n/a / open
2026-06-24 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
8.8%
最大回撤
-5.8%
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 17 条，事件证据 17 条。
Backtest 摘要
状态： success
模式： light_real_v1
指标详情
{
"_daily_curve": [
{
"daily_return": 0.0,
"date": "2026-06-01",
"portfolio_value": 1000000.0
},
{
"daily_return": 0.0,
"date": "2026-06-02",
"portfolio_value": 997705.0699984
},
{
"daily_return": 0.0,
"date": "2026-06-03",
"portfolio_value": 984574.6305960001
},
{
"daily_return": 0.0,
"date": "2026-06-04",
"portfolio_value": 987457.0168430001
},
{
"daily_return": 0.0,
"date": "2026-06-05",
"portfolio_value": 989041.4423537
},
{
"daily_return": 0.0,
"date": "2026-06-08",
"portfolio_value": 986979.2397124001
},
{
"daily_return": 0.0,
"date": "2026-06-10",
"portfolio_value": 977599.9070526003
},
{
"daily_return": 0.0,
"date": "2026-06-11",
"portfolio_value": 972801.1807858002
},
{
"daily_return": 0.0,
"date": "2026-06-12",
"portfolio_value": 969123.1807858002
},
{
"daily_return": 0.0,
"date": "2026-06-15",
"portfolio_value": 1006583.1807858002
},
{
"daily_return": 0.0,
"date": "2026-06-16",
"portfolio_value": 1040537.1807858002
},
{
"daily_return": 0.0,
"date": "2026-06-17",
"portfolio_value": 1041820.5796468003
},
{
"daily_return": 0.0,
"date": "2026-06-18",
"portfolio_value": 1053456.5796468002
},
{
"daily_return": 0.0,
"date": "2026-06-22",
"portfolio_value": 1108592.4031042003
},
{
"daily_return": 0.0,
"date": "2026-06-23",
"portfolio_value": 1043909.4031042003
},
{
"daily_return": 0.0,
"date": "2026-06-24",
"portfolio_value": 1049026.9617889002
},
{
"daily_return": 0.0,
"date": "2026-06-25",
"portfolio_value": 1088330.9617889002
}
],
"_mode": "light_real_v1",
"_risk_flags": [],
"_warnings": [
"BT_OPTIONAL_RISK_COLUMN_ABSENT: is_limit_down",
"BT_OPTIONAL_RISK_COLUMN_ABSENT: is_suspended"
],
"annual_return": 2.793023264432117,
"avg_holding_days": null,
"cost_total": 6375.4296053,
"max_drawdown": -0.058346963066749635,
"profit_factor": 0.2717986647666617,
"sharpe_ratio": 0.0,
"total_return": 0.0883309617889002,
"total_trades": 11,
"trade_count": 11,
"turnover": 2.0889658790000003,
"win_rate": 0.09090909090909091
}
Audit Timeline
| 操作 | 时间 | strategy_id | dsl_version | 红线结果 |
|---|---|---|---|---|
generation |
2026-06-26 09:05:26.878538 | sample_ma_5_20_stop_8 | strategy_dsl_v2 | 通过 |
validation |
2026-06-26 09:05:26.883055 | sample_ma_5_20_stop_8 | strategy_dsl_v2 | 通过 |
preview |
2026-06-26 09:05:26.903154 | sample_ma_5_20_stop_8 | strategy_dsl_v2 | 通过 |
backtest |
2026-06-26 09:05:28.382699 | sample_ma_5_20_stop_8 | strategy_dsl_v2 | 通过 |
backtest |
2026-06-26 09:05:28.596706 | sample_ma_5_20_stop_8 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:000056.SZ:2026-06-02:1 | 000056.SZ | long | 121800.0 | 2026-06-02 00:00:00 | 1.6416399999999998 | - | None | None | None | open |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:000430.SZ:2026-06-02:2 | 000430.SZ | long | 24400.0 | 2026-06-02 00:00:00 | 8.168159999999999 | - | None | None | None | open |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:000521.SZ:2026-06-02:3 | 000521.SZ | long | 35200.0 | 2026-06-02 00:00:00 | 5.675669999999999 | - | None | None | None | open |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:000632.SZ:2026-06-02:4 | 000632.SZ | long | 46400.0 | 2026-06-02 00:00:00 | 4.3043 | - | None | None | None | open |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:000669.SZ:2026-06-02:5 | 000669.SZ | long | 45600.0 | 2026-06-02 00:00:00 | 4.37437 | - | None | None | None | open |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:300750.SZ:2026-06-03:6 | 300750.SZ | long | 400.0 | 2026-06-03 00:00:00 | 426.84641999999997 | - | None | None | None | open |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:000001.SZ:2026-06-04:1 | 000001.SZ | long | 18400.0 | 2026-06-04 00:00:00 | 10.83082 | - | None | None | None | open |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:688256.SH:2026-06-04:7 | 688256.SH | long | 100.0 | 2026-06-04 00:00:00 | 1360.2589 | - | None | None | None | open |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:000823.SZ:2026-06-05:8 | 000823.SZ | long | 11300.0 | 2026-06-05 00:00:00 | 17.627609999999997 | - | None | None | None | open |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:688498.SH:2026-06-05:9 | 688498.SH | long | 100.0 | 2026-06-05 00:00:00 | 1322.04072 | - | None | None | None | open |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:000831.SZ:2026-06-08:10 | 000831.SZ | long | 3700.0 | 2026-06-08 00:00:00 | 51.78172999999999 | - | None | None | None | open |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:000795.SZ:2026-06-10:11 | 000795.SZ | long | 20200.0 | 2026-06-10 00:00:00 | 9.439429999999998 | - | None | None | None | open |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:000837.SZ:2026-06-11:12 | 000837.SZ | long | 15800.0 | 2026-06-11 00:00:00 | 12.27226 | - | None | None | None | open |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:000913.SZ:2026-06-17:13 | 000913.SZ | long | 17100.0 | 2026-06-17 00:00:00 | 12.15214 | - | None | None | None | open |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:300033.SZ:2026-06-22:14 | 300033.SZ | long | 800.0 | 2026-06-22 00:00:00 | 246.94669999999996 | - | None | None | None | open |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:000931.SZ:2026-06-24:15 | 000931.SZ | long | 47400.0 | 2026-06-24 00:00:00 | 4.44444 | - | None | None | None | open |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:301326.SZ:2026-06-24:16 | 301326.SZ | long | 1300.0 | 2026-06-24 00:00:00 | 150.60044999999997 | - | 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 |
|---|---|---|---|---|---|
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:000056.SZ:2026-06-02:1 | entry |
000056.SZ | 2026-06-02 00:00:00 | 1.6416399999999998 | - |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:000430.SZ:2026-06-02:2 | entry |
000430.SZ | 2026-06-02 00:00:00 | 8.168159999999999 | - |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:000521.SZ:2026-06-02:3 | entry |
000521.SZ | 2026-06-02 00:00:00 | 5.675669999999999 | - |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:000632.SZ:2026-06-02:4 | entry |
000632.SZ | 2026-06-02 00:00:00 | 4.3043 | - |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:000669.SZ:2026-06-02:5 | entry |
000669.SZ | 2026-06-02 00:00:00 | 4.37437 | - |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:300750.SZ:2026-06-03:6 | entry |
300750.SZ | 2026-06-03 00:00:00 | 426.84641999999997 | - |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:688256.SH:2026-06-04:7 | entry |
688256.SH | 2026-06-04 00:00:00 | 1360.2589 | - |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:000001.SZ:2026-06-04:1 | entry |
000001.SZ | 2026-06-04 00:00:00 | 10.83082 | - |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:000823.SZ:2026-06-05:8 | entry |
000823.SZ | 2026-06-05 00:00:00 | 17.627609999999997 | - |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:688498.SH:2026-06-05:9 | entry |
688498.SH | 2026-06-05 00:00:00 | 1322.04072 | - |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:000831.SZ:2026-06-08:10 | entry |
000831.SZ | 2026-06-08 00:00:00 | 51.78172999999999 | - |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:000795.SZ:2026-06-10:11 | entry |
000795.SZ | 2026-06-10 00:00:00 | 9.439429999999998 | - |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:000837.SZ:2026-06-11:12 | entry |
000837.SZ | 2026-06-11 00:00:00 | 12.27226 | - |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:000913.SZ:2026-06-17:13 | entry |
000913.SZ | 2026-06-17 00:00:00 | 12.15214 | - |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:300033.SZ:2026-06-22:14 | entry |
300033.SZ | 2026-06-22 00:00:00 | 246.94669999999996 | - |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:000931.SZ:2026-06-24:15 | entry |
000931.SZ | 2026-06-24 00:00:00 | 4.44444 | - |
| dd5ccad6-8573-485c-8d3e-2957a1a912e1:301326.SZ:2026-06-24:16 | entry |
301326.SZ | 2026-06-24 00:00:00 | 150.60044999999997 | - |