加入一个回测，
This commit is contained in:
ddrwode
310
backtest_outputs/charts/bb_backtest_2026_full_visualization.html
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backtest_outputs/charts/bb_backtest_2026_full_visualization.html
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backtest_outputs/charts/bb_backtest_visualization.html
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backtest_outputs/charts/bb_backtest_visualization.html
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backtest_outputs/charts/bb_chart_2026_03_02.html
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backtest_outputs/charts/bb_chart_2026_03_02.html
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<!DOCTYPE html>
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<html lang="zh-CN">
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<head>
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<meta charset="UTF-8" />
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<title>ETHUSDT 2026-03-02 K线 + 布林带</title>
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<style>
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html,
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body {
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margin: 0;
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padding: 0;
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width: 100%;
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height: 100%;
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background: #111;
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color: #eee;
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font-family: -apple-system, BlinkMacSystemFont, "Segoe UI", Roboto,
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"Helvetica Neue", Arial, "Noto Sans", sans-serif;
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}
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#chart {
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width: 100%;
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height: 100%;
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}
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</style>
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<script src="https://cdn.jsdelivr.net/npm/echarts@5/dist/echarts.min.js"></script>
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</head>
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<body>
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<div id="chart"></div>
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<script>
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async function main() {
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// 从同目录加载由 Python 导出的 JSON 数据
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const resp = await fetch("bb_chart_2026_03_02_data.json");
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const raw = await resp.json();
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const categoryData = [];
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const klineData = [];
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const upper = [];
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const mid = [];
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const lower = [];
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for (const k of raw) {
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const d = new Date(k.timestamp);
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const label = `${d.getHours().toString().padStart(2, "0")}:${d
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.getMinutes()
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.toString()
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.padStart(2, "0")}`;
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categoryData.push(label);
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klineData.push([k.open, k.close, k.low, k.high]);
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upper.push(k.bb_upper);
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mid.push(k.bb_mid);
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lower.push(k.bb_lower);
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}
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const chartDom = document.getElementById("chart");
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const chart = echarts.init(chartDom, null, { renderer: "canvas" });
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const option = {
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backgroundColor: "#111",
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tooltip: {
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trigger: "axis",
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axisPointer: { type: "cross" },
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},
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axisPointer: {
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link: [{ xAxisIndex: "all" }],
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},
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grid: {
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left: "3%",
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right: "3%",
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top: "6%",
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bottom: "5%",
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containLabel: true,
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},
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xAxis: {
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type: "category",
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data: categoryData,
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scale: true,
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boundaryGap: true,
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axisLine: { lineStyle: { color: "#888" } },
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axisLabel: { color: "#ccc" },
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},
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yAxis: {
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scale: true,
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axisLine: { lineStyle: { color: "#888" } },
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splitLine: { lineStyle: { color: "#333" } },
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axisLabel: { color: "#ccc" },
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},
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dataZoom: [
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{
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type: "inside",
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start: 0,
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end: 100,
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},
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{
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type: "slider",
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start: 0,
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end: 100,
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height: 20,
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},
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],
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series: [
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{
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name: "K线",
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type: "candlestick",
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data: klineData,
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itemStyle: {
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color: "#26a69a",
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color0: "#ef5350",
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borderColor: "#26a69a",
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borderColor0: "#ef5350",
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},
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},
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{
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name: "BB上轨",
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type: "line",
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data: upper,
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symbol: "none",
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lineStyle: { color: "#ff9800", width: 1 },
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},
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{
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name: "BB中轨",
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type: "line",
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data: mid,
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symbol: "none",
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lineStyle: { color: "#fff", width: 1, type: "dashed" },
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},
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{
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name: "BB下轨",
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type: "line",
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data: lower,
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symbol: "none",
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lineStyle: { color: "#ff9800", width: 1 },
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},
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],
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};
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chart.setOption(option);
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window.addEventListener("resize", () => chart.resize());
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}
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main().catch((e) => {
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console.error(e);
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alert("加载数据失败，请确认 bb_chart_2026_03_02_data.json 已生成并与本 HTML 同目录。");
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});
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</script>
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</body>
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</html>
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backtest_outputs/logs/backtest_result.txt
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backtest_outputs/logs/backtest_result.txt
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backtest_outputs/reports/bb_sweep_results.csv
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backtest_outputs/reports/bb_sweep_results.csv
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backtest_outputs/reports/bb_sweep_results_snapshot.csv
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backtest_outputs/reports/bb_sweep_results_snapshot.csv
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178.5,305.0,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
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178.5,305.5,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
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178.5,306.0,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
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178.5,306.5,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
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178.5,307.0,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
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178.5,307.5,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
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178.5,308.0,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
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178.5,308.5,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,309.0,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
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178.5,309.5,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,310.0,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,310.5,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,311.0,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,311.5,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,312.0,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,312.5,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,313.0,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,313.5,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,314.0,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,314.5,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,315.0,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,315.5,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,316.0,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,316.5,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,317.0,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,317.5,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,318.0,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,318.5,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,319.0,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,319.5,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,320.0,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,320.5,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,321.0,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,321.5,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,322.0,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,322.5,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,323.0,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,323.5,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,324.0,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,324.5,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,325.0,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,325.5,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
||||
178.5,326.0,5.2791790570783465e+19,2.6395895285391733e+19,33680,56.24109263657957,21.175874581988747,4.8783963655773225e+19
|
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|
42500
backtest_outputs/trades/bb_backtest_20250101_20251231_trades.csv
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backtest_outputs/trades/bb_backtest_20250101_20251231_trades.csv
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backtest_outputs/trades/bb_backtest_20260101_20260228_trades.csv
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backtest_outputs/trades/bb_backtest_20260101_20260228_trades.csv
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backtest_outputs/trades/bb_backtest_20260101_20261231_trades.csv
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backtest_outputs/trades/bb_backtest_20260101_20261231_trades.csv
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backtest_outputs/trades/bb_backtest_march_2026_trades.csv
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backtest_outputs/trades/bb_backtest_march_2026_trades.csv
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timestamp,action,price,size,margin,fee,capital,reason,pnl
|
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2026-03-01 01:35,开short,1970.895742,0.02536917551471376,1.0,0.0024999999999999996,98.9975,触上轨开空,
|
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2026-03-01 01:50,平仓100%,2022.33,0.02536917551471376,,0.0025652422359335528,98.690090039093,止损,-1.3048447186710703
|
||||
2026-03-01 03:50,开long,2019.4038,0.02443545219611179,0.9869009003909299,0.0024672522509773245,97.70072188645109,触下轨开多,
|
||||
2026-03-01 03:55,加long,2018.383596,0.04840542802670058,1.9540144377290218,0.004885036094322554,95.74182241262774,触下轨加多,
|
||||
2026-03-01 04:00,平仓50%,2028.348,0.03642044011140619,,0.0036936663429545246,97.55902982143648,触中轨平50%-1m(04:02)回踩中轨,0.35044340609171903
|
||||
2026-03-01 04:05,平仓100%,2018.7258371425564,0.03642044011140619,,0.003676144172649939,99.0258113463238,回开仓价全平,0.0
|
||||
2026-03-01 04:15,开long,1999.6626196004338,0.02476062971215385,0.9902581134632381,0.0024756452836580947,98.03307758757691,触下轨开多,
|
||||
2026-03-01 04:35,平仓50%,2014.6299999999999,0.012380314856076925,,0.0012470876859249124,98.71226043853991,触中轨平50%-1m(04:39)回踩中轨,0.18530088191730254
|
||||
2026-03-01 05:10,平仓100%,2017.8250206638015,0.012380314856076925,,0.0012490654540143892,99.43099667352436,延迟反转-同K回调确认-平多,0.22485624370683877
|
||||
2026-03-01 05:10,开short,2017.4214556596687,0.02464308991920873,0.9943099667352436,0.0024857749168381085,98.43420093187228,延迟反转-同K回调确认-开空,
|
||||
2026-03-01 05:15,平仓50%,2014.157,0.012321544959604365,,0.0012408763015600921,98.9703381761176,触中轨平50%-1m(05:16)反抽中轨,0.04022313717924384
|
||||
2026-03-01 05:20,平仓100%,2017.4214556596687,0.012321544959604365,,0.0012428874584190543,99.4662502720268,回开仓价全平,0.0
|
||||
2026-03-01 05:20,开short,2020.9165042134857,0.0246091934190863,0.994662502720268,0.0024866562568006696,98.46910111304973,触上轨开空,
|
||||
2026-03-01 05:35,平仓50%,2016.4740000000002,0.01230459670954315,,0.0012405949672639653,99.01985499216998,触中轨平50%-1m(05:38)反抽中轨,0.05466322272738604
|
||||
2026-03-01 06:10,平仓100%,1993.0582785593572,0.01230459670954315,,0.0012261889168144599,99.8587442863308,延迟反转-同K反弹确认-平空,0.34278423171750066
|
||||
2026-03-01 06:10,开long,1993.456890215069,0.02504662748828175,0.998587442863308,0.00249646860715827,98.85766037486034,延迟反转-同K反弹确认-开多,
|
||||
2026-03-01 07:00,平仓50%,1996.611,0.012523313744140875,,0.0012502092989001429,99.39520379341326,触中轨平50%-1m(07:01)回踩中轨,0.03949990642015626
|
||||
2026-03-01 07:05,平仓100%,1993.456890215069,0.012523313744140875,,0.001248234303579135,99.89324928054134,回开仓价全平,0.0
|
||||
2026-03-01 07:10,开short,2002.49942,0.024942141876011462,0.9989324928054134,0.002497331232013533,98.89181945650391,触上轨开空,
|
||||
2026-03-01 07:25,平仓50%,1997.67,0.012471070938005731,,0.0012456542140362953,99.450268088102,触中轨平50%-1m(07:26)反抽中轨,0.06022803940942398
|
||||
2026-03-01 07:35,平仓100%,2002.49942,0.012471070938005731,,0.0012486656160067666,99.94848566888871,回开仓价全平,0.0
|
||||
2026-03-01 08:50,开long,1983.9752370436452,0.02518894485241248,0.9994848566888871,0.0024987121417222175,98.9465021000581,触下轨开多,
|
||||
2026-03-01 09:00,加long,1984.6668539999998,0.049855471662982744,1.978930042001162,0.004947325105002905,96.96262473295194,触下轨加多,
|
||||
2026-03-01 09:15,平仓50%,1992.7069999999999,0.037522208257697615,,0.003738538352528591,98.75848822726503,触中轨平50%-1m(09:18)回踩中轨,0.31039458332059994
|
||||
2026-03-01 09:30,平仓100%,1984.4347101286562,0.037522208257697615,,0.003723018623362561,100.24397265798669,回开仓价全平,0.0
|
||||
2026-03-01 09:35,开long,1977.5454880734026,0.025345554188907188,1.0024397265798668,0.0025060993164496663,99.23902683209037,触下轨开多,
|
||||
2026-03-01 10:15,平仓50%,1979.625,0.012672777094453594,,0.0012543673177803846,99.76534551917355,触中轨平50%-1m(10:17)回踩中轨,0.02635319111102702
|
||||
2026-03-01 10:15,平仓100%,1977.5454880734026,0.012672777094453594,,0.0012530496582248331,100.26531233280527,回开仓价全平,0.0
|
||||
2026-03-01 10:25,开short,1983.593202,0.02527365798383223,1.0026531233280527,0.0025066328083201313,99.26015257666889,触上轨开空,
|
||||
2026-03-01 10:35,加short,1987.0210368714647,0.049954253495449914,1.9852030515333778,0.004963007628833443,97.26998651750668,触上轨加空,
|
||||
2026-03-01 10:40,平仓50%,1980.9359999999997,0.037613955739641075,,0.0037255419513530803,98.94575440746019,触中轨平50%-1m(10:41)反抽中轨,0.18556534447413794
|
||||
2026-03-01 11:00,平仓100%,1985.8694174198158,0.037613955739641075,,0.0037348202185767876,100.43594767467232,回开仓价全平,0.0
|
||||
2026-03-01 13:20,开long,1971.0811861410878,0.02547737464617128,1.0043594767467232,0.0025108986918668075,99.42907729923373,触下轨开多,
|
||||
2026-03-01 13:25,平仓50%,1977.221,0.01273868732308564,,0.0012593600043819353,100.00821084657333,触中轨平50%-1m(13:27)回踩中轨,0.07821316897063098
|
||||
2026-03-01 13:50,平仓100%,2012.7953226137352,0.01273868732308564,,0.0012820185130072825,101.04049190791126,延迟反转-同K回调确认-平多,0.5313833414775777
|
||||
2026-03-01 13:50,开short,2012.3927635492125,0.025104565504824317,1.0104049190791127,0.002526012297697781,100.02756097653445,延迟反转-同K回调确认-开空,
|
||||
2026-03-01 14:25,平仓50%,2004.753,0.012552282752412158,,0.0012582113252373262,100.62740169698006,触中轨平50%-1m(14:28)反抽中轨,0.09589647223128844
|
||||
2026-03-01 14:40,平仓100%,1994.9544227315625,0.012552282752412158,,0.0012520615996150872,101.35024307959607,延迟反转-同K反弹确认-平空,0.21889098467607288
|
||||
2026-03-01 14:40,开long,1995.3534136161088,0.025396564435150013,1.0135024307959608,0.0025337560769899017,100.33420689272312,延迟反转-同K反弹确认-开多,
|
||||
2026-03-01 15:00,平仓50%,2004.636,0.012698282217575007,,0.0012727716835755343,100.95755823804919,触中轨平50%-1m(15:03)回踩中轨,0.11787290161166897
|
||||
2026-03-01 15:20,平仓100%,2012.645228772288,0.012698282217575007,,0.0012778568559403158,101.68260794549853,延迟反转-同K回调确认-平多,0.21957634890730374
|
||||
2026-03-01 15:20,开short,2012.2426997265336,0.02526599002180933,1.0168260794549853,0.002542065198637463,100.6632398008449,延迟反转-同K回调确认-开空,
|
||||
2026-03-01 15:50,平仓50%,2008.9260000000002,0.012632995010904665,,0.0012689376067638331,101.2122837540636,触中轨平50%-1m(15:52)反抽中轨,0.04189985109796585
|
||||
2026-03-01 15:50,平仓100%,2012.2426997265336,0.012632995010904665,,0.0012710325993187314,101.71942576119179,回开仓价全平,0.0
|
||||
2026-03-01 15:55,开long,1992.6786162417027,0.025523289338307855,1.017194257611918,0.0025429856440297945,100.69968851793584,触下轨开多,
|
||||
2026-03-01 16:00,加long,1991.1565538891698,0.050573466120103445,2.013993770358717,0.005034984425896792,98.68065976315123,触下轨加多,
|
||||
2026-03-01 16:25,平仓50%,2002.4759999999999,0.03804837772920565,,0.00380954816208344,100.60370677137739,触中轨平50%-1m(16:26)回踩中轨,0.41126254240293536
|
||||
2026-03-01 16:45,平仓100%,1967.62,0.03804837772920565,,0.00374323744937698,101.20060583618708,止损,-0.9149517117262566
|
||||
2026-03-01 16:50,开long,1965.2229659999998,0.02574786871185666,1.0120060583618709,0.0025300151459046764,100.18606976267931,触下轨开多,
|
||||
2026-03-01 17:35,平仓50%,1967.5260000000003,0.01287393435592833,,0.001266490028379112,100.72045541036735,触中轨平50%-1m(17:36)回踩中轨,0.029649108535477225
|
||||
2026-03-01 17:45,平仓100%,1965.2229659999998,0.01287393435592833,,0.0012650075729523382,101.22519343197533,回开仓价全平,0.0
|
||||
2026-03-01 18:00,开short,1982.393442,0.025531055361505614,1.0122519343197534,0.002530629835799383,100.21041086781977,触上轨开空,
|
||||
2026-03-01 18:05,加short,1991.233970955805,0.05032578407635248,2.0042082173563953,0.005010520543390987,98.20119212991999,触上轨加空,
|
||||
2026-03-01 18:30,平仓50%,1977.5280000000002,0.037928419718929046,,0.0037502255994967156,100.11266378212795,触中轨平50%-1m(18:33)反抽中轨,0.4069918019693819
|
||||
2026-03-01 18:55,平仓100%,1972.9829470185493,0.037928419718929046,,0.0037416062656404534,102.196530730795,延迟反转-同K反弹确认-平空,0.5793784790946218
|
||||
2026-03-01 18:55,开long,1973.377543607953,0.025893811111265538,1.02196530730795,0.0025549132682698744,101.17201051021878,延迟反转-同K反弹确认-开多,
|
||||
2026-03-01 19:05,加long,1968.973716,0.051383118874614164,2.0234402102043756,0.0050586005255109385,99.1435116994889,触下轨加多,
|
||||
2026-03-01 19:40,平仓100%,1946.27,0.0772769299858797,,0.007520088526180904,100.31289177647686,止损,-1.8685053519981858
|
||||
2026-03-01 20:10,开long,1933.526628,0.025940395731771856,1.0031289177647686,0.002507822294411921,99.30725503641769,触下轨开多,
|
||||
2026-03-01 20:35,平仓100%,1911.05,0.025940395731771856,,0.00247866966316013,99.72485265948347,止损,-0.5830526250358269
|
||||
2026-03-01 22:10,开short,1943.1708021370632,0.025660341476366342,0.9972485265948348,0.002493121316487086,98.72511101157215,触上轨开空,
|
||||
2026-03-01 22:25,平仓50%,1933.2939999999999,0.012830170738183171,,0.0012402246053552545,99.34921610802999,触中轨平50%-1m(22:28)反抽中轨,0.12672105776577522
|
||||
2026-03-01 22:25,平仓100%,1943.1708021370632,0.012830170738183171,,0.001246560658243543,99.84659381066916,回开仓价全平,0.0
|
||||
2026-03-02 00:10,开short,1947.900342,0.025629286996313172,0.9984659381066916,0.0024961648452667285,98.8456317077172,触上轨开空,
|
||||
2026-03-02 00:15,平仓50%,1940.6370000000002,0.012814643498156586,,0.001243428565716605,99.43669838654002,触中轨平50%-1m(00:17)反抽中轨,0.0930771383351843
|
||||
2026-03-02 00:20,平仓100%,1947.900342,0.012814643498156586,,0.0012480824226333643,99.93468327317073,回开仓价全平,0.0
|
||||
2026-03-02 00:40,开short,1961.187684,0.02547810290888272,0.9993468327317073,0.002498367081829268,98.9328380733572,触上轨开空,
|
||||
2026-03-02 00:45,加short,1959.7479720000001,0.050482429111735394,1.9786567614671442,0.004946641903667859,96.9492346699864,触上轨加空,
|
||||
2026-03-02 01:10,平仓100%,1988.21,0.07596053202061812,,0.007551274468435656,97.79437733094622,止损,-2.1253096587705884
|
||||
2026-03-02 02:05,开long,1949.6071946200707,0.02508053355588993,0.9779437733094622,0.002444859433273655,96.81398869820349,触下轨开多,
|
||||
2026-03-02 02:10,加long,1940.8287934851146,0.049882807295102104,1.9362797739640698,0.004840699434910173,94.8728682248045,触下轨加多,
|
||||
2026-03-02 02:30,平仓50%,1953.676,0.037481670425496015,,0.0036613519975100665,96.69776991480681,触中轨平50%-1m(02:34)回踩中轨,0.371451268363048
|
||||
2026-03-02 03:10,平仓100%,1966.7001436494575,0.037481670425496015,,0.0036857603305022308,99.0108138563194,延迟反转-同K回调确认-平多,0.859617928206332
|
||||
2026-03-02 03:10,开short,1966.3068036207276,0.025176847700979926,0.990108138563194,0.0024752703464079847,98.0182304474098,延迟反转-同K回调确认-开空,
|
||||
2026-03-02 03:55,平仓50%,1971.86,0.012588423850489963,,0.0012411304726913566,98.44213739647142,触中轨平50%-1m(03:57)反抽中轨,-0.0699059897472862
|
||||
2026-03-02 03:55,平仓100%,1966.3068036207276,0.012588423850489963,,0.0012376351732039923,98.93595383057982,回开仓价全平,0.0
|
||||
2026-03-02 04:15,开long,1969.413804,0.025118122364541886,0.9893595383057983,0.002473398845764495,97.94412089342826,触下轨开多,
|
||||
2026-03-02 04:20,平仓50%,1971.578,0.012559061182270943,,0.001238058436380969,98.46474287411921,触中轨平50%-1m(04:22)回踩中轨,0.02718026997442538
|
||||
2026-03-02 04:20,平仓100%,1969.413804,0.012559061182270943,,0.0012366994228822474,98.95818594384923,回开仓价全平,0.0
|
||||
2026-03-02 05:05,开long,1964.19276,0.025190548493786637,0.9895818594384923,0.0024739546485962305,97.96613012976213,触下轨开多,
|
||||
2026-03-02 05:15,平仓50%,1970.2719999999997,0.012595274246893318,,0.0012408058090487492,98.53624994868501,触中轨平50%-1m(05:17)回踩中轨,0.07656969501268121
|
||||
2026-03-02 05:20,平仓100%,1964.19276,0.012595274246893318,,0.0012369773242981153,99.02980390107996,回开仓价全平,0.0
|
||||
2026-03-02 05:40,开short,1979.524016,0.025013539391451352,0.9902980390107996,0.0024757450975269983,98.03703011697164,触上轨开空,
|
||||
2026-03-02 07:20,平仓50%,1937.3039999999996,0.012506769695725676,,0.0012114707479304063,99.05900368239097,触中轨平50%-1m(07:24)反抽中轨,0.5280360166618587
|
||||
2026-03-02 08:10,平仓100%,1928.936186384675,0.012506769695725676,,0.0012062380320432252,100.1856367982698,延迟反转-同K反弹确认-平空,0.6326903344054814
|
||||
2026-03-02 08:10,开long,1929.3219736219519,0.025963949555342865,1.001856367982698,0.0025046409199567447,99.18127578936715,延迟反转-同K反弹确认-开多,
|
||||
2026-03-02 08:15,加long,1930.6160459999999,0.051372864114984755,1.983625515787343,0.004959063789468357,97.19269120979034,触下轨加多,
|
||||
2026-03-02 08:50,平仓100%,1948.7595882760102,0.07733681367032762,,0.007535542858338308,101.60740052896617,延迟反转-同K回调确认-平多,1.4367629782641276
|
||||
2026-03-02 08:50,开short,1948.369836358355,0.026074977818091708,1.0160740052896617,0.0025401850132241535,100.58878633866328,延迟反转-同K回调确认-开空,
|
||||
2026-03-02 09:40,平仓50%,1955.359,0.013037488909045854,,0.0012746485637851492,101.00442754928288,触中轨平50%-1m(09:43)反抽中轨,-0.09112114346145109
|
||||
2026-03-02 09:40,平仓100%,1948.369836358355,0.013037488909045854,,0.0012700925066120767,101.5111944594211,回开仓价全平,0.0
|
||||
2026-03-02 11:05,开long,1939.03773,0.02617566251777399,1.0151119445942112,0.0025377798614855274,100.49354473496541,触下轨开多,
|
||||
2026-03-02 12:00,平仓50%,1943.6330000000003,0.013087831258886995,,0.0012718970366602154,101.05997092857488,触中轨平50%-1m(12:02)回踩中轨,0.06014211834902898
|
||||
2026-03-02 12:20,平仓100%,1939.03773,0.013087831258886995,,0.0012688899307427637,101.56625801094124,回开仓价全平,0.0
|
||||
2026-03-02 12:20,开long,1936.8878482318667,0.026218931081543613,1.0156625801094123,0.0025391564502735306,100.54805627438155,触下轨开多,
|
||||
2026-03-02 12:35,加long,1930.6260479999999,0.05208054474274946,2.010961125487631,0.005027402813719077,98.5320677460802,触下轨加多,
|
||||
2026-03-02 12:50,平仓50%,1939.3809999999999,0.039149737912146536,,0.003796312893089832,100.30224850785619,触中轨平50%-1m(12:51)回踩中轨,0.26066522187056274
|
||||
2026-03-02 13:05,平仓100%,1932.7228399260932,0.039149737912146536,,0.0037832796319963034,101.81177708102271,回开仓价全平,0.0
|
||||
2026-03-02 13:05,开long,1930.4860199999998,0.026369467591643766,1.0181177708102271,0.0025452944270255673,100.79111401578545,触下轨开多,
|
||||
2026-03-02 13:15,平仓50%,1935.7879999999998,0.013184733795821883,,0.001276142473257322,101.36880195360808,触中轨平50%-1m(13:16)回踩中轨,0.06990519489077116
|
||||
2026-03-02 13:25,平仓100%,1930.4860199999998,0.013184733795821883,,0.0012726472135127836,101.87658819179968,回开仓价全平,0.0
|
||||
2026-03-02 14:25,开long,1922.6183440503523,0.02649423077311791,1.0187658819179968,0.002546914704794992,100.85527539517689,触下轨开多,
|
||||
2026-03-02 14:30,平仓100%,1950.3106548105818,0.02649423077311791,,0.0025835990283911126,102.60514414998892,延迟反转-同K回调确认-平多,0.733686471922416
|
||||
2026-03-02 14:30,开short,1949.9205926796196,0.02631008271187774,1.0260514414998891,0.0025651286037497224,101.57652757988528,延迟反转-同K回调确认-开空,
|
||||
2026-03-02 14:45,平仓100%,1977.81,0.02631008271187774,,0.002601817234418945,101.8662045907663,止损,-0.7337726133844545
|
||||
2026-03-02 17:40,开long,2025.7860592669192,0.025142389573859815,1.018662045907663,0.002546655114769157,100.84499588974387,触下轨开多,
|
||||
2026-03-02 18:15,平仓50%,2037.0170000000003,0.012571194786929907,,0.00128038687456438,101.49423286941916,触中轨平50%-1m(18:15)回踩中轨,0.1411863435960275
|
||||
2026-03-02 18:40,加long,2027.0190691607734,0.05007068478711442,2.0298846573883833,0.005074711643470957,99.45927350038731,触下轨加多,
|
||||
2026-03-02 18:45,平仓50%,2033.3019999999997,0.03132093978702216,,0.0031842464755415857,100.93023459635924,触中轨平50%-1m(18:47)回踩中轨,0.20453750227635803
|
||||
2026-03-02 18:50,平仓100%,2026.7716243577877,0.03132093978702216,,0.003174019600427768,102.19666841692992,回开仓价全平,0.0
|
||||
2026-03-02 18:50,开long,2028.895698,0.02518529378264026,1.0219666841692994,0.002554916710423248,101.1721468160502,触下轨开多,
|
||||
2026-03-02 18:55,加long,2027.7254639999999,0.049894400702781824,2.023442936321004,0.005058607340802509,99.1436452723884,触下轨加多,
|
||||
2026-03-02 19:05,平仓50%,2031.3199999999997,0.03753984724271104,,0.003812772125053188,100.78273929931468,触中轨平50%-1m(19:05)回踩中轨,0.1202019888061939
|
||||
2026-03-02 19:05,平仓100%,2028.1180160380236,0.03753984724271104,,0.003806762025612878,102.30163734753422,回开仓价全平,0.0
|
||||
2026-03-02 19:05,开long,2026.35519,0.025242770332760428,1.0230163734753424,0.0025575409336883554,101.27606343312519,触下轨开多,
|
||||
2026-03-02 19:10,加long,2023.6443782356102,0.05004637401825834,2.0255212686625037,0.005063803171656258,99.24547836129103,触下轨加多,
|
||||
2026-03-02 19:15,平仓50%,2030.7600000000002,0.037644572175509386,,0.0038223545695568717,100.99957516548169,触中轨平50%-1m(19:18)回踩中轨,0.23365033769128954
|
||||
2026-03-02 19:35,平仓100%,2038.953388071054,0.037644572175509386,,0.003837776398987009,103.06209313644565,延迟反转-同K回调确认-平多,0.5420869262940294
|
||||
2026-03-02 19:35,开short,2038.5455973934397,0.025278338946213584,1.0306209313644565,0.002576552328411141,102.02889565275278,延迟反转-同K回调确认-开空,
|
||||
2026-03-02 19:45,平仓50%,2031.934,0.012639169473106792,,0.0012840979092083886,102.62648712046943,触中轨平50%-1m(19:45)反抽中轨,0.08356509994363615
|
||||
2026-03-02 19:50,平仓100%,2038.5455973934397,0.012639169473106792,,0.0012882761642055705,103.14050930998745,回开仓价全平,0.0
|
||||
2026-03-02 19:50,开short,2043.2612660000002,0.025239187720692457,1.0314050930998746,0.0025785127327496863,102.10652570415482,触上轨开空,
|
||||
2026-03-02 19:55,加short,2042.021514,0.05000266892592338,2.0421305140830963,0.00510532628520774,100.05928986378652,触上轨加空,
|
||||
2026-03-02 20:05,平仓50%,2037.4699999999998,0.03762092832330792,,0.003832575641544508,101.77910244042056,触中轨平50%-1m(20:09)反抽中轨,0.18687734868409472
|
||||
2026-03-02 20:05,平仓100%,2042.4373773884072,0.03762092832330792,,0.003841919508978713,103.31202832450306,回开仓价全平,0.0
|
||||
2026-03-02 20:50,开short,2045.370844,0.02525508482424204,1.0331202832450306,0.002582800708112576,102.27632524054992,触上轨开空,
|
||||
2026-03-02 20:55,平仓50%,2038.2310000000002,0.01262754241212102,,0.0012868924199099917,102.88175717267845,触中轨平50%-1m(20:59)反抽中轨,0.09015868292592541
|
||||
2026-03-02 21:45,平仓100%,2045.370844,0.01262754241212102,,0.001291400354056288,103.3970259139469,回开仓价全平,0.0
|
||||
2026-03-02 22:05,开short,2047.470424,0.025249943711506063,1.033970259139469,0.002584925647848672,102.36047072915959,触上轨开空,
|
||||
2026-03-02 22:15,平仓50%,2043.7830000000001,0.012624971855753031,,0.0012901351427133249,102.92271934780683,触中轨平50%-1m(22:15)反抽中轨,0.04655362422022782
|
||||
2026-03-02 22:25,平仓100%,2047.470424,0.012624971855753031,,0.001292462823924336,103.43841201455264,回开仓价全平,0.0
|
||||
2026-03-02 22:30,开short,2051.5995980000002,0.025209210441303816,1.0343841201455264,0.0025859603003638154,102.40144193410674,触上轨开空,
|
||||
2026-03-02 22:50,平仓50%,2049.2699999999995,0.012604605220651908,,0.001291511967026266,102.94670614532531,触中轨平50%-1m(22:54)反抽中轨,0.029363663112829255
|
||||
2026-03-02 22:50,平仓100%,2051.5995980000002,0.012604605220651908,,0.0012929801501819077,103.46260522524788,回开仓价全平,0.0
|
||||
2026-03-03 00:30,开long,2020.584036,0.02560215348183813,1.0346260522524788,0.0025865651306311967,102.42539260786478,触下轨开多,
|
||||
2026-03-03 00:45,平仓50%,2029.438,0.012801076740919065,,0.001298949578946865,103.05474695703741,触中轨平50%-1m(00:47)回踩中轨,0.11334027262533643
|
||||
2026-03-03 01:30,加long,2025.1515544797203,0.05088742456290541,2.061094939140748,0.005152737347851869,100.98849928054881,触下轨加多,
|
||||
2026-03-03 02:15,平仓100%,2002.4,0.06368850130382447,,0.0063764927505389046,102.16998750049402,止损,-1.390543252571244
|
||||
2026-03-03 02:45,开short,2019.206078,0.025299544363914604,1.0216998750049402,0.00255424968751235,101.14573337580157,触上轨开空,
|
||||
2026-03-03 03:10,平仓50%,2012.1740000000002,0.012649772181957302,,0.0012726771345228875,101.74426482083527,触中轨平50%-1m(03:13)反抽中轨,0.0889541846657505
|
||||
2026-03-03 04:35,平仓100%,2003.7637516585983,0.012649772181957302,,0.0012673577482472664,102.44918931076766,延迟反转-同K反弹确认-平空,0.1953419101781693
|
||||
2026-03-03 04:35,开long,2004.16450440893,0.025559076883507146,1.0244918931076767,0.0025612297327691916,101.42213618792722,延迟反转-同K反弹确认-开多,
|
||||
2026-03-03 04:40,加long,2002.570434,0.05064597702331163,2.0284427237585443,0.0050711068093963595,99.38862235735928,触下轨加多,
|
||||
2026-03-03 05:05,平仓50%,2003.5459999999998,0.03810252695340939,,0.0038170082733697775,100.92807270325906,触中轨平50%-1m(05:09)回踩中轨,0.016800045740044088
|
||||
2026-03-03 05:05,平仓100%,2003.1050831610567,0.03810252695340939,,0.003816168271082775,102.45072384342109,回开仓价全平,0.0
|
||||
2026-03-03 05:15,开short,2013.5872020000002,0.02543985275176105,1.0245072384342109,0.0025612680960855265,101.42365533689079,触上轨开空,
|
||||
2026-03-03 05:20,平仓50%,2003.975,0.012719926375880526,,0.0012745207229552585,102.05690093713504,触中轨平50%-1m(05:24)反抽中轨,0.12226650175009475
|
||||
2026-03-03 06:35,加short,1993.821156,0.0511865874379031,2.041138018742701,0.005102845046856751,100.01066007334548,触上轨加空,
|
||||
2026-03-03 06:40,平仓50%,1992.6649999999997,0.03195325690689181,,0.0031836068337185775,101.44682656011526,触中轨平50%-1m(06:41)反抽中轨,0.1626542746235937
|
||||
2026-03-03 06:45,平仓100%,1988.3703092642115,0.03195325690689181,,0.003176745365897763,103.02022926476914,延迟反转-同K反弹确认-平空,0.2998836310398825
|
||||
2026-03-03 06:45,开long,1988.7679833260643,0.025900514823372103,1.0302022926476915,0.002575505731619228,101.98745146638983,延迟反转-同K反弹确认-开多,
|
||||
2026-03-03 06:50,平仓50%,1992.611,0.012950257411686051,,0.0012902412685678573,102.55103042660998,触中轨平50%-1m(06:51)回踩中轨,0.04976805516487063
|
||||
2026-03-03 06:55,平仓100%,1999.2593560774471,0.012950257411686051,,0.0012945461646962318,103.20070300450149,延迟反转-同K回调确认-平多,0.1358659777323571
|
||||
2026-03-03 06:55,开short,1998.8595042062318,0.025814896641643555,1.032007030045015,0.002580017575112537,102.16611595688137,延迟反转-同K回调确认-开空,
|
||||
2026-03-03 07:05,平仓50%,1993.9159999999997,0.012907448320821777,,0.0012868183863029834,102.74464067858328,触中轨平50%-1m(07:08)反抽中轨,0.0638080250657058
|
||||
2026-03-03 07:05,平仓100%,1998.8595042062318,0.012907448320821777,,0.0012900087875562685,103.25935418481824,回开仓价全平,0.0
|
||||
|
Reference in New Issue
Block a user