(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。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。| # | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.755 | +1.983 | +2.065 | +3.533 | 13.9 | +54.5 | +92.8 | +3.085 | 51.5% | 停損1.97%、跳空停損0.15%、到期97.88% |
| 2 | 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.700 | +1.974 | +2.054 | +3.495 | 13.9 | +54.5 | +91.8 | +3.067 | 51.5% | 停損1.9%、跳空停損0.15%、到期97.95% |
| 3 | 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.788 | +1.983 | +2.066 | +3.543 | 13.9 | +54.5 | +93.1 | +3.094 | 51.5% | 停損2%、跳空停損0.15%、到期97.85% |
| 4 | 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.682 | +1.965 | +2.045 | +3.478 | 13.9 | +54.3 | +91.3 | +3.055 | 51.5% | 停損1.9%、跳空停損0.14%、到期97.96% |
| 5 | 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.737 | +1.981 | +2.062 | +3.522 | 13.9 | +54.2 | +92.5 | +3.085 | 51.5% | 停損1.94%、跳空停損0.15%、到期97.91% |
| 6 | 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.664 | +1.969 | +2.048 | +3.471 | 13.9 | +54.1 | +91.2 | +3.052 | 51.5% | 停損1.87%、跳空停損0.14%、到期97.99% |
| 7 | 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.474 | +1.969 | +2.045 | +3.394 | 13.9 | +54.0 | +89.1 | +2.993 | 51.5% | 停損1.67%、跳空停損0.14%、到期98.19% |
| 8 | 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.718 | +1.974 | +2.054 | +3.506 | 13.9 | +54.0 | +92.1 | +3.074 | 51.5% | 停損1.92%、跳空停損0.16%、到期97.92% |
| 9 | 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.346 | +1.965 | +2.038 | +3.324 | 13.9 | +54.0 | +87.2 | +2.938 | 51.5% | 停損1.46%、跳空停損0.15%、到期98.4% |
| 10 | 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.278 | +1.972 | +2.044 | +3.311 | 13.9 | +53.9 | +86.8 | +2.931 | 51.5% | 停損1.41%、跳空停損0.15%、到期98.44% |
| 11 | 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.620 | +1.960 | +2.038 | +3.444 | 13.9 | +53.9 | +90.4 | +3.036 | 51.5% | 停損1.82%、跳空停損0.13%、到期98.05% |
| 12 | 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.820 | +1.988 | +2.072 | +3.558 | 13.9 | +53.9 | +93.5 | +3.098 | 51.5% | 停損2.03%、跳空停損0.15%、到期97.82% |
| 13 | 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.457 | +1.966 | +2.041 | +3.381 | 13.9 | +53.8 | +88.7 | +2.985 | 51.5% | 停損1.64%、跳空停損0.14%、到期98.22% |
| 14 | 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.364 | +1.965 | +2.038 | +3.333 | 13.9 | +53.8 | +87.4 | +2.946 | 51.5% | 停損1.5%、跳空停損0.13%、到期98.37% |
| 15 | 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.647 | +1.962 | +2.041 | +3.455 | 13.9 | +53.8 | +90.7 | +3.040 | 51.5% | 停損1.86%、跳空停損0.13%、到期98.01% |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1x | 99% | —(跳過) | 9999% / 99% | 14 | -1.296 | +1.044 | +1.052 | +1.201 | 14.0 | +27.7 | +31.3 | +1.083 | 51.5% | 到期100% |
| 1x | 99% | —(跳過) | 9999% / 99% | 14 | -1.357 | +1.079 | +1.088 | +1.249 | 14.0 | +28.7 | +32.6 | +1.127 | 51.5% | 到期100% |
| 1x | 99% | —(跳過) | 9999% / 99% | 14 | -1.656 | +1.241 | +1.253 | +1.478 | 14.0 | +33.4 | +38.5 | +1.332 | 51.5% | 到期100% |
| 2x | 99% | —(跳過) | 9999% / 99% | 14 | -2.335 | +1.535 | +1.556 | +1.944 | 14.0 | +42.1 | +50.7 | +1.753 | 51.5% | 停損0.04%、到期99.96% |
| 2x | 99% | —(跳過) | 9999% / 99% | 14 | -2.446 | +1.574 | +1.597 | +2.014 | 14.0 | +43.3 | +52.5 | +1.815 | 51.5% | 停損0.06%、到期99.94% |
| 2x | 99% | —(跳過) | 9999% / 99% | 14 | -2.581 | +1.621 | +1.645 | +2.099 | 14.0 | +44.6 | +54.7 | +1.892 | 51.5% | 停損0.07%、到期99.93% |
| 2x | 99% | —(跳過) | 9999% / 99% | 14 | -3.241 | +1.778 | +1.813 | +2.438 | 14.0 | +49.4 | +63.6 | +2.183 | 51.5% | 停損0.23%、跳空停損0.02%、到期99.76% |
| 2x | 99% | —(跳過) | 9999% / 99% | 14 | -3.264 | +1.783 | +1.818 | +2.450 | 14.0 | +49.5 | +63.9 | +2.186 | 51.5% | 停損0.24%、跳空停損0.02%、到期99.74% |
| 2x | 99% | —(跳過) | 9999% / 99% | 14 | -3.477 | +1.807 | +1.845 | +2.521 | 14.0 | +50.2 | +65.8 | +2.250 | 51.5% | 停損0.31%、跳空停損0.03%、到期99.66% |
| 2x | 99% | —(跳過) | 9999% / 99% | 14 | -3.727 | +1.848 | +1.890 | +2.640 | 14.0 | +51.3 | +68.9 | +2.353 | 51.5% | 停損0.44%、跳空停損0.03%、到期99.53% |
| 2x | 99% | —(跳過) | 9999% / 99% | 14 | -3.834 | +1.854 | +1.898 | +2.685 | 14.0 | +50.2 | +70.1 | +2.405 | 51.5% | 停損0.48%、跳空停損0.05%、到期99.47% |
| 2x | 99% | —(跳過) | 9999% / 99% | 14 | -3.948 | +1.878 | +1.924 | +2.754 | 14.0 | +51.1 | +72.0 | +2.459 | 51.5% | 停損0.55%、跳空停損0.07%、到期99.38% |
| 2x | 99% | —(跳過) | 9999% / 99% | 14 | -4.104 | +1.863 | +1.911 | +2.782 | 14.0 | +51.0 | +72.7 | +2.487 | 51.5% | 停損0.65%、跳空停損0.06%、到期99.29% |
| 2x | 99% | —(跳過) | 9999% / 99% | 14 | -4.141 | +1.870 | +1.919 | +2.803 | 14.0 | +50.8 | +73.3 | +2.502 | 51.5% | 停損0.68%、跳空停損0.06%、到期99.26% |
| 2x | 99% | —(跳過) | 9999% / 99% | 14 | -4.245 | +1.883 | +1.934 | +2.856 | 14.0 | +51.0 | +74.7 | +2.551 | 51.5% | 停損0.74%、跳空停損0.06%、到期99.21% |
| 2x | 99% | —(跳過) | 9999% / 99% | 14 | -4.282 | +1.895 | +1.947 | +2.883 | 14.0 | +51.3 | +75.4 | +2.573 | 51.5% | 停損0.76%、跳空停損0.06%、到期99.17% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -4.391 | +1.905 | +1.959 | +2.926 | 14.0 | +51.2 | +76.5 | +2.611 | 51.5% | 停損0.82%、跳空停損0.07%、到期99.1% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -4.451 | +1.891 | +1.946 | +2.933 | 13.9 | +51.2 | +76.7 | +2.617 | 51.5% | 停損0.89%、跳空停損0.07%、到期99.04% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -4.496 | +1.899 | +1.954 | +2.956 | 13.9 | +51.6 | +77.3 | +2.634 | 51.5% | 停損0.93%、跳空停損0.06%、到期99% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -4.515 | +1.898 | +1.954 | +2.962 | 13.9 | +51.5 | +77.5 | +2.638 | 51.5% | 停損0.95%、跳空停損0.07%、到期98.98% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -4.533 | +1.900 | +1.957 | +2.972 | 13.9 | +51.2 | +77.8 | +2.649 | 51.5% | 停損0.96%、跳空停損0.07%、到期98.97% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -4.604 | +1.907 | +1.965 | +3.003 | 13.9 | +51.5 | +78.6 | +2.677 | 51.5% | 停損1%、跳空停損0.08%、到期98.92% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -4.640 | +1.916 | +1.974 | +3.029 | 13.9 | +51.4 | +79.3 | +2.696 | 51.5% | 停損1.04%、跳空停損0.08%、到期98.88% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -4.751 | +1.911 | +1.971 | +3.054 | 13.9 | +51.1 | +79.9 | +2.721 | 51.5% | 停損1.08%、跳空停損0.1%、到期98.82% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -4.792 | +1.913 | +1.974 | +3.064 | 13.9 | +51.2 | +80.2 | +2.730 | 51.5% | 停損1.1%、跳空停損0.11%、到期98.79% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -4.828 | +1.921 | +1.984 | +3.090 | 13.9 | +51.3 | +80.9 | +2.749 | 51.5% | 停損1.14%、跳空停損0.1%、到期98.76% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -4.854 | +1.922 | +1.984 | +3.100 | 13.9 | +51.1 | +81.2 | +2.758 | 51.5% | 停損1.15%、跳空停損0.11%、到期98.73% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -4.918 | +1.926 | +1.990 | +3.133 | 13.9 | +51.9 | +82.1 | +2.787 | 51.5% | 停損1.18%、跳空停損0.13%、到期98.69% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -4.936 | +1.934 | +1.998 | +3.149 | 13.9 | +52.1 | +82.5 | +2.800 | 51.5% | 停損1.18%、跳空停損0.13%、到期98.68% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -4.972 | +1.939 | +2.004 | +3.170 | 13.9 | +51.8 | +83.0 | +2.808 | 51.5% | 停損1.21%、跳空停損0.14%、到期98.65% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.042 | +1.946 | +2.012 | +3.194 | 13.9 | +52.1 | +83.7 | +2.826 | 51.5% | 停損1.23%、跳空停損0.15%、到期98.62% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.060 | +1.952 | +2.019 | +3.208 | 13.9 | +52.2 | +84.1 | +2.839 | 51.5% | 停損1.25%、跳空停損0.15%、到期98.61% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.078 | +1.954 | +2.021 | +3.219 | 13.9 | +52.4 | +84.3 | +2.851 | 51.5% | 停損1.26%、跳空停損0.14%、到期98.6% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.123 | +1.955 | +2.023 | +3.230 | 13.9 | +52.5 | +84.7 | +2.863 | 51.5% | 停損1.26%、跳空停損0.15%、到期98.59% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.159 | +1.963 | +2.032 | +3.255 | 13.9 | +53.0 | +85.3 | +2.885 | 51.5% | 停損1.3%、跳空停損0.15%、到期98.55% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.176 | +1.964 | +2.033 | +3.265 | 13.9 | +53.2 | +85.6 | +2.893 | 51.5% | 停損1.33%、跳空停損0.15%、到期98.52% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.194 | +1.971 | +2.041 | +3.280 | 13.9 | +53.5 | +86.0 | +2.906 | 51.5% | 停損1.34%、跳空停損0.15%、到期98.51% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.230 | +1.969 | +2.039 | +3.288 | 13.9 | +53.6 | +86.2 | +2.916 | 51.5% | 停損1.35%、跳空停損0.15%、到期98.5% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.248 | +1.968 | +2.039 | +3.298 | 13.9 | +53.7 | +86.5 | +2.923 | 51.5% | 停損1.37%、跳空停損0.15%、到期98.47% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.278 | +1.972 | +2.044 | +3.311 | 13.9 | +53.9 | +86.8 | +2.931 | 51.5% | 停損1.41%、跳空停損0.15%、到期98.44% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.321 | +1.966 | +2.038 | +3.316 | 13.9 | +53.8 | +87.0 | +2.934 | 51.5% | 停損1.44%、跳空停損0.14%、到期98.42% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.346 | +1.965 | +2.038 | +3.324 | 13.9 | +54.0 | +87.2 | +2.938 | 51.5% | 停損1.46%、跳空停損0.15%、到期98.4% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.364 | +1.965 | +2.038 | +3.333 | 13.9 | +53.8 | +87.4 | +2.946 | 51.5% | 停損1.5%、跳空停損0.13%、到期98.37% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.381 | +1.946 | +2.019 | +3.325 | 13.9 | +52.9 | +87.2 | +2.944 | 51.5% | 停損1.54%、跳空停損0.13%、到期98.33% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.417 | +1.958 | +2.032 | +3.353 | 13.9 | +53.4 | +88.0 | +2.964 | 51.5% | 停損1.58%、跳空停損0.13%、到期98.29% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.457 | +1.966 | +2.041 | +3.381 | 13.9 | +53.8 | +88.7 | +2.985 | 51.5% | 停損1.64%、跳空停損0.14%、到期98.22% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.474 | +1.969 | +2.045 | +3.394 | 13.9 | +54.0 | +89.1 | +2.993 | 51.5% | 停損1.67%、跳空停損0.14%、到期98.19% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.531 | +1.954 | +2.030 | +3.400 | 13.9 | +53.4 | +89.2 | +3.008 | 51.5% | 停損1.7%、跳空停損0.15%、到期98.16% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.549 | +1.951 | +2.027 | +3.406 | 13.9 | +53.5 | +89.4 | +3.003 | 51.5% | 停損1.75%、跳空停損0.15%、到期98.1% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.572 | +1.954 | +2.032 | +3.420 | 13.9 | +53.6 | +89.8 | +3.014 | 51.5% | 停損1.77%、跳空停損0.15%、到期98.08% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.620 | +1.960 | +2.038 | +3.444 | 13.9 | +53.9 | +90.4 | +3.036 | 51.5% | 停損1.82%、跳空停損0.13%、到期98.05% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.647 | +1.962 | +2.041 | +3.455 | 13.9 | +53.8 | +90.7 | +3.040 | 51.5% | 停損1.86%、跳空停損0.13%、到期98.01% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.664 | +1.969 | +2.048 | +3.471 | 13.9 | +54.1 | +91.2 | +3.052 | 51.5% | 停損1.87%、跳空停損0.14%、到期97.99% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.682 | +1.965 | +2.045 | +3.478 | 13.9 | +54.3 | +91.3 | +3.055 | 51.5% | 停損1.9%、跳空停損0.14%、到期97.96% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.700 | +1.974 | +2.054 | +3.495 | 13.9 | +54.5 | +91.8 | +3.067 | 51.5% | 停損1.9%、跳空停損0.15%、到期97.95% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.718 | +1.974 | +2.054 | +3.506 | 13.9 | +54.0 | +92.1 | +3.074 | 51.5% | 停損1.92%、跳空停損0.16%、到期97.92% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.737 | +1.981 | +2.062 | +3.522 | 13.9 | +54.2 | +92.5 | +3.085 | 51.5% | 停損1.94%、跳空停損0.15%、到期97.91% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.755 | +1.983 | +2.065 | +3.533 | 13.9 | +54.5 | +92.8 | +3.085 | 51.5% | 停損1.97%、跳空停損0.15%、到期97.88% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.788 | +1.983 | +2.066 | +3.543 | 13.9 | +54.5 | +93.1 | +3.094 | 51.5% | 停損2%、跳空停損0.15%、到期97.85% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.820 | +1.988 | +2.072 | +3.558 | 13.9 | +53.9 | +93.5 | +3.098 | 51.5% | 停損2.03%、跳空停損0.15%、到期97.82% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.838 | +1.969 | +2.053 | +3.553 | 13.9 | +52.3 | +93.4 | +3.095 | 51.5% | 停損2.07%、跳空停損0.15%、到期97.78% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.857 | +1.948 | +2.031 | +3.543 | 13.9 | +52.1 | +93.1 | +3.096 | 51.4% | 停損2.09%、跳空停損0.16%、到期97.75% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.885 | +1.946 | +2.030 | +3.550 | 13.9 | +51.7 | +93.3 | +3.101 | 51.4% | 停損2.11%、跳空停損0.16%、到期97.73% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.903 | +1.944 | +2.028 | +3.559 | 13.9 | +51.9 | +93.6 | +3.107 | 51.4% | 停損2.14%、跳空停損0.17%、到期97.69% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.922 | +1.948 | +2.033 | +3.572 | 13.9 | +52.1 | +93.9 | +3.116 | 51.4% | 停損2.17%、跳空停損0.17%、到期97.66% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.939 | +1.954 | +2.039 | +3.587 | 13.9 | +52.2 | +94.3 | +3.130 | 51.4% | 停損2.19%、跳空停損0.17%、到期97.64% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.959 | +1.958 | +2.043 | +3.600 | 13.9 | +52.1 | +94.7 | +3.138 | 51.4% | 停損2.22%、跳空停損0.17%、到期97.61% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -6.048 | +1.944 | +2.031 | +3.609 | 13.9 | +51.7 | +94.9 | +3.140 | 51.4% | 停損2.29%、跳空停損0.17%、到期97.53% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -6.075 | +1.949 | +2.037 | +3.623 | 13.9 | +51.8 | +95.3 | +3.154 | 51.4% | 停損2.31%、跳空停損0.18%、到期97.51% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -6.110 | +1.959 | +2.048 | +3.652 | 13.9 | +51.8 | +96.1 | +3.169 | 51.4% | 停損2.36%、跳空停損0.17%、到期97.46% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -6.244 | +1.949 | +2.040 | +3.675 | 13.9 | +51.1 | +96.7 | +3.187 | 51.4% | 停損2.42%、跳空停損0.2%、到期97.38% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -6.263 | +1.950 | +2.042 | +3.688 | 13.9 | +51.1 | +97.1 | +3.193 | 51.4% | 停損2.46%、跳空停損0.2%、到期97.34% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -6.291 | +1.950 | +2.042 | +3.697 | 13.9 | +51.3 | +97.3 | +3.203 | 51.4% | 停損2.49%、跳空停損0.2%、到期97.31% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -6.308 | +1.926 | +2.018 | +3.685 | 13.9 | +50.3 | +97.0 | +3.207 | 51.4% | 停損2.51%、跳空停損0.21%、到期97.29% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -6.375 | +1.918 | +2.011 | +3.701 | 13.9 | +50.6 | +97.5 | +3.223 | 51.4% | 停損2.56%、跳空停損0.22%、到期97.23% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -6.404 | +1.918 | +2.012 | +3.711 | 13.9 | +50.8 | +97.8 | +3.228 | 51.4% | 停損2.6%、跳空停損0.22%、到期97.18% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -6.465 | +1.903 | +1.997 | +3.720 | 13.8 | +49.2 | +98.0 | +3.227 | 51.4% | 停損2.64%、跳空停損0.23%、到期97.14% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -6.486 | +1.898 | +1.994 | +3.727 | 13.8 | +49.2 | +98.2 | +3.231 | 51.4% | 停損2.68%、跳空停損0.23%、到期97.09% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -6.502 | +1.903 | +1.998 | +3.740 | 13.8 | +49.5 | +98.6 | +3.239 | 51.4% | 停損2.72%、跳空停損0.22%、到期97.06% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -6.519 | +1.901 | +1.997 | +3.750 | 13.8 | +49.0 | +98.8 | +3.251 | 51.4% | 停損2.73%、跳空停損0.24%、到期97.03% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -6.574 | +1.910 | +2.007 | +3.779 | 13.8 | +49.2 | +99.6 | +3.272 | 51.4% | 停損2.78%、跳空停損0.24%、到期96.98% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -6.670 | +1.896 | +1.995 | +3.802 | 13.8 | +49.3 | +100.3 | +3.299 | 51.4% | 停損2.86%、跳空停損0.25%、到期96.89% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -6.717 | +1.887 | +1.987 | +3.805 | 13.8 | +49.3 | +100.4 | +3.307 | 51.4% | 停損2.89%、跳空停損0.24%、到期96.87% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -6.734 | +1.893 | +1.993 | +3.820 | 13.8 | +49.6 | +100.8 | +3.321 | 51.4% | 停損2.9%、跳空停損0.25%、到期96.85% |
| 4x | 99% | —(跳過) | 9999% / 99% | 14 | -6.823 | +1.886 | +1.989 | +3.848 | 13.8 | +49.6 | +101.6 | +3.350 | 51.4% | 停損2.98%、跳空停損0.27%、到期96.75% |
| 4x | 99% | —(跳過) | 9999% / 99% | 14 | -6.853 | +1.885 | +1.988 | +3.859 | 13.8 | +49.3 | +101.9 | +3.363 | 51.4% | 停損3.02%、跳空停損0.27%、到期96.72% |
| 4x | 99% | —(跳過) | 9999% / 99% | 14 | -6.943 | +1.876 | +1.981 | +3.887 | 13.8 | +49.0 | +102.7 | +3.382 | 51.4% | 停損3.15%、跳空停損0.27%、到期96.59% |
| 4x | 99% | —(跳過) | 9999% / 99% | 14 | -7.012 | +1.885 | +1.991 | +3.926 | 13.8 | +49.3 | +103.7 | +3.413 | 51.4% | 停損3.22%、跳空停損0.3%、到期96.48% |
| 4x | 99% | —(跳過) | 9999% / 99% | 14 | -7.134 | +1.886 | +1.996 | +3.962 | 13.8 | +49.5 | +104.7 | +3.437 | 51.4% | 停損3.31%、跳空停損0.31%、到期96.37% |
| 4x | 99% | —(跳過) | 9999% / 99% | 14 | -7.249 | +1.869 | +1.980 | +3.993 | 13.8 | +48.3 | +105.6 | +3.476 | 51.4% | 停損3.4%、跳空停損0.33%、到期96.27% |
| 4x | 99% | —(跳過) | 9999% / 99% | 14 | -7.316 | +1.862 | +1.975 | +4.036 | 13.8 | +46.6 | +106.8 | +3.502 | 51.4% | 停損3.49%、跳空停損0.37%、到期96.14% |
| 4x | 99% | —(跳過) | 9999% / 99% | 14 | -7.441 | +1.861 | +1.977 | +4.113 | 13.8 | +48.0 | +108.9 | +3.528 | 51.4% | 停損3.7%、跳空停損0.37%、到期95.92% |
| 4x | 99% | —(跳過) | 9999% / 99% | 14 | -7.530 | +1.857 | +1.975 | +4.135 | 13.8 | +48.1 | +109.6 | +3.544 | 51.4% | 停損3.76%、跳空停損0.39%、到期95.85% |
| 4x | 99% | —(跳過) | 9999% / 99% | 14 | -7.718 | +1.859 | +1.981 | +4.216 | 13.8 | +48.0 | +111.8 | +3.616 | 51.4% | 停損3.94%、跳空停損0.41%、到期95.65% |
| 4x | 99% | —(跳過) | 9999% / 99% | 14 | -8.073 | +1.812 | +1.941 | +4.296 | 13.7 | +44.8 | +114.2 | +3.664 | 51.3% | 停損4.33%、跳空停損0.41%、到期95.26% |
| 4x | 99% | —(跳過) | 9999% / 99% | 14 | -8.125 | +1.799 | +1.929 | +4.310 | 13.7 | +44.8 | +114.5 | +3.683 | 51.3% | 停損4.37%、跳空停損0.42%、到期95.21% |
| 4x | 99% | —(跳過) | 9999% / 99% | 14 | -8.144 | +1.782 | +1.912 | +4.309 | 13.7 | +44.5 | +114.5 | +3.686 | 51.3% | 停損4.44%、跳空停損0.42%、到期95.15% |
| 4x | 99% | —(跳過) | 9999% / 99% | 14 | -8.476 | +1.797 | +1.935 | +4.483 | 13.7 | +46.3 | +119.4 | +3.809 | 51.3% | 停損4.84%、跳空停損0.43%、到期94.73% |
| 4x | 99% | —(跳過) | 9999% / 99% | 14 | -9.153 | +1.704 | +1.857 | +4.709 | 13.6 | +45.5 | +126.0 | +4.000 | 51.2% | 停損5.57%、跳空停損0.55%、到期93.87% |
| 4x | 99% | —(跳過) | 9999% / 99% | 14 | -9.737 | +1.528 | +1.693 | +4.709 | 13.6 | +37.1 | +126.3 | +4.049 | 51.2% | 停損6.05%、跳空停損0.61%、到期93.33% |
| 5x | 99% | —(跳過) | 9999% / 99% | 14 | -10.305 | +1.467 | +1.647 | +4.880 | 13.6 | +35.0 | +131.3 | +4.168 | 51.1% | 停損6.66%、跳空停損0.68%、到期92.67% |
| 5x | 99% | —(跳過) | 9999% / 99% | 14 | -10.766 | +1.345 | +1.535 | +5.030 | 13.5 | +33.4 | +135.8 | +4.281 | 51.1% | 停損7.19%、跳空停損0.82%、到期91.99% |
| 5x | 99% | —(跳過) | 9999% / 99% | 14 | -11.127 | +1.248 | +1.446 | +5.178 | 13.5 | +31.1 | +140.4 | +4.401 | 51.0% | 停損7.75%、跳空停損0.96%、到期91.28% |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1x | 99% | —(跳過) | 9999% / 99% | 14 | -1.296 | +1.044 | +1.052 | +1.201 | 14.0 | +27.7 | +31.3 | +1.083 | 51.5% | 到期100% |
| 2x | 99% | —(跳過) | 9999% / 99% | 14 | -3.139 | +1.749 | +1.782 | +2.378 | 14.0 | +48.4 | +62.0 | +2.131 | 51.5% | 停損0.2%、跳空停損0.02%、到期99.78% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.495 | +1.976 | +2.052 | +3.409 | 13.9 | +54.3 | +89.5 | +3.005 | 51.5% | 停損1.68%、跳空停損0.15%、到期98.17% |
| 3x | 99% | —(跳過) | 9999% / 99% | 14 | -5.755 | +1.983 | +2.065 | +3.533 | 13.9 | +54.5 | +92.8 | +3.085 | 51.5% | 停損1.97%、跳空停損0.15%、到期97.88% |
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。
| 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 |
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。
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。
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。
| 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 |
|---|---|---|---|---|---|---|---|---|---|
| 2021-10-24~2022-08-18 | 299 | -5.755 | -69.95 | -3.544 | -71.8 | 20.3 | 104 | 7 | 0% |
| 2022-08-19~2023-06-14 | 300 | +0.186 | +3.84 | +1.425 | +28.4 | 20.3 | 101 | 7 | 71% |
| 2023-06-15~2024-04-09 | 300 | +3.551 | +102.97 | +4.474 | +91.1 | 20.3 | 102 | 7 | 100% |
| 2024-04-10~2025-02-03 | 300 | +2.545 | +65.88 | +3.559 | +71.7 | 20.1 | 102 | 7 | 100% |
| 2025-02-04~2025-11-30 | 300 | +6.507 | +259.26 | +8.127 | +163.6 | 20.3 | 102 | 7 | 100% |
| 2025-12-01~2026-09-26 | 300 | +5.355 | +173.46 | +7.158 | +138.0 | 19.3 | 97 | 7 | 100% |
| 全部期間(複利/累加) | 1799 | +1.954 | +932.11 | +3.491 | +421.0 | 120.6 | 608 |
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。
| 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 | +6.287 | 0.901 | 0.901 | 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 | +3.371 | 0.112 | 0.112 | 停損3.7%、到期96.3% | 停損3.7%、到期96.3% |
| 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 |
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)。
| 筆數 | 平均% | 中位數% | 標準差% | 勝率% | 最小% | P5 | P25 | P75 | P95 | 最大% |
|---|---|---|---|---|---|---|---|---|---|---|
| 25423 | +3.09 | +0.79 | 39.76 | 51.5 | -100.00 | -52.54 | -15.17 | +17.21 | +63.25 | +534.03 |
| 出場類型 | 筆數 | 占比 | 平均報酬% | 最小% | 最大% |
|---|---|---|---|---|---|
| 停損 | 500 | 2.0% | -90.76 | -90.76 | -90.76 |
| 跳空停損 | 39 | 0.2% | -97.20 | -100.00 | -90.82 |
| 到期 | 24884 | 97.9% | +5.13 | -89.66 | +534.03 |
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。