n/a / open
2022-09-29 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
-0.2%
最大回撤
-1.2%
胜率
33.3%
交易数
6
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
{
"_daily_curve": [
{
"daily_return": 0.0,
"date": "2022-04-06",
"portfolio_value": 1000000.0
},
{
"daily_return": 0.0,
"date": "2022-04-07",
"portfolio_value": 1000000.0
},
{
"daily_return": 0.0,
"date": "2022-04-08",
"portfolio_value": 1000000.0
},
{
"daily_return": 0.0,
"date": "2022-04-11",
"portfolio_value": 1000000.0
},
{
"daily_return": 0.0,
"date": "2022-04-12",
"portfolio_value": 1000000.0
},
{
"daily_return": 0.0,
"date": "2022-04-13",
"portfolio_value": 1000000.0
},
{
"daily_return": 0.0,
"date": "2022-04-14",
"portfolio_value": 1000000.0
},
{
"daily_return": 0.0,
"date": "2022-04-15",
"portfolio_value": 1000000.0
},
{
"daily_return": 0.0,
"date": "2022-04-18",
"portfolio_value": 1000000.0
},
{
"daily_return": 0.0,
"date": "2022-04-19",
"portfolio_value": 1000000.0
},
{
"daily_return": 0.0,
"date": "2022-04-20",
"portfolio_value": 1000000.0
},
{
"daily_return": 0.0,
"date": "2022-04-21",
"portfolio_value": 1000000.0
},
{
"daily_return": 0.0,
"date": "2022-04-22",
"portfolio_value": 1000000.0
},
{
"daily_return": 0.0,
"date": "2022-04-25",
"portfolio_value": 1000000.0
},
{
"daily_return": 0.0,
"date": "2022-04-26",
"portfolio_value": 1000000.0
},
{
"daily_return": 0.0,
"date": "2022-04-27",
"portfolio_value": 1000000.0
},
{
"daily_return": 0.0,
"date": "2022-04-28",
"portfolio_value": 1000000.0
},
{
"daily_return": -0.0004207650893999962,
"date": "2022-04-29",
"portfolio_value": 999579.2349106
},
{
"daily_return": 0.0008623628521825939,
"date": "2022-05-05",
"portfolio_value": 1000441.2349106
},
{
"daily_return": -0.004398059422643836,
"date": "2022-05-06",
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},
{
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"date": "2022-05-09",
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},
{
"daily_return": 0.0,
"date": "2022-05-10",
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},
{
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{
"daily_return": 0.0,
"date": "2022-05-12",
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{
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{
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"date": "2022-05-16",
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{
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{
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{
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{
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"date": "2022-05-23",
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{
"daily_return": 0.0,
"date": "2022-05-24",
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{
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{
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"date": "2022-05-30",
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{
"daily_return": 0.0,
"date": "2022-05-31",
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{
"daily_return": -0.00041507848248516525,
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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": "2022-06-10",
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},
{
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"date": "2022-06-13",
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},
{
"daily_return": 0.0015032854901219517,
"date": "2022-06-14",
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},
{
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"date": "2022-06-15",
"portfolio_value": 999724.4602981
},
{
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"date": "2022-06-16",
"portfolio_value": 999914.4602981
},
{
"daily_return": 0.007404031064999087,
"date": "2022-06-17",
"portfolio_value": 1006855.5580651001
},
{
"daily_return": -0.0008932323206230503,
"date": "2022-06-20",
"portfolio_value": 1004439.5580651001
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{
"daily_return": 0.0003702031972860863,
"date": "2022-06-21",
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},
{
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"date": "2022-06-22",
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{
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"date": "2022-06-23",
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{
"daily_return": 0.0051815909737680495,
"date": "2022-06-24",
"portfolio_value": 1007006.8566123
},
{
"daily_return": 0.00015292845226305183,
"date": "2022-06-27",
"portfolio_value": 1007160.8566123
},
{
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"date": "2022-06-28",
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},
{
"daily_return": -0.0005942324649012944,
"date": "2022-06-29",
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{
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"date": "2022-06-30",
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{
"daily_return": -0.0015782611881418097,
"date": "2022-07-01",
"portfolio_value": 1009010.8566123
},
{
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"date": "2022-07-04",
"portfolio_value": 1007905.8566123
},
{
"daily_return": 0.0014892263896997802,
"date": "2022-07-05",
"portfolio_value": 1009406.8566123
},
{
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"date": "2022-07-06",
"portfolio_value": 1005745.6569723
},
{
"daily_return": 0.0,
"date": "2022-07-07",
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},
{
"daily_return": 0.0,
"date": "2022-07-08",
"portfolio_value": 1005745.6569723
},
{
"daily_return": 0.0,
"date": "2022-07-11",
"portfolio_value": 1005745.6569723
},
{
"daily_return": 0.0,
"date": "2022-07-12",
"portfolio_value": 1005745.6569723
},
{
"daily_return": 0.0,
"date": "2022-07-13",
"portfolio_value": 1005745.6569723
},
{
"daily_return": 0.0,
"date": "2022-07-14",
"portfolio_value": 1005745.6569723
},
{
"daily_return": 0.0,
"date": "2022-07-15",
"portfolio_value": 1005745.6569723
},
{
"daily_return": 0.0,
"date": "2022-07-18",
"portfolio_value": 1005745.6569723
},
{
"daily_return": 0.0,
"date": "2022-07-19",
"portfolio_value": 1005745.6569723
},
{
"daily_return": 0.0,
"date": "2022-07-20",
"portfolio_value": 1005745.6569723
},
{
"daily_return": 0.0,
"date": "2022-07-21",
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},
{
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"date": "2022-07-22",
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{
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"date": "2022-07-25",
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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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{
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{
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{
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{
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"date": "2022-08-09",
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{
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{
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"date": "2022-08-11",
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},
{
"daily_return": 0.0,
"date": "2022-08-12",
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{
"daily_return": 0.0,
"date": "2022-08-15",
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},
{
"daily_return": 0.0,
"date": "2022-08-16",
"portfolio_value": 1005745.6569723
},
{
"daily_return": -0.0004388677564154283,
"date": "2022-08-17",
"portfolio_value": 1005304.2676323
},
{
"daily_return": -0.0027657286450682816,
"date": "2022-08-18",
"portfolio_value": 1002523.8688223
},
{
"daily_return": 0.0,
"date": "2022-08-19",
"portfolio_value": 1002523.8688223
},
{
"daily_return": 0.0,
"date": "2022-08-22",
"portfolio_value": 1002523.8688223
},
{
"daily_return": 0.0,
"date": "2022-08-23",
"portfolio_value": 1002063.8205419
},
{
"daily_return": 0.0,
"date": "2022-08-24",
"portfolio_value": 1003035.8205419
},
{
"daily_return": 0.0,
"date": "2022-08-25",
"portfolio_value": 1006599.8205419
},
{
"daily_return": 0.0,
"date": "2022-08-26",
"portfolio_value": 1006437.8205419
},
{
"daily_return": 0.0,
"date": "2022-08-29",
"portfolio_value": 1002796.8115091
}
],
"_market_env_end_date": "2022-10-01",
"_market_env_index": 2,
"_market_env_label": "\u5e02\u573a\u73af\u5883 2",
"_market_env_parent_trace_id": "7679dfee-e233-4bc5-9aee-0fc4e3d6b08c",
"_market_env_start_date": "2022-04-02",
"_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": -0.003575800960591735,
"avg_holding_days": null,
"cost_total": 3542.8133640999995,
"max_drawdown": -0.012209109853430565,
"profit_factor": 0.9756967208723321,
"sharpe_ratio": 0.3737168923874486,
"total_return": -0.0017327413095998346,
"total_trades": 6,
"trade_count": 6,
"turnover": 1.1410849449999998,
"win_rate": 0.3333333333333333
}
Audit Timeline
| 操作 | 时间 | strategy_id | dsl_version | 红线结果 |
|---|---|---|---|---|
generation |
2026-06-26 06:41:01.375224 | sample_ma_5_20_stop_8_env_2 | strategy_dsl_v2 | 通过 |
backtest |
2026-06-26 06:41:01.513250 | sample_ma_5_20_stop_8_env_2 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 9d03378f-1c09-4773-98a7-7be4395f8850:600519.SH:2022-04-29:1 | 600519.SH | long | 100.0 | 2022-04-29 00:00:00 | 1830.2083799999998 | - | None | None | None | open |
| 9d03378f-1c09-4773-98a7-7be4395f8850:600519.SH:2022-06-01:2 | 600519.SH | long | 100.0 | 2022-06-01 00:00:00 | 1790.0382499999998 | - | None | None | None | open |
| 9d03378f-1c09-4773-98a7-7be4395f8850:000001.SZ:2022-06-17:3 | 000001.SZ | long | 13800.0 | 2022-06-17 00:00:00 | 14.464449999999998 | - | None | None | None | open |
| 9d03378f-1c09-4773-98a7-7be4395f8850:600519.SH:2022-08-17:4 | 600519.SH | long | 100.0 | 2022-08-17 00:00:00 | 1919.918 | - | None | None | None | open |
| 9d03378f-1c09-4773-98a7-7be4395f8850:000001.SZ:2022-08-23:5 | 000001.SZ | long | 16200.0 | 2022-08-23 00:00:00 | 12.352339999999998 | - | None | None | None | open |
| 9d03378f-1c09-4773-98a7-7be4395f8850:600519.SH:2022-09-19:6 | 600519.SH | long | 100.0 | 2022-09-19 00:00:00 | 1873.51164 | - | None | None | None | open |
| 9d03378f-1c09-4773-98a7-7be4395f8850:600519.SH:2022-09-29:7 | 600519.SH | long | 100.0 | 2022-09-29 00:00:00 | 1882.2303499999996 | - | 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 |
|---|---|---|---|---|---|
| 9d03378f-1c09-4773-98a7-7be4395f8850:600519.SH:2022-04-29:1 | entry |
600519.SH | 2022-04-29 00:00:00 | 1830.2083799999998 | - |
| 9d03378f-1c09-4773-98a7-7be4395f8850:600519.SH:2022-06-01:2 | entry |
600519.SH | 2022-06-01 00:00:00 | 1790.0382499999998 | - |
| 9d03378f-1c09-4773-98a7-7be4395f8850:000001.SZ:2022-06-17:3 | entry |
000001.SZ | 2022-06-17 00:00:00 | 14.464449999999998 | - |
| 9d03378f-1c09-4773-98a7-7be4395f8850:600519.SH:2022-08-17:4 | entry |
600519.SH | 2022-08-17 00:00:00 | 1919.918 | - |
| 9d03378f-1c09-4773-98a7-7be4395f8850:000001.SZ:2022-08-23:5 | entry |
000001.SZ | 2022-08-23 00:00:00 | 12.352339999999998 | - |
| 9d03378f-1c09-4773-98a7-7be4395f8850:600519.SH:2022-09-19:6 | entry |
600519.SH | 2022-09-19 00:00:00 | 1873.51164 | - |
| 9d03378f-1c09-4773-98a7-7be4395f8850:600519.SH:2022-09-29:7 | entry |
600519.SH | 2022-09-29 00:00:00 | 1882.2303499999996 | - |