n/a / open
2020-06-04 00:00:00 → -证据实验室
证据重点
优先复核核心指标、关键交易和图表，再展开完整审计链路。
总收益
0.3%
最大回撤
-1.4%
胜率
28.6%
交易数
7
收益曲线
回撤曲线
交易分布
已落库交易 7 条，事件证据 7 条。
Backtest 摘要
状态： success
模式： light_real_v1
指标详情
{
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{
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"date": "2020-01-06",
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{
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"date": "2020-01-07",
"portfolio_value": 1000000.0
},
{
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"date": "2020-01-08",
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{
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{
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{
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{
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{
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"date": "2020-05-20",
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{
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"date": "2020-05-21",
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{
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"date": "2020-05-22",
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{
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{
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{
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{
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{
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{
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{
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"date": "2020-06-02",
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},
{
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],
"_market_env_end_date": "2020-07-01",
"_market_env_index": 1,
"_market_env_label": "\u5e02\u573a\u73af\u5883 1",
"_market_env_parent_trace_id": "7679dfee-e233-4bc5-9aee-0fc4e3d6b08c",
"_market_env_start_date": "2020-01-01",
"_mode": "light_real_v1",
"_risk_flags": [],
"_universe": [
"000001.SZ",
"600519.SH"
],
"_universe_count": 2,
"_warnings": [
"BT_OPTIONAL_RISK_COLUMN_ABSENT: is_limit_down",
"BT_OPTIONAL_RISK_COLUMN_ABSENT: is_suspended"
],
"annual_return": 0.006384488803896193,
"avg_holding_days": null,
"cost_total": 3526.0147707999995,
"max_drawdown": -0.014069251468085263,
"profit_factor": 1.1263548011232276,
"sharpe_ratio": 1.553192068710116,
"total_return": 0.0029591742292001144,
"total_trades": 7,
"trade_count": 7,
"turnover": 1.1336585259999998,
"win_rate": 0.2857142857142857
}
Audit Timeline
| 操作 | 时间 | strategy_id | dsl_version | 红线结果 |
|---|---|---|---|---|
generation |
2026-06-26 06:41:01.210690 | sample_ma_5_20_stop_8_env_1 | strategy_dsl_v2 | 通过 |
backtest |
2026-06-26 06:41:01.362034 | sample_ma_5_20_stop_8_env_1 | strategy_dsl_v2 | 通过 |
每笔交易订单明细
每一行是一笔已落库订单，包含品种、方向、数量、入场/出场价格、盈亏和状态。
| trade_id | 品种 | 方向 | 数量 | 入场时间 | 入场价 | 出场时间 | 出场价 | pnl | 收益率 | 状态 |
|---|---|---|---|---|---|---|---|---|---|---|
| 598e2977-4b85-4187-b4bb-3b7bfd9b0cbb:600519.SH:2020-02-13:1 | 600519.SH | long | 100.0 | 2020-02-13 00:00:00 | 1092.091 | - | None | None | None | open |
| 598e2977-4b85-4187-b4bb-3b7bfd9b0cbb:000001.SZ:2020-02-20:2 | 000001.SZ | long | 12800.0 | 2020-02-20 00:00:00 | 15.605589999999998 | - | None | None | None | open |
| 598e2977-4b85-4187-b4bb-3b7bfd9b0cbb:600519.SH:2020-03-04:3 | 600519.SH | long | 100.0 | 2020-03-04 00:00:00 | 1130.04892 | - | None | None | None | open |
| 598e2977-4b85-4187-b4bb-3b7bfd9b0cbb:600519.SH:2020-04-02:4 | 600519.SH | long | 100.0 | 2020-04-02 00:00:00 | 1146.145 | - | None | None | None | open |
| 598e2977-4b85-4187-b4bb-3b7bfd9b0cbb:000001.SZ:2020-04-15:5 | 000001.SZ | long | 15400.0 | 2020-04-15 00:00:00 | 12.882869999999997 | - | None | None | None | open |
| 598e2977-4b85-4187-b4bb-3b7bfd9b0cbb:000001.SZ:2020-04-20:6 | 000001.SZ | long | 15200.0 | 2020-04-20 00:00:00 | 13.002989999999999 | - | None | None | None | open |
| 598e2977-4b85-4187-b4bb-3b7bfd9b0cbb:000001.SZ:2020-06-04:7 | 000001.SZ | long | 14800.0 | 2020-06-04 00:00:00 | 13.583569999999998 | - | None | None | None | open |
交易事件证据
事件证据按 trade_id 关联到订单，记录入场、出场、止损、止盈或持有事件当时的价格和条件快照。
| trade_id | 事件类型 | 品种 | 时间 | 价格 | notes |
|---|---|---|---|---|---|
| 598e2977-4b85-4187-b4bb-3b7bfd9b0cbb:600519.SH:2020-02-13:1 | entry |
600519.SH | 2020-02-13 00:00:00 | 1092.091 | - |
| 598e2977-4b85-4187-b4bb-3b7bfd9b0cbb:000001.SZ:2020-02-20:2 | entry |
000001.SZ | 2020-02-20 00:00:00 | 15.605589999999998 | - |
| 598e2977-4b85-4187-b4bb-3b7bfd9b0cbb:600519.SH:2020-03-04:3 | entry |
600519.SH | 2020-03-04 00:00:00 | 1130.04892 | - |
| 598e2977-4b85-4187-b4bb-3b7bfd9b0cbb:600519.SH:2020-04-02:4 | entry |
600519.SH | 2020-04-02 00:00:00 | 1146.145 | - |
| 598e2977-4b85-4187-b4bb-3b7bfd9b0cbb:000001.SZ:2020-04-15:5 | entry |
000001.SZ | 2020-04-15 00:00:00 | 12.882869999999997 | - |
| 598e2977-4b85-4187-b4bb-3b7bfd9b0cbb:000001.SZ:2020-04-20:6 | entry |
000001.SZ | 2020-04-20 00:00:00 | 13.002989999999999 | - |
| 598e2977-4b85-4187-b4bb-3b7bfd9b0cbb:000001.SZ:2020-06-04:7 | entry |
000001.SZ | 2020-06-04 00:00:00 | 13.583569999999998 | - |