大漲幣模擬操作回測(預測指標x出場方式雙層AI搜尋)
產生時間：2026-09-14 00:16:55 台灣時間
外層(預測指標配置+模型架構) x 內層(兩段式出場參數)
巢狀貝氏優化(Optuna/TPE)：外層每組先用快篩內層試驗算出per_trade_compound_pct當分數，
外層結束後取分數最高的幾組重新訓練+精修(完整內層試驗數)。
兩段式模擬操作控制頁 · 單階段模擬操作控制頁
最終推薦組合：模型架構=lightgbm
使用指標：volatility, compression, breakout_pct, bb_pctb, bb_bandwidth, atr_pct, stoch_k, obv_slope, momentum_long, momentum_accel
出場參數：每輪取前11名、第一段(觸發0.000%/
回落0.239%/賣出46.1%)、
第二段(觸發74.974%/回落3.074%)（皆為權益層級）
單筆等效複利率=-1.093%、
軌道勝率=0.0%、ROI=-0.97%、
停損觸發率=10.7%、截斷率=0.0%
外層搜尋前20名(依快篩分數排序)
| 模型架構 | 使用指標 | 快篩單筆等效複利率 |
|---|
| lightgbm | volatility, compression, breakout_pct, bb_pctb, bb_bandwidth, atr_pct, stoch_k, obv_slope, momentum_long, momentum_accel | -1.243% |
| lightgbm | volatility, compression, dist_from_high, bb_bandwidth, atr_pct, stoch_k, obv_slope, momentum_long, momentum_accel | -1.284% |
| lightgbm | volatility, ma_ratio, compression, dist_from_high, macd_hist_pct, bb_bandwidth, atr_pct, stoch_k, obv_slope, momentum_long | -1.286% |
| lightgbm | volatility, compression, breakout_pct, bb_pctb, bb_bandwidth, atr_pct, obv_slope, momentum_accel | -1.344% |
| lightgbm | volume_surge, volatility, ma_ratio, compression, dist_from_high, bb_bandwidth, atr_pct, stoch_k, obv_slope, momentum_long, momentum_accel, volume_surge_peer_rank | -1.416% |
| lightgbm | volatility, compression, breakout_pct, macd_hist_pct, bb_pctb, bb_bandwidth, atr_pct, stoch_k, obv_slope, momentum_accel | -1.422% |
| lightgbm | compression, dist_from_high, bb_bandwidth, atr_pct, stoch_k, obv_slope, momentum_long | -1.422% |
| lightgbm | volatility, compression, breakout_pct, dist_from_high, bb_bandwidth, atr_pct, stoch_k, obv_slope, momentum_long, momentum_accel | -1.428% |
| lightgbm | volatility, ma_ratio, compression, dist_from_high, macd_hist_pct, bb_bandwidth, atr_pct, stoch_k, momentum_long, volume_surge_peer_rank | -1.436% |
| lightgbm | volatility, compression, breakout_pct, rsi, bb_pctb, bb_bandwidth, obv_slope, momentum_accel | -1.467% |
| lightgbm | volatility, compression, dist_from_high, macd_hist_pct, bb_bandwidth, atr_pct, stoch_k, obv_slope, momentum_long, momentum_accel | -1.479% |
| lightgbm | volatility, ma_ratio, compression, dist_from_high, macd_hist_pct, bb_bandwidth, atr_pct, obv_slope, momentum_long | -1.496% |
| lightgbm | volatility, compression, dist_from_high, bb_bandwidth, stoch_k, obv_slope, momentum_long, momentum_accel, momentum_peer_rank | -1.503% |
| lightgbm | volume_surge, volatility, ma_ratio, compression, dist_from_high, stoch_k, momentum_long, momentum_accel, volume_surge_peer_rank | -1.505% |
| lightgbm | volume_surge, volatility, ma_ratio, compression, dist_from_high, bb_bandwidth, atr_pct, stoch_k, obv_slope, momentum_long, momentum_accel, volume_surge_peer_rank | -1.506% |
| lightgbm | volatility, compression, breakout_pct, macd_hist_pct, bb_pctb, bb_bandwidth, atr_pct, stoch_k, momentum_long, momentum_accel | -1.511% |
| lightgbm | volatility, dist_from_high, bb_bandwidth, atr_pct, momentum_long, momentum_accel | -1.518% |
| lightgbm | volatility, compression, breakout_pct, bb_pctb, bb_bandwidth, atr_pct, stoch_k, obv_slope, momentum_long, volume_surge_peer_rank | -1.538% |
| lightgbm | volatility, compression, breakout_pct, bb_pctb, atr_pct, stoch_k, obv_slope, momentum_long, momentum_accel | -1.544% |
| lightgbm | volatility, compression, dist_from_high, atr_pct, obv_slope, momentum_long, momentum_accel, volume_surge_peer_rank | -1.554% |
第1名：model=lightgbm（快篩分數-1.243%）
使用指標：volatility, compression, breakout_pct, bb_pctb, bb_bandwidth, atr_pct, stoch_k, obv_slope, momentum_long, momentum_accel
每輪取前11名、分數上限=5.1%、
第一段(觸發0.000%/回落0.239%/賣出46.1%)、
第二段(觸發74.974%/回落3.074%)（皆為權益層級）
單筆等效複利率=-1.093%、
軌道勝率=0.0%、ROI=-0.97%、
停損觸發率=10.7%、截斷率=0.0%
基準線(全部候選不排名)：單筆等效複利率=-0.109%、贏過基準線=-0.983%
報酬最高5筆
| 標的 | 報酬率 | 進場時間(台灣,=進場價成立那一刻) | 進場價 | 第一段出場時間 | 第一段成交價 | 最終出場時間 | 最終成交價 | 持有天數 | 出場理由 |
|---|
| SOLVUSDT | +47.09% | 2026-09-07 05:00 | 0.00381 | 2026-09-07 05:00 | 0.00380523 | 2026-09-08 00:00 | 0.00493023 | 0.83 | stage1_trail+stage2_trail |
| MMTUSDT | +44.36% | 2026-07-30 13:00 | 0.1952 | 2026-07-30 13:00 | 0.194533 | 2026-07-31 01:00 | 0.249659 | 0.54 | stage1_trail+stage2_trail |
| TUTUSDT | +44.05% | 2026-08-08 05:00 | 0.03774 | 2026-08-08 05:00 | 0.037395 | 2026-08-08 15:00 | 0.0483818 | 0.46 | stage1_trail+stage2_trail |
| AAVEUSDT | +43.53% | 2026-08-21 11:00 | 100.51 | 2026-08-21 11:00 | 100.377 | 2026-08-22 11:00 | 127.854 | 1.04 | stage1_trail+stage2_trail |
| PEOPLEUSDT | +42.63% | 2026-08-20 22:00 | 0.00846 | 2026-08-20 22:00 | 0.00845654 | 2026-08-21 01:00 | 0.0107081 | 0.17 | stage1_trail+stage2_trail |
報酬最低5筆
| 標的 | 報酬率 | 進場時間(台灣,=進場價成立那一刻) | 進場價 | 第一段出場時間 | 第一段成交價 | 最終出場時間 | 最終成交價 | 持有天數 | 出場理由 |
|---|
| ONEUSDT | -37.80% | 2026-08-12 09:00 | 0.00104 | 2026-08-12 09:00 | 0.000919379 | 2026-08-12 10:00 | 0.000902 | 0.08 | stage1_trail+stop_loss |
| IOSTUSDT | -30.46% | 2026-09-10 11:00 | 0.001445 | 2026-09-10 11:00 | 0.00137914 | 2026-09-10 12:00 | 0.00123188 | 0.08 | stage1_trail+stop_loss |
| EPICUSDT | -28.62% | 2026-08-09 20:00 | 0.9268 | 2026-08-09 20:00 | 0.924222 | 2026-08-10 02:00 | 0.766765 | 0.29 | stage1_trail+stop_loss |
| TUTUSDT | -28.44% | 2026-09-09 08:00 | 0.0242 | 2026-09-09 08:00 | 0.0239606 | 2026-09-10 06:00 | 0.020195 | 0.96 | stage1_trail+stop_loss |
| HEMIUSDT | -26.85% | 2026-09-03 15:00 | 0.02007 | 2026-09-03 15:00 | 0.019373 | 2026-09-03 16:00 | 0.0173723 | 0.08 | stage1_trail+stop_loss |
報酬最高5筆 - 最終出場當小時真實分鐘線
SOLVUSDT +47.09%（最終出場 2026-09-08 00:00）
MMTUSDT +44.36%（最終出場 2026-07-31 01:00）
TUTUSDT +44.05%（最終出場 2026-08-08 15:00）
AAVEUSDT +43.53%（最終出場 2026-08-22 11:00）
PEOPLEUSDT +42.63%（最終出場 2026-08-21 01:00）
報酬最低5筆 - 最終出場當小時真實分鐘線
ONEUSDT -37.80%（最終出場 2026-08-12 10:00）
IOSTUSDT -30.46%（最終出場 2026-09-10 12:00）
EPICUSDT -28.62%（最終出場 2026-08-10 02:00）
TUTUSDT -28.44%（最終出場 2026-09-10 06:00）
HEMIUSDT -26.85%（最終出場 2026-09-03 16:00）
直接抓Binance現貨API當下那個小時的1分鐘K線畫成蠟燭圖，方便核對而不用自己
再去交易所找日期；抓取失敗(斷網/該幣已下架/該時段太久遠沒有分鐘資料)的那幾筆會顯示抓取
失敗訊息，不影響其它筆。
第2名：model=lightgbm（快篩分數-1.344%）
使用指標：volatility, compression, breakout_pct, bb_pctb, bb_bandwidth, atr_pct, obv_slope, momentum_accel
每輪取前8名、分數上限=5.1%、
第一段(觸發0.000%/回落0.217%/賣出55.0%)、
第二段(觸發79.943%/回落5.962%)（皆為權益層級）
單筆等效複利率=-1.146%、
軌道勝率=0.0%、ROI=-1.03%、
停損觸發率=12.3%、截斷率=0.0%
基準線(全部候選不排名)：單筆等效複利率=-0.220%、贏過基準線=-0.925%
第3名：model=lightgbm（快篩分數-1.286%）
使用指標：volatility, ma_ratio, compression, dist_from_high, macd_hist_pct, bb_bandwidth, atr_pct, stoch_k, obv_slope, momentum_long
每輪取前15名、分數上限=5.0%、
第一段(觸發0.000%/回落0.532%/賣出11.5%)、
第二段(觸發74.175%/回落1.627%)（皆為權益層級）
單筆等效複利率=-1.258%、
軌道勝率=0.0%、ROI=-0.96%、
停損觸發率=10.7%、截斷率=0.0%
基準線(全部候選不排名)：單筆等效複利率=+0.301%、贏過基準線=-1.560%
第4名：model=lightgbm（快篩分數-1.284%）
使用指標：volatility, compression, dist_from_high, bb_bandwidth, atr_pct, stoch_k, obv_slope, momentum_long, momentum_accel
每輪取前11名、分數上限=5.1%、
第一段(觸發0.000%/回落0.426%/賣出21.9%)、
第二段(觸發78.063%/回落17.814%)（皆為權益層級）
單筆等效複利率=-1.284%、
軌道勝率=4.2%、ROI=-1.02%、
停損觸發率=11.9%、截斷率=0.0%
基準線(全部候選不排名)：單筆等效複利率=+0.135%、贏過基準線=-1.419%
第5名：model=lightgbm（快篩分數-1.416%）
使用指標：volume_surge, volatility, ma_ratio, compression, dist_from_high, bb_bandwidth, atr_pct, stoch_k, obv_slope, momentum_long, momentum_accel, volume_surge_peer_rank
每輪取前15名、分數上限=5.0%、
第一段(觸發0.000%/回落0.201%/賣出85.2%)、
第二段(觸發79.443%/回落4.950%)（皆為權益層級）
單筆等效複利率=-1.285%、
軌道勝率=0.0%、ROI=-1.28%、
停損觸發率=11.1%、截斷率=0.0%
基準線(全部候選不排名)：單筆等效複利率=-0.616%、贏過基準線=-0.670%
「快篩分數」是外層搜尋時用較少內層試驗數算出的初步per_trade_compound_pct，僅供外層排序用；
精修後(完整內層試驗數)的數字才是可信賴的最終結果。基準線比較(全部候選都進場、不排名)用來
判斷這組配置的優勢是來自「排名/選股」本身、還是主要靠出場參數運氣。僅供參考，非投資建議。