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ddrwode de22d1f3ae 加入一个回测，
2026-03-04 16:48:24 +08:00

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1timestampactionpricesizemarginfeecapitalreasonpnl
22026-03-01 01:35开short1970.8957420.025369175514713761.00.002499999999999999698.9975触上轨开空
32026-03-01 01:50平仓100%2022.330.025369175514713760.002565242235933552898.690090039093止损-1.3048447186710703
42026-03-01 03:50开long2019.40380.024435452196111790.98690090039092990.002467252250977324597.70072188645109触下轨开多
52026-03-01 03:55加long2018.3835960.048405428026700581.95401443772902180.00488503609432255495.74182241262774触下轨加多
62026-03-01 04:00平仓50%2028.3480.036420440111406190.003693666342954524697.55902982143648触中轨平50%-1m(04:02)回踩中轨0.35044340609171903
72026-03-01 04:05平仓100%2018.72583714255640.036420440111406190.00367614417264993999.0258113463238回开仓价全平0.0
82026-03-01 04:15开long1999.66261960043380.024760629712153850.99025811346323810.002475645283658094798.03307758757691触下轨开多
92026-03-01 04:35平仓50%2014.62999999999990.0123803148560769250.001247087685924912498.71226043853991触中轨平50%-1m(04:39)回踩中轨0.18530088191730254
102026-03-01 05:10平仓100%2017.82502066380150.0123803148560769250.001249065454014389299.43099667352436延迟反转-同K回调确认-平多0.22485624370683877
112026-03-01 05:10开short2017.42145565966870.024643089919208730.99430996673524360.002485774916838108598.43420093187228延迟反转-同K回调确认-开空
122026-03-01 05:15平仓50%2014.1570.0123215449596043650.001240876301560092198.9703381761176触中轨平50%-1m(05:16)反抽中轨0.04022313717924384
132026-03-01 05:20平仓100%2017.42145565966870.0123215449596043650.001242887458419054399.4662502720268回开仓价全平0.0
142026-03-01 05:20开short2020.91650421348570.02460919341908630.9946625027202680.002486656256800669698.46910111304973触上轨开空
152026-03-01 05:35平仓50%2016.47400000000020.012304596709543150.001240594967263965399.01985499216998触中轨平50%-1m(05:38)反抽中轨0.05466322272738604
162026-03-01 06:10平仓100%1993.05827855935720.012304596709543150.001226188916814459999.8587442863308延迟反转-同K反弹确认-平空0.34278423171750066
172026-03-01 06:10开long1993.4568902150690.025046627488281750.9985874428633080.0024964686071582798.85766037486034延迟反转-同K反弹确认-开多
182026-03-01 07:00平仓50%1996.6110.0125233137441408750.001250209298900142999.39520379341326触中轨平50%-1m(07:01)回踩中轨0.03949990642015626
192026-03-01 07:05平仓100%1993.4568902150690.0125233137441408750.00124823430357913599.89324928054134回开仓价全平0.0
202026-03-01 07:10开short2002.499420.0249421418760114620.99893249280541340.00249733123201353398.89181945650391触上轨开空
212026-03-01 07:25平仓50%1997.670.0124710709380057310.001245654214036295399.450268088102触中轨平50%-1m(07:26)反抽中轨0.06022803940942398
222026-03-01 07:35平仓100%2002.499420.0124710709380057310.001248665616006766699.94848566888871回开仓价全平0.0
232026-03-01 08:50开long1983.97523704364520.025188944852412480.99948485668888710.002498712141722217598.9465021000581触下轨开多
242026-03-01 09:00加long1984.66685399999980.0498554716629827441.9789300420011620.00494732510500290596.96262473295194触下轨加多
252026-03-01 09:15平仓50%1992.70699999999990.0375222082576976150.00373853835252859198.75848822726503触中轨平50%-1m(09:18)回踩中轨0.31039458332059994
262026-03-01 09:30平仓100%1984.43471012865620.0375222082576976150.003723018623362561100.24397265798669回开仓价全平0.0
272026-03-01 09:35开long1977.54548807340260.0253455541889071881.00243972657986680.002506099316449666399.23902683209037触下轨开多
282026-03-01 10:15平仓50%1979.6250.0126727770944535940.001254367317780384699.76534551917355触中轨平50%-1m(10:17)回踩中轨0.02635319111102702
292026-03-01 10:15平仓100%1977.54548807340260.0126727770944535940.0012530496582248331100.26531233280527回开仓价全平0.0
302026-03-01 10:25开short1983.5932020.025273657983832231.00265312332805270.002506632808320131399.26015257666889触上轨开空
312026-03-01 10:35加short1987.02103687146470.0499542534954499141.98520305153337780.00496300762883344397.26998651750668触上轨加空
322026-03-01 10:40平仓50%1980.93599999999970.0376139557396410750.003725541951353080398.94575440746019触中轨平50%-1m(10:41)反抽中轨0.18556534447413794
332026-03-01 11:00平仓100%1985.86941741981580.0376139557396410750.0037348202185767876100.43594767467232回开仓价全平0.0
342026-03-01 13:20开long1971.08118614108780.025477374646171281.00435947674672320.002510898691866807599.42907729923373触下轨开多
352026-03-01 13:25平仓50%1977.2210.012738687323085640.0012593600043819353100.00821084657333触中轨平50%-1m(13:27)回踩中轨0.07821316897063098
362026-03-01 13:50平仓100%2012.79532261373520.012738687323085640.0012820185130072825101.04049190791126延迟反转-同K回调确认-平多0.5313833414775777
372026-03-01 13:50开short2012.39276354921250.0251045655048243171.01040491907911270.002526012297697781100.02756097653445延迟反转-同K回调确认-开空
382026-03-01 14:25平仓50%2004.7530.0125522827524121580.0012582113252373262100.62740169698006触中轨平50%-1m(14:28)反抽中轨0.09589647223128844
392026-03-01 14:40平仓100%1994.95442273156250.0125522827524121580.0012520615996150872101.35024307959607延迟反转-同K反弹确认-平空0.21889098467607288
402026-03-01 14:40开long1995.35341361610880.0253965644351500131.01350243079596080.0025337560769899017100.33420689272312延迟反转-同K反弹确认-开多
412026-03-01 15:00平仓50%2004.6360.0126982822175750070.0012727716835755343100.95755823804919触中轨平50%-1m(15:03)回踩中轨0.11787290161166897
422026-03-01 15:20平仓100%2012.6452287722880.0126982822175750070.0012778568559403158101.68260794549853延迟反转-同K回调确认-平多0.21957634890730374
432026-03-01 15:20开short2012.24269972653360.025265990021809331.01682607945498530.002542065198637463100.6632398008449延迟反转-同K回调确认-开空
442026-03-01 15:50平仓50%2008.92600000000020.0126329950109046650.0012689376067638331101.2122837540636触中轨平50%-1m(15:52)反抽中轨0.04189985109796585
452026-03-01 15:50平仓100%2012.24269972653360.0126329950109046650.0012710325993187314101.71942576119179回开仓价全平0.0
462026-03-01 15:55开long1992.67861624170270.0255232893383078551.0171942576119180.0025429856440297945100.69968851793584触下轨开多
472026-03-01 16:00加long1991.15655388916980.0505734661201034452.0139937703587170.00503498442589679298.68065976315123触下轨加多
482026-03-01 16:25平仓50%2002.47599999999990.038048377729205650.00380954816208344100.60370677137739触中轨平50%-1m(16:26)回踩中轨0.41126254240293536
492026-03-01 16:45平仓100%1967.620.038048377729205650.00374323744937698101.20060583618708止损-0.9149517117262566
502026-03-01 16:50开long1965.22296599999980.025747868711856661.01200605836187090.0025300151459046764100.18606976267931触下轨开多
512026-03-01 17:35平仓50%1967.52600000000030.012873934355928330.001266490028379112100.72045541036735触中轨平50%-1m(17:36)回踩中轨0.029649108535477225
522026-03-01 17:45平仓100%1965.22296599999980.012873934355928330.0012650075729523382101.22519343197533回开仓价全平0.0
532026-03-01 18:00开short1982.3934420.0255310553615056141.01225193431975340.002530629835799383100.21041086781977触上轨开空
542026-03-01 18:05加short1991.2339709558050.050325784076352482.00420821735639530.00501052054339098798.20119212991999触上轨加空
552026-03-01 18:30平仓50%1977.52800000000020.0379284197189290460.0037502255994967156100.11266378212795触中轨平50%-1m(18:33)反抽中轨0.4069918019693819
562026-03-01 18:55平仓100%1972.98294701854930.0379284197189290460.0037416062656404534102.196530730795延迟反转-同K反弹确认-平空0.5793784790946218
572026-03-01 18:55开long1973.3775436079530.0258938111112655381.021965307307950.0025549132682698744101.17201051021878延迟反转-同K反弹确认-开多
582026-03-01 19:05加long1968.9737160.0513831188746141642.02344021020437560.005058600525510938599.1435116994889触下轨加多
592026-03-01 19:40平仓100%1946.270.07727692998587970.007520088526180904100.31289177647686止损-1.8685053519981858
602026-03-01 20:10开long1933.5266280.0259403957317718561.00312891776476860.00250782229441192199.30725503641769触下轨开多
612026-03-01 20:35平仓100%1911.050.0259403957317718560.0024786696631601399.72485265948347止损-0.5830526250358269
622026-03-01 22:10开short1943.17080213706320.0256603414763663420.99724852659483480.00249312131648708698.72511101157215触上轨开空
632026-03-01 22:25平仓50%1933.29399999999990.0128301707381831710.001240224605355254599.34921610802999触中轨平50%-1m(22:28)反抽中轨0.12672105776577522
642026-03-01 22:25平仓100%1943.17080213706320.0128301707381831710.00124656065824354399.84659381066916回开仓价全平0.0
652026-03-02 00:10开short1947.9003420.0256292869963131720.99846593810669160.002496164845266728598.8456317077172触上轨开空
662026-03-02 00:15平仓50%1940.63700000000020.0128146434981565860.00124342856571660599.43669838654002触中轨平50%-1m(00:17)反抽中轨0.0930771383351843
672026-03-02 00:20平仓100%1947.9003420.0128146434981565860.001248082422633364399.93468327317073回开仓价全平0.0
682026-03-02 00:40开short1961.1876840.025478102908882720.99934683273170730.00249836708182926898.9328380733572触上轨开空
692026-03-02 00:45加short1959.74797200000010.0504824291117353941.97865676146714420.00494664190366785996.9492346699864触上轨加空
702026-03-02 01:10平仓100%1988.210.075960532020618120.00755127446843565697.79437733094622止损-2.1253096587705884
712026-03-02 02:05开long1949.60719462007070.025080533555889930.97794377330946220.00244485943327365596.81398869820349触下轨开多
722026-03-02 02:10加long1940.82879348511460.0498828072951021041.93627977396406980.00484069943491017394.8728682248045触下轨加多
732026-03-02 02:30平仓50%1953.6760.0374816704254960150.003661351997510066596.69776991480681触中轨平50%-1m(02:34)回踩中轨0.371451268363048
742026-03-02 03:10平仓100%1966.70014364945750.0374816704254960150.003685760330502230899.0108138563194延迟反转-同K回调确认-平多0.859617928206332
752026-03-02 03:10开short1966.30680362072760.0251768477009799260.9901081385631940.002475270346407984798.0182304474098延迟反转-同K回调确认-开空
762026-03-02 03:55平仓50%1971.860.0125884238504899630.001241130472691356698.44213739647142触中轨平50%-1m(03:57)反抽中轨-0.0699059897472862
772026-03-02 03:55平仓100%1966.30680362072760.0125884238504899630.001237635173203992398.93595383057982回开仓价全平0.0
782026-03-02 04:15开long1969.4138040.0251181223645418860.98935953830579830.00247339884576449597.94412089342826触下轨开多
792026-03-02 04:20平仓50%1971.5780.0125590611822709430.00123805843638096998.46474287411921触中轨平50%-1m(04:22)回踩中轨0.02718026997442538
802026-03-02 04:20平仓100%1969.4138040.0125590611822709430.001236699422882247498.95818594384923回开仓价全平0.0
812026-03-02 05:05开long1964.192760.0251905484937866370.98958185943849230.002473954648596230597.96613012976213触下轨开多
822026-03-02 05:15平仓50%1970.27199999999970.0125952742468933180.001240805809048749298.53624994868501触中轨平50%-1m(05:17)回踩中轨0.07656969501268121
832026-03-02 05:20平仓100%1964.192760.0125952742468933180.001236977324298115399.02980390107996回开仓价全平0.0
842026-03-02 05:40开short1979.5240160.0250135393914513520.99029803901079960.002475745097526998398.03703011697164触上轨开空
852026-03-02 07:20平仓50%1937.30399999999960.0125067696957256760.001211470747930406399.05900368239097触中轨平50%-1m(07:24)反抽中轨0.5280360166618587
862026-03-02 08:10平仓100%1928.9361863846750.0125067696957256760.0012062380320432252100.1856367982698延迟反转-同K反弹确认-平空0.6326903344054814
872026-03-02 08:10开long1929.32197362195190.0259639495553428651.0018563679826980.002504640919956744799.18127578936715延迟反转-同K反弹确认-开多
882026-03-02 08:15加long1930.61604599999990.0513728641149847551.9836255157873430.00495906378946835797.19269120979034触下轨加多
892026-03-02 08:50平仓100%1948.75958827601020.077336813670327620.007535542858338308101.60740052896617延迟反转-同K回调确认-平多1.4367629782641276
902026-03-02 08:50开short1948.3698363583550.0260749778180917081.01607400528966170.0025401850132241535100.58878633866328延迟反转-同K回调确认-开空
912026-03-02 09:40平仓50%1955.3590.0130374889090458540.0012746485637851492101.00442754928288触中轨平50%-1m(09:43)反抽中轨-0.09112114346145109
922026-03-02 09:40平仓100%1948.3698363583550.0130374889090458540.0012700925066120767101.5111944594211回开仓价全平0.0
932026-03-02 11:05开long1939.037730.026175662517773991.01511194459421120.0025377798614855274100.49354473496541触下轨开多
942026-03-02 12:00平仓50%1943.63300000000030.0130878312588869950.0012718970366602154101.05997092857488触中轨平50%-1m(12:02)回踩中轨0.06014211834902898
952026-03-02 12:20平仓100%1939.037730.0130878312588869950.0012688899307427637101.56625801094124回开仓价全平0.0
962026-03-02 12:20开long1936.88784823186670.0262189310815436131.01566258010941230.0025391564502735306100.54805627438155触下轨开多
972026-03-02 12:35加long1930.62604799999990.052080544742749462.0109611254876310.00502740281371907798.5320677460802触下轨加多
982026-03-02 12:50平仓50%1939.38099999999990.0391497379121465360.003796312893089832100.30224850785619触中轨平50%-1m(12:51)回踩中轨0.26066522187056274
992026-03-02 13:05平仓100%1932.72283992609320.0391497379121465360.0037832796319963034101.81177708102271回开仓价全平0.0
1002026-03-02 13:05开long1930.48601999999980.0263694675916437661.01811777081022710.0025452944270255673100.79111401578545触下轨开多
1012026-03-02 13:15平仓50%1935.78799999999980.0131847337958218830.001276142473257322101.36880195360808触中轨平50%-1m(13:16)回踩中轨0.06990519489077116
1022026-03-02 13:25平仓100%1930.48601999999980.0131847337958218830.0012726472135127836101.87658819179968回开仓价全平0.0
1032026-03-02 14:25开long1922.61834405035230.026494230773117911.01876588191799680.002546914704794992100.85527539517689触下轨开多
1042026-03-02 14:30平仓100%1950.31065481058180.026494230773117910.0025835990283911126102.60514414998892延迟反转-同K回调确认-平多0.733686471922416
1052026-03-02 14:30开short1949.92059267961960.026310082711877741.02605144149988910.0025651286037497224101.57652757988528延迟反转-同K回调确认-开空
1062026-03-02 14:45平仓100%1977.810.026310082711877740.002601817234418945101.8662045907663止损-0.7337726133844545
1072026-03-02 17:40开long2025.78605926691920.0251423895738598151.0186620459076630.002546655114769157100.84499588974387触下轨开多
1082026-03-02 18:15平仓50%2037.01700000000030.0125711947869299070.00128038687456438101.49423286941916触中轨平50%-1m(18:15)回踩中轨0.1411863435960275
1092026-03-02 18:40加long2027.01906916077340.050070684787114422.02988465738838330.00507471164347095799.45927350038731触下轨加多
1102026-03-02 18:45平仓50%2033.30199999999970.031320939787022160.0031842464755415857100.93023459635924触中轨平50%-1m(18:47)回踩中轨0.20453750227635803
1112026-03-02 18:50平仓100%2026.77162435778770.031320939787022160.003174019600427768102.19666841692992回开仓价全平0.0
1122026-03-02 18:50开long2028.8956980.025185293782640261.02196668416929940.002554916710423248101.1721468160502触下轨开多
1132026-03-02 18:55加long2027.72546399999990.0498944007027818242.0234429363210040.00505860734080250999.1436452723884触下轨加多
1142026-03-02 19:05平仓50%2031.31999999999970.037539847242711040.003812772125053188100.78273929931468触中轨平50%-1m(19:05)回踩中轨0.1202019888061939
1152026-03-02 19:05平仓100%2028.11801603802360.037539847242711040.003806762025612878102.30163734753422回开仓价全平0.0
1162026-03-02 19:05开long2026.355190.0252427703327604281.02301637347534240.0025575409336883554101.27606343312519触下轨开多
1172026-03-02 19:10加long2023.64437823561020.050046374018258342.02552126866250370.00506380317165625899.24547836129103触下轨加多
1182026-03-02 19:15平仓50%2030.76000000000020.0376445721755093860.0038223545695568717100.99957516548169触中轨平50%-1m(19:18)回踩中轨0.23365033769128954
1192026-03-02 19:35平仓100%2038.9533880710540.0376445721755093860.003837776398987009103.06209313644565延迟反转-同K回调确认-平多0.5420869262940294
1202026-03-02 19:35开short2038.54559739343970.0252783389462135841.03062093136445650.002576552328411141102.02889565275278延迟反转-同K回调确认-开空
1212026-03-02 19:45平仓50%2031.9340.0126391694731067920.0012840979092083886102.62648712046943触中轨平50%-1m(19:45)反抽中轨0.08356509994363615
1222026-03-02 19:50平仓100%2038.54559739343970.0126391694731067920.0012882761642055705103.14050930998745回开仓价全平0.0
1232026-03-02 19:50开short2043.26126600000020.0252391877206924571.03140509309987460.0025785127327496863102.10652570415482触上轨开空
1242026-03-02 19:55加short2042.0215140.050002668925923382.04213051408309630.00510532628520774100.05928986378652触上轨加空
1252026-03-02 20:05平仓50%2037.46999999999980.037620928323307920.003832575641544508101.77910244042056触中轨平50%-1m(20:09)反抽中轨0.18687734868409472
1262026-03-02 20:05平仓100%2042.43737738840720.037620928323307920.003841919508978713103.31202832450306回开仓价全平0.0
1272026-03-02 20:50开short2045.3708440.025255084824242041.03312028324503060.002582800708112576102.27632524054992触上轨开空
1282026-03-02 20:55平仓50%2038.23100000000020.012627542412121020.0012868924199099917102.88175717267845触中轨平50%-1m(20:59)反抽中轨0.09015868292592541
1292026-03-02 21:45平仓100%2045.3708440.012627542412121020.001291400354056288103.3970259139469回开仓价全平0.0
1302026-03-02 22:05开short2047.4704240.0252499437115060631.0339702591394690.002584925647848672102.36047072915959触上轨开空
1312026-03-02 22:15平仓50%2043.78300000000010.0126249718557530310.0012901351427133249102.92271934780683触中轨平50%-1m(22:15)反抽中轨0.04655362422022782
1322026-03-02 22:25平仓100%2047.4704240.0126249718557530310.001292462823924336103.43841201455264回开仓价全平0.0
1332026-03-02 22:30开short2051.59959800000020.0252092104413038161.03438412014552640.0025859603003638154102.40144193410674触上轨开空
1342026-03-02 22:50平仓50%2049.26999999999950.0126046052206519080.001291511967026266102.94670614532531触中轨平50%-1m(22:54)反抽中轨0.029363663112829255
1352026-03-02 22:50平仓100%2051.59959800000020.0126046052206519080.0012929801501819077103.46260522524788回开仓价全平0.0
1362026-03-03 00:30开long2020.5840360.025602153481838131.03462605225247880.0025865651306311967102.42539260786478触下轨开多
1372026-03-03 00:45平仓50%2029.4380.0128010767409190650.001298949578946865103.05474695703741触中轨平50%-1m(00:47)回踩中轨0.11334027262533643
1382026-03-03 01:30加long2025.15155447972030.050887424562905412.0610949391407480.005152737347851869100.98849928054881触下轨加多
1392026-03-03 02:15平仓100%2002.40.063688501303824470.0063764927505389046102.16998750049402止损-1.390543252571244
1402026-03-03 02:45开short2019.2060780.0252995443639146041.02169987500494020.00255424968751235101.14573337580157触上轨开空
1412026-03-03 03:10平仓50%2012.17400000000020.0126497721819573020.0012726771345228875101.74426482083527触中轨平50%-1m(03:13)反抽中轨0.0889541846657505
1422026-03-03 04:35平仓100%2003.76375165859830.0126497721819573020.0012673577482472664102.44918931076766延迟反转-同K反弹确认-平空0.1953419101781693
1432026-03-03 04:35开long2004.164504408930.0255590768835071461.02449189310767670.0025612297327691916101.42213618792722延迟反转-同K反弹确认-开多
1442026-03-03 04:40加long2002.5704340.050645977023311632.02844272375854430.005071106809396359599.38862235735928触下轨加多
1452026-03-03 05:05平仓50%2003.54599999999980.038102526953409390.0038170082733697775100.92807270325906触中轨平50%-1m(05:09)回踩中轨0.016800045740044088
1462026-03-03 05:05平仓100%2003.10508316105670.038102526953409390.003816168271082775102.45072384342109回开仓价全平0.0
1472026-03-03 05:15开short2013.58720200000020.025439852751761051.02450723843421090.0025612680960855265101.42365533689079触上轨开空
1482026-03-03 05:20平仓50%2003.9750.0127199263758805260.0012745207229552585102.05690093713504触中轨平50%-1m(05:24)反抽中轨0.12226650175009475
1492026-03-03 06:35加short1993.8211560.05118658743790312.0411380187427010.005102845046856751100.01066007334548触上轨加空
1502026-03-03 06:40平仓50%1992.66499999999970.031953256906891810.0031836068337185775101.44682656011526触中轨平50%-1m(06:41)反抽中轨0.1626542746235937
1512026-03-03 06:45平仓100%1988.37030926421150.031953256906891810.003176745365897763103.02022926476914延迟反转-同K反弹确认-平空0.2998836310398825
1522026-03-03 06:45开long1988.76798332606430.0259005148233721031.03020229264769150.002575505731619228101.98745146638983延迟反转-同K反弹确认-开多
1532026-03-03 06:50平仓50%1992.6110.0129502574116860510.0012902412685678573102.55103042660998触中轨平50%-1m(06:51)回踩中轨0.04976805516487063
1542026-03-03 06:55平仓100%1999.25935607744710.0129502574116860510.0012945461646962318103.20070300450149延迟反转-同K回调确认-平多0.1358659777323571
1552026-03-03 06:55开short1998.85950420623180.0258148966416435551.0320070300450150.002580017575112537102.16611595688137延迟反转-同K回调确认-开空
1562026-03-03 07:05平仓50%1993.91599999999970.0129074483208217770.0012868183863029834102.74464067858328触中轨平50%-1m(07:08)反抽中轨0.0638080250657058
1572026-03-03 07:05平仓100%1998.85950420623180.0129074483208217770.0012900087875562685103.25935418481824回开仓价全平0.0