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2026-02-24 buy 测试

news 2026/5/12 12:08:52

2026-02-24 buy 测试

public static int atLeastYear = 1;
public boolean useOriginalPos=false;
private boolean useAlign = false;

17:49:55 (AnalysisPnls_straddle_buy.java:210) calcTotalPnls() - logTotal:1358761.5001 cumuTotal 1358761.5001 cumu_detail_Total 1358630.0
17:49:55 (AnalysisPnls_straddle_buy.java:745) createTotalPnls() - 4023
17:49:55 (AnalysisPnls_straddle_buy.java:811) createTotalPnls() - totalCount:53
17:49:56 (AnalysisPnls_straddle_buy.java:536) analysisFutureProfitDistribution() - totalCount:53
17:49:56 (InvestmentMetricsCalculator.java:389) printResults() - ========== 投资绩效分析 ==========
17:49:56 (InvestmentMetricsCalculator.java:390) printResults() - 总年限: 11.01
17:49:56 (InvestmentMetricsCalculator.java:391) printResults() - 总收益: 116万
17:49:56 (InvestmentMetricsCalculator.java:392) printResults() - 年化回报率: 4.83%
17:49:56 (InvestmentMetricsCalculator.java:393) printResults() - 夏普比率: 0.75
17:49:56 (InvestmentMetricsCalculator.java:394) printResults() - 卡玛比率: 0.52
17:49:56 (InvestmentMetricsCalculator.java:395) printResults() - 最大回撤金额: 180,260.84 元
17:49:56 (InvestmentMetricsCalculator.java:396) printResults() - 最大回撤比例: 9.23%
17:49:56 (InvestmentMetricsCalculator.java:400) printResults() - 最大回撤期: 2023-10-23 至 2024-02-23

public static int atLeastYear = 0;

public boolean useOriginalPos=false;
private boolean useAlign = false;

17:56:20 (AnalysisPnls_straddle_buy.java:210) calcTotalPnls() - logTotal:1999540.9953 cumuTotal 1999540.9953 cumu_detail_Total 1999262.0
17:56:21 (AnalysisPnls_straddle_buy.java:745) createTotalPnls() - 4023
17:56:21 (AnalysisPnls_straddle_buy.java:811) createTotalPnls() - totalCount:61
17:56:21 (AnalysisPnls_straddle_buy.java:536) analysisFutureProfitDistribution() - totalCount:61
17:56:21 (InvestmentMetricsCalculator.java:389) printResults() - ========== 投资绩效分析 ==========
17:56:21 (InvestmentMetricsCalculator.java:390) printResults() - 总年限: 11.01
17:56:21 (InvestmentMetricsCalculator.java:391) printResults() - 总收益: 189万
17:56:21 (InvestmentMetricsCalculator.java:392) printResults() - 年化回报率: 7.02%
17:56:21 (InvestmentMetricsCalculator.java:393) printResults() - 夏普比率: 0.94
17:56:21 (InvestmentMetricsCalculator.java:394) printResults() - 卡玛比率: 0.75
17:56:21 (InvestmentMetricsCalculator.java:395) printResults() - 最大回撤金额: 217,297.38 元
17:56:21 (InvestmentMetricsCalculator.java:396) printResults() - 最大回撤比例: 9.34%
17:56:21 (InvestmentMetricsCalculator.java:400) printResults() - 最大回撤期: 2023-10-23 至 2024-02-27

 

 

public static int atLeastYear = 0;
public boolean useOriginalPos=true;
private boolean checkAdx = false;
private int adxThrehold = 20;

18:06:13 (AnalysisPnls_straddle_buy.java:210) calcTotalPnls() - logTotal:1193361.9985 cumuTotal 1193361.9985 cumu_detail_Total 1192906.0

18:06:14 (AnalysisPnls_straddle_buy.java:745) createTotalPnls() - 4023
18:06:14 (AnalysisPnls_straddle_buy.java:811) createTotalPnls() - totalCount:61
18:06:14 (AnalysisPnls_straddle_buy.java:536) analysisFutureProfitDistribution() - totalCount:61
18:06:14 (InvestmentMetricsCalculator.java:389) printResults() - ========== 投资绩效分析 ==========
18:06:14 (InvestmentMetricsCalculator.java:390) printResults() - 总年限: 3.12
18:06:14 (InvestmentMetricsCalculator.java:391) printResults() - 总收益: 83万
18:06:14 (InvestmentMetricsCalculator.java:392) printResults() - 年化回报率: 13.53%
18:06:14 (InvestmentMetricsCalculator.java:393) printResults() - 夏普比率: 0.64
18:06:14 (InvestmentMetricsCalculator.java:394) printResults() - 卡玛比率: 0.74
18:06:14 (InvestmentMetricsCalculator.java:395) printResults() - 最大回撤金额: 332,130.21 元
18:06:14 (InvestmentMetricsCalculator.java:396) printResults() - 最大回撤比例: 18.25%
18:06:14 (InvestmentMetricsCalculator.java:400) printResults() - 最大回撤期: 2023-05-31 至 2023-08-11

 

public static int atLeastYear = 0;
public boolean useOriginalPos=true;
private boolean checkAdx = true;
private int adxThrehold = 20;

 

18:15:12 (AnalysisPnls_straddle_buy.java:210) calcTotalPnls() - logTotal:605939.4953 cumuTotal 605939.4953 cumu_detail_Total 606227.0
18:15:13 (AnalysisPnls_straddle_buy.java:745) createTotalPnls() - 4023
18:15:14 (AnalysisPnls_straddle_buy.java:811) createTotalPnls() - totalCount:60
18:15:14 (AnalysisPnls_straddle_buy.java:536) analysisFutureProfitDistribution() - totalCount:60
18:15:14 (InvestmentMetricsCalculator.java:389) printResults() - ========== 投资绩效分析 ==========
18:15:14 (InvestmentMetricsCalculator.java:390) printResults() - 总年限: 3.12
18:15:14 (InvestmentMetricsCalculator.java:391) printResults() - 总收益: 58万
18:15:14 (InvestmentMetricsCalculator.java:392) printResults() - 年化回报率: 9.93%
18:15:14 (InvestmentMetricsCalculator.java:393) printResults() - 夏普比率: 0.60
18:15:14 (InvestmentMetricsCalculator.java:394) printResults() - 卡玛比率: 0.67
18:15:14 (InvestmentMetricsCalculator.java:395) printResults() - 最大回撤金额: 264,981.55 元
18:15:14 (InvestmentMetricsCalculator.java:396) printResults() - 最大回撤比例: 14.73%
18:15:14 (InvestmentMetricsCalculator.java:400) printResults() - 最大回撤期: 2023-10-25 至 2024-03-01

 

public static int atLeastYear = 0;
public boolean useOriginalPos=false;
private boolean checkAdx = true;
private int adxThrehold = 20;

18:24:59 (AnalysisPnls_straddle_buy.java:210) calcTotalPnls() - logTotal:1576270.4881 cumuTotal 1576270.4881 cumu_detail_Total 1576107.0
18:25:00 (AnalysisPnls_straddle_buy.java:745) createTotalPnls() - 4023
18:25:00 (AnalysisPnls_straddle_buy.java:811) createTotalPnls() - totalCount:61
18:25:00 (AnalysisPnls_straddle_buy.java:536) analysisFutureProfitDistribution() - totalCount:61
18:25:00 (InvestmentMetricsCalculator.java:389) printResults() - ========== 投资绩效分析 ==========
18:25:00 (InvestmentMetricsCalculator.java:390) printResults() - 总年限: 3.12
18:25:00 (InvestmentMetricsCalculator.java:391) printResults() - 总收益: 140万
18:25:00 (InvestmentMetricsCalculator.java:392) printResults() - 年化回报率: 21.31%
18:25:00 (InvestmentMetricsCalculator.java:393) printResults() - 夏普比率: 1.76
18:25:00 (InvestmentMetricsCalculator.java:394) printResults() - 卡玛比率: 2.69
18:25:00 (InvestmentMetricsCalculator.java:395) printResults() - 最大回撤金额: 168,350.12 元
18:25:00 (InvestmentMetricsCalculator.java:396) printResults() - 最大回撤比例: 7.93%
18:25:00 (InvestmentMetricsCalculator.java:400) printResults() - 最大回撤期: 2023-10-23 至 2024-02-29

 

public static int atLeastYear = 0;
public boolean useOriginalPos=false;
private boolean checkAdx = true;
private int adxThrehold = 30;

18:33:45 (AnalysisPnls_straddle_buy.java:210) calcTotalPnls() - logTotal:1948708.9976 cumuTotal 1948708.9976 cumu_detail_Total 1948292.0
18:33:46 (AnalysisPnls_straddle_buy.java:745) createTotalPnls() - 4023
18:33:46 (AnalysisPnls_straddle_buy.java:811) createTotalPnls() - totalCount:61
18:33:46 (AnalysisPnls_straddle_buy.java:536) analysisFutureProfitDistribution() - totalCount:61
18:33:46 (InvestmentMetricsCalculator.java:389) printResults() - ========== 投资绩效分析 ==========
18:33:46 (InvestmentMetricsCalculator.java:390) printResults() - 总年限: 3.12
18:33:46 (InvestmentMetricsCalculator.java:391) printResults() - 总收益: 157万
18:33:46 (InvestmentMetricsCalculator.java:392) printResults() - 年化回报率: 23.36%
18:33:46 (InvestmentMetricsCalculator.java:393) printResults() - 夏普比率: 1.65
18:33:46 (InvestmentMetricsCalculator.java:394) printResults() - 卡玛比率: 2.70
18:33:46 (InvestmentMetricsCalculator.java:395) printResults() - 最大回撤金额: 181,591.42 元
18:33:46 (InvestmentMetricsCalculator.java:396) printResults() - 最大回撤比例: 8.67%
18:33:46 (InvestmentMetricsCalculator.java:400) printResults() - 最大回撤期: 2023-10-23 至 2024-02-23

:交易统计:
总交易次数: 341
盈利次数: 202, 亏损次数: 139
胜率: 59.24%
盈亏比: 1.72
总盈亏: 1,948,709.00
最大盈利: 100,080.00, 最大亏损: 36,780.00
期望值: 5,714.69
18:33:47 (AnalysisPnls_straddle_buy.java:258) listLogProfitRateOver() -
:标准凯利: 35.56%
半凯利: 17.78%
1/4凯利: 8.89% (推荐)
1/8凯利: 4.44% (保守)
胜率: 59.24%, 盈亏比: 1.72
18:33:47 (AnalysisPnls_straddle_buy.java:1187) calcStatic() - === Desc: null ===
数量: 4, 占比: 1.17%
累计 changeValue: 8.0万
平均 changeRate: 61.400000, 平均 changeValue: 20047.500025
changeRate 范围: [28.100000, 129.600000]
changeValue 范围: [8180.000100, 51600.000000]
18:33:47 (AnalysisPnls_straddle_buy.java:1193) calcStatic() -
18:33:47 (AnalysisPnls_straddle_buy.java:1187) calcStatic() - === Desc: 到期平仓 ===
数量: 247, 占比: 72.43%
累计 changeValue: 36.1万
平均 changeRate: 7.375304, 平均 changeValue: 1461.771235
changeRate 范围: [-99.700000, 229.400000]
changeValue 范围: [-36780.000000, 47905.000000]
18:33:47 (AnalysisPnls_straddle_buy.java:1193) calcStatic() -
18:33:47 (AnalysisPnls_straddle_buy.java:1187) calcStatic() - === Desc: iv高平仓 ===
数量: 79, 占比: 23.17%
累计 changeValue: 153.7万
平均 changeRate: 91.454430, 平均 changeValue: 19450.335475
changeRate 范围: [-32.800000, 577.700000]
changeValue 范围: [-10972.500000, 100080.000000]
18:33:47 (AnalysisPnls_straddle_buy.java:1193) calcStatic() -
18:33:47 (AnalysisPnls_straddle_buy.java:1187) calcStatic() - === Desc: 结束平仓 ===
数量: 11, 占比: 3.23%
累计 changeValue: -2.9万
平均 changeRate: -5.945455, 平均 changeValue: -2646.818182
changeRate 范围: [-20.600000, 17.400000]
changeValue 范围: [-11550.000000, 5060.000000]
18:33:47 (AnalysisPnls_straddle_buy.java:1193) calcStatic() -
18:33:47 (AnalysisPnls_straddle_buy.java:1150) calcStatic() - 日志为空，无法统计。

 

 

public static int atLeastYear = 0;
public boolean useOriginalPos=true;
private boolean checkAdx = true;
private int adxThrehold = 30;

18:41:33 (AnalysisPnls_straddle_buy.java:210) calcTotalPnls() - logTotal:955728.4926 cumuTotal 955728.4926 cumu_detail_Total 955255.0
18:41:34 (AnalysisPnls_straddle_buy.java:745) createTotalPnls() - 4023
18:41:34 (AnalysisPnls_straddle_buy.java:811) createTotalPnls() - totalCount:61
18:41:34 (AnalysisPnls_straddle_buy.java:536) analysisFutureProfitDistribution() - totalCount:61
18:41:34 (InvestmentMetricsCalculator.java:389) printResults() - ========== 投资绩效分析 ==========
18:41:34 (InvestmentMetricsCalculator.java:390) printResults() - 总年限: 3.12
18:41:34 (InvestmentMetricsCalculator.java:391) printResults() - 总收益: 76万
18:41:34 (InvestmentMetricsCalculator.java:392) printResults() - 年化回报率: 12.51%
18:41:34 (InvestmentMetricsCalculator.java:393) printResults() - 夏普比率: 0.64
18:41:34 (InvestmentMetricsCalculator.java:394) printResults() - 卡玛比率: 0.80
18:41:34 (InvestmentMetricsCalculator.java:395) printResults() - 最大回撤金额: 297,191.32 元
18:41:34 (InvestmentMetricsCalculator.java:396) printResults() - 最大回撤比例: 15.56%
18:41:34 (InvestmentMetricsCalculator.java:400) printResults() - 最大回撤期: 2024-05-22 至 2024-07-18
18:41:34 (InvestmentMetricsCalculator.java:406) printResults() -

:交易统计:
总交易次数: 596
盈利次数: 306, 亏损次数: 290
胜率: 51.34%
盈亏比: 1.25
总盈亏: 955,728.49
最大盈利: 100,860.00, 最大亏损: 41,332.50
期望值: 1,603.57
18:41:35 (AnalysisPnls_straddle_buy.java:258) listLogProfitRateOver() -
:标准凯利: 12.40%
半凯利: 6.20%
1/4凯利: 3.10% (推荐)
1/8凯利: 1.55% (保守)
胜率: 51.34%, 盈亏比: 1.25
18:41:35 (AnalysisPnls_straddle_buy.java:1187) calcStatic() - === Desc: 到期平仓 ===
数量: 397, 占比: 66.61%
累计 changeValue: -48.3万
平均 changeRate: -6.124181, 平均 changeValue: -1216.942090
changeRate 范围: [-99.900000, 253.600000]
changeValue 范围: [-41332.500000, 100860.000000]
18:41:35 (AnalysisPnls_straddle_buy.java:1193) calcStatic() -
18:41:35 (AnalysisPnls_straddle_buy.java:1187) calcStatic() - === Desc: null ===
数量: 96, 占比: 16.11%
累计 changeValue: 41.1万
平均 changeRate: 18.525000, 平均 changeValue: 4285.781303
changeRate 范围: [-72.000000, 261.200000]
changeValue 范围: [-24310.000000, 62775.000000]
18:41:35 (AnalysisPnls_straddle_buy.java:1193) calcStatic() -
18:41:35 (AnalysisPnls_straddle_buy.java:1187) calcStatic() - === Desc: iv高平仓 ===
数量: 93, 占比: 15.60%
累计 changeValue: 103.9万
平均 changeRate: 54.458065, 平均 changeValue: 11168.650515
changeRate 范围: [-51.200000, 577.700000]
changeValue 范围: [-39424.000000, 62790.000000]
18:41:35 (AnalysisPnls_straddle_buy.java:1193) calcStatic() -
18:41:35 (AnalysisPnls_straddle_buy.java:1187) calcStatic() - === Desc: 结束平仓 ===
数量: 10, 占比: 1.68%
累计 changeValue: -1.1万
平均 changeRate: -2.130000, 平均 changeValue: -1126.500000
changeRate 范围: [-20.600000, 17.900000]
changeValue 范围: [-6900.000000, 5060.000000]
18:41:35 (AnalysisPnls_straddle_buy.java:1193) calcStatic() -
18:41:35 (AnalysisPnls_straddle_buy.java:1150) calcStatic() - 日志为空，无法统计。

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