石头量化回测实验室 v2.2 / Hermes Backtest Lab v2.2
自动交易回测页面报告
@Stone141319
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数据来源：20260618-141440。本页为离线自包含报告，可直接用浏览器打开。
资金曲线按逐笔平仓盈亏重建，K线来自本地 BITGET 1H 缓存，并叠加代表性交易的入场与出场标记。
总收益
13.54%
期末权益
113,535.91 U
胜率
48.60%
最大回撤
9.70%
交易笔数
107
Profit Factor
1.543
最大盈利单
940.80 U
最大亏损单
-640.00 U
Bitget 行情源已接入
支持现货与 USDT 永续回测
平均分 98.0
盈利单 52
亏损单 55
K线标的 BITGET:NEARUSDT
资金曲线
回撤曲线
最近 80 笔盈亏分布
盈利贡献 Top 10
K线与交易标记
圆点代表入场，方块代表出场；蓝色为多单入场，黄色为空单入场，绿色为盈利出场，红色为亏损出场。这里按回测缓存完整周期展示，90天回测显示90天K线，180天回测显示180天K线；下拉框可切换本次报告中有本地K线缓存的任意标的。
因子差异
数值为盈利单均值减亏损单均值。正值说明盈利单该因子更高，负值说明盈利单该因子更低。
策略诊断
这次回测收益为 13.54%， 胜率 48.60%， 盈亏比结构主要靠单笔盈利大于单笔亏损支撑。 最大回撤 9.70% 偏高， 后续优化优先看止损后是否重复进场、极端波动下是否减仓、低质量震荡信号是否过多。
注意：页面报告按交易记录重建，不等同于逐根K线级别权益曲线。如果后续要做机构级报告，建议在回测器里保存每根K线的账户净值快照。
全部交易明细
共 107 笔，按平仓时间倒序展示。这里保留全部交易，方便逐笔复盘和截图分享。
| 标的 | 方向 | 开仓 | 平仓 | 分数 | 杠杆 | 保证金 | 盈亏 | 退出原因 |
|---|---|---|---|---|---|---|---|---|
| BITGET:APTUSDT | short | 06-17 21:00 | 06-18 05:00 | 99.0 | 6x | 2,000.00 U | 398.46 U | final_close |
| BITGET:OPUSDT | short | 06-17 21:00 | 06-18 05:00 | 99.0 | 6x | 2,000.00 U | 284.17 U | final_close |
| BITGET:ARBUSDT | short | 06-18 00:00 | 06-18 05:00 | 99.0 | 6x | 2,000.00 U | 194.41 U | final_close |
| BITGET:NEARUSDT | long | 06-16 12:00 | 06-16 15:00 | 112.0 | 6x | 2,000.00 U | -480.00 U | stop |
| BITGET:DOGEUSDT | long | 06-12 16:00 | 06-14 16:00 | 108.0 | 8x | 2,000.00 U | -222.97 U | time_exit |
| BITGET:ICPUSDT | long | 06-14 00:00 | 06-14 03:00 | 110.0 | 8x | 2,000.00 U | -505.66 U | oracle_fast_adverse |
| BITGET:NEARUSDT | long | 06-12 08:00 | 06-12 18:00 | 98.0 | 6x | 2,000.00 U | -410.52 U | oracle_fast_adverse |
| BITGET:ICPUSDT | short | 06-10 17:00 | 06-12 16:00 | 99.0 | 6x | 2,000.00 U | -324.27 U | oracle_fast_adverse |
| BITGET:NEARUSDT | short | 06-12 06:00 | 06-12 07:00 | 99.0 | 6x | 2,000.00 U | -480.00 U | stop |
| BITGET:NEARUSDT | short | 06-11 04:00 | 06-11 21:00 | 98.0 | 6x | 2,000.00 U | -480.00 U | stop |
| BITGET:OPUSDT | short | 06-11 02:00 | 06-11 17:00 | 99.0 | 6x | 2,000.00 U | -432.68 U | stop |
| BITGET:APTUSDT | short | 06-11 03:00 | 06-11 17:00 | 91.0 | 6x | 2,000.00 U | -418.89 U | stop |
| BITGET:ARBUSDT | short | 06-10 17:00 | 06-11 11:00 | 106.0 | 6x | 2,000.00 U | -347.94 U | oracle_fast_adverse |
| BITGET:APTUSDT | short | 06-09 05:00 | 06-10 20:00 | 108.0 | 8x | 2,000.00 U | 843.59 U | take_profit |
| BITGET:ICPUSDT | short | 06-08 02:00 | 06-10 03:00 | 99.0 | 6x | 2,000.00 U | 359.10 U | time_exit |
| BITGET:AVAXUSDT | short | 06-06 10:00 | 06-08 11:00 | 93.0 | 6x | 2,000.00 U | -162.49 U | time_exit |
| BITGET:APTUSDT | short | 06-08 02:00 | 06-08 11:00 | 99.0 | 6x | 2,000.00 U | -337.71 U | oracle_fast_adverse |
| BITGET:OPUSDT | short | 06-08 06:00 | 06-08 10:00 | 100.0 | 6x | 2,000.00 U | -332.36 U | oracle_fast_adverse |
| BITGET:LTCUSDT | short | 06-06 06:00 | 06-08 07:00 | 93.0 | 8x | 2,000.00 U | -329.47 U | time_exit |
| BITGET:OPUSDT | short | 06-06 12:00 | 06-07 22:00 | 93.0 | 6x | 2,000.00 U | -480.00 U | stop |
| BITGET:ICPUSDT | short | 06-07 13:00 | 06-07 22:00 | 101.0 | 8x | 2,000.00 U | -559.65 U | stop |
| BITGET:BTCUSDT | short | 06-05 21:00 | 06-07 21:00 | 101.0 | 8x | 2,000.00 U | -83.88 U | time_exit |
| BITGET:NEARUSDT | short | 06-07 11:00 | 06-07 14:00 | 91.0 | 6x | 2,000.00 U | -480.00 U | stop |
| BITGET:NEARUSDT | short | 06-07 03:00 | 06-07 09:00 | 100.0 | 6x | 2,000.00 U | -480.00 U | stop |
| BITGET:XRPUSDT | short | 06-05 21:00 | 06-07 08:00 | 99.0 | 6x | 2,000.00 U | -462.98 U | oracle_fast_adverse |
| BITGET:ETHUSDT | short | 06-06 09:00 | 06-07 08:00 | 98.0 | 8x | 2,000.00 U | -632.64 U | stop |
| BITGET:DOTUSDT | short | 06-06 08:00 | 06-07 06:00 | 95.0 | 6x | 2,000.00 U | -335.56 U | oracle_fast_adverse |
| BITGET:SOLUSDT | short | 06-06 09:00 | 06-07 06:00 | 98.0 | 8x | 2,000.00 U | -461.73 U | oracle_fast_adverse |
| BITGET:APTUSDT | short | 06-06 13:00 | 06-07 06:00 | 98.0 | 8x | 2,000.00 U | -434.76 U | oracle_fast_adverse |
| BITGET:BNBUSDT | short | 06-05 20:00 | 06-07 04:00 | 93.0 | 8x | 2,000.00 U | -477.06 U | oracle_fast_adverse |
| BITGET:DOGEUSDT | short | 06-06 08:00 | 06-07 03:00 | 98.0 | 8x | 2,000.00 U | -436.96 U | oracle_fast_adverse |
| BITGET:LINKUSDT | short | 06-06 07:00 | 06-07 01:00 | 95.0 | 8x | 2,000.00 U | -640.00 U | stop |
| BITGET:UNIUSDT | short | 06-06 07:00 | 06-07 01:00 | 90.0 | 8x | 2,000.00 U | -640.00 U | stop |
| BITGET:ARBUSDT | short | 06-06 10:00 | 06-07 01:00 | 95.0 | 6x | 2,000.00 U | -408.03 U | oracle_fast_adverse |
| BITGET:ICPUSDT | short | 06-06 11:00 | 06-07 01:00 | 93.0 | 6x | 2,000.00 U | -381.73 U | oracle_fast_adverse |
| BITGET:NEARUSDT | short | 06-07 01:00 | 06-07 01:00 | 101.0 | 8x | 2,000.00 U | -640.00 U | stop |
| BITGET:LTCUSDT | short | 06-05 11:00 | 06-06 04:00 | 91.0 | 8x | 2,000.00 U | 853.03 U | take_profit |
| BITGET:DOGEUSDT | short | 06-05 22:00 | 06-06 04:00 | 95.0 | 6x | 2,000.00 U | 705.60 U | take_profit |
| BITGET:LINKUSDT | short | 06-05 22:00 | 06-06 04:00 | 95.0 | 6x | 2,000.00 U | 705.60 U | take_profit |
| BITGET:SUIUSDT | short | 06-05 23:00 | 06-06 04:00 | 91.0 | 6x | 2,000.00 U | 705.60 U | take_profit |
| BITGET:SOLUSDT | short | 06-06 01:00 | 06-06 04:00 | 90.0 | 6x | 2,000.00 U | 705.60 U | take_profit |
| BITGET:XRPUSDT | short | 06-05 08:00 | 06-05 19:00 | 98.0 | 8x | 2,000.00 U | 881.76 U | take_profit |
| BITGET:SOLUSDT | short | 06-05 10:00 | 06-05 19:00 | 98.0 | 8x | 2,000.00 U | 940.80 U | take_profit |
| BITGET:SUIUSDT | short | 06-05 17:00 | 06-05 19:00 | 100.0 | 6x | 2,000.00 U | 705.60 U | take_profit |
| BITGET:BNBUSDT | short | 06-05 08:00 | 06-05 18:00 | 106.0 | 6x | 2,000.00 U | 616.39 U | take_profit |
| BITGET:DOTUSDT | short | 06-05 13:00 | 06-05 18:00 | 93.0 | 8x | 2,000.00 U | 940.80 U | take_profit |
| BITGET:UNIUSDT | short | 06-05 10:00 | 06-05 15:00 | 95.0 | 8x | 2,000.00 U | 940.80 U | take_profit |
| BITGET:AAVEUSDT | short | 06-04 09:00 | 06-05 06:00 | 93.0 | 8x | 2,000.00 U | 940.80 U | take_profit |
| BITGET:SOLUSDT | short | 06-04 13:00 | 06-05 06:00 | 103.0 | 8x | 2,000.00 U | 940.80 U | take_profit |
| BITGET:DOTUSDT | short | 06-04 14:00 | 06-05 06:00 | 108.0 | 8x | 2,000.00 U | 940.80 U | take_profit |
| BITGET:UNIUSDT | short | 06-04 14:00 | 06-05 06:00 | 91.0 | 8x | 2,000.00 U | 940.80 U | take_profit |
| BITGET:OPUSDT | short | 06-05 02:00 | 06-05 06:00 | 91.0 | 6x | 2,000.00 U | 705.60 U | take_profit |
| BITGET:ETHUSDT | short | 06-04 01:00 | 06-05 05:00 | 93.0 | 8x | 2,000.00 U | 832.89 U | take_profit |
| BITGET:DOGEUSDT | short | 06-04 04:00 | 06-05 05:00 | 103.0 | 8x | 2,000.00 U | 940.80 U | take_profit |
| BITGET:LINKUSDT | short | 06-04 05:00 | 06-05 05:00 | 93.0 | 8x | 2,000.00 U | 940.80 U | take_profit |
| BITGET:ARBUSDT | short | 06-04 13:00 | 06-05 05:00 | 103.0 | 8x | 2,000.00 U | 940.80 U | take_profit |
| BITGET:XRPUSDT | short | 06-04 04:00 | 06-05 02:00 | 103.0 | 8x | 2,000.00 U | 913.51 U | take_profit |
| BITGET:AVAXUSDT | short | 06-04 05:00 | 06-05 02:00 | 95.0 | 8x | 2,000.00 U | 940.80 U | take_profit |
| BITGET:SUIUSDT | short | 06-04 15:00 | 06-05 02:00 | 91.0 | 6x | 2,000.00 U | 705.60 U | take_profit |
| BITGET:APTUSDT | short | 06-04 17:00 | 06-05 02:00 | 91.0 | 6x | 2,000.00 U | 705.60 U | take_profit |
| BITGET:DOTUSDT | short | 06-02 20:00 | 06-04 02:00 | 93.0 | 8x | 2,000.00 U | 826.98 U | take_profit |
| BITGET:LINKUSDT | short | 06-04 00:00 | 06-04 02:00 | 107.0 | 8x | 2,000.00 U | 807.73 U | take_profit |
| BITGET:UNIUSDT | short | 06-04 00:00 | 06-04 02:00 | 94.0 | 6x | 2,000.00 U | 637.01 U | take_profit |
| BITGET:SUIUSDT | short | 06-02 18:00 | 06-04 01:00 | 91.0 | 8x | 2,000.00 U | 825.69 U | take_profit |
| BITGET:APTUSDT | short | 06-03 22:00 | 06-04 01:00 | 108.0 | 8x | 2,000.00 U | 940.80 U | take_profit |
| BITGET:UNIUSDT | short | 06-03 01:00 | 06-03 11:00 | 99.0 | 8x | 2,000.00 U | -558.18 U | stop |
| BITGET:APTUSDT | short | 06-03 06:00 | 06-03 10:00 | 103.0 | 8x | 2,000.00 U | -434.19 U | oracle_fast_adverse |
| BITGET:ARBUSDT | short | 06-03 06:00 | 06-03 10:00 | 103.0 | 8x | 2,000.00 U | -627.40 U | stop |
| BITGET:AAVEUSDT | short | 06-03 05:00 | 06-03 08:00 | 91.0 | 8x | 2,000.00 U | -441.55 U | oracle_fast_adverse |
| BITGET:ICPUSDT | long | 06-02 16:00 | 06-02 16:00 | 98.0 | 6x | 2,000.00 U | 705.60 U | take_profit |
| BITGET:BNBUSDT | short | 06-01 11:00 | 06-02 15:00 | 90.0 | 8x | 2,000.00 U | 835.06 U | take_profit |
| BITGET:NEARUSDT | long | 06-02 15:00 | 06-02 15:00 | 100.0 | 6x | 2,000.00 U | -480.00 U | stop |
| BITGET:NEARUSDT | short | 05-31 08:00 | 06-01 02:00 | 101.0 | 8x | 2,000.00 U | -554.62 U | stop |
| BITGET:ICPUSDT | short | 05-28 22:00 | 05-30 23:00 | 99.0 | 6x | 2,000.00 U | 304.11 U | time_exit |
| BITGET:NEARUSDT | short | 05-30 08:00 | 05-30 22:00 | 96.0 | 8x | 2,000.00 U | 940.80 U | take_profit |
| BITGET:NEARUSDT | short | 05-29 14:00 | 05-29 15:00 | 97.0 | 6x | 2,000.00 U | -480.00 U | stop |
| BITGET:NEARUSDT | short | 05-28 20:00 | 05-29 00:00 | 101.0 | 8x | 2,000.00 U | -640.00 U | stop |
| BITGET:APTUSDT | short | 05-28 15:00 | 05-28 18:00 | 94.0 | 6x | 2,000.00 U | -419.96 U | stop |
| BITGET:ICPUSDT | short | 05-28 16:00 | 05-28 16:00 | 96.0 | 8x | 2,000.00 U | -640.00 U | stop |
| BITGET:NEARUSDT | short | 05-27 22:00 | 05-28 02:00 | 91.0 | 6x | 2,000.00 U | 705.60 U | take_profit |
| BITGET:NEARUSDT | short | 05-27 18:00 | 05-27 18:00 | 91.0 | 6x | 2,000.00 U | -480.00 U | stop |
| BITGET:NEARUSDT | short | 05-27 12:00 | 05-27 15:00 | 93.0 | 8x | 2,000.00 U | -640.00 U | stop |
| BITGET:ICPUSDT | long | 05-26 15:00 | 05-26 17:00 | 94.0 | 6x | 2,000.00 U | -428.08 U | stop |
| BITGET:ICPUSDT | long | 05-22 10:00 | 05-22 19:00 | 98.0 | 6x | 2,000.00 U | -461.92 U | stop |
| BITGET:NEARUSDT | long | 05-21 11:00 | 05-21 17:00 | 100.0 | 8x | 2,000.00 U | 940.80 U | take_profit |
| BITGET:SUIUSDT | short | 05-21 11:00 | 05-21 17:00 | 92.0 | 6x | 2,000.00 U | -466.51 U | stop |
| BITGET:NEARUSDT | long | 05-20 20:00 | 05-21 04:00 | 94.0 | 6x | 2,000.00 U | 609.43 U | take_profit |
| BITGET:NEARUSDT | long | 05-19 19:00 | 05-20 00:00 | 90.0 | 6x | 2,000.00 U | -344.73 U | oracle_fast_adverse |
| BITGET:ICPUSDT | short | 05-11 17:00 | 05-12 15:00 | 91.0 | 6x | 2,000.00 U | 705.60 U | take_profit |
| BITGET:NEARUSDT | long | 05-12 11:00 | 05-12 14:00 | 98.0 | 6x | 2,000.00 U | -414.96 U | stop |
| BITGET:ICPUSDT | long | 05-11 14:00 | 05-11 16:00 | 102.0 | 6x | 2,000.00 U | -480.00 U | stop |
| BITGET:ARBUSDT | long | 05-09 10:00 | 05-11 11:00 | 110.0 | 8x | 2,000.00 U | -107.24 U | time_exit |
| BITGET:NEARUSDT | long | 05-10 23:00 | 05-11 02:00 | 108.0 | 8x | 2,000.00 U | -572.90 U | stop |
| BITGET:NEARUSDT | long | 05-08 18:00 | 05-10 19:00 | 104.0 | 8x | 2,000.00 U | 778.11 U | time_exit |
| BITGET:OPUSDT | long | 05-08 13:00 | 05-08 17:00 | 94.0 | 6x | 2,000.00 U | 656.54 U | take_profit |
| BITGET:ARBUSDT | long | 05-08 14:00 | 05-08 17:00 | 98.0 | 8x | 2,000.00 U | 940.80 U | take_profit |
| BITGET:ICPUSDT | long | 05-08 01:00 | 05-08 05:00 | 106.0 | 6x | 2,000.00 U | 705.60 U | take_profit |
| BITGET:OPUSDT | long | 05-07 02:00 | 05-07 05:00 | 102.0 | 6x | 2,000.00 U | 705.60 U | take_profit |
| BITGET:AAVEUSDT | short | 04-21 13:00 | 04-22 13:00 | 101.0 | 8x | 2,000.00 U | -599.63 U | stop |
| BITGET:AAVEUSDT | short | 04-21 00:00 | 04-21 03:00 | 105.0 | 6x | 2,000.00 U | -479.47 U | stop |
| BITGET:AAVEUSDT | short | 04-20 02:00 | 04-20 20:00 | 102.0 | 6x | 2,000.00 U | -456.50 U | stop |
| BITGET:ARBUSDT | long | 04-16 15:00 | 04-16 18:00 | 98.0 | 8x | 2,000.00 U | 871.79 U | take_profit |
| BITGET:DOTUSDT | short | 04-13 22:00 | 04-13 23:00 | 99.0 | 6x | 2,000.00 U | -416.68 U | stop |
| BITGET:ARBUSDT | long | 04-10 13:00 | 04-10 22:00 | 106.0 | 8x | 2,000.00 U | 800.01 U | take_profit |
| BITGET:ARBUSDT | long | 04-09 01:00 | 04-09 22:00 | 106.0 | 6x | 2,000.00 U | 611.76 U | take_profit |
| BITGET:ETHUSDT | long | 03-23 17:00 | 03-25 18:00 | 98.0 | 8x | 2,000.00 U | 158.81 U | time_exit |
| BITGET:SOLUSDT | long | 03-23 16:00 | 03-25 17:00 | 93.0 | 8x | 2,000.00 U | 275.21 U | time_exit |