n/a / open
2024-12-12 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
-1.7%
最大回撤
-5.4%
胜率
9.1%
交易数
11
收益曲线
回撤曲线
交易分布
已落库交易 11 条，事件证据 11 条。
Backtest 摘要
状态： success
模式： light_real_v1
指标详情
{
"_daily_curve": [
{
"daily_return": 0.0,
"date": "2024-07-02",
"portfolio_value": 1000000.0
},
{
"daily_return": 0.0,
"date": "2024-07-03",
"portfolio_value": 1000000.0
},
{
"daily_return": 0.0,
"date": "2024-07-04",
"portfolio_value": 1000000.0
},
{
"daily_return": 0.0,
"date": "2024-07-05",
"portfolio_value": 1000000.0
},
{
"daily_return": 0.0,
"date": "2024-07-08",
"portfolio_value": 1000000.0
},
{
"daily_return": 0.0,
"date": "2024-07-09",
"portfolio_value": 1000000.0
},
{
"daily_return": 0.0,
"date": "2024-07-10",
"portfolio_value": 1000000.0
},
{
"daily_return": 0.0,
"date": "2024-07-11",
"portfolio_value": 1000000.0
},
{
"daily_return": 0.0,
"date": "2024-07-12",
"portfolio_value": 1000000.0
},
{
"daily_return": 0.0,
"date": "2024-07-15",
"portfolio_value": 999541.1921203
},
{
"daily_return": 0.0,
"date": "2024-07-16",
"portfolio_value": 998962.1921203
},
{
"daily_return": -0.0003452091890816276,
"date": "2024-07-17",
"portfolio_value": 1000546.6749383
},
{
"daily_return": -0.0003887124791209897,
"date": "2024-07-18",
"portfolio_value": 1000350.6749383
},
{
"daily_return": 0.0028121848439528903,
"date": "2024-07-19",
"portfolio_value": 1002389.6749383
},
{
"daily_return": -0.0026643040871679154,
"date": "2024-07-22",
"portfolio_value": 996473.2011285
},
{
"daily_return": -0.004824151913524545,
"date": "2024-07-23",
"portfolio_value": 991666.0630285001
},
{
"daily_return": 0.0,
"date": "2024-07-24",
"portfolio_value": 991666.0630285001
},
{
"daily_return": 0.0,
"date": "2024-07-25",
"portfolio_value": 991666.0630285001
},
{
"daily_return": 0.0,
"date": "2024-07-26",
"portfolio_value": 991666.0630285001
},
{
"daily_return": 0.0,
"date": "2024-07-29",
"portfolio_value": 991666.0630285001
},
{
"daily_return": 0.0,
"date": "2024-07-30",
"portfolio_value": 991666.0630285001
},
{
"daily_return": 0.0,
"date": "2024-07-31",
"portfolio_value": 991666.0630285001
},
{
"daily_return": 0.0,
"date": "2024-08-01",
"portfolio_value": 991666.0630285001
},
{
"daily_return": 0.0,
"date": "2024-08-02",
"portfolio_value": 991666.0630285001
},
{
"daily_return": 0.0,
"date": "2024-08-05",
"portfolio_value": 991666.0630285001
},
{
"daily_return": 0.0,
"date": "2024-08-06",
"portfolio_value": 991666.0630285001
},
{
"daily_return": 0.0,
"date": "2024-08-07",
"portfolio_value": 991666.0630285001
},
{
"daily_return": 0.0,
"date": "2024-08-08",
"portfolio_value": 991666.0630285001
},
{
"daily_return": 0.0,
"date": "2024-08-09",
"portfolio_value": 991666.0630285001
},
{
"daily_return": 0.0,
"date": "2024-08-12",
"portfolio_value": 991666.0630285001
},
{
"daily_return": 0.0,
"date": "2024-08-13",
"portfolio_value": 991666.0630285001
},
{
"daily_return": 0.0,
"date": "2024-08-14",
"portfolio_value": 991666.0630285001
},
{
"daily_return": -0.00033112981067149304,
"date": "2024-08-15",
"portfolio_value": 991337.6928328001
},
{
"daily_return": 0.0004347660773075163,
"date": "2024-08-16",
"portfolio_value": 991768.6928328001
},
{
"daily_return": -0.0005807805833785343,
"date": "2024-08-19",
"portfolio_value": 991192.6928328001
},
{
"daily_return": -0.000676369913337369,
"date": "2024-08-20",
"portfolio_value": 990068.0943802
},
{
"daily_return": 0.0,
"date": "2024-08-21",
"portfolio_value": 990259.0943802
},
{
"daily_return": 0.0,
"date": "2024-08-22",
"portfolio_value": 990832.0943802
},
{
"daily_return": 0.0,
"date": "2024-08-23",
"portfolio_value": 992551.0943802
},
{
"daily_return": 0.0,
"date": "2024-08-26",
"portfolio_value": 992933.0943802
},
{
"daily_return": 0.0,
"date": "2024-08-27",
"portfolio_value": 991787.0943802
},
{
"daily_return": 0.0,
"date": "2024-08-28",
"portfolio_value": 989877.0943802
},
{
"daily_return": 0.0,
"date": "2024-08-29",
"portfolio_value": 985515.6902496
},
{
"daily_return": 0.0,
"date": "2024-08-30",
"portfolio_value": 985515.6902496
},
{
"daily_return": 0.0,
"date": "2024-09-02",
"portfolio_value": 985515.6902496
},
{
"daily_return": 0.0,
"date": "2024-09-03",
"portfolio_value": 985515.6902496
},
{
"daily_return": 0.0,
"date": "2024-09-04",
"portfolio_value": 985515.6902496
},
{
"daily_return": 0.0,
"date": "2024-09-05",
"portfolio_value": 985515.6902496
},
{
"daily_return": 0.0,
"date": "2024-09-06",
"portfolio_value": 985515.6902496
},
{
"daily_return": 0.0,
"date": "2024-09-09",
"portfolio_value": 985515.6902496
},
{
"daily_return": 0.0,
"date": "2024-09-10",
"portfolio_value": 985515.6902496
},
{
"daily_return": 0.0,
"date": "2024-09-11",
"portfolio_value": 985515.6902496
},
{
"daily_return": 0.0,
"date": "2024-09-12",
"portfolio_value": 985515.6902496
},
{
"daily_return": 0.0,
"date": "2024-09-13",
"portfolio_value": 985515.6902496
},
{
"daily_return": 0.0,
"date": "2024-09-18",
"portfolio_value": 985515.6902496
},
{
"daily_return": 0.0,
"date": "2024-09-19",
"portfolio_value": 985515.6902496
},
{
"daily_return": 0.0,
"date": "2024-09-20",
"portfolio_value": 985515.6902496
},
{
"daily_return": 0.0,
"date": "2024-09-23",
"portfolio_value": 985515.6902496
},
{
"daily_return": 0.0,
"date": "2024-09-24",
"portfolio_value": 985515.6902496
},
{
"daily_return": 0.0,
"date": "2024-09-25",
"portfolio_value": 985063.8299946
},
{
"daily_return": 0.0,
"date": "2024-09-26",
"portfolio_value": 997218.8299946
},
{
"daily_return": -0.0003740794474087194,
"date": "2024-09-27",
"portfolio_value": 1001892.9021986001
},
{
"daily_return": 0.011685254688200714,
"date": "2024-09-30",
"portfolio_value": 1028545.9021986001
},
{
"daily_return": -0.0024013642003282956,
"date": "2024-10-08",
"portfolio_value": 1038574.9021986001
},
{
"daily_return": -0.01258199080883575,
"date": "2024-10-09",
"portfolio_value": 1003349.9021986001
},
{
"daily_return": 0.004445171696344765,
"date": "2024-10-10",
"portfolio_value": 1013444.9021986001
},
{
"daily_return": -0.0034712069700648346,
"date": "2024-10-11",
"portfolio_value": 1005081.9021986001
},
{
"daily_return": -0.00029682636157210476,
"date": "2024-10-14",
"portfolio_value": 1010391.9021986001
},
{
"daily_return": -0.005166811559732661,
"date": "2024-10-15",
"portfolio_value": 1002938.9919636002
},
{
"daily_return": 0.0,
"date": "2024-10-16",
"portfolio_value": 1005930.9919636002
},
{
"daily_return": 0.0,
"date": "2024-10-17",
"portfolio_value": 1003248.6922006002
},
{
"daily_return": 0.0,
"date": "2024-10-18",
"portfolio_value": 1003248.6922006002
},
{
"daily_return": 0.0,
"date": "2024-10-21",
"portfolio_value": 1003248.6922006002
},
{
"daily_return": 0.0,
"date": "2024-10-22",
"portfolio_value": 1003248.6922006002
},
{
"daily_return": 0.0,
"date": "2024-10-23",
"portfolio_value": 1003248.6922006002
},
{
"daily_return": 0.0,
"date": "2024-10-24",
"portfolio_value": 1003248.6922006002
},
{
"daily_return": 0.0,
"date": "2024-10-25",
"portfolio_value": 1003248.6922006002
},
{
"daily_return": 0.0,
"date": "2024-10-28",
"portfolio_value": 1003248.6922006002
},
{
"daily_return": 0.0,
"date": "2024-10-29",
"portfolio_value": 1003248.6922006002
},
{
"daily_return": 0.0,
"date": "2024-10-30",
"portfolio_value": 1003248.6922006002
},
{
"daily_return": 0.0,
"date": "2024-10-31",
"portfolio_value": 1003248.6922006002
},
{
"daily_return": 0.0,
"date": "2024-11-01",
"portfolio_value": 1003248.6922006002
},
{
"daily_return": 0.0,
"date": "2024-11-04",
"portfolio_value": 1003248.6922006002
},
{
"daily_return": 0.0,
"date": "2024-11-05",
"portfolio_value": 1003248.6922006002
},
{
"daily_return": 0.0,
"date": "2024-11-06",
"portfolio_value": 1003248.6922006002
},
{
"daily_return": -0.0003782876480681378,
"date": "2024-11-07",
"portfolio_value": 1002869.1756124002
},
{
"daily_return": -0.0039057935922779674,
"date": "2024-11-08",
"portfolio_value": 998952.1756124002
},
{
"daily_return": -0.0011972545124763366,
"date": "2024-11-11",
"portfolio_value": 997756.1756124002
},
{
"daily_return": -0.002085679899423052,
"date": "2024-11-12",
"portfolio_value": 995675.1756124002
},
{
"daily_return": 0.0001306246081824326,
"date": "2024-11-13",
"portfolio_value": 995348.2962221002
},
{
"daily_return": -0.0009162454969368022,
"date": "2024-11-14",
"portfolio_value": 992688.7355073001
},
{
"daily_return": 0.0,
"date": "2024-11-15",
"portfolio_value": 992688.7355073001
},
{
"daily_return": 0.0,
"date": "2024-11-18",
"portfolio_value": 992688.7355073001
},
{
"daily_return": 0.0,
"date": "2024-11-19",
"portfolio_value": 992234.4772977001
},
{
"daily_return": 0.0,
"date": "2024-11-20",
"portfolio_value": 991008.0265865001
},
{
"daily_return": 0.0,
"date": "2024-11-21",
"portfolio_value": 991008.0265865001
},
{
"daily_return": 0.0,
"date": "2024-11-22",
"portfolio_value": 991008.0265865001
},
{
"daily_return": 0.0,
"date": "2024-11-25",
"portfolio_value": 991008.0265865001
},
{
"daily_return": 0.0,
"date": "2024-11-26",
"portfolio_value": 991008.0265865001
},
{
"daily_return": 0.0,
"date": "2024-11-27",
"portfolio_value": 991008.0265865001
}
],
"_market_env_end_date": "2024-12-31",
"_market_env_index": 3,
"_market_env_label": "\u5e02\u573a\u73af\u5883 3",
"_market_env_parent_trace_id": "7679dfee-e233-4bc5-9aee-0fc4e3d6b08c",
"_market_env_start_date": "2024-07-02",
"_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": -0.03481566137014136,
"avg_holding_days": null,
"cost_total": 6072.7944625,
"max_drawdown": -0.05365275777716076,
"profit_factor": 0.6029323075686143,
"sharpe_ratio": -1.9336157936303673,
"total_return": -0.017147505462499803,
"total_trades": 11,
"trade_count": 11,
"turnover": 1.9653964329999998,
"win_rate": 0.09090909090909091
}
Audit Timeline
| 操作 | 时间 | strategy_id | dsl_version | 红线结果 |
|---|---|---|---|---|
generation |
2026-06-26 06:41:01.524386 | sample_ma_5_20_stop_8_env_3 | strategy_dsl_v2 | 通过 |
backtest |
2026-06-26 06:41:01.699725 | sample_ma_5_20_stop_8_env_3 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 76dd04f3-e90d-4fd5-9422-c3c071b52d77:000001.SZ:2024-07-15:1 | 000001.SZ | long | 19300.0 | 2024-07-15 00:00:00 | 10.34033 | - | None | None | None | open |
| 76dd04f3-e90d-4fd5-9422-c3c071b52d77:600519.SH:2024-07-17:2 | 600519.SH | long | 100.0 | 2024-07-17 00:00:00 | 1502.9014 | - | None | None | None | open |
| 76dd04f3-e90d-4fd5-9422-c3c071b52d77:600519.SH:2024-08-15:3 | 600519.SH | long | 100.0 | 2024-08-15 00:00:00 | 1428.3168899999998 | - | None | None | None | open |
| 76dd04f3-e90d-4fd5-9422-c3c071b52d77:000001.SZ:2024-08-20:4 | 000001.SZ | long | 19100.0 | 2024-08-20 00:00:00 | 10.35034 | - | None | None | None | open |
| 76dd04f3-e90d-4fd5-9422-c3c071b52d77:000001.SZ:2024-09-25:5 | 000001.SZ | long | 18700.0 | 2024-09-25 00:00:00 | 10.510499999999999 | - | None | None | None | open |
| 76dd04f3-e90d-4fd5-9422-c3c071b52d77:600519.SH:2024-09-27:6 | 600519.SH | long | 100.0 | 2024-09-27 00:00:00 | 1630.8292 | - | None | None | None | open |
| 76dd04f3-e90d-4fd5-9422-c3c071b52d77:600519.SH:2024-11-07:7 | 600519.SH | long | 100.0 | 2024-11-07 00:00:00 | 1650.7891399999999 | - | None | None | None | open |
| 76dd04f3-e90d-4fd5-9422-c3c071b52d77:000001.SZ:2024-11-13:8 | 000001.SZ | long | 17100.0 | 2024-11-13 00:00:00 | 11.621609999999999 | - | None | None | None | open |
| 76dd04f3-e90d-4fd5-9422-c3c071b52d77:000001.SZ:2024-11-19:9 | 000001.SZ | long | 16900.0 | 2024-11-19 00:00:00 | 11.691679999999998 | - | None | None | None | open |
| 76dd04f3-e90d-4fd5-9422-c3c071b52d77:000001.SZ:2024-12-06:10 | 000001.SZ | long | 16900.0 | 2024-12-06 00:00:00 | 11.67166 | - | None | None | None | open |
| 76dd04f3-e90d-4fd5-9422-c3c071b52d77:600519.SH:2024-12-12:11 | 600519.SH | long | 100.0 | 2024-12-12 00:00:00 | 1567.3657999999998 | - | 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 |
|---|---|---|---|---|---|
| 76dd04f3-e90d-4fd5-9422-c3c071b52d77:000001.SZ:2024-07-15:1 | entry |
000001.SZ | 2024-07-15 00:00:00 | 10.34033 | - |
| 76dd04f3-e90d-4fd5-9422-c3c071b52d77:600519.SH:2024-07-17:2 | entry |
600519.SH | 2024-07-17 00:00:00 | 1502.9014 | - |
| 76dd04f3-e90d-4fd5-9422-c3c071b52d77:600519.SH:2024-08-15:3 | entry |
600519.SH | 2024-08-15 00:00:00 | 1428.3168899999998 | - |
| 76dd04f3-e90d-4fd5-9422-c3c071b52d77:000001.SZ:2024-08-20:4 | entry |
000001.SZ | 2024-08-20 00:00:00 | 10.35034 | - |
| 76dd04f3-e90d-4fd5-9422-c3c071b52d77:000001.SZ:2024-09-25:5 | entry |
000001.SZ | 2024-09-25 00:00:00 | 10.510499999999999 | - |
| 76dd04f3-e90d-4fd5-9422-c3c071b52d77:600519.SH:2024-09-27:6 | entry |
600519.SH | 2024-09-27 00:00:00 | 1630.8292 | - |
| 76dd04f3-e90d-4fd5-9422-c3c071b52d77:600519.SH:2024-11-07:7 | entry |
600519.SH | 2024-11-07 00:00:00 | 1650.7891399999999 | - |
| 76dd04f3-e90d-4fd5-9422-c3c071b52d77:000001.SZ:2024-11-13:8 | entry |
000001.SZ | 2024-11-13 00:00:00 | 11.621609999999999 | - |
| 76dd04f3-e90d-4fd5-9422-c3c071b52d77:000001.SZ:2024-11-19:9 | entry |
000001.SZ | 2024-11-19 00:00:00 | 11.691679999999998 | - |
| 76dd04f3-e90d-4fd5-9422-c3c071b52d77:000001.SZ:2024-12-06:10 | entry |
000001.SZ | 2024-12-06 00:00:00 | 11.67166 | - |
| 76dd04f3-e90d-4fd5-9422-c3c071b52d77:600519.SH:2024-12-12:11 | entry |
600519.SH | 2024-12-12 00:00:00 | 1567.3657999999998 | - |