InvestMarket 操作方式回測（不選股・全標的等權重進場）

產生時間：2026-09-20 19:15:40 台灣時間
標的數 42　進場樣本 25636（訊號日間隔 2 日曆日）　期間數 4
搜尋方式：optuna-tpe，150 次試驗（操作方式＝crypto 式二段移動停利＋停損＋槓桿；不做網格）； 搜尋空間：leverage=1~5、stop_loss_pct=5、s1x=3、s1trail=2、s1sell=0、s2x=3、s2trail=3、hold_cal_days=10
成本：手續費 0.05%/邊、滑價 0.1%/邊
進場＝訊號日下一根 K 棒開盤；持有期以日曆日計，時間到在最後一根 K 棒收盤出場；
日 K 棒內先後順序處理：保守假設（預設；移動停利一律以舊高點回落價成交） （時線校正表狀態：hourly-calibrated(2d)，驗證結果見下方——校正表版本對時線判定的偏差比保守版更大，所以預設不採用）

操作方式回測控制頁 ・ 指標回測 ・ 每日排名

✅ 最佳操作方式（穩健度最高）：槓桿1x／停損5%／跳過第一段／第二段：漲3%啟動、回落3%（全部部位）／最長持有10日曆日
（停損為兩段共用的硬停損，現貨價%；兩段移動停利各自獨立：第一段先賣掉一部分，剩下的走第二段；到期一律以最後一根收盤價出場）
穩健度 min_pc = -0.187%（各期間中最差的「每筆等效複利率」），平均 +0.288%， 單筆平均 +0.160%，勝率 51.1%。
⚠ 穩健度為負值：在這批標的、這段歷史上，找不到能穩定獲利的操作方式（此為不選股全買的結果，是否能靠「選股指標」翻正見指標回測）。

前 15 名操作方式（依穩健度 min_pc 排序）

#槓桿停損第一段 啟動／回落／賣出第二段 啟動／回落持有日穩健度 min_pc%平均 avg_pc%單筆平均%勝率出場分布
11x5%—（跳過）3% ／ 3%10-0.187+0.288+0.16051.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
21x5%—（跳過）3% ／ 3%10-0.189+0.291+0.16151.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
31x5%—（跳過）3% ／ 3%10-0.191+0.293+0.16351.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
41x5%—（跳過）3% ／ 3%10-0.194+0.296+0.16551.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
51x5%—（跳過）3% ／ 3%10-0.196+0.299+0.16651.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
61x5%—（跳過）3% ／ 3%10-0.200+0.304+0.16951.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
71x5%—（跳過）3% ／ 3%10-0.202+0.307+0.17151.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
81x5%—（跳過）3% ／ 3%10-0.204+0.310+0.17351.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
91x5%—（跳過）3% ／ 3%10-0.207+0.313+0.17451.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
101x5%—（跳過）3% ／ 3%10-0.209+0.315+0.17651.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
111x5%—（跳過）3% ／ 3%10-0.211+0.318+0.17851.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
121x5%—（跳過）3% ／ 3%10-0.213+0.321+0.17951.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
131x5%—（跳過）3% ／ 3%10-0.216+0.324+0.18151.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
141x5%—（跳過）3% ／ 3%10-0.218+0.326+0.18251.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
151x5%—（跳過）3% ／ 3%10-0.220+0.329+0.18451.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%

各槓桿最佳

槓桿停損第一段 啟動／回落／賣出第二段 啟動／回落持有日穩健度 min_pc%平均 avg_pc%單筆平均%勝率出場分布
1x5%—（跳過）3% ／ 3%10-0.187+0.288+0.16051.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.189+0.291+0.16151.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.191+0.293+0.16351.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.194+0.296+0.16551.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.196+0.299+0.16651.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.200+0.304+0.16951.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.202+0.307+0.17151.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.204+0.310+0.17351.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.207+0.313+0.17451.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.209+0.315+0.17651.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.211+0.318+0.17851.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.213+0.321+0.17951.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.216+0.324+0.18151.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.218+0.326+0.18251.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.220+0.329+0.18451.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.222+0.332+0.18651.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.225+0.334+0.18751.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.227+0.337+0.18951.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.229+0.340+0.19151.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.231+0.342+0.19251.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.236+0.348+0.19651.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.238+0.350+0.19751.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.240+0.353+0.19951.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.245+0.358+0.20251.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.247+0.361+0.20451.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.250+0.363+0.20551.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.252+0.366+0.20751.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.257+0.371+0.21051.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.259+0.374+0.21251.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.261+0.376+0.21451.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.266+0.382+0.21751.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.268+0.384+0.21851.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.271+0.387+0.22051.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.273+0.389+0.22251.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.280+0.397+0.22751.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.282+0.400+0.22851.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.285+0.402+0.23051.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.287+0.405+0.23251.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.292+0.410+0.23551.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.297+0.415+0.23851.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
1x5%—（跳過）3% ／ 3%10-0.299+0.417+0.24051.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
2x5%—（跳過）3% ／ 3%10-0.304+0.422+0.24351.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
2x5%—（跳過）3% ／ 3%10-0.307+0.425+0.24551.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
2x5%—（跳過）3% ／ 3%10-0.312+0.430+0.24851.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
2x5%—（跳過）3% ／ 3%10-0.319+0.437+0.25351.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
2x5%—（跳過）3% ／ 3%10-0.322+0.440+0.25551.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
2x5%—（跳過）3% ／ 3%10-0.327+0.445+0.25851.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
2x5%—（跳過）3% ／ 3%10-0.331+0.450+0.26151.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
2x5%—（跳過）3% ／ 3%10-0.334+0.452+0.26351.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
2x5%—（跳過）3% ／ 3%10-0.347+0.464+0.27151.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
2x5%—（跳過）3% ／ 3%10-0.352+0.469+0.27451.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
2x5%—（跳過）3% ／ 3%10-0.357+0.474+0.27751.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
2x5%—（跳過）3% ／ 3%10-0.359+0.476+0.27951.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
2x5%—（跳過）3% ／ 3%10-0.383+0.497+0.29451.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
2x5%—（跳過）3% ／ 3%10-0.391+0.504+0.29951.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
2x5%—（跳過）3% ／ 3%10-0.396+0.509+0.30251.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
2x5%—（跳過）3% ／ 3%10-0.417+0.527+0.31551.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
2x5%—（跳過）3% ／ 3%10-0.436+0.543+0.32751.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
2x5%—（跳過）3% ／ 3%10-0.450+0.554+0.33551.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
2x5%—（跳過）3% ／ 3%10-0.475+0.574+0.34951.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
2x5%—（跳過）3% ／ 3%10-0.478+0.576+0.35151.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
2x5%—（跳過）3% ／ 3%10-0.529+0.614+0.38051.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
2x5%—（跳過）3% ／ 3%10-0.574+0.644+0.40551.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
3x5%—（跳過）3% ／ 3%10-0.589+0.654+0.41351.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
3x5%—（跳過）3% ／ 3%10-0.607+0.666+0.42351.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
3x5%—（跳過）3% ／ 3%10-0.676+0.707+0.45951.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
3x5%—（跳過）3% ／ 3%10-0.708+0.725+0.47551.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
3x5%—（跳過）3% ／ 3%10-0.864+0.801+0.55151.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
3x5%—（跳過）3% ／ 3%10-0.867+0.802+0.55251.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
4x5%—（跳過）3% ／ 3%10-0.910+0.820+0.57251.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
4x5%—（跳過）3% ／ 3%10-1.024+0.863+0.62351.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
4x5%—（跳過）3% ／ 3%10-1.062+0.875+0.64051.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
4x5%—（跳過）3% ／ 3%10-1.175+0.911+0.69051.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
4x5%—（跳過）3% ／ 3%10-1.241+0.930+0.71851.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
4x5%—（跳過）3% ／ 3%10-1.265+0.936+0.72851.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
5x5%—（跳過）3% ／ 3%10-1.405+0.968+0.78551.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%
5x5%—（跳過）3% ／ 3%10-1.489+0.984+0.81951.1%停損26.06%、跳空停損3.94%、移動停利28.45%、跳空移動停利14.2%、到期27.36%

對照：只持有到期（不設停損/停利，僅槓桿強平）

槓桿停損第一段 啟動／回落／賣出第二段 啟動／回落持有日穩健度 min_pc%平均 avg_pc%單筆平均%勝率出場分布
1x99%—（跳過）9999% ／ 99%10-0.880+0.612+0.58350.8%跳空停損0.02%、到期99.98%
2x99%—（跳過）9999% ／ 99%10-2.021+1.027+1.15750.8%停損0.11%、跳空停損0.02%、到期99.86%
3x99%—（跳過）9999% ／ 99%10-3.611+1.123+1.63550.8%停損1.01%、跳空停損0.11%、到期98.88%

最佳操作方式：各期間表現

期間（訊號日）per_trade_compound%訊號日數軌道數軌道獲利比例
2021-10-16~2023-01-07-0.18715470%
2023-01-08~2024-04-01+0.6791537100%
2024-04-02~2025-06-25+0.2911527100%
2025-06-26~2026-09-18+0.3691507100%

驗證：日線回測（含校正表）vs 時線直接判定

以最佳操作模式，對 42 檔有時線的標的（最近約 2~3 年、每 3 個訊號日取樣）逐筆比較。「保守」＝沒有校正表、移動停利一律以舊高點回落價成交。單位：權益報酬%（平均）。MAE＝與時線判定逐筆差的平均絕對值。

類別筆數時線判定 平均%日線+校正 平均%日線保守 平均%MAE(校正)MAE(保守)時線 出場分布日線+校正 出場分布
股票/指數/商品8063+0.179+0.086+0.3120.8900.875停損22.9%、跳空停損4.5%、移動停利32.9%、跳空移動停利9.1%、到期30.6%停損23.6%、跳空停損5%、移動停利17.8%、跳空移動停利12.3%、移動停利(日內回落)11%、到期30.3%
加密幣1195+0.181-0.333+0.2020.9210.645停損36.4%、跳空停損0.1%、移動停利57%、跳空移動停利1%、到期5.5%停損37%、移動停利24.8%、跳空移動停利10.2%、移動停利(日內回落)22.5%、到期5.5%

校正表摘要（目前未採用，僅供驗證對照）

類別隱藏反轉機率曲線 [ratio, prob]樣本日數
股票/指數/商品[[0.05, 0.2441], [0.15, 0.3792], [0.25, 0.4704], [0.35, 0.5206], [0.45, 0.5558], [0.55, 0.5685], [0.65, 0.5645], [0.75, 0.5538], [0.85, 0.5079], [0.95, 0.4615]]38634
加密幣[[0.05, 0.6221], [0.15, 0.7967], [0.25, 0.8743], [0.35, 0.8551], [0.45, 0.8013], [0.55, 0.755], [0.65, 0.7212], [0.75, 0.6325], [0.85, 0.5907], [0.95, 0.5326]]3650

進出場目視檢查

報酬最高的交易（時線 K 棒圖）

AXTI 進場 2026-01-06　日線回測：跳空移動停利 +47.03%（權益）15.805418.0120.214522.41924.623601-05 14:30 O=16.645 H=16.85 L=16.61 C=16.6201-05 15:30 O=16.61 H=16.87 L=16.54 C=16.6501-06 09:30 O=16.9 H=18.55 L=16.1301 C=17.9201-06 10:30 O=17.988 H=19 L=17.93 C=18.901-06 11:30 O=18.9038 H=19.41 L=18.895 C=19.3101-06 12:30 O=19.3178 H=19.95 L=19.25 C=19.880101-06 13:30 O=19.94 H=20.29 L=19.85 C=20.2501-06 14:30 O=20.14 H=20.29 L=19.86 C=19.8701-06 15:30 O=19.88 H=20.082 L=19.8101 C=20.0801-07 09:30 O=20.945 H=24.19 L=20.75 C=24.132201-07 10:30 O=24.14 H=24.2293 L=23.4282 C=23.901-07 11:30 O=23.925 H=24.374 L=23.73 C=24.1456進場 16.9停損 16.055100% 啟動 17.407100% 出場：跳空移動停利 +6.1%進場01-05 14:3001-06 13:3001-07 11:30
ONDS 進場 2025-08-01　日線回測：跳空移動停利 +44.98%（權益）1.916792.104142.29152.478852.6662107-31 14:30 O=2.125 H=2.185 L=2.11 C=2.114807-31 15:30 O=2.1167 H=2.13 L=2.1 C=2.1208-01 09:30 O=2.04 H=2.24 L=2.01 C=2.23508-01 10:30 O=2.2352 H=2.24 L=2.13 C=2.14508-01 11:30 O=2.1498 H=2.26 L=2.145 C=2.2508-01 12:30 O=2.255 H=2.27 L=2.185 C=2.192308-01 13:30 O=2.195 H=2.2068 L=2.125 C=2.1708-01 14:30 O=2.17 H=2.21 L=2.14 C=2.204108-01 15:30 O=2.205 H=2.22 L=2.18 C=2.208-04 09:30 O=2.26 H=2.645 L=2.25 C=2.580108-04 10:30 O=2.59 H=2.6 L=2.47 C=2.54508-04 11:30 O=2.545 H=2.64 L=2.52 C=2.59進場 2.04停損 1.938100% 啟動 2.1012100% 出場：移動停利 +6.2%進場07-31 14:3008-01 13:3008-04 11:30
NBIS 進場 2025-09-08　日線回測：跳空移動停利 +41.32%（權益）60.260570.145180.029789.914399.798909-05 14:30 O=65.37 H=65.61 L=65.16 C=65.2209-05 15:30 O=65.25 H=65.475 L=65.01 C=65.4709-08 09:30 O=64.61 H=66.14 L=64.55 C=66.081509-08 10:30 O=66.055 H=66.64 L=65.4087 C=66.01509-08 11:30 O=65.975 H=66.03 L=65.2 C=65.795209-08 12:30 O=65.81 H=65.81 L=64.35 C=64.770909-08 13:30 O=64.785 H=64.98 L=64.32 C=64.520909-08 14:30 O=64.56 H=64.8 L=64.11 C=64.498909-08 15:30 O=64.53 H=64.66 L=63.8 C=64.0509-09 09:30 O=97.2 H=97.87 L=86.12 C=87.4209-09 10:30 O=87.3415 H=92.68 L=86.27 C=91.9409-09 11:30 O=91.9485 H=93.34 L=90.36 C=91.8509-09 12:30 O=91.83 H=98.6799 L=91.83 C=96.61509-09 13:30 O=96.574 H=97.91 L=95 C=96.28進場 64.61停損 61.3795100% 啟動 66.5483100% 出場：移動停利 -0.3%進場09-05 14:3009-08 14:3009-09 13:30

報酬最低的交易（時線 K 棒圖）

SAMSUNG 進場 2026-09-01　日線回測：跳空停損 -100.00%（權益）24225024887525550026212526875008-31 13:00 O=252000 H=256500 L=251000 C=25550008-31 14:00 O=255500 H=259000 L=255500 C=25625009-01 09:00 O=256500 H=261000 L=254000 C=26025009-01 10:00 O=260250 H=262500 L=257500 C=25825009-01 11:00 O=258250 H=260000 L=258000 C=26000009-01 12:00 O=259500 H=260500 L=258500 C=26000009-01 13:00 O=260250 H=261500 L=259000 C=25950009-01 14:00 O=259500 H=261500 L=258500 C=26050009-02 09:00 O=252000 H=255000 L=251000 C=25400009-02 10:00 O=254000 H=255500 L=252000 C=25300009-02 11:00 O=252750 H=253500 L=251500 C=25250009-02 12:00 O=252000 H=253000 L=250500 C=25050009-02 13:00 O=250500 H=251500 L=250000 C=25000009-02 14:00 O=250000 H=253000 L=249500 C=25100009-03 09:00 O=254000 H=255000 L=251000 C=25175009-03 10:00 O=251750 H=255000 L=251750 C=25225009-03 11:00 O=252250 H=255000 L=252000 C=25350009-03 12:00 O=253750 H=254000 L=253000 C=25350009-03 13:00 O=253500 H=254500 L=251500 C=25200009-03 14:00 O=252000 H=252250 L=243000 C=25050009-04 09:00 O=254000 H=256000 L=253000 C=25400009-04 10:00 O=253750 H=255000 L=252500 C=25400009-04 11:00 O=253750 H=255500 L=253000 C=25450009-04 12:00 O=254750 H=255500 L=254500 C=25500009-04 13:00 O=255000 H=257500 L=255000 C=25675009-04 14:00 O=256750 H=259000 L=256000 C=25650009-07 09:00 O=267000 H=268000 L=264000 C=26475009-07 10:00 O=264750 H=266000 L=264000 C=265500進場 256500停損 243675100% 啟動 264195100% 出場：停損 -5.3%進場08-31 13:0009-03 09:0009-07 10:00
IBM 進場 2026-07-13　日線回測：跳空停損 -22.33%（權益）210.64233.429256.218279.006301.79507-10 14:30 O=289.305 H=289.68 L=288.6 C=288.7107-10 15:30 O=288.66 H=288.72 L=287.5 C=287.6107-13 09:30 O=290.5 H=297.5 L=289.1 C=293.8507-13 10:30 O=293.9 H=294.57 L=292.02 C=293.9707-13 11:30 O=293.79 H=293.86 L=291.41 C=291.5207-13 12:30 O=291.475 H=292 L=290.09 C=290.407-13 13:30 O=290.35 H=292.23 L=289.155 C=289.89507-13 14:30 O=289.84 H=290.935 L=289.26 C=290.2507-13 15:30 O=290.19 H=291.16 L=289.72 C=290.3807-14 09:30 O=226.365 H=229.92 L=215.67 C=219.14307-14 10:30 O=219.115 H=220.23 L=213.22 C=214.407-14 11:30 O=214.42 H=219.76 L=214.14 C=218.2107-14 12:30 O=218.27 H=220.79 L=216.87 C=220.4307-14 13:30 O=220.4 H=220.7 L=217.119 C=218.92507-14 14:30 O=218.91 H=221.5 L=218.41 C=220.15607-14 15:30 O=220.156 H=220.156 L=216.35 C=217.0807-15 09:30 O=220.965 H=223.813 L=216.26 C=217.5607-15 10:30 O=217.505 H=217.87 L=214.21 C=214.64進場 290.5停損 275.975100% 啟動 299.215100% 出場：跳空停損 -22.3%進場07-10 14:3007-14 09:3007-15 10:30
HIMS 進場 2025-06-18　日線回測：跳空停損 -20.63%（權益）57.268258.926960.585562.244163.902806-17 14:30 O=57.52 H=59.38 L=57.47 C=59.1406-17 15:30 O=59.14 H=59.4 L=58.88 C=59.206-18 09:30 O=60.48 H=62.54 L=58.15 C=59.7706-18 10:30 O=59.745 H=60.75 L=59.38 C=60.370806-18 11:30 O=60.54 H=61.11 L=59.73 C=60.327106-18 12:30 O=60.35 H=61.92 L=60.31 C=60.706-18 13:30 O=60.7 H=61.282 L=60.2 C=61.120106-18 14:30 O=61.16 H=62 L=60.31 C=61.1806-18 15:30 O=61.18 H=61.63 L=61.01 C=61.104406-20 09:30 O=62.435 H=63.715 L=61.62 C=62.707906-20 10:30 O=62.6507 H=63.4156 L=61.5201 C=63.406-20 11:30 O=63.1686 H=63.67 L=62.68 C=63.2721進場 60.48停損 57.456100% 啟動 62.2944100% 出場：跳空移動停利 -1.5%進場06-17 14:3006-18 13:3006-20 11:30

隨機抽樣的交易（時線 K 棒圖）

NBIS 進場 2025-02-20　日線回測：跳空移動停利 +13.26%（權益）37.695940.508243.320646.132948.945302-19 14:30 O=46.915 H=47.35 L=45.109 C=45.1302-19 15:30 O=45.135 H=45.54 L=44.6 C=44.8402-20 09:30 O=40.015 H=43.69 L=38.5 C=40.7702-20 10:30 O=40.76 H=41.88 L=40.22 C=40.77402-20 11:30 O=40.79 H=43.83 L=40.5 C=43.80502-20 12:30 O=43.82 H=46.3899 L=43.1 C=46.302-20 13:30 O=46.31 H=48.6269 L=46.01 C=47.5702-20 14:30 O=47.57 H=47.8 L=46.31 C=47.14502-20 15:30 O=47.1896 H=47.31 L=45.36 C=46.2102-21 09:30 O=45.345 H=45.8 L=42.51 C=42.7802-21 10:30 O=42.75 H=43.0972 L=41.45 C=42.184302-21 11:30 O=42.18 H=42.29 L=40.92 C=41.08進場 40.015停損 38.0142100% 啟動 41.2154100% 出場：跳空移動停利 +1.6%進場02-19 14:3002-20 13:3002-21 11:30
CVX 進場 2025-10-14　日線回測：到期 +3.53%（權益）141.831146.143150.454154.765159.07610-13 14:30 O=151.69 H=151.73 L=150.97 C=151.5210-13 15:30 O=151.5 H=151.98 L=151.42 C=151.9410-14 09:30 O=149.81 H=152.22 L=149.66 C=152.0710-14 10:30 O=152.07 H=152.41 L=151.92 C=151.9710-14 11:30 O=152 H=152.74 L=151.81 C=152.63510-14 12:30 O=152.64 H=153.1 L=152.63 C=153.0410-14 13:30 O=153.055 H=153.46 L=152.76 C=153.05510-14 14:30 O=153.07 H=153.25 L=152.96 C=153.0510-14 15:30 O=153.05 H=153.13 L=152.21 C=152.5210-15 09:30 O=152.9 H=154.207 L=152.56 C=153.26510-15 10:30 O=153.265 H=153.455 L=152.4 C=152.5910-15 11:30 O=152.57 H=152.74 L=151.585 C=151.6210-15 12:30 O=151.625 H=151.76 L=151.04 C=151.4510-15 13:30 O=151.49 H=151.92 L=151.44 C=151.8310-15 14:30 O=151.805 H=152.022 L=151.5 C=151.7110-15 15:30 O=151.72 H=152.18 L=151.61 C=152.1510-16 09:30 O=152.14 H=152.52 L=151.65 C=152.210-16 10:30 O=152.23 H=152.73 L=151.775 C=152.0410-16 11:30 O=152.01 H=152.37 L=151.73 C=151.7410-16 12:30 O=151.745 H=151.81 L=151.23 C=151.5210-16 13:30 O=151.51 H=151.57 L=150.23 C=150.55510-16 14:30 O=150.51 H=151.425 L=150.49 C=151.1510-16 15:30 O=151.14 H=151.905 L=151.04 C=151.7210-17 09:30 O=152.26 H=153.65 L=152.2 C=153.2510-17 10:30 O=153.27 H=153.635 L=152.79 C=153.5210-17 11:30 O=153.52 H=154.19 L=153.285 C=153.3510-17 12:30 O=153.35 H=153.35 L=152.72 C=152.83510-17 13:30 O=152.82 H=153.2 L=152.61 C=15310-17 14:30 O=152.99 H=153.25 L=152.93 C=153.0110-17 15:30 O=153 H=153.16 L=152.64 C=153.0810-20 09:30 O=153.43 H=154.5 L=153.25 C=154.1410-20 10:30 O=154.14 H=154.43 L=153.387 C=153.4910-20 11:30 O=153.49 H=153.82 L=153.18 C=153.70510-20 12:30 O=153.695 H=153.93 L=153.58 C=153.7310-20 13:30 O=153.73 H=154.09 L=153.621 C=154.0310-20 14:30 O=154.03 H=154.316 L=153.977 C=154.25310-20 15:30 O=154.26 H=154.72 L=154.19 C=154.4810-21 09:30 O=154.74 H=155.288 L=153.21 C=154.1810-21 10:30 O=154.18 H=154.34 L=153.62 C=153.7810-21 11:30 O=153.78 H=154.28 L=153.65 C=154.210-21 12:30 O=154.179 H=154.86 L=154.03 C=154.7310-21 13:30 O=154.79 H=154.82 L=154.43 C=154.4510-21 14:30 O=154.46 H=154.58 L=153.53 C=153.7910-21 15:30 O=153.78 H=154.15 L=153.642 C=153.7910-22 09:30 O=154.65 H=155.22 L=154.39 C=155.11510-22 10:30 O=155.115 H=155.21 L=154.67 C=155.0810-22 11:30 O=155.07 H=155.275 L=154.23 C=154.2810-22 12:30 O=154.25 H=154.675 L=153.61 C=154.4910-22 13:30 O=154.5 H=154.655 L=154.09 C=154.31510-22 14:30 O=154.33 H=155.44 L=154.25 C=155.3610-22 15:30 O=155.38 H=155.98 L=155.32 C=155.5910-23 09:30 O=158.2 H=158.588 L=156.12 C=156.4310-23 10:30 O=156.44 H=157.48 L=156.32 C=157.43510-23 11:30 O=157.435 H=157.738 L=157.02 C=157.3610-23 12:30 O=157.36 H=157.72 L=157 C=157.6510-23 13:30 O=157.645 H=157.7 L=156.72 C=157.510-23 14:30 O=157.47 H=158.14 L=157.42 C=157.48510-23 15:30 O=157.47 H=157.47 L=156.43 C=156.5510-24 09:30 O=157.415 H=157.629 L=156.191 C=156.2710-24 10:30 O=156.275 H=156.59 L=155.79 C=156.4210-24 11:30 O=156.43 H=156.615 L=155.88 C=156.0310-24 12:30 O=156.04 H=156.05 L=155.77 C=156.00310-24 13:30 O=156.01 H=156.04 L=155.427 C=155.59110-24 14:30 O=155.61 H=156.05 L=155.571 C=155.6910-24 15:30 O=155.685 H=155.89 L=155.5 C=155.5710-27 09:30 O=155.795 H=156.5 L=154.87 C=155.4510-27 10:30 O=155.44 H=155.95 L=155.4 C=155.72510-27 11:30 O=155.743 H=155.94 L=155.47 C=155.7610-27 12:30 O=155.74 H=155.94 L=155.16 C=155.3310-27 13:30 O=155.34 H=155.36 L=155.04 C=155.2110-27 14:30 O=155.205 H=155.6 L=155.19 C=155.51510-27 15:30 O=155.51 H=155.605 L=155.265 C=155.2910-28 09:30 O=154.9 H=155.996 L=154.49 C=155.95進場 149.81停損 142.319100% 啟動 154.304100% 出場：到期 +3.5%進場10-13 14:3010-20 15:3010-28 09:30
SOLUSDT 進場 2025-06-08　日線回測：移動停利 -0.13%（權益）142.229145.893149.557153.221156.88506-07 22:00 O=151.217 H=151.454 L=151.055 C=151.22306-07 23:00 O=151.172 H=151.172 L=150.01 C=150.13406-08 00:00 O=150.151 H=150.151 L=149.358 C=149.4506-08 01:00 O=149.452 H=150.251 L=149.325 C=150.24506-08 02:00 O=150.258 H=150.336 L=149.925 C=149.93406-08 03:00 O=149.894 H=150.063 L=149.712 C=149.95306-08 04:00 O=149.95 H=150.327 L=149.662 C=150.17206-08 05:00 O=150.166 H=150.358 L=149.938 C=149.96906-08 06:00 O=149.97 H=150.439 L=149.96 C=150.05606-08 07:00 O=150.05 H=150.211 L=149.428 C=149.42806-08 08:00 O=149.44 H=149.653 L=149.312 C=149.36506-08 09:00 O=149.289 H=149.289 L=148.28 C=148.62406-08 10:00 O=148.6 H=148.997 L=148.361 C=148.99306-08 11:00 O=148.982 H=149.697 L=148.945 C=149.69106-08 12:00 O=149.7 H=149.887 L=149.278 C=149.57906-08 13:00 O=149.58 H=150.824 L=149.369 C=150.09206-08 14:00 O=150.081 H=150.391 L=149.773 C=150.39106-08 15:00 O=150.399 H=150.989 L=150.399 C=150.70906-08 16:00 O=150.714 H=152.149 L=150.714 C=152.09806-08 17:00 O=152.109 H=153.785 L=152.109 C=153.206-08 18:00 O=153.215 H=154.118 L=153.215 C=154.11806-08 19:00 O=154.035 H=154.477 L=153.999 C=154.47706-08 20:00 O=154.481 H=154.76 L=154.186 C=154.22606-08 21:00 O=154.237 H=155.042 L=154.19 C=154.81906-08 22:00 O=154.792 H=154.792 L=153.075 C=153.07506-08 23:00 O=153.057 H=153.057 L=152.369 C=152.4306-09 00:00 O=152.439 H=152.997 L=152.194 C=152.46506-09 01:00 O=152.468 H=152.561 L=151.988 C=152.01206-09 02:00 O=152.027 H=152.352 L=151.795 C=151.98306-09 03:00 O=151.965 H=151.965 L=151.037 C=151.61806-09 04:00 O=151.622 H=151.875 L=150.912 C=150.91606-09 05:00 O=150.912 H=150.915 L=150.062 C=150.0906-09 06:00 O=150.058 H=150.972 L=149.84 C=150.9706-09 07:00 O=150.979 H=150.979 L=150.279 C=150.79806-09 08:00 O=150.835 H=151.631 L=150.637 C=151.63106-09 09:00 O=151.625 H=154.057 L=151.551 C=153.76806-09 10:00 O=153.73 H=155.48 L=153.439 C=155.47706-09 11:00 O=155.447 H=156.47 L=155.166 C=155.74306-09 12:00 O=155.703 H=155.703 L=154.999 C=155.63206-09 13:00 O=155.64 H=155.711 L=153.487 C=153.52進場 150.151停損 142.644100% 啟動 154.656100% 出場：移動停利 -0.1%進場06-07 22:0006-08 18:0006-09 13:00

圖為時線逐根判定（藍＝進場價、紅虛線＝停損價、綠點線＝武裝價、橘階梯線＝移動停利價、紫＝出場）；標題的「日線回測」是主體回測（日線＋校正表）判定的結果，兩者出場點可能略有差異——這正是用來目視檢查日線回測是否合理的依據。

per_trade_compound%：同一訊號日對全部標的等權重得到組合報酬；再用「間隔 ≥ 持有日」的不重疊軌道依序複利，取每筆等效複利率 （比照 crypto 專案定義）。穩健度＝各期間 per_trade_compound 的最小值，避免只在某一段行情有效的參數勝出。
停損/武裝/回落皆為「現貨價」%；權益報酬 = 槓桿 × 價格變動 − 雙邊成本×槓桿；槓桿強平門檻 = 0.9/槓桿（停損不可比強平更寬）。
日線內同一根 K 棒的先後順序不確定處，以時線校正表（依當日振幅與回落幅度的比例估計機率）＋固定種子抽樣處理。
槓桿交易風險極高，本頁不構成投資建議。