99%—(跳過)9999% / 99%14-5.346+1.965+2.038+3.32413.9+54.0+87.2+2.93851.5%停損1.46%、跳空停損0.15%、到期98.4%
103x99%—(跳過)9999% / 99%14-5.278+1.972+2.044+3.31113.9+53.9+86.8+2.93151.5%停損1.41%、跳空停損0.15%、到期98.44%
113x99%—(跳過)9999% / 99%14-5.620+1.960+2.038+3.44413.9+53.9+90.4+3.03651.5%停損1.82%、跳空停損0.13%、到期98.05%
123x99%—(跳過)9999% / 99%14-5.820+1.988+2.072+3.55813.9+53.9+93.5+3.09851.5%停損2.03%、跳空停損0.15%、到期97.82%
133x99%—(跳過)9999% / 99%14-5.457+1.966+2.041+3.38113.9+53.8+88.7+2.98551.5%停損1.64%、跳空停損0.14%、到期98.22%
143x99%—(跳過)9999% / 99%14-5.364+1.965+2.038+3.33313.9+53.8+87.4+2.94651.5%停損1.5%、跳空停損0.13%、到期98.37%
153x99%—(跳過)9999% / 99%14-5.647+1.962+2.041+3.45513.9+53.8+90.7+3.04051.5%停損1.86%、跳空停損0.13%、到期98.01%

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
1x99%—(跳過)9999% / 99%14-1.296+1.044+1.052+1.20114.0+27.7+31.3+1.08351.5%到期100%
1x99%—(跳過)9999% / 99%14-1.357+1.079+1.088+1.24914.0+28.7+32.6+1.12751.5%到期100%
1x99%—(跳過)9999% / 99%14-1.656+1.241+1.253+1.47814.0+33.4+38.5+1.33251.5%到期100%
2x99%—(跳過)9999% / 99%14-2.335+1.535+1.556+1.94414.0+42.1+50.7+1.75351.5%停損0.04%、到期99.96%
2x99%—(跳過)9999% / 99%14-2.446+1.574+1.597+2.01414.0+43.3+52.5+1.81551.5%停損0.06%、到期99.94%
2x99%—(跳過)9999% / 99%14-2.581+1.621+1.645+2.09914.0+44.6+54.7+1.89251.5%停損0.07%、到期99.93%
2x99%—(跳過)9999% / 99%14-3.241+1.778+1.813+2.43814.0+49.4+63.6+2.18351.5%停損0.23%、跳空停損0.02%、到期99.76%
2x99%—(跳過)9999% / 99%14-3.264+1.783+1.818+2.45014.0+49.5+63.9+2.18651.5%停損0.24%、跳空停損0.02%、到期99.74%
2x99%—(跳過)9999% / 99%14-3.477+1.807+1.845+2.52114.0+50.2+65.8+2.25051.5%停損0.31%、跳空停損0.03%、到期99.66%
2x99%—(跳過)9999% / 99%14-3.727+1.848+1.890+2.64014.0+51.3+68.9+2.35351.5%停損0.44%、跳空停損0.03%、到期99.53%
2x99%—(跳過)9999% / 99%14-3.834+1.854+1.898+2.68514.0+50.2+70.1+2.40551.5%停損0.48%、跳空停損0.05%、到期99.47%
2x99%—(跳過)9999% / 99%14-3.948+1.878+1.924+2.75414.0+51.1+72.0+2.45951.5%停損0.55%、跳空停損0.07%、到期99.38%
2x99%—(跳過)9999% / 99%14-4.104+1.863+1.911+2.78214.0+51.0+72.7+2.48751.5%停損0.65%、跳空停損0.06%、到期99.29%
2x99%—(跳過)9999% / 99%14-4.141+1.870+1.919+2.80314.0+50.8+73.3+2.50251.5%停損0.68%、跳空停損0.06%、到期99.26%
2x99%—(跳過)9999% / 99%14-4.245+1.883+1.934+2.85614.0+51.0+74.7+2.55151.5%停損0.74%、跳空停損0.06%、到期99.21%
2x99%—(跳過)9999% / 99%14-4.282+1.895+1.947+2.88314.0+51.3+75.4+2.57351.5%停損0.76%、跳空停損0.06%、到期99.17%
3x99%—(跳過)9999% / 99%14-4.391+1.905+1.959+2.92614.0+51.2+76.5+2.61151.5%停損0.82%、跳空停損0.07%、到期99.1%
3x99%—(跳過)9999% / 99%14-4.451+1.891+1.946+2.93313.9+51.2+76.7+2.61751.5%停損0.89%、跳空停損0.07%、到期99.04%
3x99%—(跳過)9999% / 99%14-4.496+1.899+1.954+2.95613.9+51.6+77.3+2.63451.5%停損0.93%、跳空停損0.06%、到期99%
3x99%—(跳過)9999% / 99%14-4.515+1.898+1.954+2.96213.9+51.5+77.5+2.63851.5%停損0.95%、跳空停損0.07%、到期98.98%
3x99%—(跳過)9999% / 99%14-4.533+1.900+1.957+2.97213.9+51.2+77.8+2.64951.5%停損0.96%、跳空停損0.07%、到期98.97%
3x99%—(跳過)9999% / 99%14-4.604+1.907+1.965+3.00313.9+51.5+78.6+2.67751.5%停損1%、跳空停損0.08%、到期98.92%
3x99%—(跳過)9999% / 99%14-4.640+1.916+1.974+3.02913.9+51.4+79.3+2.69651.5%停損1.04%、跳空停損0.08%、到期98.88%
3x99%—(跳過)9999% / 99%14-4.751+1.911+1.971+3.05413.9+51.1+79.9+2.72151.5%停損1.08%、跳空停損0.1%、到期98.82%
3x99%—(跳過)9999% / 99%14-4.792+1.913+1.974+3.06413.9+51.2+80.2+2.73051.5%停損1.1%、跳空停損0.11%、到期98.79%
3x99%—(跳過)9999% / 99%14-4.828+1.921+1.984+3.09013.9+51.3+80.9+2.74951.5%停損1.14%、跳空停損0.1%、到期98.76%
3x99%—(跳過)9999% / 99%14-4.854+1.922+1.984+3.10013.9+51.1+81.2+2.75851.5%停損1.15%、跳空停損0.11%、到期98.73%
3x99%—(跳過)9999% / 99%14-4.918+1.926+1.990+3.13313.9+51.9+82.1+2.78751.5%停損1.18%、跳空停損0.13%、到期98.69%
3x99%—(跳過)9999% / 99%14-4.936+1.934+1.998+3.14913.9+52.1+82.5+2.80051.5%停損1.18%、跳空停損0.13%、到期98.68%
3x99%—(跳過)9999% / 99%14-4.972+1.939+2.004+3.17013.9+51.8+83.0+2.80851.5%停損1.21%、跳空停損0.14%、到期98.65%
3x99%—(跳過)9999% / 99%14-5.042+1.946+2.012+3.19413.9+52.1+83.7+2.82651.5%停損1.23%、跳空停損0.15%、到期98.62%
3x99%—(跳過)9999% / 99%14-5.060+1.952+2.019+3.20813.9+52.2+84.1+2.83951.5%停損1.25%、跳空停損0.15%、到期98.61%
3x99%—(跳過)9999% / 99%14-5.078+1.954+2.021+3.21913.9+52.4+84.3+2.85151.5%停損1.26%、跳空停損0.14%、到期98.6%
3x99%—(跳過)9999% / 99%14-5.123+1.955+2.023+3.23013.9+52.5+84.7+2.86351.5%停損1.26%、跳空停損0.15%、到期98.59%
3x99%—(跳過)9999% / 99%14-5.159+1.963+2.032+3.25513.9+53.0+85.3+2.88551.5%停損1.3%、跳空停損0.15%、到期98.55%
3x99%—(跳過)9999% / 99%14-5.176+1.964+2.033+3.26513.9+53.2+85.6+2.89351.5%停損1.33%、跳空停損0.15%、到期98.52%
3x99%—(跳過)9999% / 99%14-5.194+1.971+2.041+3.28013.9+53.5+86.0+2.90651.5%停損1.34%、跳空停損0.15%、到期98.51%
3x99%—(跳過)9999% / 99%14-5.230+1.969+2.039+3.28813.9+53.6+86.2+2.91651.5%停損1.35%、跳空停損0.15%、到期98.5%
3x99%—(跳過)9999% / 99%14-5.248+1.968+2.039+3.29813.9+53.7+86.5+2.92351.5%停損1.37%、跳空停損0.15%、到期98.47%
3x99%—(跳過)9999% / 99%14-5.278+1.972+2.044+3.31113.9+53.9+86.8+2.93151.5%停損1.41%、跳空停損0.15%、到期98.44%
3x99%—(跳過)9999% / 99%14-5.321+1.966+2.038+3.31613.9+53.8+87.0+2.93451.5%停損1.44%、跳空停損0.14%、到期98.42%
3x99%—(跳過)9999% / 99%14-5.346+1.965+2.038+3.32413.9+54.0+87.2+2.93851.5%停損1.46%、跳空停損0.15%、到期98.4%
3x99%—(跳過)9999% / 99%14-5.364+1.965+2.038+3.33313.9+53.8+87.4+2.94651.5%停損1.5%、跳空停損0.13%、到期98.37%
3x99%—(跳過)9999% / 99%14-5.381+1.946+2.019+3.32513.9+52.9+87.2+2.94451.5%停損1.54%、跳空停損0.13%、到期98.33%
3x99%—(跳過)9999% / 99%14-5.417+1.958+2.032+3.35313.9+53.4+88.0+2.96451.5%停損1.58%、跳空停損0.13%、到期98.29%
3x99%—(跳過)9999% / 99%14-5.457+1.966+2.041+3.38113.9+53.8+88.7+2.98551.5%停損1.64%、跳空停損0.14%、到期98.22%
3x99%—(跳過)9999% / 99%14-5.474+1.969+2.045+3.39413.9+54.0+89.1+2.99351.5%停損1.67%、跳空停損0.14%、到期98.19%
3x99%—(跳過)9999% / 99%14-5.531+1.954+2.030+3.40013.9+53.4+89.2+3.00851.5%停損1.7%、跳空停損0.15%、到期98.16%
3x99%—(跳過)9999% / 99%14-5.549+1.951+2.027+3.40613.9+53.5+89.4+3.00351.5%停損1.75%、跳空停損0.15%、到期98.1%
3x99%—(跳過)9999% / 99%14-5.572+1.954+2.032+3.42013.9+53.6+89.8+3.01451.5%停損1.77%、跳空停損0.15%、到期98.08%
3x99%—(跳過)9999% / 99%14-5.620+1.960+2.038+3.44413.9+53.9+90.4+3.03651.5%停損1.82%、跳空停損0.13%、到期98.05%
3x99%—(跳過)9999% / 99%14-5.647+1.962+2.041+3.45513.9+53.8+90.7+3.04051.5%停損1.86%、跳空停損0.13%、到期98.01%
3x99%—(跳過)9999% / 99%14-5.664+1.969+2.048+3.47113.9+54.1+91.2+3.05251.5%停損1.87%、跳空停損0.14%、到期97.99%
3x99%—(跳過)9999% / 99%14-5.682+1.965+2.045+3.47813.9+54.3+91.3+3.05551.5%停損1.9%、跳空停損0.14%、到期97.96%
3x99%—(跳過)9999% / 99%14-5.700+1.974+2.054+3.49513.9+54.5+91.8+3.06751.5%停損1.9%、跳空停損0.15%、到期97.95%
3x99%—(跳過)9999% / 99%14-5.718+1.974+2.054+3.50613.9+54.0+92.1+3.07451.5%停損1.92%、跳空停損0.16%、到期97.92%
3x99%—(跳過)9999% / 99%14-5.737+1.981+2.062+3.52213.9+54.2+92.5+3.08551.5%停損1.94%、跳空停損0.15%、到期97.91%
3x99%—(跳過)9999% / 99%14-5.755+1.983+2.065+3.53313.9+54.5+92.8+3.08551.5%停損1.97%、跳空停損0.15%、到期97.88%
3x99%—(跳過)9999% / 99%14-5.788+1.983+2.066+3.54313.9+54.5+93.1+3.09451.5%停損2%、跳空停損0.15%、到期97.85%
3x99%—(跳過)9999% / 99%14-5.820+1.988+2.072+3.55813.9+53.9+93.5+3.09851.5%停損2.03%、跳空停損0.15%、到期97.82%
3x99%—(跳過)9999% / 99%14-5.838+1.969+2.053+3.55313.9+52.3+93.4+3.09551.5%停損2.07%、跳空停損0.15%、到期97.78%
3x99%—(跳過)9999% / 99%14-5.857+1.948+2.031+3.54313.9+52.1+93.1+3.09651.4%停損2.09%、跳空停損0.16%、到期97.75%
3x99%—(跳過)9999% / 99%14-5.885+1.946+2.030+3.55013.9+51.7+93.3+3.10151.4%停損2.11%、跳空停損0.16%、到期97.73%
3x99%—(跳過)9999% / 99%14-5.903+1.944+2.028+3.55913.9+51.9+93.6+3.10751.4%停損2.14%、跳空停損0.17%、到期97.69%
3x99%—(跳過)9999% / 99%14-5.922+1.948+2.033+3.57213.9+52.1+93.9+3.11651.4%停損2.17%、跳空停損0.17%、到期97.66%
3x99%—(跳過)9999% / 99%14-5.939+1.954+2.039+3.58713.9+52.2+94.3+3.13051.4%停損2.19%、跳空停損0.17%、到期97.64%
3x99%—(跳過)9999% / 99%14-5.959+1.958+2.043+3.60013.9+52.1+94.7+3.13851.4%停損2.22%、跳空停損0.17%、到期97.61%
3x99%—(跳過)9999% / 99%14-6.048+1.944+2.031+3.60913.9+51.7+94.9+3.14051.4%停損2.29%、跳空停損0.17%、到期97.53%
3x99%—(跳過)9999% / 99%14-6.075+1.949+2.037+3.62313.9+51.8+95.3+3.15451.4%停損2.31%、跳空停損0.18%、到期97.51%
3x99%—(跳過)9999% / 99%14-6.110+1.959+2.048+3.65213.9+51.8+96.1+3.16951.4%停損2.36%、跳空停損0.17%、到期97.46%
3x99%—(跳過)9999% / 99%14-6.244+1.949+2.040+3.67513.9+51.1+96.7+3.18751.4%停損2.42%、跳空停損0.2%、到期97.38%
3x99%—(跳過)9999% / 99%14-6.263+1.950+2.042+3.68813.9+51.1+97.1+3.19351.4%停損2.46%、跳空停損0.2%、到期97.34%
3x99%—(跳過)9999% / 99%14-6.291+1.950+2.042+3.69713.9+51.3+97.3+3.20351.4%停損2.49%、跳空停損0.2%、到期97.31%
3x99%—(跳過)9999% / 99%14-6.308+1.926+2.018+3.68513.9+50.3+97.0+3.20751.4%停損2.51%、跳空停損0.21%、到期97.29%
3x99%—(跳過)9999% / 99%14-6.375+1.918+2.011+3.70113.9+50.6+97.5+3.22351.4%停損2.56%、跳空停損0.22%、到期97.23%
3x99%—(跳過)9999% / 99%14-6.404+1.918+2.012+3.71113.9+50.8+97.8+3.22851.4%停損2.6%、跳空停損0.22%、到期97.18%
3x99%—(跳過)9999% / 99%14-6.465+1.903+1.997+3.72013.8+49.2+98.0+3.22751.4%停損2.64%、跳空停損0.23%、到期97.14%
3x99%—(跳過)9999% / 99%14-6.486+1.898+1.994+3.72713.8+49.2+98.2+3.23151.4%停損2.68%、跳空停損0.23%、到期97.09%
3x99%—(跳過)9999% / 99%14-6.502+1.903+1.998+3.74013.8+49.5+98.6+3.23951.4%停損2.72%、跳空停損0.22%、到期97.06%
3x99%—(跳過)9999% / 99%14-6.519+1.901+1.997+3.75013.8+49.0+98.8+3.25151.4%停損2.73%、跳空停損0.24%、到期97.03%
3x99%—(跳過)9999% / 99%14-6.574+1.910+2.007+3.77913.8+49.2+99.6+3.27251.4%停損2.78%、跳空停損0.24%、到期96.98%
3x99%—(跳過)9999% / 99%14-6.670+1.896+1.995+3.80213.8+49.3+100.3+3.29951.4%停損2.86%、跳空停損0.25%、到期96.89%
3x99%—(跳過)9999% / 99%14-6.717+1.887+1.987+3.80513.8+49.3+100.4+3.30751.4%停損2.89%、跳空停損0.24%、到期96.87%
3x99%—(跳過)9999% / 99%14-6.734+1.893+1.993+3.82013.8+49.6+100.8+3.32151.4%停損2.9%、跳空停損0.25%、到期96.85%
4x99%—(跳過)9999% / 99%14-6.823+1.886+1.989+3.84813.8+49.6+101.6+3.35051.4%停損2.98%、跳空停損0.27%、到期96.75%
4x99%—(跳過)9999% / 99%14-6.853+1.885+1.988+3.85913.8+49.3+101.9+3.36351.4%停損3.02%、跳空停損0.27%、到期96.72%
4x99%—(跳過)9999% / 99%14-6.943+1.876+1.981+3.88713.8+49.0+102.7+3.38251.4%停損3.15%、跳空停損0.27%、到期96.59%
4x99%—(跳過)9999% / 99%14-7.012+1.885+1.991+3.92613.8+49.3+103.7+3.41351.4%停損3.22%、跳空停損0.3%、到期96.48%
4x99%—(跳過)9999% / 99%14-7.134+1.886+1.996+3.96213.8+49.5+104.7+3.43751.4%停損3.31%、跳空停損0.31%、到期96.37%
4x99%—(跳過)9999% / 99%14-7.249+1.869+1.980+3.99313.8+48.3+105.6+3.47651.4%停損3.4%、跳空停損0.33%、到期96.27%
4x99%—(跳過)9999% / 99%14-7.316+1.862+1.975+4.03613.8+46.6+106.8+3.50251.4%停損3.49%、跳空停損0.37%、到期96.14%
4x99%—(跳過)9999% / 99%14-7.441+1.861+1.977+4.11313.8+48.0+108.9+3.52851.4%停損3.7%、跳空停損0.37%、到期95.92%
4x99%—(跳過)9999% / 99%14-7.530+1.857+1.975+4.13513.8+48.1+109.6+3.54451.4%停損3.76%、跳空停損0.39%、到期95.85%
4x99%—(跳過)9999% / 99%14-7.718+1.859+1.981+4.21613.8+48.0+111.8+3.61651.4%停損3.94%、跳空停損0.41%、到期95.65%
4x99%—(跳過)9999% / 99%14-8.073+1.812+1.941+4.29613.7+44.8+114.2+3.66451.3%停損4.33%、跳空停損0.41%、到期95.26%
4x99%—(跳過)9999% / 99%14-8.125+1.799+1.929+4.31013.7+44.8+114.5+3.68351.3%停損4.37%、跳空停損0.42%、到期95.21%
4x99%—(跳過)9999% / 99%14-8.144+1.782+1.912+4.30913.7+44.5+114.5+3.68651.3%停損4.44%、跳空停損0.42%、到期95.15%
4x99%—(跳過)9999% / 99%14-8.476+1.797+1.935+4.48313.7+46.3+119.4+3.80951.3%停損4.84%、跳空停損0.43%、到期94.73%
4x99%—(跳過)9999% / 99%14-9.153+1.704+1.857+4.70913.6+45.5+126.0+4.00051.2%停損5.57%、跳空停損0.55%、到期93.87%
4x99%—(跳過)9999% / 99%14-9.737+1.528+1.693+4.70913.6+37.1+126.3+4.04951.2%停損6.05%、跳空停損0.61%、到期93.33%
5x99%—(跳過)9999% / 99%14-10.305+1.467+1.647+4.88013.6+35.0+131.3+4.16851.1%停損6.66%、跳空停損0.68%、到期92.67%
5x99%—(跳過)9999% / 99%14-10.766+1.345+1.535+5.03013.5+33.4+135.8+4.28151.1%停損7.19%、跳空停損0.82%、到期91.99%
5x99%—(跳過)9999% / 99%14-11.127+1.248+1.446+5.17813.5+31.1+140.4+4.40151.0%停損7.75%、跳空停損0.96%、到期91.28%

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%14-1.296+1.044+1.052+1.20114.0+27.7+31.3+1.08351.5%到期100%
2x99%—(跳過)9999% / 99%14-3.139+1.749+1.782+2.37814.0+48.4+62.0+2.13151.5%停損0.2%、跳空停損0.02%、到期99.78%
3x99%—(跳過)9999% / 99%14-5.495+1.976+2.052+3.40913.9+54.3+89.5+3.00551.5%停損1.68%、跳空停損0.15%、到期98.17%
3x99%—(跳過)9999% / 99%14-5.755+1.983+2.065+3.53313.9+54.5+92.8+3.08551.5%停損1.97%、跳空停損0.15%、到期97.88%

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

-12.3-9.3-6.3-3.3-0.3+2.71x2x3x4x5x槓桿(倍)複利平均・週轉調整(最佳操作方式) 1x: +0.942%複利平均・週轉調整(最佳操作方式) 1.5x: +1.288%複利平均・週轉調整(最佳操作方式) 2x: +1.525%複利平均・週轉調整(最佳操作方式) 2.5x: +1.602%複利平均・週轉調整(最佳操作方式) 3x: +1.677%複利平均・週轉調整(最佳操作方式) 3.5x: +1.558%複利平均・週轉調整(最佳操作方式) 4x: +1.431%複利平均・週轉調整(最佳操作方式) 4.5x: +1.217%複利平均・週轉調整(最佳操作方式) 5x: +1.047%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: -1.296%最差期間(最佳操作方式) 1.5x: -2.110%最差期間(最佳操作方式) 2x: -3.139%最差期間(最佳操作方式) 2.5x: -4.282%最差期間(最佳操作方式) 3x: -5.495%最差期間(最佳操作方式) 3.5x: -6.823%最差期間(最佳操作方式) 4x: -8.265%最差期間(最佳操作方式) 4.5x: -9.845%最差期間(最佳操作方式) 5x: -11.231%最差期間(最佳操作方式)複利平均・週轉調整(只持有到期) 1x: +0.942%複利平均・週轉調整(只持有到期) 1.5x: +1.288%複利平均・週轉調整(只持有到期) 2x: +1.525%複利平均・週轉調整(只持有到期) 2.5x: +1.602%複利平均・週轉調整(只持有到期) 3x: +1.677%複利平均・週轉調整(只持有到期) 3.5x: +1.558%複利平均・週轉調整(只持有到期) 4x: +1.431%複利平均・週轉調整(只持有到期) 4.5x: +1.217%複利平均・週轉調整(只持有到期) 5x: +1.047%複利平均・週轉調整(只持有到期)最差期間(只持有到期) 1x: -1.296%最差期間(只持有到期) 1.5x: -2.110%最差期間(只持有到期) 2x: -3.139%最差期間(只持有到期) 2.5x: -4.282%最差期間(只持有到期) 3x: -5.495%最差期間(只持有到期) 3.5x: -6.823%最差期間(只持有到期) 4x: -8.265%最差期間(只持有到期) 4.5x: -9.845%最差期間(只持有到期) 5x: -11.231%最差期間(只持有到期)

固定資金口徑

-6.5-4.0-1.4+1.2+3.7+6.31x2x3x4x5x槓桿(倍)固定資金平均・週轉調整(最佳操作方式) 1x: +1.201%固定資金平均・週轉調整(最佳操作方式) 1.5x: +1.802%固定資金平均・週轉調整(最佳操作方式) 2x: +2.379%固定資金平均・週轉調整(最佳操作方式) 2.5x: +2.891%固定資金平均・週轉調整(最佳操作方式) 3x: +3.432%固定資金平均・週轉調整(最佳操作方式) 3.5x: +3.895%固定資金平均・週轉調整(最佳操作方式) 4x: +4.448%固定資金平均・週轉調整(最佳操作方式) 4.5x: +4.878%固定資金平均・週轉調整(最佳操作方式) 5x: +5.412%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: -1.081%最差期間(最佳操作方式) 1.5x: -1.621%最差期間(最佳操作方式) 2x: -2.242%最差期間(最佳操作方式) 2.5x: -2.865%最差期間(最佳操作方式) 3x: -3.444%最差期間(最佳操作方式) 3.5x: -4.034%最差期間(最佳操作方式) 4x: -4.635%最差期間(最佳操作方式) 4.5x: -5.303%最差期間(最佳操作方式) 5x: -5.632%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: +1.201%固定資金平均・週轉調整(只持有到期) 1.5x: +1.802%固定資金平均・週轉調整(只持有到期) 2x: +2.379%固定資金平均・週轉調整(只持有到期) 2.5x: +2.891%固定資金平均・週轉調整(只持有到期) 3x: +3.432%固定資金平均・週轉調整(只持有到期) 3.5x: +3.895%固定資金平均・週轉調整(只持有到期) 4x: +4.448%固定資金平均・週轉調整(只持有到期) 4.5x: +4.878%固定資金平均・週轉調整(只持有到期) 5x: +5.412%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: -1.081%最差期間(只持有到期) 1.5x: -1.621%最差期間(只持有到期) 2x: -2.242%最差期間(只持有到期) 2.5x: -2.865%最差期間(只持有到期) 3x: -3.444%最差期間(只持有到期) 3.5x: -4.034%最差期間(只持有到期) 4x: -4.635%最差期間(只持有到期) 4.5x: -5.303%最差期間(只持有到期) 5x: -5.632%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+0.942-1.296+1.201-1.081+0.942-1.296+1.201-1.081
1.5x+1.288-2.110+1.802-1.621+1.288-2.110+1.802-1.621
2x+1.525-3.139+2.379-2.242+1.525-3.139+2.379-2.242
2.5x+1.602-4.282+2.891-2.865+1.602-4.282+2.891-2.865
3x+1.677-5.495+3.432-3.444+1.677-5.495+3.432-3.444
3.5x+1.558-6.823+3.895-4.034+1.558-6.823+3.895-4.034
4x+1.431-8.265+4.448-4.635+1.431-8.265+4.448-4.635
4.5x+1.217-9.845+4.878-5.303+1.217-9.845+4.878-5.303
5x+1.047-11.231+5.412-5.632+1.047-11.231+5.412-5.632
怎麼讀:
・複利平均最高點:最佳操作方式 3x(+1.677%)、只持有到期 3x(+1.677%)。
・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 1.5x ~ 2x。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「槓桿(倍)」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:槓桿(倍)

這次搜尋空間裡只有「槓桿(倍)」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=槓桿(倍),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。

+25.5+0.97+31.8+1.19+38.0+1.41+44.2+1.63+50.4+1.84+56.6+2.0612.52.782.963.133.323.574.98槓桿(倍)年化複利%(資金週轉)複利平均 gavg_pc%年化複利%(資金週轉) 1: +27.680年化複利%(資金週轉) 1.04: +28.700年化複利%(資金週轉) 1.23: +33.410年化複利%(資金週轉) 1.62: +42.130年化複利%(資金週轉) 1.68: +43.320年化複利%(資金週轉) 1.75: +44.630年化複利%(資金週轉) 2.05: +49.350年化複利%(資金週轉) 2.06: +49.530年化複利%(資金週轉) 2.13: +50.160年化複利%(資金週轉) 2.24: +51.260年化複利%(資金週轉) 2.3: +50.160年化複利%(資金週轉) 2.36: +51.150年化複利%(資金週轉) 2.41: +50.950年化複利%(資金週轉) 2.43: +50.840年化複利%(資金週轉) 2.48: +50.980年化複利%(資金週轉) 2.5: +51.330年化複利%(資金週轉) 2.54: +51.230年化複利%(資金週轉) 2.56: +51.240年化複利%(資金週轉) 2.58: +51.620年化複利%(資金週轉) 2.59: +51.550年化複利%(資金週轉) 2.6: +51.230年化複利%(資金週轉) 2.63: +51.450年化複利%(資金週轉) 2.65: +51.360年化複利%(資金週轉) 2.68: +51.110年化複利%(資金週轉) 2.69: +51.170年化複利%(資金週轉) 2.71: +51.340年化複利%(資金週轉) 2.72: +51.090年化複利%(資金週轉) 2.75: +51.850年化複利%(資金週轉) 2.76: +52.100年化複利%(資金週轉) 2.78: +51.800年化複利%(資金週轉) 2.8: +52.060年化複利%(資金週轉) 2.81: +52.180年化複利%(資金週轉) 2.82: +52.430年化複利%(資金週轉) 2.83: +52.500年化複利%(資金週轉) 2.85: +53.000年化複利%(資金週轉) 2.86: +53.230年化複利%(資金週轉) 2.87: +53.450年化複利%(資金週轉) 2.88: +53.590年化複利%(資金週轉) 2.89: +53.740年化複利%(資金週轉) 2.9: +53.940年化複利%(資金週轉) 2.91: +53.750年化複利%(資金週轉) 2.92: +53.960年化複利%(資金週轉) 2.93: +53.810年化複利%(資金週轉) 2.94: +52.920年化複利%(資金週轉) 2.96: +53.370年化複利%(資金週轉) 2.98: +53.840年化複利%(資金週轉) 2.99: +54.030年化複利%(資金週轉) 3.01: +53.400年化複利%(資金週轉) 3.02: +53.520年化複利%(資金週轉) 3.03: +53.630年化複利%(資金週轉) 3.05: +53.940年化複利%(資金週轉) 3.06: +53.800年化複利%(資金週轉) 3.07: +54.060年化複利%(資金週轉) 3.08: +54.330年化複利%(資金週轉) 3.09: +54.450年化複利%(資金週轉) 3.1: +53.990年化複利%(資金週轉) 3.11: +54.240年化複利%(資金週轉) 3.12: +54.500年化複利%(資金週轉) 3.13: +54.450年化複利%(資金週轉) 3.14: +53.880年化複利%(資金週轉) 3.15: +52.300年化複利%(資金週轉) 3.16: +52.150年化複利%(資金週轉) 3.17: +51.680年化複利%(資金週轉) 3.18: +51.870年化複利%(資金週轉) 3.19: +52.090年化複利%(資金週轉) 3.2: +52.250年化複利%(資金週轉) 3.21: +52.100年化複利%(資金週轉) 3.23: +51.680年化複利%(資金週轉) 3.24: +51.780年化複利%(資金週轉) 3.26: +51.830年化複利%(資金週轉) 3.29: +51.080年化複利%(資金週轉) 3.3: +51.150年化複利%(資金週轉) 3.31: +51.270年化複利%(資金週轉) 3.32: +50.270年化複利%(資金週轉) 3.34: +50.560年化複利%(資金週轉) 3.35: +50.750年化複利%(資金週轉) 3.37: +49.190年化複利%(資金週轉) 3.38: +49.250年化複利%(資金週轉) 3.39: +49.530年化複利%(資金週轉) 3.4: +48.980年化複利%(資金週轉) 3.42: +49.230年化複利%(資金週轉) 3.45: +49.260年化複利%(資金週轉) 3.46: +49.320年化複利%(資金週轉) 3.47: +49.570年化複利%(資金週轉) 3.5: +49.630年化複利%(資金週轉) 3.51: +49.290年化複利%(資金週轉) 3.54: +49.020年化複利%(資金週轉) 3.57: +49.290年化複利%(資金週轉) 3.6: +49.520年化複利%(資金週轉) 3.64: +48.300年化複利%(資金週轉) 3.68: +46.640年化複利%(資金週轉) 3.74: +47.950年化複利%(資金週轉) 3.76: +48.150年化複利%(資金週轉) 3.83: +47.990年化複利%(資金週轉) 3.93: +44.770年化複利%(資金週轉) 3.95: +44.820年化複利%(資金週轉) 3.96: +44.510年化複利%(資金週轉) 4.09: +46.260年化複利%(資金週轉) 4.34: +45.500年化複利%(資金週轉) 4.46: +37.100年化複利%(資金週轉) 4.62: +35.040年化複利%(資金週轉) 4.8: +33.400年化複利%(資金週轉) 4.98: +31.050複利平均 gavg_pc% 1: +1.044複利平均 gavg_pc% 1.04: +1.079複利平均 gavg_pc% 1.23: +1.241複利平均 gavg_pc% 1.62: +1.535複利平均 gavg_pc% 1.68: +1.574複利平均 gavg_pc% 1.75: +1.621複利平均 gavg_pc% 2.05: +1.778複利平均 gavg_pc% 2.06: +1.783複利平均 gavg_pc% 2.13: +1.807複利平均 gavg_pc% 2.24: +1.848複利平均 gavg_pc% 2.3: +1.854複利平均 gavg_pc% 2.36: +1.878複利平均 gavg_pc% 2.41: +1.863複利平均 gavg_pc% 2.43: +1.870複利平均 gavg_pc% 2.48: +1.883複利平均 gavg_pc% 2.5: +1.895複利平均 gavg_pc% 2.54: +1.905複利平均 gavg_pc% 2.56: +1.891複利平均 gavg_pc% 2.58: +1.899複利平均 gavg_pc% 2.59: +1.898複利平均 gavg_pc% 2.6: +1.900複利平均 gavg_pc% 2.63: +1.907複利平均 gavg_pc% 2.65: +1.916複利平均 gavg_pc% 2.68: +1.911複利平均 gavg_pc% 2.69: +1.913複利平均 gavg_pc% 2.71: +1.921複利平均 gavg_pc% 2.72: +1.922複利平均 gavg_pc% 2.75: +1.926複利平均 gavg_pc% 2.76: +1.934複利平均 gavg_pc% 2.78: +1.939複利平均 gavg_pc% 2.8: +1.946複利平均 gavg_pc% 2.81: +1.952複利平均 gavg_pc% 2.82: +1.954複利平均 gavg_pc% 2.83: +1.955複利平均 gavg_pc% 2.85: +1.963複利平均 gavg_pc% 2.86: +1.964複利平均 gavg_pc% 2.87: +1.971複利平均 gavg_pc% 2.88: +1.969複利平均 gavg_pc% 2.89: +1.968複利平均 gavg_pc% 2.9: +1.972複利平均 gavg_pc% 2.91: +1.966複利平均 gavg_pc% 2.92: +1.965複利平均 gavg_pc% 2.93: +1.965複利平均 gavg_pc% 2.94: +1.946複利平均 gavg_pc% 2.96: +1.958複利平均 gavg_pc% 2.98: +1.966複利平均 gavg_pc% 2.99: +1.969複利平均 gavg_pc% 3.01: +1.954複利平均 gavg_pc% 3.02: +1.951複利平均 gavg_pc% 3.03: +1.954複利平均 gavg_pc% 3.05: +1.960複利平均 gavg_pc% 3.06: +1.962複利平均 gavg_pc% 3.07: +1.969複利平均 gavg_pc% 3.08: +1.965複利平均 gavg_pc% 3.09: +1.974複利平均 gavg_pc% 3.1: +1.974複利平均 gavg_pc% 3.11: +1.981複利平均 gavg_pc% 3.12: +1.983複利平均 gavg_pc% 3.13: +1.983複利平均 gavg_pc% 3.14: +1.988複利平均 gavg_pc% 3.15: +1.969複利平均 gavg_pc% 3.16: +1.948複利平均 gavg_pc% 3.17: +1.946複利平均 gavg_pc% 3.18: +1.944複利平均 gavg_pc% 3.19: +1.948複利平均 gavg_pc% 3.2: +1.954複利平均 gavg_pc% 3.21: +1.958複利平均 gavg_pc% 3.23: +1.944複利平均 gavg_pc% 3.24: +1.949複利平均 gavg_pc% 3.26: +1.959複利平均 gavg_pc% 3.29: +1.949複利平均 gavg_pc% 3.3: +1.950複利平均 gavg_pc% 3.31: +1.950複利平均 gavg_pc% 3.32: +1.926複利平均 gavg_pc% 3.34: +1.918複利平均 gavg_pc% 3.35: +1.918複利平均 gavg_pc% 3.37: +1.903複利平均 gavg_pc% 3.38: +1.898複利平均 gavg_pc% 3.39: +1.903複利平均 gavg_pc% 3.4: +1.901複利平均 gavg_pc% 3.42: +1.910複利平均 gavg_pc% 3.45: +1.896複利平均 gavg_pc% 3.46: +1.887複利平均 gavg_pc% 3.47: +1.893複利平均 gavg_pc% 3.5: +1.886複利平均 gavg_pc% 3.51: +1.885複利平均 gavg_pc% 3.54: +1.876複利平均 gavg_pc% 3.57: +1.885複利平均 gavg_pc% 3.6: +1.886複利平均 gavg_pc% 3.64: +1.869複利平均 gavg_pc% 3.68: +1.862複利平均 gavg_pc% 3.74: +1.861複利平均 gavg_pc% 3.76: +1.857複利平均 gavg_pc% 3.83: +1.859複利平均 gavg_pc% 3.93: +1.812複利平均 gavg_pc% 3.95: +1.799複利平均 gavg_pc% 3.96: +1.782複利平均 gavg_pc% 4.09: +1.797複利平均 gavg_pc% 4.34: +1.704複利平均 gavg_pc% 4.46: +1.528複利平均 gavg_pc% 4.62: +1.467複利平均 gavg_pc% 4.8: +1.345複利平均 gavg_pc% 4.98: +1.248
資金曲線年化估算(實際複利路徑,幾何平均):+54.5%/年
依據:7 條互不重疊軌道,實際經過約 1759 天(約 4.8 年), 期末倍數跨軌道取幾何平均 = 8.13x,換算年化 +54.5%。
這個數字比下方「各期間報酬表」的算術平均更貼近實際:算術平均會被少數爆賺的軌道拉高 (例如某一軌 50 倍、另一軌只有 1.3 倍,算術平均會被前者拉走),幾何平均才代表「典型一條軌道」的真實經驗, 也是唯一真正對應「一筆錢從頭到尾連續投入」這個情境的算法。

多軌資金曲線(查驗複利風險用)

把整段歷史攤開,畫出 7 條互不重疊、各自獨立複利的資金軌道(起始都是 1.0,y 軸是對數座標, 因為複利成長可以跨好幾個數量級,線性座標會看不出早期的細節)。這張圖用來直接檢查「不停損(或停損很鬆)時, 會不會有某一軌被少數重摔的標的拖累,一路很久墊在低點沒有回本」——如果真的發生,會在圖上看到某條線大幅落後其他條、 長時間貼在低檔;如果只是像本頁其他數字顯示的那樣穩定成長,代表不是靠犧牲少數軌道去平均出來的, 而是因為每一筆交易本身就是「當天全部標的等權重」的組合報酬,單一標的重摔只會拉低當天組合報酬的一小部分 (例如池子裡 40 檔,一檔摔 −100% 只讓當天組合報酬掉約 −2.5 個百分點),不會讓整條資金軌道腰斬。 目前最差的一軌是第 3 軌,期末倍數 6.05x。

0.1x0.2x0.5x1x2x5x10x20x2021-10-262022-08-182023-06-102024-04-022025-01-232025-11-152026-09-08第1軌 期末=9.48x第1軌 9.48x第2軌 期末=9.39x第2軌 9.39x第3軌 期末=6.05x第3軌 6.05x第4軌 期末=8.34x第4軌 8.34x第5軌 期末=6.21x第5軌 6.21x第6軌 期末=9.45x第6軌 9.45x第7軌 期末=8.94x第7軌 8.94x

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
2021-10-24~2022-08-18299-5.755-69.95-3.544-71.820.310470%
2022-08-19~2023-06-14300+0.186+3.84+1.425+28.420.3101771%
2023-06-15~2024-04-09300+3.551+102.97+4.474+91.120.31027100%
2024-04-10~2025-02-03300+2.545+65.88+3.559+71.720.11027100%
2025-02-04~2025-11-30300+6.507+259.26+8.127+163.620.31027100%
2025-12-01~2026-09-26300+5.355+173.46+7.158+138.019.3977100%
全部期間(複利/累加)1799+1.954+932.11+3.491+421.0120.6608

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+6.176+6.287+6.2870.9010.901停損1.4%、跳空停損0.3%、到期98.3%停損1.5%、跳空停損0.3%、到期98.2%
加密幣1188+3.383+3.371+3.3710.1120.112停損3.7%、到期96.3%停損3.7%、到期96.3%

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%
25423+3.09+0.7939.7651.5-100.00-52.54-15.17+17.21+63.25+534.03

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5002.0%-90.76-90.76-90.76
跳空停損390.2%-97.20-100.00-90.82
到期2488497.9%+5.13-89.66+534.03

等距 2%(細節)

≤ -98%: 22筆 (0.09%)≤ -98%22筆(0.1%)(-98, -96]%: 2筆 (0.01%)(-98, -96]%2筆(0.0%)(-96, -94]%: 6筆 (0.02%)(-96, -94]%6筆(0.0%)(-94, -92]%: 4筆 (0.02%)(-94, -92]%4筆(0.0%)(-92, -90]%: 505筆 (1.99%)(-92, -90]%505筆(2.0%)(-90, -88]%: 2筆 (0.01%)(-90, -88]%2筆(0.0%)(-88, -86]%: 5筆 (0.02%)(-88, -86]%5筆(0.0%)(-86, -84]%: 7筆 (0.03%)(-86, -84]%7筆(0.0%)(-84, -82]%: 14筆 (0.06%)(-84, -82]%14筆(0.1%)(-82, -80]%: 11筆 (0.04%)(-82, -80]%11筆(0.0%)(-80, -78]%: 24筆 (0.09%)(-80, -78]%24筆(0.1%)(-78, -76]%: 25筆 (0.10%)(-78, -76]%25筆(0.1%)(-76, -74]%: 29筆 (0.11%)(-76, -74]%29筆(0.1%)(-74, -72]%: 32筆 (0.13%)(-74, -72]%32筆(0.1%)(-72, -70]%: 38筆 (0.15%)(-72, -70]%38筆(0.1%)(-70, -68]%: 32筆 (0.13%)(-70, -68]%32筆(0.1%)(-68, -66]%: 42筆 (0.17%)(-68, -66]%42筆(0.2%)(-66, -64]%: 44筆 (0.17%)(-66, -64]%44筆(0.2%)(-64, -62]%: 45筆 (0.18%)(-64, -62]%45筆(0.2%)(-62, -60]%: 67筆 (0.26%)(-62, -60]%67筆(0.3%)(-60, -58]%: 69筆 (0.27%)(-60, -58]%69筆(0.3%)(-58, -56]%: 72筆 (0.28%)(-58, -56]%72筆(0.3%)(-56, -54]%: 90筆 (0.35%)(-56, -54]%90筆(0.4%)(-54, -52]%: 111筆 (0.44%)(-54, -52]%111筆(0.4%)(-52, -50]%: 108筆 (0.42%)(-52, -50]%108筆(0.4%)(-50, -48]%: 104筆 (0.41%)(-50, -48]%104筆(0.4%)(-48, -46]%: 137筆 (0.54%)(-48, -46]%137筆(0.5%)(-46, -44]%: 125筆 (0.49%)(-46, -44]%125筆(0.5%)(-44, -42]%: 134筆 (0.53%)(-44, -42]%134筆(0.5%)(-42, -40]%: 176筆 (0.69%)(-42, -40]%176筆(0.7%)(-40, -38]%: 181筆 (0.71%)(-40, -38]%181筆(0.7%)(-38, -36]%: 211筆 (0.83%)(-38, -36]%211筆(0.8%)(-36, -34]%: 244筆 (0.96%)(-36, -34]%244筆(1.0%)(-34, -32]%: 261筆 (1.03%)(-34, -32]%261筆(1.0%)(-32, -30]%: 277筆 (1.09%)(-32, -30]%277筆(1.1%)(-30, -28]%: 295筆 (1.16%)(-30, -28]%295筆(1.2%)(-28, -26]%: 339筆 (1.33%)(-28, -26]%339筆(1.3%)(-26, -24]%: 369筆 (1.45%)(-26, -24]%369筆(1.5%)(-24, -22]%: 381筆 (1.50%)(-24, -22]%381筆(1.5%)(-22, -20]%: 438筆 (1.72%)(-22, -20]%438筆(1.7%)(-20, -18]%: 491筆 (1.93%)(-20, -18]%491筆(1.9%)(-18, -16]%: 547筆 (2.15%)(-18, -16]%547筆(2.2%)(-16, -14]%: 592筆 (2.33%)(-16, -14]%592筆(2.3%)(-14, -12]%: 681筆 (2.68%)(-14, -12]%681筆(2.7%)(-12, -10]%: 705筆 (2.77%)(-12, -10]%705筆(2.8%)(-10, -8]%: 727筆 (2.86%)(-10, -8]%727筆(2.9%)(-8, -6]%: 804筆 (3.16%)(-8, -6]%804筆(3.2%)(-6, -4]%: 879筆 (3.46%)(-6, -4]%879筆(3.5%)(-4, -2]%: 939筆 (3.69%)(-4, -2]%939筆(3.7%)(-2, 0]%: 899筆 (3.54%)(-2, 0]%899筆(3.5%)(0, 2]%: 976筆 (3.84%)(0, 2]%976筆(3.8%)(2, 4]%: 927筆 (3.65%)(2, 4]%927筆(3.6%)(4, 6]%: 895筆 (3.52%)(4, 6]%895筆(3.5%)(6, 8]%: 870筆 (3.42%)(6, 8]%870筆(3.4%)(8, 10]%: 778筆 (3.06%)(8, 10]%778筆(3.1%)(10, 12]%: 719筆 (2.83%)(10, 12]%719筆(2.8%)(12, 14]%: 626筆 (2.46%)(12, 14]%626筆(2.5%)(14, 16]%: 609筆 (2.40%)(14, 16]%609筆(2.4%)(16, 18]%: 540筆 (2.12%)(16, 18]%540筆(2.1%)(18, 20]%: 525筆 (2.07%)(18, 20]%525筆(2.1%)(20, 22]%: 491筆 (1.93%)(20, 22]%491筆(1.9%)(22, 24]%: 421筆 (1.66%)(22, 24]%421筆(1.7%)(24, 26]%: 333筆 (1.31%)(24, 26]%333筆(1.3%)(26, 28]%: 324筆 (1.27%)(26, 28]%324筆(1.3%)(28, 30]%: 306筆 (1.20%)(28, 30]%306筆(1.2%)(30, 32]%: 253筆 (1.00%)(30, 32]%253筆(1.0%)(32, 34]%: 238筆 (0.94%)(32, 34]%238筆(0.9%)(34, 36]%: 230筆 (0.90%)(34, 36]%230筆(0.9%)(36, 38]%: 201筆 (0.79%)(36, 38]%201筆(0.8%)(38, 40]%: 159筆 (0.63%)(38, 40]%159筆(0.6%)(40, 42]%: 155筆 (0.61%)(40, 42]%155筆(0.6%)(42, 44]%: 157筆 (0.62%)(42, 44]%157筆(0.6%)(44, 46]%: 152筆 (0.60%)(44, 46]%152筆(0.6%)(46, 48]%: 147筆 (0.58%)(46, 48]%147筆(0.6%)(48, 50]%: 112筆 (0.44%)(48, 50]%112筆(0.4%)(50, 52]%: 116筆 (0.46%)(50, 52]%116筆(0.5%)(52, 54]%: 109筆 (0.43%)(52, 54]%109筆(0.4%)(54, 56]%: 117筆 (0.46%)(54, 56]%117筆(0.5%)(56, 58]%: 93筆 (0.37%)(56, 58]%93筆(0.4%)(58, 60]%: 95筆 (0.37%)(58, 60]%95筆(0.4%)(60, 62]%: 83筆 (0.33%)(60, 62]%83筆(0.3%)(62, 64]%: 81筆 (0.32%)(62, 64]%81筆(0.3%)(64, 66]%: 67筆 (0.26%)(64, 66]%67筆(0.3%)(66, 68]%: 66筆 (0.26%)(66, 68]%66筆(0.3%)(68, 70]%: 72筆 (0.28%)(68, 70]%72筆(0.3%)(70, 72]%: 67筆 (0.26%)(70, 72]%67筆(0.3%)(72, 74]%: 45筆 (0.18%)(72, 74]%45筆(0.2%)(74, 76]%: 52筆 (0.20%)(74, 76]%52筆(0.2%)(76, 78]%: 36筆 (0.14%)(76, 78]%36筆(0.1%)(78, 80]%: 34筆 (0.13%)(78, 80]%34筆(0.1%)(80, 82]%: 38筆 (0.15%)(80, 82]%38筆(0.1%)(82, 84]%: 35筆 (0.14%)(82, 84]%35筆(0.1%)(84, 86]%: 24筆 (0.09%)(84, 86]%24筆(0.1%)(86, 88]%: 30筆 (0.12%)(86, 88]%30筆(0.1%)(88, 90]%: 28筆 (0.11%)(88, 90]%28筆(0.1%)(90, 92]%: 35筆 (0.14%)(90, 92]%35筆(0.1%)(92, 94]%: 16筆 (0.06%)(92, 94]%16筆(0.1%)(94, 96]%: 29筆 (0.11%)(94, 96]%29筆(0.1%)(96, 98]%: 28筆 (0.11%)(96, 98]%28筆(0.1%)(98, 100]%: 17筆 (0.07%)(98, 100]%17筆(0.1%)(100, 102]%: 26筆 (0.10%)(100, 102]%26筆(0.1%)(102, 104]%: 20筆 (0.08%)(102, 104]%20筆(0.1%)(104, 106]%: 23筆 (0.09%)(104, 106]%23筆(0.1%)(106, 108]%: 15筆 (0.06%)(106, 108]%15筆(0.1%)(108, 110]%: 18筆 (0.07%)(108, 110]%18筆(0.1%)(110, 112]%: 19筆 (0.07%)(110, 112]%19筆(0.1%)(112, 114]%: 12筆 (0.05%)(112, 114]%12筆(0.0%)(114, 116]%: 17筆 (0.07%)(114, 116]%17筆(0.1%)(116, 118]%: 17筆 (0.07%)(116, 118]%17筆(0.1%)(118, 120]%: 10筆 (0.04%)(118, 120]%10筆(0.0%)(120, 122]%: 16筆 (0.06%)(120, 122]%16筆(0.1%)(122, 124]%: 15筆 (0.06%)(122, 124]%15筆(0.1%)(124, 126]%: 8筆 (0.03%)(124, 126]%8筆(0.0%)(126, 128]%: 11筆 (0.04%)(126, 128]%11筆(0.0%)(128, 130]%: 8筆 (0.03%)(128, 130]%8筆(0.0%)(130, 132]%: 4筆 (0.02%)(130, 132]%4筆(0.0%)(132, 134]%: 11筆 (0.04%)(132, 134]%11筆(0.0%)(134, 136]%: 12筆 (0.05%)(134, 136]%12筆(0.0%)(136, 138]%: 9筆 (0.04%)(136, 138]%9筆(0.0%)(138, 140]%: 13筆 (0.05%)(138, 140]%13筆(0.1%)(140, 142]%: 7筆 (0.03%)(140, 142]%7筆(0.0%)(142, 144]%: 9筆 (0.04%)(142, 144]%9筆(0.0%)(144, 146]%: 13筆 (0.05%)(144, 146]%13筆(0.1%)(146, 148]%: 8筆 (0.03%)(146, 148]%8筆(0.0%)(148, 150]%: 10筆 (0.04%)(148, 150]%10筆(0.0%)(150, 152]%: 6筆 (0.02%)(150, 152]%6筆(0.0%)(152, 154]%: 2筆 (0.01%)(152, 154]%2筆(0.0%)(154, 156]%: 4筆 (0.02%)(154, 156]%4筆(0.0%)(156, 158]%: 6筆 (0.02%)(156, 158]%6筆(0.0%)(158, 160]%: 10筆 (0.04%)(158, 160]%10筆(0.0%)(160, 162]%: 8筆 (0.03%)(160, 162]%8筆(0.0%)(162, 164]%: 5筆 (0.02%)(162, 164]%5筆(0.0%)(164, 166]%: 3筆 (0.01%)(164, 166]%3筆(0.0%)(166, 168]%: 2筆 (0.01%)(166, 168]%2筆(0.0%)(168, 170]%: 3筆 (0.01%)(168, 170]%3筆(0.0%)(170, 172]%: 3筆 (0.01%)(170, 172]%3筆(0.0%)(172, 174]%: 9筆 (0.04%)(172, 174]%9筆(0.0%)(174, 176]%: 4筆 (0.02%)(174, 176]%4筆(0.0%)(176, 178]%: 4筆 (0.02%)(176, 178]%4筆(0.0%)(178, 180]%: 2筆 (0.01%)(178, 180]%2筆(0.0%)(180, 182]%: 6筆 (0.02%)(180, 182]%6筆(0.0%)(182, 184]%: 4筆 (0.02%)(182, 184]%4筆(0.0%)(184, 186]%: 2筆 (0.01%)(184, 186]%2筆(0.0%)(186, 188]%: 3筆 (0.01%)(186, 188]%3筆(0.0%)(188, 190]%: 2筆 (0.01%)(188, 190]%2筆(0.0%)(190, 192]%: 1筆 (0.00%)(190, 192]%1筆(0.0%)(192, 194]%: 3筆 (0.01%)(192, 194]%3筆(0.0%)(194, 196]%: 2筆 (0.01%)(194, 196]%2筆(0.0%)(196, 198]%: 1筆 (0.00%)(196, 198]%1筆(0.0%)(198, 200]%: 0筆 (0.00%)(198, 200]%0筆(0.0%)(200, 202]%: 2筆 (0.01%)(200, 202]%2筆(0.0%)(202, 204]%: 3筆 (0.01%)(202, 204]%3筆(0.0%)(204, 206]%: 2筆 (0.01%)(204, 206]%2筆(0.0%)(206, 208]%: 2筆 (0.01%)(206, 208]%2筆(0.0%)(208, 210]%: 3筆 (0.01%)(208, 210]%3筆(0.0%)(210, 212]%: 2筆 (0.01%)(210, 212]%2筆(0.0%)(212, 214]%: 3筆 (0.01%)(212, 214]%3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]%: 3筆 (0.01%)(218, 220]%3筆(0.0%)(220, 222]%: 2筆 (0.01%)(220, 222]%2筆(0.0%)(222, 224]%: 2筆 (0.01%)(222, 224]%2筆(0.0%)(224, 226]%: 3筆 (0.01%)(224, 226]%3筆(0.0%)(226, 228]%: 1筆 (0.00%)(226, 228]%1筆(0.0%)(228, 230]%: 1筆 (0.00%)(228, 230]%1筆(0.0%)(230, 232]%: 1筆 (0.00%)(230, 232]%1筆(0.0%)(232, 234]%: 1筆 (0.00%)(232, 234]%1筆(0.0%)(234, 236]%: 2筆 (0.01%)(234, 236]%2筆(0.0%)(236, 238]%: 0筆 (0.00%)(236, 238]%0筆(0.0%)(238, 240]%: 0筆 (0.00%)(238, 240]%0筆(0.0%)(240, 242]%: 4筆 (0.02%)(240, 242]%4筆(0.0%)(242, 244]%: 1筆 (0.00%)(242, 244]%1筆(0.0%)(244, 246]%: 1筆 (0.00%)(244, 246]%1筆(0.0%)(246, 248]%: 0筆 (0.00%)(246, 248]%0筆(0.0%)(248, 250]%: 3筆 (0.01%)(248, 250]%3筆(0.0%)(250, 252]%: 0筆 (0.00%)(250, 252]%0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]%: 1筆 (0.00%)(258, 260]%1筆(0.0%)(260, 262]%: 1筆 (0.00%)(260, 262]%1筆(0.0%)(262, 264]%: 1筆 (0.00%)(262, 264]%1筆(0.0%)(264, 266]%: 1筆 (0.00%)(264, 266]%1筆(0.0%)(266, 268]%: 1筆 (0.00%)(266, 268]%1筆(0.0%)(268, 270]%: 1筆 (0.00%)(268, 270]%1筆(0.0%)(270, 272]%: 0筆 (0.00%)(270, 272]%0筆(0.0%)(272, 274]%: 1筆 (0.00%)(272, 274]%1筆(0.0%)(274, 276]%: 1筆 (0.00%)(274, 276]%1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]%: 2筆 (0.01%)(280, 282]%2筆(0.0%)(282, 284]%: 3筆 (0.01%)(282, 284]%3筆(0.0%)(284, 286]%: 0筆 (0.00%)(284, 286]%0筆(0.0%)(286, 288]%: 1筆 (0.00%)(286, 288]%1筆(0.0%)(288, 290]%: 3筆 (0.01%)(288, 290]%3筆(0.0%)(290, 292]%: 2筆 (0.01%)(290, 292]%2筆(0.0%)(292, 294]%: 1筆 (0.00%)(292, 294]%1筆(0.0%)(294, 296]%: 1筆 (0.00%)(294, 296]%1筆(0.0%)(296, 298]%: 1筆 (0.00%)(296, 298]%1筆(0.0%)> 298%: 33筆 (0.13%)> 298%33筆(0.1%)

等距 10%(總覽)

≤ -90%: 539筆 (2.12%)≤ -90%539筆(2.1%)(-90, -80]%: 39筆 (0.15%)(-90, -80]%39筆(0.2%)(-80, -70]%: 148筆 (0.58%)(-80, -70]%148筆(0.6%)(-70, -60]%: 230筆 (0.90%)(-70, -60]%230筆(0.9%)(-60, -50]%: 450筆 (1.77%)(-60, -50]%450筆(1.8%)(-50, -40]%: 676筆 (2.66%)(-50, -40]%676筆(2.7%)(-40, -30]%: 1174筆 (4.62%)(-40, -30]%1174筆(4.6%)(-30, -20]%: 1822筆 (7.17%)(-30, -20]%1822筆(7.2%)(-20, -10]%: 3016筆 (11.86%)(-20, -10]%3016筆(11.9%)(-10, 0]%: 4248筆 (16.71%)(-10, 0]%4248筆(16.7%)(0, 10]%: 4446筆 (17.49%)(0, 10]%4446筆(17.5%)(10, 20]%: 3019筆 (11.88%)(10, 20]%3019筆(11.9%)(20, 30]%: 1875筆 (7.38%)(20, 30]%1875筆(7.4%)(30, 40]%: 1081筆 (4.25%)(30, 40]%1081筆(4.3%)(40, 50]%: 723筆 (2.84%)(40, 50]%723筆(2.8%)(50, 60]%: 530筆 (2.08%)(50, 60]%530筆(2.1%)(60, 70]%: 369筆 (1.45%)(60, 70]%369筆(1.5%)(70, 80]%: 234筆 (0.92%)(70, 80]%234筆(0.9%)(80, 90]%: 155筆 (0.61%)(80, 90]%155筆(0.6%)(90, 100]%: 125筆 (0.49%)(90, 100]%125筆(0.5%)(100, 110]%: 102筆 (0.40%)(100, 110]%102筆(0.4%)(110, 120]%: 75筆 (0.30%)(110, 120]%75筆(0.3%)(120, 130]%: 58筆 (0.23%)(120, 130]%58筆(0.2%)(130, 140]%: 49筆 (0.19%)(130, 140]%49筆(0.2%)(140, 150]%: 47筆 (0.18%)(140, 150]%47筆(0.2%)(150, 160]%: 28筆 (0.11%)(150, 160]%28筆(0.1%)(160, 170]%: 21筆 (0.08%)(160, 170]%21筆(0.1%)(170, 180]%: 22筆 (0.09%)(170, 180]%22筆(0.1%)(180, 190]%: 17筆 (0.07%)(180, 190]%17筆(0.1%)(190, 200]%: 7筆 (0.03%)(190, 200]%7筆(0.0%)(200, 210]%: 12筆 (0.05%)(200, 210]%12筆(0.0%)(210, 220]%: 9筆 (0.04%)(210, 220]%9筆(0.0%)(220, 230]%: 9筆 (0.04%)(220, 230]%9筆(0.0%)(230, 240]%: 4筆 (0.02%)(230, 240]%4筆(0.0%)(240, 250]%: 9筆 (0.04%)(240, 250]%9筆(0.0%)(250, 260]%: 1筆 (0.00%)(250, 260]%1筆(0.0%)(260, 270]%: 5筆 (0.02%)(260, 270]%5筆(0.0%)(270, 280]%: 2筆 (0.01%)(270, 280]%2筆(0.0%)(280, 290]%: 9筆 (0.04%)(280, 290]%9筆(0.0%)> 290%: 38筆 (0.15%)> 290%38筆(0.1%)

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 +415.84%(權益)28.258450.480272.70294.9238117.14602-18 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強平價(不設停損) 30.774100% 出場:到期 +415.8%進場02-18 14:3002-26 15:3003-09 09:30
AAOI 進場 2026-02-25 日線回測:到期 +379.09%(權益)37.905661.332284.7588108.185131.61202-24 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=123.0503-11 10:30 O=123.05 H=128.96 L=122.123 C=127.403-11 11:30 O=127.41 H=127.89 L=123.81 C=123.90503-11 12:30 O=124.05 H=127.5 L=123.589 C=126.62503-11 13:30 O=126.625 H=128.3 L=124.9 C=126.0703-11 14:30 O=126.2 H=126.77 L=124.726 C=125.9403-11 15:30 O=125.99 H=127.29 L=125.72 C=127.1203-12 09:30 O=115.425 H=116.91 L=107.57 C=111.54503-12 10:30 O=111.545 H=112.45 L=106.52 C=110.4703-12 11:30 O=110.515 H=114.9 L=110.22 C=110.7103-12 12:30 O=110.712 H=114.22 L=110.02 C=111.8703-12 13:30 O=111.808 H=112.559 L=108.4 C=108.7803-12 14:30 O=108.78 H=110 L=104.98 C=106.403-12 15:30 O=106.475 H=107.46 L=105.685 C=106.1803-13 09:30 O=104.354 H=105.385 L=97.37 C=103.5進場 57強平價(不設停損) 40.5577100% 出場:到期 +382.1%進場02-24 14:3003-04 15:3003-13 09:30
ONDS 進場 2024-12-20 日線回測:到期 +374.19%(權益)0.8287631.49032.151832.813363.4748912-19 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強平價(不設停損) 0.903654100% 出場:到期 +374.1%進場12-19 14:3012-30 10:3001-07 09:30

報酬最低的交易(時線 K 棒圖)

UNHX 進場 2025-05-01 日線回測:跳空停損 -100.00%(權益)243.961287.413330.865374.317417.76904-30 14:30 O=410.9 H=411.441 L=408.36 C=408.3604-30 15:30 O=408.45 H=412.85 L=408.35 C=411.3405-01 09:30 O=411.5 H=411.5 L=404.51 C=405.72505-01 10:30 O=405.725 H=406 L=404.3 C=405.12305-01 11:30 O=405.02 H=405.317 L=400.52 C=401.09505-01 12:30 O=401.095 H=403.78 L=400.84 C=403.2605-01 13:30 O=403.39 H=403.77 L=400.56 C=401.7705-01 14:30 O=401.705 H=402.991 L=400.8 C=402.6205-01 15:30 O=402.62 H=402.93 L=399.86 C=400.3405-02 09:30 O=399.96 H=402 L=393.11 C=398.6705-02 10:30 O=398.73 H=399.69 L=396.08 C=397.505-02 11:30 O=397.5 H=399.882 L=397.41 C=398.93505-02 12:30 O=398.93 H=400.152 L=398.25 C=399.61605-02 13:30 O=399.643 H=400.18 L=397.91 C=398.0405-02 14:30 O=397.96 H=400.72 L=397.82 C=399.7605-02 15:30 O=399.72 H=400.189 L=398.62 C=399.2905-05 09:30 O=399.12 H=405.696 L=397.59 C=403.58705-05 10:30 O=403.565 H=406.82 L=402.89 C=405.9905-05 11:30 O=406.005 H=409.51 L=404.91 C=408.55505-05 12:30 O=408.59 H=409.7 L=406.67 C=406.7405-05 13:30 O=406.903 H=409.4 L=406.67 C=408.73505-05 14:30 O=408.73 H=408.866 L=404.86 C=405.1505-05 15:30 O=405.258 H=406.21 L=403.1 C=404.6705-06 09:30 O=402.8 H=404.72 L=399.748 C=400.66505-06 10:30 O=400.72 H=400.76 L=398.45 C=398.8705-06 11:30 O=398.86 H=400.09 L=398.1 C=398.1505-06 12:30 O=398.176 H=398.61 L=395.84 C=396.1105-06 13:30 O=396.08 H=396.79 L=393.42 C=393.93805-06 14:30 O=393.91 H=396.28 L=393.52 C=395.9305-06 15:30 O=396.077 H=396.44 L=394.2 C=394.4505-07 09:30 O=395.35 H=395.52 L=390.2 C=391.8105-07 10:30 O=391.85 H=393.271 L=389.79 C=390.305-07 11:30 O=390.27 H=390.69 L=388 C=388.1205-07 12:30 O=388.27 H=390.53 L=387.7 C=389.85505-07 13:30 O=389.855 H=390.05 L=385.7 C=388.3705-07 14:30 O=388.45 H=391.705 L=388.313 C=389.4305-07 15:30 O=389.4 H=391.6 L=389.27 C=390.9705-08 09:30 O=390 H=390.88 L=388.81 C=390.15505-08 10:30 O=390.16 H=390.42 L=387.52 C=388.65505-08 11:30 O=388.5 H=390.92 L=388.31 C=389.35505-08 12:30 O=389.355 H=389.798 L=387.33 C=387.5305-08 13:30 O=387.53 H=388.18 L=386.88 C=386.9405-08 14:30 O=386.95 H=388.05 L=386.95 C=387.4605-08 15:30 O=387.42 H=387.505 L=385.37 C=385.7705-09 09:30 O=385.67 H=386.552 L=382.78 C=38305-09 10:30 O=383.136 H=383.24 L=380.77 C=381.27505-09 11:30 O=381.378 H=382.086 L=379.5 C=379.61505-09 12:30 O=379.615 H=380 L=378.54 C=379.77505-09 13:30 O=379.79 H=380.29 L=378.93 C=379.0105-09 14:30 O=379.01 H=382.249 L=378.93 C=380.805-09 15:30 O=380.888 H=381.01 L=380.02 C=380.6305-12 09:30 O=381 H=387.21 L=376.835 C=379.4605-12 10:30 O=379.38 H=382.196 L=378.13 C=378.51505-12 11:30 O=378.535 H=379.7 L=377.31 C=378.28505-12 12:30 O=378.183 H=379.65 L=377.07 C=378.97505-12 13:30 O=378.84 H=380.75 L=378.84 C=379.4705-12 14:30 O=379.65 H=380.196 L=378.55 C=379.41905-12 15:30 O=379.3 H=379.4 L=377.32 C=378.7905-13 09:30 O=335.735 H=342 L=322.6 C=322.84305-13 10:30 O=322.77 H=324.286 L=316.5 C=317.60505-13 11:30 O=317.641 H=320.78 L=317 C=318.8805-13 12:30 O=318.94 H=319.88 L=317.3 C=319.205-13 13:30 O=319.144 H=319.98 L=313.67 C=313.7705-13 14:30 O=313.755 H=314.47 L=309.1 C=311.19905-13 15:30 O=311.175 H=313.95 L=309.62 C=311.2305-14 09:30 O=321.45 H=322.94 L=316.02 C=319.3605-14 10:30 O=319.36 H=319.51 L=312.74 C=313.1905-14 11:30 O=313.21 H=315.33 L=311.33 C=311.57505-14 12:30 O=311.52 H=313.3 L=311.01 C=311.9405-14 13:30 O=311.95 H=312.46 L=309.53 C=311.22805-14 14:30 O=311.2 H=312.285 L=310.125 C=311.1605-14 15:30 O=311.12 H=311.485 L=307.11 C=307.94705-15 09:30 O=274.9 H=276.65 L=253 C=255.9405-15 10:30 O=255.91 H=263.96 L=248.88 C=261.3705-15 11:30 O=261.18 H=265.05 L=260.2 C=263.2105-15 12:30 O=263.19 H=269.22 L=262.64 C=266.92505-15 13:30 O=266.93 H=268.9 L=265 C=268.1105-15 14:30 O=268.11 H=274.08 L=267.94 C=271.08505-15 15:30 O=271.09 H=275.28 L=270.4 C=274.2205-16 09:30 O=279.29 H=282.75 L=272.18 C=279.63505-16 10:30 O=279.635 H=279.87 L=273.16 C=276.23進場 411.5強平價(不設停損) 292.798100% 出場:跳空停損 -100.0%進場04-30 14:3005-08 12:3005-16 10:30
HIMS 進場 2026-01-30 日線回測:跳空停損 -100.00%(權益)15.932419.621223.3126.998830.687601-29 14:30 O=29.96 H=29.96 L=29.4 C=29.4901-29 15:30 O=29.5 H=29.955 L=29.48 C=29.8801-30 09:30 O=29.4 H=30.27 L=28.88 C=28.902-02 13:30 O=27.17 H=27.2 L=26.82 C=26.856502-02 14:30 O=26.8552 H=27.13 L=26.55 C=26.58502-02 15:30 O=26.59 H=26.6 L=26.42 C=26.4402-03 09:30 O=26.56 H=26.82 L=25.66 C=26.1602-03 10:30 O=26.16 H=26.31 L=25.465 C=25.496802-03 11:30 O=25.49 H=25.69 L=25.005 C=25.01502-03 12:30 O=25.01 H=25.07 L=24.67 C=24.85502-03 13:30 O=24.855 H=25.345 L=24.64 C=24.9702-03 14:30 O=24.995 H=25.3539 L=24.94 C=25.0802-03 15:30 O=25.0845 H=25.565 L=25.05 C=25.55502-04 09:30 O=27.2 H=27.2 L=25.0356 C=25.5902-04 10:30 O=25.58 H=25.61 L=24.715 C=25.0202-04 11:30 O=25.01 H=25.05 L=24.37 C=24.586502-04 12:30 O=24.58 H=24.74 L=24.36 C=24.5702-04 13:30 O=24.575 H=24.59 L=24.1 C=24.300102-04 14:30 O=24.31 H=24.7 L=24.01 C=24.0302-04 15:30 O=24.02 H=24.445 L=23.99 C=24.402-05 09:30 O=26.8 H=27.77 L=25.95 C=26.114102-05 10:30 O=26.1199 H=26.18 L=24.28 C=25.1702-05 11:30 O=25.17 H=25.29 L=23.84 C=23.919902-05 12:30 O=23.91 H=24.3663 L=23.15 C=23.1802-05 13:30 O=23.18 H=24.03 L=22.95 C=23.765802-05 14:30 O=23.7656 H=23.7656 L=23.15 C=23.35902-05 15:30 O=23.37 H=23.535 L=23.045 C=23.4702-06 09:30 O=22.095 H=22.8 L=21.12 C=22.06502-06 10:30 O=22.11 H=22.73 L=22.05 C=22.68502-06 11:30 O=22.69 H=23.618 L=22.595 C=23.14502-06 12:30 O=23.14 H=23.1468 L=22.46 C=22.68502-06 13:30 O=22.685 H=23 L=22.615 C=22.9602-06 14:30 O=22.95 H=23.1699 L=22.85 C=22.92502-06 15:30 O=22.92 H=23.12 L=22.83 C=23.01502-09 09:30 O=17.83 H=17.9 L=16.35 C=16.9402-09 10:30 O=16.935 H=17.9739 L=16.545 C=17.4102-09 11:30 O=17.405 H=18.03 L=17.1 C=17.90502-09 12:30 O=17.91 H=18.74 L=17.905 C=18.6302-09 13:30 O=18.625 H=19.16 L=18.54 C=19.105802-09 14:30 O=19.1086 H=19.47 L=18.57 C=19.335502-09 15:30 O=19.335 H=19.52 L=19.12 C=19.32502-10 09:30 O=18.7 H=19.38 L=18.19 C=18.27502-10 10:30 O=18.2725 H=18.48 L=18.11 C=18.375進場 29.4強平價(不設停損) 20.9192100% 出場:跳空停損 -100.0%進場01-29 14:3002-05 10:3002-10 10:30
HIMS 進場 2026-02-05 日線回測:跳空停損 -100.00%(權益)16.007419.033722.0625.086328.112602-04 14:30 O=24.31 H=24.7 L=24.01 C=24.0302-04 15:30 O=24.02 H=24.445 L=23.99 C=24.402-05 09:30 O=26.8 H=27.77 L=25.95 C=26.114102-05 10:30 O=26.1199 H=26.18 L=24.28 C=25.1702-05 11:30 O=25.17 H=25.29 L=23.84 C=23.919902-05 12:30 O=23.91 H=24.3663 L=23.15 C=23.1802-05 13:30 O=23.18 H=24.03 L=22.95 C=23.765802-05 14:30 O=23.7656 H=23.7656 L=23.15 C=23.35902-05 15:30 O=23.37 H=23.535 L=23.045 C=23.4702-06 09:30 O=22.095 H=22.8 L=21.12 C=22.06502-06 10:30 O=22.11 H=22.73 L=22.05 C=22.68502-06 11:30 O=22.69 H=23.618 L=22.595 C=23.14502-06 12:30 O=23.14 H=23.1468 L=22.46 C=22.68502-06 13:30 O=22.685 H=23 L=22.615 C=22.9602-06 14:30 O=22.95 H=23.1699 L=22.85 C=22.92502-06 15:30 O=22.92 H=23.12 L=22.83 C=23.01502-09 09:30 O=17.83 H=17.9 L=16.35 C=16.9402-09 10:30 O=16.935 H=17.9739 L=16.545 C=17.4102-09 11:30 O=17.405 H=18.03 L=17.1 C=17.90502-09 12:30 O=17.91 H=18.74 L=17.905 C=18.6302-09 13:30 O=18.625 H=19.16 L=18.54 C=19.105802-09 14:30 O=19.1086 H=19.47 L=18.57 C=19.335502-09 15:30 O=19.335 H=19.52 L=19.12 C=19.32502-10 09:30 O=18.7 H=19.38 L=18.19 C=18.27502-10 10:30 O=18.2725 H=18.48 L=18.11 C=18.375進場 26.8強平價(不設停損) 19.0692100% 出場:跳空停損 -100.0%進場02-04 14:3002-06 12:3002-10 10:30

隨機抽樣的交易(時線 K 棒圖)

NBIS 進場 2025-03-10 日線回測:到期 +20.01%(權益)19.099621.785724.471827.15829.844103-07 14:30 O=28.045 H=28.3199 L=27.7 C=27.7803-07 15:30 O=27.7999 H=28.1194 L=27.51 C=27.9803-10 09:30 O=27.27 H=27.58 L=26.15 C=26.300103-10 10:30 O=26.33 H=26.47 L=25.6 C=25.9303-10 11:30 O=25.93 H=26.28 L=25.6367 C=2603-10 12:30 O=26.01 H=26.4 L=25.1901 C=25.22703-10 13:30 O=25.24 H=25.47 L=24.86 C=25.10503-10 14:30 O=25.11 H=26.18 L=25.11 C=25.94503-10 15:30 O=25.94 H=26.545 L=25.93 C=26.203-11 09:30 O=26.48 H=26.73 L=25.3 C=25.303-11 10:30 O=25.3 H=26.01 L=25.01 C=25.8303-11 11:30 O=25.84 H=26.0532 L=25.2 C=25.322703-11 12:30 O=25.32 H=25.3714 L=24.61 C=24.640303-11 13:30 O=24.64 H=25.65 L=24.36 C=25.5203-11 14:30 O=25.52 H=26.05 L=25.26 C=25.47503-11 15:30 O=25.475 H=25.53 L=25.29 C=25.4503-12 09:30 O=26.585 H=28.24 L=26.5 C=26.7503-12 10:30 O=26.74 H=26.82 L=25.7 C=26.303-12 11:30 O=26.31 H=27.36 L=26.26 C=27.2903-12 12:30 O=27.32 H=27.71 L=27.155 C=27.2703-12 13:30 O=27.26 H=27.85 L=27.05 C=27.8503-12 14:30 O=27.85 H=28.5 L=27.81 C=28.2103-12 15:30 O=28.21 H=28.5 L=28.025 C=28.4103-13 09:30 O=27.98 H=28.5 L=26.704 C=27.5603-13 10:30 O=27.57 H=27.74 L=26.7 C=26.8703-13 11:30 O=26.8543 H=26.8617 L=26.54 C=26.6703-13 12:30 O=26.65 H=27.07 L=26.3 C=26.396803-13 13:30 O=26.44 H=26.78 L=26.32 C=26.7803-13 14:30 O=26.78 H=26.97 L=26.3515 C=26.4203-13 15:30 O=26.44 H=26.465 L=26.03 C=26.1703-14 09:30 O=26.91 H=27.79 L=26.85 C=27.436603-14 10:30 O=27.3999 H=28.42 L=27.33 C=28.303-14 11:30 O=28.29 H=28.5 L=27.94 C=2803-14 12:30 O=28.03 H=28.35 L=27.59 C=27.6503-14 13:30 O=27.6697 H=27.9028 L=27.41 C=27.8703-14 14:30 O=27.8896 H=28.49 L=27.84 C=28.46503-14 15:30 O=28.465 H=28.81 L=28.45 C=28.7803-17 09:30 O=28.99 H=29.13 L=27.41 C=27.4103-17 10:30 O=27.46 H=27.93 L=27.1 C=27.803-17 11:30 O=27.78 H=27.8836 L=27.35 C=27.403-17 12:30 O=27.4198 H=27.8399 L=27.39 C=27.7903-17 13:30 O=27.8 H=28.3899 L=27.75 C=28.3603-17 14:30 O=28.35 H=28.79 L=28.23 C=28.4703-17 15:30 O=28.46 H=28.54 L=28.25 C=28.2903-18 09:30 O=27.77 H=28.01 L=26.22 C=26.397403-18 10:30 O=26.38 H=26.59 L=26 C=26.34503-18 11:30 O=26.35 H=26.8 L=26.28 C=26.803-18 12:30 O=26.7998 H=26.9299 L=26.4703 C=26.79503-18 13:30 O=26.76 H=26.95 L=26.22 C=26.2903-18 14:30 O=26.29 H=26.63 L=26.05 C=26.0803-18 15:30 O=26.075 H=26.15 L=25.6249 C=25.6603-19 09:30 O=26.1 H=27.485 L=25.97 C=27.1503-19 10:30 O=27.12 H=27.35 L=26.86 C=27.0703-19 11:30 O=27.09 H=27.65 L=26.83 C=27.3903-19 12:30 O=27.37 H=27.62 L=26.96 C=27.2403-19 13:30 O=27.2109 H=27.88 L=27.045 C=27.5203-19 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=24.7149進場 27.27強平價(不設停損) 19.4037100% 出場:到期 +20.6%進場03-07 14:3003-17 15:3003-26 09:30
CVX 進場 2025-10-28 日線回測:到期 +1.76%(權益)151.867153.748155.63157.511159.39310-27 14:30 O=155.205 H=155.6 L=155.19 C=155.51510-27 15:30 O=155.51 H=155.605 L=155.265 C=155.2910-28 09:30 O=154.9 H=155.996 L=154.49 C=155.9510-28 10:30 O=155.97 H=156.23 L=154.87 C=154.9610-28 11:30 O=154.98 H=155.16 L=154.71 C=154.82510-28 12:30 O=154.84 H=155.05 L=154.66 C=154.93510-28 13:30 O=154.95 H=155 L=154.4 C=154.4910-28 14:30 O=154.5 H=154.5 L=154.15 C=154.23110-28 15:30 O=154.21 H=154.36 L=153.89 C=154.1710-29 09:30 O=153.86 H=155.21 L=153.86 C=154.88710-29 10:30 O=154.95 H=155.73 L=154.95 C=155.3210-29 11:30 O=155.3 H=156.11 L=155.24 C=155.9310-29 12:30 O=155.94 H=156.15 L=155.49 C=155.5710-29 13:30 O=155.56 H=155.81 L=155.28 C=155.4510-29 14:30 O=155.46 H=156.05 L=154.93 C=154.99510-29 15:30 O=154.99 H=155.24 L=154.44 C=155.1910-30 09:30 O=155.225 H=155.225 L=153.46 C=154.25510-30 10:30 O=154.28 H=155.12 L=154.22 C=154.710-30 11:30 O=154.69 H=154.98 L=154.385 C=154.8310-30 12:30 O=154.83 H=155.06 L=154.72 C=154.910-30 13:30 O=154.9 H=155.13 L=154 C=154.1410-30 14:30 O=154.14 H=154.24 L=153.78 C=154.1610-30 15:30 O=154.14 H=154.24 L=153.24 C=153.5210-31 09:30 O=155.725 H=158.73 L=155.11 C=157.64510-31 10:30 O=157.64 H=158.86 L=157.51 C=158.33510-31 11:30 O=158.37 H=158.68 L=156.52 C=157.4710-31 12:30 O=157.49 H=158.75 L=157.03 C=158.58510-31 13:30 O=158.575 H=158.93 L=158.35 C=158.5310-31 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=155.91進場 154.9100% 出場:到期 +1.7%進場10-27 14:3011-04 15:3011-13 09:30圖外(不影響縮放):強平價(不設停損) 110.217
SOLUSDT 進場 2025-06-16 日線回測:到期 +2.98%(權益)107.304120.708134.111147.515160.91806-15 22:00 O=150.558 H=152.314 L=150.551 C=152.1606-15 23:00 O=152.133 H=152.817 L=151.953 C=152.81406-16 00:00 O=152.939 H=152.989 L=151.777 C=151.93106-16 01:00 O=151.944 H=155.99 L=151.283 C=155.97206-16 02:00 O=156.137 H=156.706 L=155.7 C=155.706-16 03:00 O=155.713 H=156.165 L=155.665 C=155.66506-16 04:00 O=155.654 H=157.11 L=155.654 C=156.85806-16 05:00 O=156.852 H=157.592 L=156.588 C=156.88606-16 06:00 O=156.905 H=157.036 L=156.513 C=156.51306-16 07:00 O=156.528 H=157.406 L=156.528 C=157.14206-16 08:00 O=157.158 H=157.395 L=156.662 C=156.88406-16 09:00 O=156.888 H=156.921 L=156.219 C=156.40406-16 10:00 O=156.419 H=157.008 L=156.067 C=156.06706-16 11:00 O=156.057 H=156.695 L=155.036 C=156.66706-16 12:00 O=156.65 H=156.65 L=155.425 C=155.42706-16 13:00 O=155.415 H=156.643 L=154.918 C=156.64306-16 14:00 O=156.629 H=157.57 L=156.269 C=156.66506-16 15:00 O=156.639 H=157.198 L=156.404 C=156.62906-16 16:00 O=156.673 H=157.992 L=156.546 C=157.63506-16 17:00 O=157.617 H=157.86 L=157.182 C=157.18206-16 18:00 O=157.202 H=158.076 L=157.202 C=158.07606-16 19:00 O=158.106 H=158.584 L=157.511 C=157.51106-16 20:00 O=157.592 H=157.773 L=157.081 C=157.40606-16 21:00 O=157.396 H=157.529 L=156.586 C=156.78706-16 22:00 O=156.769 H=157.086 L=152.173 C=152.98406-16 23:00 O=152.96 H=153.937 L=150.865 C=150.86506-17 00:00 O=150.877 H=151.67 L=148.433 C=151.6706-17 01:00 O=151.733 H=152.04 L=151.253 C=151.71706-17 02:00 O=151.69 H=153.182 L=151.168 C=153.18206-17 03:00 O=153.195 H=153.749 L=152.823 C=153.28506-17 04:00 O=153.296 H=153.528 L=152.634 C=153.12106-17 05:00 O=153.121 H=153.814 L=152.957 C=153.60506-17 06:00 O=153.627 H=154.142 L=152.871 C=152.95606-17 07:00 O=152.988 H=153.317 L=152.771 C=152.906-17 08:00 O=152.89 H=152.89 L=151.701 C=151.70906-17 09:00 O=151.701 H=151.813 L=151.216 C=151.4806-17 10:00 O=151.473 H=151.508 L=150.584 C=151.17506-17 11:00 O=151.188 H=151.188 L=150.303 C=150.47306-17 12:00 O=150.467 H=151.252 L=149.74 C=149.7406-17 13:00 O=149.741 H=150.333 L=149.389 C=149.74206-17 14:00 O=149.715 H=150.712 L=149.426 C=149.44406-17 15:00 O=149.311 H=149.311 L=147.217 C=147.50406-17 16:00 O=147.526 H=147.829 L=146.268 C=146.27606-17 17:00 O=146.205 H=147.244 L=146.053 C=146.46406-17 18:00 O=146.444 H=147.815 L=146 C=147.81506-17 19:00 O=147.88 H=150.265 L=147.88 C=148.98606-17 20:00 O=148.957 H=149.041 L=148.317 C=148.75106-17 21:00 O=148.726 H=148.843 L=147.129 C=147.71206-17 22:00 O=147.724 H=147.887 L=146.804 C=146.80406-17 23:00 O=146.809 H=148.213 L=146.506 C=147.77206-18 00:00 O=147.705 H=148.198 L=146.671 C=148.19806-18 01:00 O=148.202 H=149.022 L=147.677 C=147.67706-18 02:00 O=147.65 H=148.138 L=147.436 C=147.93206-18 03:00 O=147.912 H=148.517 L=147.631 C=148.40606-18 04:00 O=148.414 H=149.147 L=148.311 C=148.8106-18 05:00 O=148.806 H=148.992 L=148.357 C=148.3606-18 06:00 O=148.351 H=148.351 L=147.102 C=147.28106-18 07:00 O=147.284 H=147.945 L=147.208 C=147.91606-18 08:00 O=147.981 H=148.438 L=147.284 C=147.67106-18 09:00 O=147.663 H=148.287 L=147.32 C=147.42206-18 10:00 O=147.429 H=147.442 L=145.583 C=145.58306-18 11:00 O=145.728 H=146.598 L=145.728 C=146.45306-18 12:00 O=146.463 H=146.488 L=145.321 C=145.32106-18 13:00 O=145.317 H=145.317 L=144.007 C=145.24706-18 14:00 O=145.25 H=146.69 L=145.152 C=145.27806-18 15:00 O=145.285 H=145.979 L=144.918 C=145.90106-18 16:00 O=145.897 H=145.897 L=144.657 C=144.86206-18 17:00 O=144.886 H=145.631 L=144.243 C=145.63106-18 18:00 O=145.83 H=145.834 L=144.231 C=144.23106-18 19:00 O=144.21 H=145.691 L=143.976 C=145.20406-18 20:00 O=144.863 H=147.73 L=144.268 C=147.58106-18 21:00 O=147.561 H=147.776 L=146.591 C=147.74206-18 22:00 O=147.728 H=147.754 L=147.425 C=147.55206-18 23:00 O=147.539 H=147.741 L=146.175 C=146.35506-19 00:00 O=146.36 H=147.781 L=146.1 C=147.03106-19 01:00 O=147.012 H=147.012 L=145.654 C=145.69206-19 02:00 O=145.689 H=146.085 L=145.118 C=145.75106-19 03:00 O=145.73 H=146.471 L=145.603 C=146.47106-19 04:00 O=146.469 H=146.617 L=145.722 C=146.50706-19 05:00 O=146.524 H=147.01 L=146.473 C=146.47306-19 06:00 O=146.386 H=146.386 L=145.15 C=145.1506-19 07:00 O=145.147 H=145.506 L=145.147 C=145.16606-19 08:00 O=145.169 H=145.818 L=145.149 C=145.41506-19 09:00 O=145.369 H=146.078 L=145.234 C=146.06606-19 10:00 O=146.139 H=146.466 L=145.926 C=146.2306-19 11:00 O=146.228 H=146.228 L=144.985 C=145.16406-19 12:00 O=145.15 H=145.389 L=144.778 C=145.20406-19 13:00 O=145.197 H=145.286 L=144.02 C=144.0206-19 14:00 O=144.026 H=144.596 L=143.153 C=143.32106-19 15:00 O=143.328 H=143.731 L=143.117 C=143.27606-19 16:00 O=143.257 H=144.101 L=143.23 C=143.41206-19 17:00 O=143.4 H=145.076 L=143.399 C=144.7906-19 18:00 O=144.788 H=145.756 L=144.788 C=145.01806-19 19:00 O=145.124 H=145.704 L=145.124 C=145.64206-19 20:00 O=145.609 H=146.112 L=145.157 C=145.38706-19 21:00 O=145.371 H=145.894 L=145.356 C=145.6506-19 22:00 O=145.673 H=147.306 L=145.673 C=146.84806-19 23:00 O=146.833 H=147.167 L=146.522 C=147.07306-20 00:00 O=147.076 H=147.369 L=146.713 C=146.98606-20 01:00 O=146.989 H=147.075 L=146.283 C=147.07206-20 02:00 O=147.093 H=147.143 L=145.814 C=145.87106-20 03:00 O=145.888 H=146.01 L=145.547 C=145.54806-20 04:00 O=145.537 H=145.537 L=144.443 C=144.53406-20 05:00 O=144.525 H=145.447 L=144.525 C=145.44406-20 06:00 O=145.448 H=145.574 L=145.141 C=145.53906-20 07:00 O=145.539 H=147.533 L=145.388 C=147.52806-20 08:00 O=147.514 H=148.06 L=147.238 C=147.49406-20 09:00 O=147.491 H=147.785 L=147.239 C=147.78506-20 10:00 O=147.786 H=148.693 L=147.776 C=148.59706-20 11:00 O=148.603 H=148.604 L=148.045 C=148.26706-20 12:00 O=148.259 H=148.336 L=147.631 C=147.63306-20 13:00 O=147.614 H=147.832 L=146.54 C=146.73306-20 14:00 O=146.734 H=146.734 L=144.192 C=144.19206-20 15:00 O=144.009 H=144.305 L=142.862 C=142.86206-20 16:00 O=142.869 H=142.886 L=142.29 C=142.45806-20 17:00 O=142.433 H=142.529 L=136.551 C=137.88206-20 18:00 O=137.936 H=139.422 L=137.936 C=139.22306-20 19:00 O=139.215 H=139.818 L=138.394 C=139.81806-20 20:00 O=139.829 H=141.613 L=139.829 C=141.01706-20 21:00 O=141.006 H=141.006 L=140.275 C=140.27506-20 22:00 O=140.24 H=140.24 L=138.954 C=139.1606-20 23:00 O=139.152 H=140.168 L=138.983 C=140.16806-21 00:00 O=140.143 H=140.363 L=139.763 C=140.02606-21 01:00 O=140.021 H=140.573 L=140.001 C=140.18706-21 02:00 O=140.225 H=140.3 L=139.813 C=140.04206-21 03:00 O=140.043 H=141.281 L=140.029 C=140.86606-21 04:00 O=140.856 H=140.911 L=140.138 C=140.14806-21 05:00 O=140.138 H=140.505 L=140.08 C=140.40506-21 06:00 O=140.405 H=140.461 L=140.225 C=140.46106-21 07:00 O=140.476 H=140.635 L=140.056 C=140.6306-21 08:00 O=140.637 H=141.403 L=140.468 C=141.40306-21 09:00 O=141.398 H=142.031 L=141.295 C=141.99806-21 10:00 O=141.997 H=142.429 L=141.912 C=142.16906-21 11:00 O=142.167 H=142.5 L=142.167 C=142.39706-21 12:00 O=142.336 H=142.444 L=141.699 C=141.84606-21 13:00 O=141.836 H=142.104 L=140.558 C=140.66206-21 14:00 O=140.675 H=141.249 L=140.447 C=140.46706-21 15:00 O=140.472 H=140.668 L=139.336 C=140.26806-21 16:00 O=140.262 H=140.944 L=139.993 C=140.43306-21 17:00 O=140.397 H=140.761 L=138.676 C=138.67906-21 18:00 O=138.69 H=139.429 L=137.706 C=137.70606-21 19:00 O=137.733 H=138.121 L=137.465 C=137.46506-21 20:00 O=137.45 H=138.797 L=137.21 C=138.73306-21 21:00 O=138.677 H=138.677 L=133.046 C=133.04606-21 22:00 O=132.996 H=134.695 L=132.858 C=134.20506-21 23:00 O=134.206 H=135.196 L=132.623 C=135.19606-22 00:00 O=135.178 H=137.477 L=134.702 C=136.67306-22 01:00 O=136.666 H=137.085 L=135.14 C=135.36506-22 02:00 O=135.333 H=135.574 L=133.621 C=134.92906-22 03:00 O=134.927 H=135.28 L=134.285 C=134.72406-22 04:00 O=134.787 H=136.131 L=134.787 C=136.02306-22 05:00 O=135.997 H=136.347 L=135.702 C=135.92606-22 06:00 O=136.272 H=136.434 L=135.765 C=135.80606-22 07:00 O=135.832 H=135.89 L=134.813 C=134.92806-22 08:00 O=134.917 H=134.949 L=134.542 C=134.70906-22 09:00 O=134.751 H=135.165 L=132.649 C=132.64906-22 10:00 O=132.636 H=133.721 L=132.307 C=133.20406-22 11:00 O=133.219 H=133.882 L=132.676 C=133.16406-22 12:00 O=133.188 H=133.787 L=132.713 C=133.46306-22 13:00 O=133.483 H=133.615 L=127.716 C=128.76706-22 14:00 O=128.787 H=130.053 L=127.197 C=129.9106-22 15:00 O=129.942 H=130.286 L=128.523 C=128.52306-22 16:00 O=128.574 H=129.771 L=128.53 C=129.69706-22 17:00 O=129.773 H=131.04 L=129.461 C=130.62106-22 18:00 O=130.558 H=130.912 L=129.549 C=129.54906-22 19:00 O=129.518 H=129.518 L=128.739 C=129.13106-22 20:00 O=129.124 H=129.766 L=126.827 C=129.76606-22 21:00 O=129.678 H=129.943 L=128.321 C=129.13906-22 22:00 O=129.09 H=132.237 L=129.09 C=131.90906-22 23:00 O=132.016 H=132.458 L=131.565 C=131.61606-23 00:00 O=131.657 H=133.313 L=131.657 C=132.77206-23 01:00 O=132.718 H=133.028 L=131.929 C=133.02506-23 02:00 O=133.026 H=133.1 L=132.676 C=132.86606-23 03:00 O=132.852 H=133.073 L=132.444 C=132.65406-23 04:00 O=132.655 H=133.676 L=132.543 C=133.14906-23 05:00 O=133.175 H=134.71 L=133.175 C=134.7106-23 06:00 O=134.59 H=134.714 L=133.889 C=134.35306-23 07:00 O=134.334 H=134.828 L=134.175 C=134.44806-23 08:00 O=134.44 H=134.742 L=134.123 C=134.30706-23 09:00 O=134.303 H=134.403 L=133.616 C=134.40306-23 10:00 O=134.396 H=134.396 L=133.5 C=133.89106-23 11:00 O=133.88 H=134.392 L=133.416 C=134.19306-23 12:00 O=134.176 H=135.159 L=133.948 C=135.15906-23 13:00 O=135.194 H=136.473 L=133.455 C=136.42606-23 14:00 O=136.519 H=136.904 L=134.881 C=134.88106-23 15:00 O=134.899 H=135.419 L=133.385 C=133.62406-23 16:00 O=133.556 H=133.556 L=131.205 C=132.21906-23 17:00 O=132.27 H=136.974 L=132.27 C=136.78106-23 18:00 O=136.775 H=139.06 L=136.775 C=138.2206-23 19:00 O=138.211 H=139.865 L=138.211 C=139.86506-23 20:00 O=139.832 H=142.026 L=139.67 C=140.73406-23 21:00 O=140.706 H=141.647 L=140.658 C=141.1106-23 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=150.276進場 152.939強平價(不設停損) 108.822100% 出場:到期 +2.7%進場06-15 22:0006-23 15:0007-01 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。