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 20:24:25 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 6
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=3~20、s1x=2~12、s1trail=3~10、s1sell=0/25/50/75、s2x=3~30、s2trail=4~20、hold_cal_days=10/14/21
成本：手續費 0.05%/邊、滑價 0.1%/邊
排名目標：複利平均為主、最差期間不得低於底線（違反底線者按超出幅度重罰）；底線 -1.6%（＝最差期間的「每筆等效複利率」不得低於此值，不是整段共此值；定義見下方說明） （排名用「複利平均 gavg_pc」＝各期間依序複利的每筆等效成長；表中同時列出「最差期間 min_pc」與「算術平均 avg_pc」，可自行比較取捨）
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（依上述排名目標）：槓桿3x／停損7.69%／第一段：漲6.8%啟動、回落6.19%賣出25%／第二段：漲5.16%啟動、回落19.95%賣出剩餘75%／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）
最差期間 min_pc = -1.433%（各期間中最差的「每筆等效複利率」），複利平均 +1.056% （算術平均 +1.072%）， 單筆平均 +0.921%，勝率 47.4%。
⚠ 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）。
指標定義（請先看這裡）
① 一筆＝一個持有週期（最長 10 日曆日，約兩週；可能提早停損/停利出場）。同一個訊號日進場的全部標的等權重平均成一筆組合報酬，單位是權益報酬%（已含槓桿與手續費、滑價）。
② 每筆等效複利率 per_trade_compound＝把一個期間內首尾相接、互不重疊的一串交易（取 7 條不同起點的路徑）各自依序複利，再換算成「平均每筆」的成長率：(Π(1+每筆報酬))^(1/筆數) − 1，7 條路徑依筆數加權平均。它是每筆的複利報酬，不是每筆的算術平均，也不是整段期間的總報酬。
③ 最差期間 min_pc＝各期間的每筆等效複利率中最小的一個；最差期間底線 −0.3%的意思是：任何一個期間的「每筆等效複利率」都不能低於 −0.3%（不是整段共 −0.3%）。
④ 複利平均 gavg_pc＝各期間每筆等效複利率再依序複利平均（期間是依序發生的，排名用這個）；算術平均 avg_pc＝直接平均，僅供對照。
⑤ 換算成整段報酬：整段 ≈ (1 + 每筆)^筆數 − 1，筆數 ≈ 期間日曆日 ÷ 10（期間表的「每條路徑約幾筆」）。表中的「候選訊號日數」（約 100）只是可選的進場日期數量（每 N 日曆日取樣、排除只有加密幣交易的週末），不是交易筆數，也不是複利的筆數。
例（本次最差期間 2021-10-16~2022-08-10，約 299 日曆日）：每筆等效複利率 -1.433% × 約 30 筆（299÷10）依序複利 ≈ 整段期間 -35.1%。

前 15 名操作方式（依排名目標排序）

#槓桿停損第一段 啟動／回落／賣出第二段 啟動／回落持有日最差期間 min_pc%複利平均 gavg_pc%（排名用）算術平均 avg_pc%單筆平均%勝率出場分布
13x7.69%6.8% ／ 6.19% ／ 賣25%5.16% ／ 19.95%10-1.433+1.056+1.072+0.92147.4%停損22.69%、跳空停損3.19%、移動停利4.28%、跳空移動停利1.12%、到期68.72%
23x7.59%6.89% ／ 6.47% ／ 賣25%5.45% ／ 19.92%10-1.448+1.032+1.047+0.90547.2%停損23.16%、跳空停損3.12%、移動停利4.15%、跳空移動停利1.06%、到期68.51%
33x8.02%6.28% ／ 6.98% ／ 賣25%6.84% ／ 19.34%10-1.591+1.015+1.031+0.90647.6%停損21.41%、跳空停損2.98%、移動停利4.54%、跳空移動停利1%、到期70.07%
43x7.55%7.2% ／ 7.73% ／ 賣25%5.15% ／ 19.93%10-1.523+1.013+1.029+0.90647.0%停損23.38%、跳空停損3.15%、移動停利3.72%、跳空移動停利0.73%、到期69.02%
53x7.77%6.98% ／ 6.89% ／ 賣25%5.81% ／ 19.48%10-1.609+1.058+1.075+0.95847.4%停損22.44%、跳空停損3.09%、移動停利4.16%、跳空移動停利0.95%、到期69.35%
63x7.83%6.87% ／ 6.66% ／ 賣25%4.8% ／ 19.22%10-1.573+1.010+1.025+0.88847.5%停損22.19%、跳空停損3.06%、移動停利4.34%、跳空移動停利1.03%、到期69.39%
73x7.7%7.52% ／ 6.28% ／ 賣25%6.72% ／ 18.75%10-1.532+1.007+1.024+0.90647.4%停損22.63%、跳空停損3.16%、移動停利4.23%、跳空移動停利1.09%、到期68.89%
83x7.76%6.82% ／ 6.47% ／ 賣25%6.28% ／ 19.27%10-1.516+1.004+1.020+0.87647.4%停損22.42%、跳空停損3.1%、移動停利4.34%、跳空移動停利1.1%、到期69.04%
93x7.98%6.73% ／ 6.77% ／ 賣25%4.91% ／ 19.45%10-1.486+1.001+1.015+0.87447.6%停損21.65%、跳空停損2.98%、移動停利4.36%、跳空移動停利1.01%、到期69.99%
103x7.72%6.77% ／ 6.97% ／ 賣25%8.63% ／ 19.45%10-1.308+0.989+1.002+0.84347.3%停損22.58%、跳空停損3.12%、移動停利4.22%、跳空移動停利0.95%、到期69.13%
113x7.64%7.42% ／ 7.4% ／ 賣25%9.72% ／ 19.74%10-1.268+0.988+1.000+0.83047.2%停損23%、跳空停損3.12%、移動停利3.78%、跳空移動停利0.81%、到期69.29%
123x7.58%7.32% ／ 7.63% ／ 賣25%12.03% ／ 19.65%10-1.460+0.985+1.000+0.87347.0%停損23.24%、跳空停損3.13%、移動停利3.75%、跳空移動停利0.76%、到期69.11%
133x7.52%7.85% ／ 6.93% ／ 賣25%6.05% ／ 19.22%10-1.569+0.983+0.999+0.88047.0%停損23.52%、跳空停損3.17%、移動停利3.8%、跳空移動停利0.9%、到期68.61%
143x8.26%6.92% ／ 7.51% ／ 賣25%6.43% ／ 19.29%10-1.472+0.982+0.996+0.85047.8%停損20.67%、跳空停損2.84%、移動停利4.15%、跳空移動停利0.85%、到期71.48%
153x7.75%6.93% ／ 6.85% ／ 賣25%8.73% ／ 17.88%10-1.488+0.980+0.995+0.86147.4%停損22.27%、跳空停損3.09%、移動停利4.68%、跳空移動停利0.99%、到期68.97%

各槓桿最佳

槓桿停損第一段 啟動／回落／賣出第二段 啟動／回落持有日最差期間 min_pc%複利平均 gavg_pc%（排名用）算術平均 avg_pc%單筆平均%勝率出場分布
1x8%6% ／ 3% ／ 賣50%10% ／ 6%14-0.553+0.627+0.628+0.41151.3%停損23.57%、跳空停損3.51%、移動停利16.71%、跳空移動停利8.66%、到期47.54%
1x8.12%7.15% ／ 8.74% ／ 賣25%14.13% ／ 17.87%10-0.516+0.486+0.488+0.32447.5%停損21.24%、跳空停損2.94%、移動停利3.95%、跳空移動停利0.66%、到期71.21%
1x8.29%—（跳過）26% ／ 17.2%10-0.690+0.562+0.566+0.37947.4%停損21.69%、跳空停損2.86%、移動停利0.88%、跳空移動停利0.1%、到期74.47%
1x10.51%10.79% ／ 9.63% ／ 賣25%15.05% ／ 17.29%10-0.704+0.561+0.565+0.43049.1%停損15.2%、跳空停損2.04%、移動停利3.01%、跳空移動停利0.49%、到期79.26%
1x11.32%—（跳過）25.46% ／ 14.49%10-0.786+0.603+0.608+0.49749.3%停損13.92%、跳空停損1.75%、移動停利1.25%、跳空移動停利0.19%、到期82.89%
2x6.21%8.33% ／ 7.66% ／ 賣25%10.41% ／ 17.87%10-0.793+0.565+0.570+0.47545.1%停損29.06%、跳空停損4.12%、移動停利3.57%、跳空移動停利0.67%、到期62.58%
2x8.32%9.59% ／ 8.89% ／ 賣25%16.73% ／ 18.5%10-0.880+0.695+0.700+0.52647.7%停損21.04%、跳空停損2.8%、移動停利2.85%、跳空移動停利0.53%、到期72.78%
2x9.17%9.91% ／ 9.71% ／ 賣25%23.26% ／ 13.38%10-1.053+0.667+0.674+0.55048.3%停損18.6%、跳空停損2.58%、移動停利2.83%、跳空移動停利0.53%、到期75.46%
2x11.74%7.92% ／ 3.33% ／ 賣75%29.07% ／ 16.93%21-3.357+1.047+1.072+1.39256.2%停損18.49%、跳空停損2.74%、移動停利17.81%、跳空移動停利9.69%、到期51.26%
2x6.09%3.83% ／ 5.13% ／ 賣75%6.77% ／ 8.67%21-2.255+0.743+0.755+1.02247.8%停損28.81%、跳空停損5.02%、移動停利29.95%、跳空移動停利8.28%、到期27.94%
2x5.54%7.36% ／ 8.3% ／ 賣25%16.87% ／ 19.17%10-0.850+0.626+0.633+0.53743.6%停損32.38%、跳空停損4.65%、移動停利3.21%、跳空移動停利0.56%、到期59.2%
2x7.63%7.68% ／ 9.03% ／ 賣25%11.06% ／ 19.69%10-0.859+0.800+0.807+0.60946.9%停損23.09%、跳空停損3.13%、移動停利3.31%、跳空移動停利0.56%、到期69.91%
2x6.06%7.45% ／ 8.8% ／ 賣25%23.43% ／ 15.94%10-1.028+0.628+0.635+0.55844.6%停損29.96%、跳空停損4.26%、移動停利3.15%、跳空移動停利0.57%、到期62.07%
2x8.56%9.77% ／ 7.34% ／ 賣25%18.7% ／ 16.99%10-1.109+0.715+0.723+0.58348.3%停損20.49%、跳空停損2.63%、移動停利3.18%、跳空移動停利0.72%、到期72.98%
2x10.4%9.2% ／ 8.17% ／ 賣25%13.86% ／ 18.32%10-1.084+0.755+0.763+0.64149.2%停損15.26%、跳空停損2.04%、移動停利3.59%、跳空移動停利0.69%、到期78.42%
2x10.8%8.51% ／ 8.76% ／ 賣25%6.99% ／ 18.47%10-1.226+0.714+0.723+0.65149.1%停損13.65%、跳空停損1.94%、移動停利4.38%、跳空移動停利0.71%、到期79.32%
2x6%11.69% ／ 9.01% ／ 賣75%24.25% ／ 9.49%10-0.826+0.668+0.676+0.59545.5%停損30.13%、跳空停損4.34%、移動停利4.37%、跳空移動停利1.09%、到期60.06%
2x8.89%9.84% ／ 7.75% ／ 賣25%10.13% ／ 19.85%10-1.172+0.768+0.777+0.64448.2%停損19.19%、跳空停損2.54%、移動停利3.12%、跳空移動停利0.63%、到期74.51%
2x7.79%6.21% ／ 6.96% ／ 賣25%9.12% ／ 17.63%10-1.050+0.819+0.828+0.63447.3%停損21.94%、跳空停損3.07%、移動停利5.13%、跳空移動停利1.02%、到期68.84%
2x7.37%9.76% ／ 9.49% ／ 賣25%24.52% ／ 18.32%10-1.115+0.799+0.808+0.64446.6%停損24.63%、跳空停損3.38%、移動停利2.28%、跳空移動停利0.42%、到期69.29%
2x7.88%8.71% ／ 8.14% ／ 賣25%9.53% ／ 19.58%10-1.077+0.864+0.873+0.68347.4%停損22.32%、跳空停損3.02%、移動停利3.27%、跳空移動停利0.63%、到期70.75%
2x8.28%8.44% ／ 9.58% ／ 賣25%9.44% ／ 19.04%10-1.247+0.852+0.861+0.69647.5%停損20.77%、跳空停損2.83%、移動停利3.29%、跳空移動停利0.49%、到期72.61%
2x7.69%7.66% ／ 6.96% ／ 賣25%9.81% ／ 18.52%10-1.086+0.875+0.885+0.70647.3%停損22.64%、跳空停損3.19%、移動停利4.13%、跳空移動停利0.89%、到期69.15%
2x6.04%6.85% ／ 6.94% ／ 賣25%7.46% ／ 15.78%10-1.092+0.706+0.715+0.64544.9%停損29.1%、跳空停損4.27%、移動停利5%、跳空移動停利0.99%、到期60.64%
2x6.94%7.98% ／ 7.77% ／ 賣25%10.1% ／ 19.95%10-1.120+0.802+0.812+0.69246.2%停損25.86%、跳空停損3.65%、移動停利3.3%、跳空移動停利0.67%、到期66.52%
2x7.46%5.77% ／ 7.38% ／ 賣25%9.63% ／ 19.83%10-1.100+0.866+0.876+0.71046.8%停損23.47%、跳空停損3.21%、移動停利4.46%、跳空移動停利0.92%、到期67.94%
2x6.05%6.38% ／ 6.59% ／ 賣25%12.82% ／ 18.07%10-1.175+0.738+0.748+0.69144.9%停損29.4%、跳空停損4.26%、移動停利4.47%、跳空移動停利0.98%、到期60.88%
2x7.38%7.19% ／ 6.8% ／ 賣25%9.98% ／ 18.05%10-1.205+0.840+0.851+0.71246.9%停損23.75%、跳空停損3.33%、移動停利4.44%、跳空移動停利0.94%、到期67.54%
2x4.97%—（跳過）22.7% ／ 14.2%10-1.052+0.661+0.671+0.63241.9%停損37.04%、跳空停損4.94%、移動停利1.16%、跳空移動停利0.16%、到期56.7%
2x8.36%9.43% ／ 9.68% ／ 賣25%8.37% ／ 18.86%10-1.456+0.871+0.883+0.76247.6%停損20.6%、跳空停損2.77%、移動停利3.09%、跳空移動停利0.47%、到期73.08%
2x9.37%8.93% ／ 8.29% ／ 賣25%5.4% ／ 17.54%10-1.546+0.835+0.848+0.77348.5%停損17.12%、跳空停損2.39%、移動停利4.34%、跳空移動停利0.7%、到期75.45%
2x7.8%6.97% ／ 8.03% ／ 賣25%6.21% ／ 19.2%10-1.350+0.932+0.944+0.77747.2%停損22.31%、跳空停損3.06%、移動停利3.94%、跳空移動停利0.76%、到期69.93%
2x7.1%8.94% ／ 9.51% ／ 賣25%10.74% ／ 18.65%10-1.234+0.845+0.857+0.74246.2%停損25.28%、跳空停損3.49%、移動停利3.02%、跳空移動停利0.46%、到期67.76%
2x7.81%6.52% ／ 7.41% ／ 賣25%5.81% ／ 19.49%10-1.285+0.949+0.960+0.78247.3%停損22.24%、跳空停損3.06%、移動停利4.22%、跳空移動停利0.89%、到期69.59%
3x7.86%7.65% ／ 8.06% ／ 賣25%6.1% ／ 19.22%10-1.395+0.926+0.939+0.78047.3%停損22.24%、跳空停損3.04%、移動停利3.72%、跳空移動停利0.7%、到期70.3%
3x8.52%8.15% ／ 6.86% ／ 賣25%8.4% ／ 19.26%10-1.485+0.883+0.896+0.79948.1%停損20.12%、跳空停損2.63%、移動停利3.9%、跳空移動停利0.93%、到期72.42%
3x8.39%8.26% ／ 7.31% ／ 賣25%7.22% ／ 19.67%10-1.422+0.917+0.929+0.79748.0%停損20.49%、跳空停損2.75%、移動停利3.66%、跳空移動停利0.8%、到期72.29%
3x8.8%8.95% ／ 8.01% ／ 賣25%7.27% ／ 19.83%10-1.534+0.857+0.870+0.81148.2%停損19.36%、跳空停損2.57%、移動停利3.31%、跳空移動停利0.67%、到期74.09%
3x8.19%7.15% ／ 6.71% ／ 賣25%8.04% ／ 18.75%10-1.471+0.911+0.924+0.79947.8%停損20.84%、跳空停損2.92%、移動停利4.44%、跳空移動停利0.99%、到期70.81%
3x7.39%9.05% ／ 9.68% ／ 賣25%9.87% ／ 19.27%10-1.378+0.913+0.926+0.79646.5%停損24.16%、跳空停損3.32%、移動停利2.85%、跳空移動停利0.43%、到期69.23%
3x7.81%7.04% ／ 7.16% ／ 賣25%6.6% ／ 17.57%10-1.420+0.934+0.947+0.79247.4%停損22%、跳空停損3.06%、移動停利4.75%、跳空移動停利0.92%、到期69.28%
3x8.22%6.85% ／ 7.95% ／ 賣25%10.79% ／ 15.63%10-1.511+0.846+0.859+0.75047.7%停損20.37%、跳空停損2.86%、移動停利5.29%、跳空移動停利0.94%、到期70.53%
3x7.64%7.42% ／ 7.4% ／ 賣25%9.72% ／ 19.74%10-1.268+0.988+1.000+0.83047.2%停損23%、跳空停損3.12%、移動停利3.78%、跳空移動停利0.81%、到期69.29%
3x7.35%8.03% ／ 7.17% ／ 賣25%9.07% ／ 17.24%10-1.387+0.832+0.844+0.75046.8%停損23.86%、跳空停損3.32%、移動停利4.36%、跳空移動停利0.84%、到期67.62%
3x7.37%6.42% ／ 8.12% ／ 賣25%6.82% ／ 18.9%10-1.440+0.886+0.900+0.79346.6%停損23.76%、跳空停損3.35%、移動停利4.13%、跳空移動停利0.75%、到期68.02%
3x7.72%6.77% ／ 6.97% ／ 賣25%8.63% ／ 19.45%10-1.308+0.989+1.002+0.84347.3%停損22.58%、跳空停損3.12%、移動停利4.22%、跳空移動停利0.95%、到期69.13%
3x8.26%6.92% ／ 7.51% ／ 賣25%6.43% ／ 19.29%10-1.472+0.982+0.996+0.85047.8%停損20.67%、跳空停損2.84%、移動停利4.15%、跳空移動停利0.85%、到期71.48%
3x11.04%11.08% ／ 8.57% ／ 賣25%14.01% ／ 17.31%10-1.779+0.810+0.826+0.86949.4%停損13.87%、跳空停損1.85%、移動停利3.26%、跳空移動停利0.63%、到期80.39%
3x8.03%6.35% ／ 7.53% ／ 賣25%8.13% ／ 19.21%10-1.591+0.970+0.984+0.85147.5%停損21.38%、跳空停損2.97%、移動停利4.38%、跳空移動停利0.87%、到期70.4%
3x7.37%8.05% ／ 7.45% ／ 賣25%6.18% ／ 18.88%10-1.453+0.906+0.920+0.82046.8%停損24.02%、跳空停損3.36%、移動停利3.67%、跳空移動停利0.79%、到期68.17%
3x8.37%7.64% ／ 7.53% ／ 賣25%7.17% ／ 18.48%10-1.650+0.924+0.939+0.84847.9%停損20.31%、跳空停損2.75%、移動停利4.2%、跳空移動停利0.8%、到期71.94%
3x5.27%9% ／ 9.54% ／ 賣25%5.36% ／ 17.84%10-1.168+0.761+0.774+0.74042.9%停損34.22%、跳空停損4.79%、移動停利2.74%、跳空移動停利0.39%、到期57.86%
3x7.27%7.82% ／ 6.74% ／ 賣25%5.69% ／ 18.47%10-1.408+0.877+0.891+0.81446.8%停損24.43%、跳空停損3.36%、移動停利4.03%、跳空移動停利0.9%、到期67.29%
3x7.27%7.72% ／ 7.3% ／ 賣25%7.79% ／ 19.96%10-1.370+0.926+0.940+0.83846.6%停損24.59%、跳空停損3.36%、移動停利3.56%、跳空移動停利0.78%、到期67.71%
3x8.28%7.21% ／ 6.46% ／ 賣25%5.6% ／ 18.27%10-1.611+0.952+0.967+0.86148.0%停損20.47%、跳空停損2.81%、移動停利4.69%、跳空移動停利1.08%、到期70.96%
3x7.04%7.72% ／ 7.56% ／ 賣25%16.26% ／ 18.33%10-1.385+0.874+0.887+0.82746.4%停損25.49%、跳空停損3.52%、移動停利3.64%、跳空移動停利0.73%、到期66.62%
3x7.98%6.73% ／ 6.77% ／ 賣25%4.91% ／ 19.45%10-1.486+1.001+1.015+0.87447.6%停損21.65%、跳空停損2.98%、移動停利4.36%、跳空移動停利1.01%、到期69.99%
3x7.76%6.82% ／ 6.47% ／ 賣25%6.28% ／ 19.27%10-1.516+1.004+1.020+0.87647.4%停損22.42%、跳空停損3.1%、移動停利4.34%、跳空移動停利1.1%、到期69.04%
3x5.56%7.53% ／ 8.06% ／ 賣25%6.53% ／ 19.79%10-1.274+0.820+0.834+0.79943.6%停損32.38%、跳空停損4.62%、移動停利3.14%、跳空移動停利0.59%、到期59.28%
3x5.15%6.14% ／ 7.7% ／ 賣25%11.02% ／ 19.14%10-1.279+0.772+0.786+0.76342.6%停損34.58%、跳空停損4.81%、移動停利3.7%、跳空移動停利0.68%、到期56.23%
3x7.52%7.85% ／ 6.93% ／ 賣25%6.05% ／ 19.22%10-1.569+0.983+0.999+0.88047.0%停損23.52%、跳空停損3.17%、移動停利3.8%、跳空移動停利0.9%、到期68.61%
3x7.83%6.87% ／ 6.66% ／ 賣25%4.8% ／ 19.22%10-1.573+1.010+1.025+0.88847.5%停損22.19%、跳空停損3.06%、移動停利4.34%、跳空移動停利1.03%、到期69.39%
3x7.23%6.76% ／ 7.84% ／ 賣25%9.53% ／ 17.67%10-1.544+0.873+0.888+0.82246.5%停損24.3%、跳空停損3.35%、移動停利4.44%、跳空移動停利0.78%、到期67.13%
3x8.02%6.28% ／ 6.98% ／ 賣25%6.84% ／ 19.34%10-1.591+1.015+1.031+0.90647.6%停損21.41%、跳空停損2.98%、移動停利4.54%、跳空移動停利1%、到期70.07%
3x7.55%7.2% ／ 7.73% ／ 賣25%5.15% ／ 19.93%10-1.523+1.013+1.029+0.90647.0%停損23.38%、跳空停損3.15%、移動停利3.72%、跳空移動停利0.73%、到期69.02%
3x7.59%6.89% ／ 6.47% ／ 賣25%5.45% ／ 19.92%10-1.448+1.032+1.047+0.90547.2%停損23.16%、跳空停損3.12%、移動停利4.15%、跳空移動停利1.06%、到期68.51%
3x7.7%7.52% ／ 6.28% ／ 賣25%6.72% ／ 18.75%10-1.532+1.007+1.024+0.90647.4%停損22.63%、跳空停損3.16%、移動停利4.23%、跳空移動停利1.09%、到期68.89%
3x7.41%8.87% ／ 7.24% ／ 賣25%5.67% ／ 18.27%10-1.591+0.934+0.950+0.87946.9%停損23.97%、跳空停損3.28%、移動停利3.64%、跳空移動停利0.74%、到期68.37%
3x7.69%6.8% ／ 6.19% ／ 賣25%5.16% ／ 19.95%10-1.433+1.056+1.072+0.92147.4%停損22.69%、跳空停損3.19%、移動停利4.28%、跳空移動停利1.12%、到期68.72%
3x6.47%7.17% ／ 6.31% ／ 賣25%6.85% ／ 19.61%10-1.564+0.864+0.879+0.88745.7%停損27.95%、跳空停損3.82%、移動停利3.88%、跳空移動停利1.02%、到期63.33%
3x6.63%6.9% ／ 7.15% ／ 賣25%5.8% ／ 19.97%10-1.597+0.887+0.903+0.91445.8%停損27.16%、跳空停損3.7%、移動停利3.79%、跳空移動停利0.84%、到期64.51%
3x7.13%8.61% ／ 7.27% ／ 賣25%6.96% ／ 18.76%10-1.552+0.928+0.944+0.89346.5%停損25.1%、跳空停損3.48%、移動停利3.51%、跳空移動停利0.74%、到期67.18%
3x7.44%7.67% ／ 7.63% ／ 賣25%6.51% ／ 18.83%10-1.679+0.932+0.949+0.89646.8%停損23.82%、跳空停損3.22%、移動停利3.8%、跳空移動停利0.76%、到期68.4%
3x7.09%7.33% ／ 6.69% ／ 賣25%6.93% ／ 19.04%10-1.579+0.957+0.974+0.90346.5%停損25.13%、跳空停損3.48%、移動停利4.02%、跳空移動停利0.93%、到期66.44%
3x8.7%6.31% ／ 6.86% ／ 賣25%6.75% ／ 19.65%10-1.857+0.939+0.956+0.95048.1%停損19.3%、跳空停損2.55%、移動停利4.61%、跳空移動停利1.06%、到期72.48%
3x8.78%8.39% ／ 9.42% ／ 賣25%10.2% ／ 18.65%10-1.987+0.880+0.899+0.96047.9%停損19.14%、跳空停損2.56%、移動停利3.58%、跳空移動停利0.57%、到期74.15%
3x7.77%6.98% ／ 6.89% ／ 賣25%5.81% ／ 19.48%10-1.609+1.058+1.075+0.95847.4%停損22.44%、跳空停損3.09%、移動停利4.16%、跳空移動停利0.95%、到期69.35%
3x7.1%6.1% ／ 7.14% ／ 賣25%5.1% ／ 18.98%10-1.618+0.951+0.968+0.91046.4%停損24.85%、跳空停損3.46%、移動停利4.51%、跳空移動停利0.92%、到期66.25%
3x6.83%7.87% ／ 8.06% ／ 賣25%10.8% ／ 18.7%10-1.652+0.908+0.926+0.92946.0%停損26.21%、跳空停損3.63%、移動停利3.54%、跳空移動停利0.65%、到期65.97%
3x7.27%7.23% ／ 7.37% ／ 賣25%7.51% ／ 19.59%10-1.596+0.969+0.986+0.93246.6%停損24.48%、跳空停損3.36%、移動停利3.79%、跳空移動停利0.81%、到期67.57%
3x7.24%8.19% ／ 6.97% ／ 賣25%8.85% ／ 18.61%10-1.673+0.914+0.932+0.91646.7%停損24.63%、跳空停損3.37%、移動停利3.78%、跳空移動停利0.84%、到期67.38%
3x7.55%7.61% ／ 7.25% ／ 賣25%8.35% ／ 19%10-1.794+1.030+1.049+0.97747.0%停損23.33%、跳空停損3.14%、移動停利3.93%、跳空移動停利0.83%、到期68.77%
3x8.34%10.19% ／ 9.83% ／ 賣25%6.61% ／ 17.93%10-2.072+0.968+0.989+0.96847.6%停損20.52%、跳空停損2.81%、移動停利3.27%、跳空移動停利0.45%、到期72.95%
3x6.28%6.75% ／ 6.99% ／ 賣25%5.41% ／ 19.18%10-1.840+0.866+0.884+0.96045.2%停損28.62%、跳空停損4.02%、移動停利3.94%、跳空移動停利0.89%、到期62.53%
3x7.47%6.83% ／ 7.06% ／ 賣25%8.61% ／ 19.98%10-1.722+1.020+1.039+0.97446.9%停損23.68%、跳空停損3.21%、移動停利3.99%、跳空移動停利0.9%、到期68.22%
3x5.4%—（跳過）25.02% ／ 15.31%14-2.252+1.741+1.762+1.55141.4%停損38.98%、跳空停損5.73%、移動停利1.48%、跳空移動停利0.19%、到期53.62%
3x8.07%6.46% ／ 6.71% ／ 賣25%6.4% ／ 19.11%10-1.992+1.051+1.071+1.00547.7%停損21.22%、跳空停損2.95%、移動停利4.64%、跳空移動停利1.03%、到期70.16%
3x7.15%6.54% ／ 7.45% ／ 賣25%9.68% ／ 19.35%10-1.674+0.999+1.017+0.98046.4%停損24.78%、跳空停損3.43%、移動停利4.04%、跳空移動停利0.86%、到期66.89%
3x5.89%8.46% ／ 7.53% ／ 賣25%14.96% ／ 19.4%10-1.812+0.960+0.981+1.08444.5%停損30.66%、跳空停損4.4%、移動停利3.08%、跳空移動停利0.65%、到期61.2%
4x15.93%7.61% ／ 8.4% ／ 賣25%5.91% ／ 4.5%10-2.431+0.724+0.749+1.09655.3%停損5.86%、跳空停損0.75%、移動停利16.68%、跳空移動停利6.99%、到期69.72%
5x7.24%6.1% ／ 8.29% ／ 賣50%28.1% ／ 16.93%14-4.261+1.889+1.940+2.32845.8%停損27.72%、跳空停損4.01%、移動停利8.84%、跳空移動停利1.73%、到期57.71%
5x18.21%7.98% ／ 9.45% ／ 賣75%13.49% ／ 8.34%10-4.586+0.314+0.371+1.66951.2%停損4.79%、跳空停損0.59%、移動停利8.62%、跳空移動停利2.1%、到期83.91%

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／回落持有日最差期間 min_pc%複利平均 gavg_pc%（排名用）算術平均 avg_pc%單筆平均%勝率出場分布
1x99%—（跳過）9999% ／ 99%10-0.443+0.678+0.681+0.58350.8%跳空停損0.02%、到期99.98%
2x99%—（跳過）9999% ／ 99%10-1.146+1.161+1.175+1.15750.8%停損0.11%、跳空停損0.02%、到期99.86%
3x99%—（跳過）9999% ／ 99%10-2.298+1.331+1.365+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）日曆日數每筆等效複利率 %每條路徑約幾筆
(日曆日÷持有日)		 候選訊號日數
(每2日曆日取樣、排除僅加密幣的週末)		軌道數軌道獲利比例
2021-10-16~2022-08-10299-1.4333010470%
2022-08-11~2023-06-06300-0.33130101729%
2023-06-07~2024-04-01300+2.985301027100%
2024-04-02~2025-01-26300+0.16030102757%
2025-01-27~2025-11-22300+3.664301027100%
2025-11-23~2026-09-18300+1.38730987100%

複利用的是「每條路徑約幾筆」（互不重疊、間隔 ≥ 持有日），不是「候選訊號日數」；後者只是可選的進場日期數量。

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+2.009+1.871+2.1301.0900.987停損19.7%、跳空停損4.4%、移動停利1.6%、跳空移動停利0.2%、到期74.2%停損19.6%、跳空停損4.4%、移動停利1.4%、跳空移動停利0.2%、移動停利(日內回落)0.3%、到期74.2%
加密幣1195+0.834+0.027+0.5461.1600.772停損38.5%、跳空停損0.9%、移動停利0.9%、到期59.7%停損39.2%、移動停利0.7%、移動停利(日內回落)0.4%、到期59.7%

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）

ONDS 進場 2024-12-20　日線回測：到期 +291.79%（權益）1.113311.634742.156172.67763.1990312-19 14:30 O=1.355 H=1.37 L=1.3203 C=1.329112-19 15:30 O=1.3203 H=1.37 L=1.31 C=1.369112-20 09:30 O=1.27 H=1.3 L=1.2 C=1.29512-20 10:30 O=1.29 H=1.36 L=1.2791 C=1.34512-20 11:30 O=1.345 H=1.47 L=1.345 C=1.440512-20 12:30 O=1.4401 H=1.5301 L=1.435 C=1.449512-20 13:30 O=1.4495 H=1.53 L=1.44 C=1.464312-20 14:30 O=1.465 H=1.495 L=1.43 C=1.46512-20 15:30 O=1.465 H=1.49 L=1.4301 C=1.46512-23 09:30 O=1.6 H=1.755 L=1.52 C=1.658212-23 10:30 O=1.6592 H=1.8 L=1.6406 C=1.79512-23 11:30 O=1.795 H=1.87 L=1.7801 C=1.812-23 12:30 O=1.8 H=1.875 L=1.8 C=1.87512-23 13:30 O=1.875 H=1.88 L=1.78 C=1.8612-23 14:30 O=1.8505 H=1.95 L=1.83 C=1.880712-23 15:30 O=1.885 H=1.95 L=1.87 C=1.94812-24 09:30 O=2.04 H=2.2 L=1.8 C=1.910512-24 10:30 O=1.915 H=1.98 L=1.83 C=1.830512-24 11:30 O=1.8307 H=2.09 L=1.83 C=1.98112-26 09:30 O=2.13 H=2.39 L=2.13 C=2.26512-26 10:30 O=2.265 H=2.33 L=2.13 C=2.169412-26 11:30 O=2.1692 H=2.2497 L=2.16 C=2.2112-26 12:30 O=2.2092 H=2.44 L=2.2021 C=2.400112-26 13:30 O=2.405 H=2.635 L=2.395 C=2.612-26 14:30 O=2.5966 H=2.67 L=2.51 C=2.58812-26 15:30 O=2.59 H=2.61 L=2.46 C=2.503512-27 09:30 O=2.88 H=3.1 L=2.34 C=2.4712-27 10:30 O=2.48 H=2.7 L=2.44 C=2.712-27 11:30 O=2.7 H=2.72 L=2.44 C=2.5212-27 12:30 O=2.52 H=2.5899 L=2.48 C=2.5612-27 13:30 O=2.555 H=2.67 L=2.5409 C=2.612-27 14:30 O=2.59 H=2.735 L=2.56 C=2.6512-27 15:30 O=2.65 H=2.7 L=2.58 C=2.58512-30 09:30 O=2.75 H=2.8691 L=2.55 C=2.84512-30 10:30 O=2.848 H=3.14 L=2.84 C=2.997912-30 11:30 O=2.999 H=3.06 L=2.7901 C=2.855進場 1.27停損 1.17234第1段 25% 啟動 1.35636第1段 25% 出場：移動停利 +36.9%第2段 75% 啟動 1.33553第2段 75% 出場：跳空移動停利 +275.8%進場12-19 14:3012-24 11:3012-30 11:30
NATGAS 進場 2026-01-16　日線回測：到期 +289.90%（權益）2.840713.563494.286275.009055.7318201-15 22:00 O=3.164 H=3.171 L=3.152 C=3.16401-15 23:00 O=3.165 H=3.174 L=3.157 C=3.16601-16 00:00 O=3.166 H=3.217 L=3.155 C=3.15801-16 01:00 O=3.158 H=3.167 L=3.121 C=3.13901-16 02:00 O=3.14 H=3.177 L=3.125 C=3.17201-16 03:00 O=3.171 H=3.18 L=3.156 C=3.16701-16 04:00 O=3.167 H=3.181 L=3.156 C=3.17501-16 05:00 O=3.175 H=3.191 L=3.133 C=3.13801-16 06:00 O=3.137 H=3.193 L=3.123 C=3.1801-16 07:00 O=3.179 H=3.23 L=3.152 C=3.17301-16 08:00 O=3.172 H=3.196 L=3.08 C=3.09401-16 09:00 O=3.095 H=3.117 L=3.071 C=3.11601-16 10:00 O=3.115 H=3.133 L=3.061 C=3.08101-16 11:00 O=3.08 H=3.087 L=3.049 C=3.0701-16 12:00 O=3.07 H=3.07 L=3.02 C=3.05801-16 13:00 O=3.058 H=3.124 L=3.057 C=3.1201-16 14:00 O=3.12 H=3.138 L=3.095 C=3.13301-16 15:00 O=3.133 H=3.138 L=3.113 C=3.11301-16 16:00 O=3.114 H=3.122 L=3.098 C=3.10301-18 23:00 O=3.103 H=3.444 L=3.103 C=3.4401-20 00:00 O=3.571 H=3.695 L=3.569 C=3.69201-20 01:00 O=3.691 H=3.739 L=3.635 C=3.73501-20 02:00 O=3.734 H=3.744 L=3.716 C=3.73401-20 03:00 O=3.734 H=3.745 L=3.703 C=3.72401-20 04:00 O=3.723 H=3.779 L=3.713 C=3.77601-20 05:00 O=3.774 H=3.8 L=3.77 C=3.79101-20 06:00 O=3.792 H=3.832 L=3.783 C=3.82301-20 07:00 O=3.822 H=3.86 L=3.739 C=3.83501-20 08:00 O=3.835 H=3.99 L=3.83 C=3.94101-20 09:00 O=3.94 H=3.973 L=3.838 C=3.84801-20 10:00 O=3.848 H=3.882 L=3.761 C=3.86101-20 11:00 O=3.86 H=3.933 L=3.812 C=3.91301-20 12:00 O=3.912 H=3.936 L=3.806 C=3.86201-20 13:00 O=3.863 H=3.914 L=3.8 C=3.90801-20 14:00 O=3.908 H=3.942 L=3.859 C=3.88501-20 15:00 O=3.886 H=3.93 L=3.851 C=3.9101-20 16:00 O=3.912 H=3.921 L=3.875 C=3.89101-20 18:00 O=3.913 H=3.92 L=3.88 C=3.88601-20 19:00 O=3.886 H=3.886 L=3.842 C=3.85601-20 20:00 O=3.855 H=3.889 L=3.834 C=3.88801-20 21:00 O=3.886 H=3.898 L=3.874 C=3.88901-20 22:00 O=3.889 H=3.933 L=3.889 C=3.92401-20 23:00 O=3.924 H=4.002 L=3.921 C=4.00201-21 00:00 O=4.013 H=4.23 L=4.013 C=4.21501-21 01:00 O=4.213 H=4.537 L=4.202 C=4.52201-21 02:00 O=4.521 H=4.95 L=4.497 C=4.75101-21 03:00 O=4.75 H=4.82 L=4.685 C=4.70801-21 04:00 O=4.701 H=4.887 L=4.662 C=4.73701-21 05:00 O=4.738 H=4.777 L=4.588 C=4.68801-21 06:00 O=4.691 H=4.759 L=4.592 C=4.62801-21 07:00 O=4.627 H=4.76 L=4.604 C=4.66901-21 08:00 O=4.668 H=4.873 L=4.662 C=4.79101-21 09:00 O=4.792 H=4.937 L=4.688 C=4.9301-21 10:00 O=4.931 H=4.978 L=4.607 C=4.6801-21 11:00 O=4.679 H=4.835 L=4.636 C=4.80701-21 12:00 O=4.807 H=4.923 L=4.732 C=4.84301-21 13:00 O=4.845 H=4.882 L=4.707 C=4.79201-21 14:00 O=4.79 H=4.94 L=4.782 C=4.8901-21 15:00 O=4.892 H=5.034 L=4.85 C=5.01801-21 16:00 O=5.02 H=5.099 L=4.94 C=5.0401-21 18:00 O=5.015 H=5.087 L=4.971 C=5.0801-21 19:00 O=5.077 H=5.077 L=4.919 C=4.96301-21 20:00 O=4.959 H=5.207 L=4.958 C=5.14901-21 21:00 O=5.149 H=5.345 L=5.116 C=5.26801-21 22:00 O=5.264 H=5.431 L=5.168 C=5.41601-21 23:00 O=5.418 H=5.479 L=5.308 C=5.36501-22 00:00 O=5.35 H=5.506 L=5.31 C=5.47501-22 01:00 O=5.476 H=5.49 L=5.242 C=5.36601-22 02:00 O=5.369 H=5.465 L=5.267 C=5.41501-22 03:00 O=5.415 H=5.419 L=5.26 C=5.35501-22 04:00 O=5.359 H=5.365 L=5.274 C=5.31801-22 05:00 O=5.32 H=5.419 L=5.316 C=5.38501-22 06:00 O=5.386 H=5.578 L=5.385 C=5.53801-22 07:00 O=5.539 H=5.563 L=5.107 C=5.16501-22 08:00 O=5.166 H=5.368 L=5.133 C=5.28601-22 09:00 O=5.286 H=5.564 L=5.267 C=5.52601-22 10:00 O=5.527 H=5.65 L=5.411 C=5.58701-22 11:00 O=5.588 H=5.648 L=5.376 C=5.40701-22 12:00 O=5.406 H=5.409 L=5.041 C=5.1401-22 13:00 O=5.137 H=5.221 L=4.9 C=4.99201-22 14:00 O=4.988 H=5.069 L=4.95 C=5.05601-22 15:00 O=5.056 H=5.151 L=4.769 C=4.86201-22 16:00 O=4.861 H=4.899 L=4.81 C=4.85901-22 18:00 O=4.872 H=4.971 L=4.859 C=4.94201-22 19:00 O=4.942 H=4.947 L=4.895 C=4.89701-22 20:00 O=4.9 H=4.987 L=4.871 C=4.98301-22 21:00 O=4.988 H=5.019 L=4.96 C=5.0101-22 22:00 O=5.014 H=5.041 L=4.966 C=4.97901-22 23:00 O=4.982 H=4.993 L=4.868 C=4.96901-23 00:00 O=4.965 H=4.967 L=4.76 C=4.78101-23 01:00 O=4.787 H=4.835 L=4.723 C=4.75401-23 02:00 O=4.757 H=4.838 L=4.66 C=4.81101-23 03:00 O=4.809 H=4.992 L=3.495 C=3.50801-23 04:00 O=3.508 H=3.533 L=3.496 C=3.51501-23 05:00 O=3.514 H=3.524 L=3.467 C=3.49601-23 06:00 O=3.497 H=3.55 L=3.494 C=3.52601-23 07:00 O=3.527 H=3.59 L=3.489 C=3.49601-23 08:00 O=3.497 H=3.605 L=3.453 C=3.57501-23 09:00 O=3.576 H=3.664 L=3.536 C=3.57101-23 10:00 O=3.572 H=3.643 L=3.571 C=3.61801-23 11:00 O=3.617 H=3.638 L=3.555 C=3.594進場 3.166停損 2.92253第1段 25% 啟動 3.38129第1段 25% 出場：移動停利 +134.7%第2段 75% 啟動 3.32937第2段 75% 出場：移動停利 +123.6%進場01-15 22:0001-21 07:0001-23 11:00
MPX 進場 2025-07-08　日線回測：到期 +254.22%（權益）27.760837.354646.948456.542366.136107-07 14:30 O=30.65 H=31.08 L=30.58 C=31.04507-07 15:30 O=31.04 H=31.195 L=30.955 C=31.0407-08 09:30 O=31.25 H=31.568 L=30.6 C=30.8907-08 10:30 O=30.885 H=31.175 L=30.6 C=30.8407-08 11:30 O=30.85 H=32.21 L=30.845 C=32.0507-08 12:30 O=32.04 H=32.46 L=31.85 C=32.147307-08 13:30 O=32.12 H=32.2359 L=31.58 C=31.6107-08 14:30 O=31.64 H=31.908 L=31.29 C=31.36507-08 15:30 O=31.38 H=31.48 L=31.11 C=31.1707-09 09:30 O=31.55 H=31.6692 L=30.17 C=30.2807-09 10:30 O=30.26 H=30.27 L=29.66 C=29.9707-09 11:30 O=29.97 H=30.12 L=29.83 C=29.9707-09 12:30 O=29.98 H=30.36 L=29.97 C=30.207-09 13:30 O=30.2 H=30.38 L=30.06 C=30.1107-09 14:30 O=30.11 H=30.11 L=29.8906 C=29.9607-09 15:30 O=29.96 H=30.06 L=29.58 C=30.0307-10 09:30 O=48.1 H=48.115 L=43.75 C=45.480107-10 10:30 O=45.49 H=46.02 L=42.86 C=43.218607-10 11:30 O=43.22 H=44.4699 L=43.1 C=43.2307-10 12:30 O=43.23 H=44.29 L=43 C=43.8707-10 13:30 O=43.87 H=44.74 L=43.78 C=44.1207-10 14:30 O=44.1315 H=46.43 L=43.98 C=46.1407-10 15:30 O=46.12 H=46.4 L=44.84 C=45.2907-11 09:30 O=45.53 H=50.98 L=45.4 C=48.529907-11 10:30 O=48.43 H=48.77 L=45.82 C=45.985507-11 11:30 O=45.9806 H=46.55 L=44.95 C=46.39607-11 12:30 O=46.4 H=46.58 L=45.01 C=45.49507-11 13:30 O=45.495 H=45.5376 L=44.71 C=45.0607-11 14:30 O=45.07 H=45.3 L=44.6217 C=44.98507-11 15:30 O=45.01 H=45.33 L=44.7199 C=45.0707-14 09:30 O=45.86 H=48.958 L=45.66 C=47.61507-14 10:30 O=47.6192 H=48.25 L=46.7819 C=47.106107-14 11:30 O=47.12 H=47.79 L=46.55 C=46.690707-14 12:30 O=46.71 H=47.29 L=46.34 C=47.2207-14 13:30 O=47.2 H=48.22 L=46.9416 C=47.9407-14 14:30 O=47.93 H=48.99 L=47.85 C=48.7607-14 15:30 O=48.765 H=48.85 L=48.28 C=48.5107-15 09:30 O=54 H=61.9 L=52.89 C=60.8107-15 10:30 O=60.815 H=62.8729 L=59.75 C=60.68507-15 11:30 O=60.6822 H=61.89 L=59.79 C=60.2107-15 12:30 O=60.21 H=60.36 L=59.26 C=59.6607-15 13:30 O=59.63 H=60.95 L=59.31 C=60.0707-15 14:30 O=60.07 H=60.19 L=58.41 C=59.400307-15 15:30 O=59.4 H=59.5898 L=58.19 C=58.2307-16 09:30 O=61.08 H=61.13 L=58.38 C=59.72507-16 10:30 O=59.7 H=60.4 L=57.75 C=57.8807-16 11:30 O=57.88 H=58.132 L=57.17 C=57.238707-16 12:30 O=57.2381 H=57.75 L=56.73 C=57.487507-16 13:30 O=57.4632 H=58.67 L=57.43 C=58.23907-16 14:30 O=58.19 H=58.3996 L=57.09 C=57.507-16 15:30 O=57.48 H=58.67 L=57.25 C=58.451107-17 09:30 O=55.5 H=59.2 L=54.8 C=57.8207-17 10:30 O=57.83 H=59.5 L=57.6895 C=58.910707-17 11:30 O=58.9 H=59.27 L=58.25 C=58.51507-17 12:30 O=58.4961 H=59.85 L=58.3809 C=59.7407-17 13:30 O=59.7504 H=61.67 L=59.72 C=61.297907-17 14:30 O=61.35 H=61.5796 L=59.33 C=59.85207-17 15:30 O=59.87 H=60.425 L=59.65 C=60.2507-18 09:30 O=60.3 H=60.78 L=58.8 C=60.110107-18 10:30 O=60.1 H=61.2833 L=59.26 C=61.17507-18 11:30 O=61.14 H=63.22 L=61.01 C=62.83507-18 12:30 O=62.82 H=63.95 L=61.9401 C=63.92507-18 13:30 O=63.92 H=64.51 L=63.26 C=63.399207-18 14:30 O=63.4 H=64.35 L=63.26 C=63.5107-18 15:30 O=63.5008 H=63.62 L=62.965 C=63.1807-21 09:30 O=63.715 H=65.05 L=61.8 C=62.732407-21 10:30 O=62.73 H=63.96 L=62.09 C=62.470707-21 11:30 O=62.4904 H=62.4904 L=59.55 C=59.8307-21 12:30 O=59.79 H=61.33 L=59.7601 C=61.1407-21 13:30 O=61.14 H=61.5 L=60.9 C=60.9507-21 14:30 O=60.96 H=61.05 L=59.91 C=59.9207-21 15:30 O=59.93 H=59.991 L=58.8 C=58.99507-22 09:30 O=58.55 H=59.44 L=56.7 C=57.555進場 31.25停損 28.8469第1段 25% 啟動 33.375第1段 25% 出場：移動停利 +128.2%第2段 75% 啟動 32.8625第2段 75% 出場：到期 +295.9%進場07-07 14:3007-14 15:3007-22 09:30

報酬最低的交易（時線 K 棒圖）

SAMSUNG 進場 2026-08-26　日線回測：跳空停損 -100.00%（權益）23555324634525713826793027872208-25 13:00 O=252500 H=256000 L=252000 C=25400008-25 14:00 O=254000 H=258000 L=254000 C=25600008-26 09:00 O=256500 H=263500 L=255500 C=25575008-26 10:00 O=255750 H=259500 L=255500 C=25850008-26 11:00 O=258500 H=264500 L=257500 C=26350008-26 12:00 O=263500 H=266500 L=262500 C=26550008-26 13:00 O=265500 H=266000 L=263500 C=26375008-26 14:00 O=263500 H=264500 L=260500 C=26300008-27 09:00 O=270000 H=271000 L=262500 C=26375008-27 10:00 O=263500 H=267500 L=262500 C=26675008-27 11:00 O=266750 H=269500 L=266000 C=26825008-27 12:00 O=268250 H=269000 L=266500 C=26700008-27 13:00 O=267500 H=268000 L=265000 C=26575008-27 14:00 O=265750 H=266500 L=264500 C=26475008-28 09:00 O=262500 H=266000 L=258500 C=26200008-28 10:00 O=262000 H=263000 L=259500 C=26025008-28 11:00 O=260250 H=261500 L=259500 C=26000008-28 12:00 O=260500 H=260750 L=258000 C=26000008-28 13:00 O=259500 H=260000 L=258000 C=25825008-28 14:00 O=258250 H=259000 L=256500 C=25650008-31 09:00 O=249000 H=253000 L=246000 C=25025008-31 10:00 O=250250 H=252250 L=249000 C=25100008-31 11:00 O=250500 H=252500 L=250000 C=25250008-31 12:00 O=252250 H=255000 L=251500 C=25200008-31 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=26550009-07 11:00 O=266000 H=266500 L=265000 C=26600009-07 12:00 O=266250 H=267500 L=265500 C=26700009-07 13:00 O=267000 H=269000 L=267000 C=26850009-07 14:00 O=268500 H=269500 L=267500 C=26875009-08 09:00 O=272000 H=275000 L=269000 C=27475009-08 10:00 O=274750 H=277500 L=273000 C=276750進場 256500停損 236775第1段 25% 啟動 273942第1段 25% 出場：到期 -0.9%第2段 75% 啟動 269735第2段 75% 出場：到期 -0.9%進場08-25 13:0009-01 12:0009-08 10:00
SAMSUNG 進場 2026-08-28　日線回測：跳空停損 -100.00%（權益）24117325125226133227141128149108-27 13:00 O=267500 H=268000 L=265000 C=26575008-27 14:00 O=265750 H=266500 L=264500 C=26475008-28 09:00 O=262500 H=266000 L=258500 C=26200008-28 10:00 O=262000 H=263000 L=259500 C=26025008-28 11:00 O=260250 H=261500 L=259500 C=26000008-28 12:00 O=260500 H=260750 L=258000 C=26000008-28 13:00 O=259500 H=260000 L=258000 C=25825008-28 14:00 O=258250 H=259000 L=256500 C=25650008-31 09:00 O=249000 H=253000 L=246000 C=25025008-31 10:00 O=250250 H=252250 L=249000 C=25100008-31 11:00 O=250500 H=252500 L=250000 C=25250008-31 12:00 O=252250 H=255000 L=251500 C=25200008-31 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=26550009-07 11:00 O=266000 H=266500 L=265000 C=26600009-07 12:00 O=266250 H=267500 L=265500 C=26700009-07 13:00 O=267000 H=269000 L=267000 C=26850009-07 14:00 O=268500 H=269500 L=267500 C=26875009-08 09:00 O=272000 H=275000 L=269000 C=27475009-08 10:00 O=274750 H=277500 L=273000 C=27675009-08 11:00 O=276750 H=278000 L=276000 C=27650009-08 12:00 O=276250 H=279000 L=276000 C=27850009-08 13:00 O=278500 H=279000 L=275500 C=27600009-08 14:00 O=275750 H=276500 L=271000 C=27200009-09 09:00 O=269500 H=273000 L=268500 C=27225009-09 10:00 O=272500 H=274000 L=271500 C=272750進場 262500停損 242314第1段 25% 啟動 280350第1段 25% 出場：到期 +6.0%第2段 75% 啟動 276045第2段 75% 出場：到期 +6.0%進場08-27 13:0009-03 09:0009-09 10:00
SAMSUNG 進場 2026-09-01　日線回測：跳空停損 -100.00%（權益）23550824669825788826907728026708-31 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=26550009-07 11:00 O=266000 H=266500 L=265000 C=26600009-07 12:00 O=266250 H=267500 L=265500 C=26700009-07 13:00 O=267000 H=269000 L=267000 C=26850009-07 14:00 O=268500 H=269500 L=267500 C=26875009-08 09:00 O=272000 H=275000 L=269000 C=27475009-08 10:00 O=274750 H=277500 L=273000 C=27675009-08 11:00 O=276750 H=278000 L=276000 C=27650009-08 12:00 O=276250 H=279000 L=276000 C=27850009-08 13:00 O=278500 H=279000 L=275500 C=27600009-08 14:00 O=275750 H=276500 L=271000 C=27200009-09 09:00 O=269500 H=273000 L=268500 C=27225009-09 10:00 O=272500 H=274000 L=271500 C=27275009-09 11:00 O=273000 H=275000 L=272500 C=27400009-09 12:00 O=274000 H=274500 L=269500 C=27025009-09 13:00 O=270000 H=271500 L=268500 C=27100009-09 14:00 O=271000 H=271000 L=267500 C=27025009-10 09:00 O=269000 H=270500 L=264500 C=26475009-10 10:00 O=264750 H=266000 L=263500 C=26600009-10 11:00 O=265500 H=267500 L=264500 C=26625009-10 12:00 O=266250 H=268000 L=266000 C=26725009-10 13:00 O=267000 H=269500 L=267000 C=26925009-10 14:00 O=269500 H=270500 L=268500 C=26900009-11 09:00 O=258000 H=261000 L=257500 C=26000009-11 10:00 O=260000 H=260000 L=257500 C=25800009-11 11:00 O=258000 H=259000 L=257000 C=25775009-11 12:00 O=257750 H=259000 L=256500 C=25800009-11 13:00 O=258000 H=260500 L=257500 C=25925009-11 14:00 O=259000 H=261500 L=258000 C=26050009-14 09:00 O=249500 H=252500 L=249000 C=25100009-14 10:00 O=251000 H=252000 L=249000 C=25200009-14 11:00 O=251750 H=254500 L=251500 C=25300009-14 12:00 O=253000 H=253000 L=251000 C=25175009-14 13:00 O=251750 H=252500 L=250000 C=25050009-14 14:00 O=250500 H=250750 L=248500 C=24900009-15 09:00 O=248000 H=252000 L=247500 C=24950009-15 10:00 O=249750 H=252000 L=249000 C=250000進場 256500停損 236775第1段 25% 啟動 273942第1段 25% 出場：跳空移動停利 +0.8%第2段 75% 啟動 269735第2段 75% 出場：到期 +3.7%進場08-31 13:0009-08 09:0009-15 10:00

隨機抽樣的交易（時線 K 棒圖）

NBIS 進場 2025-02-14　日線回測：跳空停損 -21.33%（權益）38.128941.406944.68547.96351.241102-13 14:30 O=39.99 H=40.7899 L=39.925 C=40.62502-13 15:30 O=40.6 H=41.83 L=40.55 C=41.702-14 09:30 O=45 H=47.68 L=41.6598 C=45.76502-14 10:30 O=45.7715 H=45.97 L=43.52 C=45.4502-14 11:30 O=45.42 H=46.05 L=44.25 C=44.274502-14 12:30 O=44.25 H=44.5479 L=43.52 C=44.402-14 13:30 O=44.4 H=44.74 L=43.932 C=44.469602-14 14:30 O=44.45 H=44.62 L=43.8 C=43.9702-14 15:30 O=43.955 H=44.53 L=43.85 C=44.502-18 09:30 O=47.5104 H=50.87 L=47.01 C=50.3602-18 10:30 O=50.37 H=50.415 L=47.3573 C=47.96502-18 11:30 O=47.9596 H=49.15 L=47.76 C=48.8802-18 12:30 O=48.8795 H=49.59 L=47.82 C=47.8602-18 13:30 O=47.84 H=48.06 L=46.74 C=46.877402-18 14:30 O=46.87 H=47.72 L=46.8536 C=47.1202-18 15:30 O=47.1 H=48.3 L=46.91 C=48.06902-19 09:30 O=47.15 H=47.93 L=44.5 C=45.586202-19 10:30 O=45.58 H=47.46 L=45.56 C=47.42502-19 11:30 O=47.4 H=47.6596 L=46.6001 C=46.7102-19 12:30 O=46.7269 H=46.9499 L=45.9 C=46.725602-19 13:30 O=46.73 H=47.69 L=46.355 C=46.933302-19 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=42.1843進場 45停損 41.5395第1段 25% 啟動 48.06第1段 25% 出場：移動停利 +16.7%第2段 75% 啟動 47.322第2段 75% 出場：跳空停損 -33.0%進場02-13 14:3002-19 09:3002-21 10:30
CVX 進場 2025-10-10　日線回測：到期 +6.41%（權益）138.451144.238150.024155.811161.59710-09 14:30 O=152.17 H=152.2 L=151.77 C=151.92510-09 15:30 O=151.92 H=152.07 L=151.56 C=151.6410-10 09:30 O=150.695 H=151.35 L=149.79 C=150.4410-10 10:30 O=150.41 H=151.19 L=149.71 C=149.81610-10 11:30 O=149.84 H=149.86 L=148.95 C=149.5710-10 12:30 O=149.59 H=150.02 L=149.21 C=149.2710-10 13:30 O=149.26 H=150.17 L=149.2 C=149.97510-10 14:30 O=149.98 H=150.01 L=149.17 C=149.2610-10 15:30 O=149.28 H=149.47 L=148.89 C=148.9310-13 09:30 O=150 H=151.28 L=149.43 C=150.6110-13 10:30 O=150.59 H=151.375 L=150.48 C=151.2910-13 11:30 O=151.27 H=151.44 L=151.105 C=151.3810-13 12:30 O=151.39 H=151.7 L=151.255 C=151.6310-13 13:30 O=151.625 H=151.885 L=151.44 C=151.6710-13 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=155.115進場 150.695停損 139.107第1段 25% 啟動 160.942第1段 25% 出場：到期 +6.4%第2段 75% 啟動 158.471第2段 75% 出場：到期 +6.4%進場10-09 14:3010-15 15:3010-22 09:30
SOLUSDT 進場 2025-06-08　日線回測：到期 -2.74%（權益）137.723145.509153.295161.081168.86706-07 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=153.5206-09 14:00 O=153.518 H=154.68 L=153.518 C=154.11806-09 15:00 O=154.124 H=155.425 L=154.124 C=155.42506-09 16:00 O=155.356 H=156.571 L=155.235 C=155.6906-09 17:00 O=155.679 H=156.662 L=155.657 C=156.37706-09 18:00 O=156.391 H=156.696 L=156.163 C=156.35906-09 19:00 O=156.391 H=156.644 L=155.39 C=155.78506-09 20:00 O=155.79 H=156.701 L=155.79 C=156.55406-09 21:00 O=156.56 H=159.47 L=156.56 C=159.22406-09 22:00 O=159.196 H=160.111 L=159.196 C=159.69206-09 23:00 O=159.746 H=161.47 L=159.746 C=161.09506-10 00:00 O=161.105 H=161.669 L=160.547 C=160.68206-10 01:00 O=160.69 H=160.881 L=159.995 C=160.13306-10 02:00 O=160.125 H=160.125 L=159.42 C=159.59406-10 03:00 O=159.601 H=159.648 L=158.861 C=159.37406-10 04:00 O=159.267 H=159.446 L=158.83 C=159.2906-10 05:00 O=159.298 H=159.463 L=157.832 C=157.98406-10 06:00 O=157.99 H=158.468 L=157.553 C=158.30406-10 07:00 O=158.318 H=158.616 L=157.988 C=158.55806-10 08:00 O=158.544 H=158.886 L=157.867 C=157.86706-10 09:00 O=157.858 H=158.951 L=157.688 C=158.95106-10 10:00 O=158.97 H=159.162 L=157.878 C=158.09906-10 11:00 O=158.101 H=161.113 L=157.344 C=160.51706-10 12:00 O=160.623 H=161.311 L=159.835 C=161.31106-10 13:00 O=161.339 H=161.777 L=158.582 C=158.95706-10 14:00 O=159.008 H=159.129 L=157.028 C=157.31106-10 15:00 O=157.318 H=158.627 L=156.853 C=158.18106-10 16:00 O=158.166 H=158.351 L=157.275 C=157.27506-10 17:00 O=157.267 H=158.519 L=157.22 C=158.43206-10 18:00 O=158.412 H=164.34 L=158.038 C=164.3406-10 19:00 O=164.082 H=165.248 L=163.026 C=163.1106-10 20:00 O=163.224 H=165.421 L=163.058 C=165.42106-10 21:00 O=165.455 H=165.468 L=163.424 C=163.95606-10 22:00 O=163.935 H=164.877 L=163.854 C=164.77306-10 23:00 O=164.807 H=165.117 L=164.193 C=165.02806-11 00:00 O=165.025 H=165.592 L=164.052 C=164.73506-11 01:00 O=164.709 H=164.841 L=163.654 C=164.08906-11 02:00 O=164.083 H=165.394 L=163.828 C=164.12806-11 03:00 O=164.156 H=167.231 L=164.156 C=166.71106-11 04:00 O=166.701 H=166.701 L=164.941 C=165.13706-11 05:00 O=165.136 H=165.136 L=164.541 C=164.86306-11 06:00 O=164.884 H=166.412 L=164.884 C=166.0206-11 07:00 O=166.022 H=166.816 L=165.483 C=166.71106-11 08:00 O=166.691 H=166.952 L=165.737 C=165.85206-11 09:00 O=165.857 H=166.97 L=164.918 C=164.91806-11 10:00 O=164.936 H=165.085 L=164.442 C=164.49406-11 11:00 O=164.505 H=164.912 L=164.094 C=164.49906-11 12:00 O=164.494 H=167.272 L=163.908 C=167.02906-11 13:00 O=167.179 H=167.263 L=165.428 C=165.64306-11 14:00 O=165.775 H=167.985 L=165.775 C=166.97106-11 15:00 O=166.986 H=167.4 L=166.121 C=167.10706-11 16:00 O=167.133 H=167.259 L=166.338 C=166.84406-11 17:00 O=166.819 H=166.819 L=164.258 C=164.25806-11 18:00 O=163.987 H=163.987 L=162.938 C=163.36106-11 19:00 O=163.365 H=163.446 L=162.709 C=162.70906-11 20:00 O=162.635 H=163.638 L=162.324 C=163.20306-11 21:00 O=163.215 H=163.845 L=160.875 C=160.87506-11 22:00 O=160.808 H=160.808 L=159.444 C=160.13106-11 23:00 O=160.126 H=161.062 L=160.096 C=161.05606-12 00:00 O=161.056 H=161.185 L=159.994 C=160.87406-12 01:00 O=160.886 H=160.886 L=159.619 C=160.29806-12 02:00 O=160.309 H=160.817 L=159.739 C=160.02606-12 03:00 O=160.022 H=160.519 L=159.419 C=159.96206-12 04:00 O=159.952 H=160.457 L=159.491 C=159.9106-12 05:00 O=159.922 H=160.002 L=158.918 C=159.61606-12 06:00 O=159.614 H=159.914 L=159.044 C=159.34706-12 07:00 O=159.348 H=159.595 L=158.618 C=158.8706-12 08:00 O=158.873 H=159.468 L=158.461 C=159.46606-12 09:00 O=159.467 H=159.853 L=159.32 C=159.57506-12 10:00 O=159.574 H=159.605 L=158.69 C=158.90906-12 11:00 O=158.92 H=159.024 L=157.714 C=157.79406-12 12:00 O=157.792 H=159.083 L=157.525 C=158.51106-12 13:00 O=158.671 H=158.964 L=158.068 C=158.52706-12 14:00 O=158.577 H=160.533 L=158.577 C=160.12906-12 15:00 O=160.115 H=160.233 L=156.686 C=156.86506-12 16:00 O=156.894 H=158.418 L=156.894 C=158.39806-12 17:00 O=158.381 H=160.434 L=158.301 C=160.04806-12 18:00 O=160.048 H=160.051 L=157.185 C=157.68206-12 19:00 O=157.786 H=157.959 L=154.826 C=154.82606-12 20:00 O=154.839 H=155.223 L=152.679 C=152.90406-12 21:00 O=152.991 H=153.59 L=152.644 C=152.79206-12 22:00 O=152.77 H=152.914 L=152.253 C=152.50306-12 23:00 O=152.525 H=152.898 L=152.324 C=152.81506-13 00:00 O=152.724 H=152.724 L=143.987 C=145.55906-13 01:00 O=145.587 H=145.598 L=142.376 C=143.50606-13 02:00 O=143.416 H=143.416 L=141.464 C=142.49606-13 03:00 O=142.55 H=145.225 L=142.55 C=145.15206-13 04:00 O=145.118 H=145.118 L=143.749 C=144.44206-13 05:00 O=144.425 H=144.425 L=143.802 C=144.15506-13 06:00 O=144.067 H=144.511 L=142.817 C=144.46906-13 07:00 O=144.559 H=145.413 L=144.372 C=145.15306-13 08:00 O=145.135 H=146.5 L=144.787 C=144.90506-13 09:00 O=144.899 H=144.951 L=144.555 C=144.93106-13 10:00 O=144.887 H=144.902 L=143.89 C=144.87706-13 11:00 O=144.878 H=145.657 L=144.507 C=145.43506-13 12:00 O=145.426 H=146.24 L=145.15 C=145.1506-13 13:00 O=145.17 H=146.255 L=144.833 C=145.48106-13 14:00 O=145.477 H=146.282 L=144.229 C=146.26406-13 15:00 O=146.302 H=147.666 L=146.039 C=147.18106-13 16:00 O=147.152 H=148.48 L=146.719 C=147.4306-13 17:00 O=147.444 H=147.444 L=145.608 C=146.24506-13 18:00 O=146.273 H=146.564 L=144.56 C=145.31706-13 19:00 O=145.374 H=145.763 L=144.95 C=145.06506-13 20:00 O=145.118 H=147.566 L=145.078 C=147.51906-13 21:00 O=147.489 H=147.597 L=146.621 C=147.15406-13 22:00 O=147.154 H=148.007 L=147.154 C=147.93706-13 23:00 O=147.932 H=148.811 L=147.9 C=148.63206-14 00:00 O=148.639 H=148.639 L=147.944 C=147.94406-14 01:00 O=147.95 H=147.95 L=146.946 C=146.97606-14 02:00 O=146.963 H=147.173 L=146.607 C=146.60706-14 03:00 O=146.602 H=147.183 L=146.602 C=146.83706-14 04:00 O=146.837 H=147.129 L=146.758 C=146.79206-14 05:00 O=146.801 H=147.006 L=146.529 C=146.90306-14 06:00 O=146.9 H=147.081 L=146.273 C=146.29306-14 07:00 O=146.294 H=146.46 L=145.829 C=146.30606-14 08:00 O=146.301 H=146.301 L=145.449 C=145.84806-14 09:00 O=145.853 H=145.903 L=145.124 C=145.14806-14 10:00 O=145.167 H=145.881 L=145.167 C=145.73706-14 11:00 O=145.735 H=146.112 L=145.657 C=145.87506-14 12:00 O=145.878 H=145.946 L=145.125 C=145.44406-14 13:00 O=145.454 H=145.94 L=145.177 C=145.53806-14 14:00 O=145.539 H=145.756 L=145.183 C=145.33906-14 15:00 O=145.341 H=145.483 L=144.13 C=144.51606-14 16:00 O=144.521 H=144.945 L=143.307 C=143.55306-14 17:00 O=143.542 H=144.586 L=143.415 C=144.52906-14 18:00 O=144.536 H=144.978 L=143.361 C=144.17706-14 19:00 O=144.169 H=144.386 L=143.657 C=143.65706-14 20:00 O=143.653 H=143.707 L=142.272 C=142.806-14 21:00 O=142.843 H=144.587 L=142.819 C=144.49506-14 22:00 O=144.57 H=144.866 L=144.168 C=144.32806-14 23:00 O=144.35 H=145.006 L=144.35 C=144.76306-15 00:00 O=144.773 H=145.794 L=144.741 C=145.75406-15 01:00 O=145.74 H=145.74 L=145.031 C=145.10806-15 02:00 O=145.113 H=146.044 L=145.113 C=145.59306-15 03:00 O=145.595 H=145.901 L=145.595 C=145.79206-15 04:00 O=145.799 H=146.442 L=145.799 C=146.22406-15 05:00 O=146.215 H=147.312 L=145.895 C=147.24606-15 06:00 O=147.279 H=147.919 L=146.535 C=146.54606-15 07:00 O=146.556 H=146.573 L=145.944 C=146.04906-15 08:00 O=146.038 H=146.038 L=145.3 C=145.39706-15 09:00 O=145.416 H=145.43 L=144.373 C=144.37906-15 10:00 O=144.374 H=145.852 L=144.374 C=145.82206-15 11:00 O=145.827 H=146.571 L=145.686 C=146.43406-15 12:00 O=146.436 H=147.755 L=146.307 C=147.72906-15 13:00 O=147.743 H=148.264 L=147.137 C=148.26406-15 14:00 O=148.43 H=151.819 L=148.258 C=151.81906-15 15:00 O=151.754 H=152.629 L=151.113 C=151.11306-15 16:00 O=151.067 H=151.866 L=150.405 C=151.84106-15 17:00 O=151.878 H=152.521 L=151.713 C=152.32606-15 18:00 O=152.311 H=152.734 L=151.505 C=152.7306-15 19:00 O=152.752 H=153.181 L=152.154 C=152.17906-15 20:00 O=152.157 H=152.276 L=148.968 C=148.96806-15 21:00 O=149.022 H=150.674 L=148.548 C=150.54706-15 22:00 O=150.558 H=152.314 L=150.551 C=152.1606-15 23:00 O=152.133 H=152.817 L=151.953 C=152.81406-16 00:00 O=152.939 H=152.989 L=151.777 C=151.93106-16 01:00 O=151.944 H=155.99 L=151.283 C=155.97206-16 02:00 O=156.137 H=156.706 L=155.7 C=155.706-16 03:00 O=155.713 H=156.165 L=155.665 C=155.66506-16 04:00 O=155.654 H=157.11 L=155.654 C=156.85806-16 05:00 O=156.852 H=157.592 L=156.588 C=156.88606-16 06:00 O=156.905 H=157.036 L=156.513 C=156.51306-16 07:00 O=156.528 H=157.406 L=156.528 C=157.14206-16 08:00 O=157.158 H=157.395 L=156.662 C=156.88406-16 09:00 O=156.888 H=156.921 L=156.219 C=156.40406-16 10:00 O=156.419 H=157.008 L=156.067 C=156.06706-16 11:00 O=156.057 H=156.695 L=155.036 C=156.66706-16 12:00 O=156.65 H=156.65 L=155.425 C=155.42706-16 13:00 O=155.415 H=156.643 L=154.918 C=156.64306-16 14:00 O=156.629 H=157.57 L=156.269 C=156.66506-16 15:00 O=156.639 H=157.198 L=156.404 C=156.62906-16 16:00 O=156.673 H=157.992 L=156.546 C=157.63506-16 17:00 O=157.617 H=157.86 L=157.182 C=157.18206-16 18:00 O=157.202 H=158.076 L=157.202 C=158.07606-16 19:00 O=158.106 H=158.584 L=157.511 C=157.51106-16 20:00 O=157.592 H=157.773 L=157.081 C=157.40606-16 21:00 O=157.396 H=157.529 L=156.586 C=156.78706-16 22:00 O=156.769 H=157.086 L=152.173 C=152.98406-16 23:00 O=152.96 H=153.937 L=150.865 C=150.86506-17 00:00 O=150.877 H=151.67 L=148.433 C=151.6706-17 01:00 O=151.733 H=152.04 L=151.253 C=151.71706-17 02:00 O=151.69 H=153.182 L=151.168 C=153.18206-17 03:00 O=153.195 H=153.749 L=152.823 C=153.28506-17 04:00 O=153.296 H=153.528 L=152.634 C=153.12106-17 05:00 O=153.121 H=153.814 L=152.957 C=153.60506-17 06:00 O=153.627 H=154.142 L=152.871 C=152.95606-17 07:00 O=152.988 H=153.317 L=152.771 C=152.906-17 08:00 O=152.89 H=152.89 L=151.701 C=151.70906-17 09:00 O=151.701 H=151.813 L=151.216 C=151.4806-17 10:00 O=151.473 H=151.508 L=150.584 C=151.17506-17 11:00 O=151.188 H=151.188 L=150.303 C=150.47306-17 12:00 O=150.467 H=151.252 L=149.74 C=149.7406-17 13:00 O=149.741 H=150.333 L=149.389 C=149.74206-17 14:00 O=149.715 H=150.712 L=149.426 C=149.44406-17 15:00 O=149.311 H=149.311 L=147.217 C=147.50406-17 16:00 O=147.526 H=147.829 L=146.268 C=146.27606-17 17:00 O=146.205 H=147.244 L=146.053 C=146.46406-17 18:00 O=146.444 H=147.815 L=146 C=147.81506-17 19:00 O=147.88 H=150.265 L=147.88 C=148.98606-17 20:00 O=148.957 H=149.041 L=148.317 C=148.75106-17 21:00 O=148.726 H=148.843 L=147.129 C=147.71206-17 22:00 O=147.724 H=147.887 L=146.804 C=146.80406-17 23:00 O=146.809 H=148.213 L=146.506 C=147.77206-18 00:00 O=147.705 H=148.198 L=146.671 C=148.19806-18 01:00 O=148.202 H=149.022 L=147.677 C=147.67706-18 02:00 O=147.65 H=148.138 L=147.436 C=147.93206-18 03:00 O=147.912 H=148.517 L=147.631 C=148.40606-18 04:00 O=148.414 H=149.147 L=148.311 C=148.8106-18 05:00 O=148.806 H=148.992 L=148.357 C=148.3606-18 06:00 O=148.351 H=148.351 L=147.102 C=147.28106-18 07:00 O=147.284 H=147.945 L=147.208 C=147.91606-18 08:00 O=147.981 H=148.438 L=147.284 C=147.67106-18 09:00 O=147.663 H=148.287 L=147.32 C=147.42206-18 10:00 O=147.429 H=147.442 L=145.583 C=145.58306-18 11:00 O=145.728 H=146.598 L=145.728 C=146.45306-18 12:00 O=146.463 H=146.488 L=145.321 C=145.32106-18 13:00 O=145.317 H=145.317 L=144.007 C=145.24706-18 14:00 O=145.25 H=146.69 L=145.152 C=145.27806-18 15:00 O=145.285 H=145.979 L=144.918 C=145.90106-18 16:00 O=145.897 H=145.897 L=144.657 C=144.86206-18 17:00 O=144.886 H=145.631 L=144.243 C=145.63106-18 18:00 O=145.83 H=145.834 L=144.231 C=144.23106-18 19:00 O=144.21 H=145.691 L=143.976 C=145.20406-18 20:00 O=144.863 H=147.73 L=144.268 C=147.58106-18 21:00 O=147.561 H=147.776 L=146.591 C=147.74206-18 22:00 O=147.728 H=147.754 L=147.425 C=147.55206-18 23:00 O=147.539 H=147.741 L=146.175 C=146.35506-19 00:00 O=146.36 H=147.781 L=146.1 C=147.03106-19 01:00 O=147.012 H=147.012 L=145.654 C=145.69206-19 02:00 O=145.689 H=146.085 L=145.118 C=145.75106-19 03:00 O=145.73 H=146.471 L=145.603 C=146.47106-19 04:00 O=146.469 H=146.617 L=145.722 C=146.50706-19 05:00 O=146.524 H=147.01 L=146.473 C=146.47306-19 06:00 O=146.386 H=146.386 L=145.15 C=145.1506-19 07:00 O=145.147 H=145.506 L=145.147 C=145.166進場 150.151停損 138.605第1段 25% 啟動 160.362第1段 25% 出場：移動停利 +13.5%第2段 75% 啟動 157.899第2段 75% 出場：到期 -8.2%進場06-07 22:0006-13 15:0006-19 07:00

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。