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;

 

18:49:41 (AnalysisPnls_straddle_buy.java:210) calcTotalPnls() - logTotal:1948708.9976 cumuTotal 1948708.9976 cumu_detail_Total 1948292.0
18:49:42 (AnalysisPnls_straddle_buy.java:745) createTotalPnls() - 4023
18:49:42 (AnalysisPnls_straddle_buy.java:811) createTotalPnls() - totalCount:61
18:49:43 (AnalysisPnls_straddle_buy.java:536) analysisFutureProfitDistribution() - totalCount:61
18:49:43 (InvestmentMetricsCalculator.java:389) printResults() - ========== 投资绩效分析 ==========
18:49:43 (InvestmentMetricsCalculator.java:390) printResults() - 总年限: 3.12
18:49:43 (InvestmentMetricsCalculator.java:391) printResults() - 总收益: 157万
18:49:43 (InvestmentMetricsCalculator.java:392) printResults() - 年化回报率: 23.36%
18:49:43 (InvestmentMetricsCalculator.java:393) printResults() - 夏普比率: 1.65
18:49:43 (InvestmentMetricsCalculator.java:394) printResults() - 卡玛比率: 2.70
18:49:43 (InvestmentMetricsCalculator.java:395) printResults() - 最大回撤金额: 181,591.42 元
18:49:43 (InvestmentMetricsCalculator.java:396) printResults() - 最大回撤比例: 8.67%
18:49:43 (InvestmentMetricsCalculator.java:400) printResults() - 最大回撤期: 2023-10-23 至 2024-02-23
18:49:43 (InvestmentMetricsCalculator.java:406) printResults() -
--- 胜率与盈亏比 ---
日胜率: 胜率=49.03% (355胜/369负), 盈亏比=1.56 (平均盈利=13,333.81元, 平均亏损=8,569.27元)
月胜率: 胜率=47.37% (18胜/20负), 盈亏比=4.10 (平均盈利=119,776.42元, 平均亏损=29,226.61元)
年胜率: 胜率=100.00% (4胜/0负), 盈亏比=∞ (平均盈利=392,860.85元, 平均亏损=0.00元)
18:49:43 (InvestmentMetricsCalculator.java:411) printResults() -
--- 每年收益 ---
2023: 收益率=18.97%, 收益=32.3万
2024: 收益率=22.73%, 收益=46.0万
2025: 收益率=31.61%, 收益=78.5万
2026: 收益率=0.14%, 收益=0.4万
18:49:43 (InvestmentMetricsCalculator.java:416) printResults() -
--- 每月收益 ---
2023-01: 收益率=2.52%, 收益=4.3万
2023-02: 收益率=-2.69%, 收益=-4.7万
2023-03: 收益率=7.49%, 收益=12.7万
2023-04: 收益率=-0.62%, 收益=-1.1万
2023-05: 收益率=7.93%, 收益=14.4万
2023-06: 收益率=-0.67%, 收益=-1.3万
2023-07: 收益率=-3.20%, 收益=-6.2万
2023-08: 收益率=4.55%, 收益=8.5万
2023-09: 收益率=1.26%, 收益=2.5万
2023-10: 收益率=-0.29%, 收益=-0.6万
2023-11: 收益率=-3.05%, 收益=-6.2万
2023-12: 收益率=2.54%, 收益=5.0万
2024-01: 收益率=-3.32%, 收益=-6.7万
2024-02: 收益率=-1.74%, 收益=-3.4万
2024-03: 收益率=8.51%, 收益=16.3万
2024-04: 收益率=5.24%, 收益=11.0万
2024-05: 收益率=-1.00%, 收益=-2.2万
2024-06: 收益率=-1.68%, 收益=-3.7万
2024-07: 收益率=-0.01%, 收益=-0.0万
2024-08: 收益率=5.77%, 收益=12.3万
2024-09: 收益率=11.87%, 收益=26.7万
2024-10: 收益率=-0.22%, 收益=-0.6万
2024-11: 收益率=-0.11%, 收益=-0.3万
2024-12: 收益率=-0.86%, 收益=-2.2万
2025-01: 收益率=0.40%, 收益=1.0万
2025-02: 收益率=-1.30%, 收益=-3.2万
2025-03: 收益率=1.66%, 收益=4.1万
2025-04: 收益率=15.20%, 收益=37.6万
2025-05: 收益率=-1.01%, 收益=-2.9万
2025-06: 收益率=-0.52%, 收益=-1.5万
2025-07: 收益率=8.21%, 收益=23.1万
2025-08: 收益率=5.02%, 收益=15.3万
2025-09: 收益率=0.37%, 收益=1.2万
2025-10: 收益率=-1.02%, 收益=-3.3万
2025-11: 收益率=-1.02%, 收益=-3.3万
2025-12: 收益率=3.79%, 收益=11.9万
2026-01: 收益率=1.41%, 收益=4.6万
2026-02: 收益率=-1.25%, 收益=-4.1万
18:49:43 (InvestmentMetricsCalculator.java:421) printResults() - ==================================
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - 159901-buy_159901.sz.csv 0.0409 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - 159915-buy_159915.sz.csv 0.0501 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - 159919-buy_159919.sz.csv 0.0352 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - 159922-buy_159922.sz.csv 0.0358 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - 510050-buy_510050.sh.csv 0.0292 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - 510300-buy_510300.sh.csv 0.0348 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - 510500-buy_510500.sh.csv 0.0372 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - 588000-buy_588000.sh.csv 0.055 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - 588080-buy_588080.sh.csv 0.0536 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - A-buy_豆一.csv 0.0293 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - AG-buy_白银.csv 0.0662 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - AL-buy_沪铝.csv 0.0224 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - AO-buy_氧化铝.csv 0.067 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - AP-buy_苹果.csv 0.092 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - AU-buy_黄金.csv 0.033 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - B-buy_豆二.csv 0.0387 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - BR-buy_丁二烯橡胶.csv 0.0578 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - C-buy_玉米.csv 0.0309 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - CF-buy_棉花.csv 0.0396 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - CJ-buy_红枣.csv 0.0595 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - CS-buy_玉米淀粉.csv 0.0277 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - CU-buy_沪铜.csv 0.023 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - EB-buy_苯乙烯.csv 0.0293 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - EG-buy_乙二醇.csv 0.0505 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - FG-buy_玻璃.csv 0.114 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - I-buy_铁矿石.csv 0.088 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - IF-buy_沪深300期货.csv 0.0346 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - IH-buy_上证50期货.csv 0.0409 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - IM-buy_中证1000期货.csv 0.03 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - JD-buy_鸡蛋.csv 0.0518 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - L-buy_塑料.csv 0.043 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - LC-buy_碳酸锂.csv 0.077 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - LH-buy_生猪.csv 0.0415 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - M-buy_豆粕.csv 0.0547 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - MA-buy_甲醇.csv 0.069 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - NI-buy_沪镍.csv 0.0315 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - OI-buy_菜油.csv 0.0603 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - P-buy_棕榈油.csv 0.0746 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - PB-buy_沪铅.csv 0.0242 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - PF-buy_短纤.csv 0.0225 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - PG-buy_LPG.csv 0.0387 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - PK-buy_花生.csv 0.042 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - PP-buy_聚丙烯.csv 0.0277 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - PR-buy_瓶片.csv 0.0303 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - PS-buy_多晶硅.csv 0.059 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - PX-buy_对二甲苯.csv 0.044 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - RB-buy_螺纹钢.csv 0.071 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - RM-buy_菜粕.csv 0.0565 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - RU-buy_橡胶.csv 0.0852 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - SA-buy_纯碱.csv 0.104 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - SC-buy_原油.csv 0.0484 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - SF-buy_硅铁.csv 0.0368 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - SH-buy_烧碱.csv 0.0717 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - SI-buy_工业硅.csv 0.0613 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - SM-buy_锰硅.csv 0.0376 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - SN-buy_沪锡.csv 0.037 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - TA-buy_PTA.csv 0.0546 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - UR-buy_尿素.csv 0.0423 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - V-buy_PVC.csv 0.0633 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - Y-buy_豆油.csv 0.0463 0.0
18:49:43 (AnalysisLog.java:90) analysisLogsFeeRates() - ZN-buy_沪锌.csv 0.0296 0.0
18:49:43 (AnalysisLog.java:96) analysisLogsFeeRates() - total avg:0.0489 count 61
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 159901-buy_159901.sz.csv 1.6 -23760.0008 90001622.SZ_90001631.SZ_null 90001622.SZ_90001631.SZ_null 2023-02-22
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 159901-buy_159901.sz.csv 0.2 -12852.0002 90004600.SZ_90004609.SZ_null 90004600.SZ_90004609.SZ_null 2025-06-25
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 159915-buy_159915.sz.csv 0.3 -14674.001 90002213.SZ_90002222.SZ_null 90002213.SZ_90002222.SZ_null 2023-07-26
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 159915-buy_159915.sz.csv -2.7 -11050.0003 90002675.SZ_90002684.SZ_null 90002675.SZ_90002684.SZ_null 2023-11-22
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 159919-buy_159919.sz.csv 0.0 -16660.0001 90000816.SZ_90000825.SZ_null 90000816.SZ_90000825.SZ_null 2021-12-22
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 159919-buy_159919.sz.csv 1.8 -13523.9998 90001719.SZ_90001728.SZ_null 90001719.SZ_90001728.SZ_null 2023-02-22
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 159922-buy_159922.sz.csv -1.6 -12487.9995 90002251.SZ_90002260.SZ_null 90002251.SZ_90002260.SZ_null 2023-07-26
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 159922-buy_159922.sz.csv -1.2 -16816.0002 90002710.SZ_90002719.SZ_null 90002710.SZ_90002719.SZ_null 2023-11-22
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 510050-buy_510050.sh.csv 0.8 -15619.9997 10000591.SH_10000592.SH_null 10000591.SH_10000592.SH_null 2016-09-28
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 510050-buy_510050.sh.csv -2.0 -11580.0 10007455.SH_10007464.SH_null 10007455.SH_10007464.SH_null 2024-08-28
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 510300-buy_510300.sh.csv -0.1 -14579.9998 10003394.SH_10003403.SH_null 10003394.SH_10003403.SH_null 2021-12-22
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 588000-buy_588000.sh.csv -4.0 -13530.0005 10005531.SH_10005540.SH_null 10005531.SH_10005540.SH_null 2023-12-27
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 588000-buy_588000.sh.csv -2.2 -20085.0003 10006222.SH_10006231.SH_null 10006222.SH_10006231.SH_null 2024-06-26
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 588000-buy_588000.sh.csv -1.5 -25970.0005 10006785.SH_10006794.SH_null 10006785.SH_10006794.SH_null 2024-09-25
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 588080-buy_588080.sh.csv -3.7 -21255.0 10006241.SH_10006250.SH_null 10006241.SH_10006250.SH_null 2024-06-26
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - AG-buy_白银.csv 1.4 -27225.0 AG2310C5900.SHF_AG2310P5900.SHF_AG2310.SHF AG2310 2023-09-22
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - AG-buy_白银.csv 1.1 -21825.0 AG2402C5800.SHF_AG2402P5800.SHF_AG2402.SHF AG2402 2024-01-25
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - AP-buy_苹果.csv 7.4 -10140.0 AP510C7700.ZCE_AP510P7700.ZCE_AP2510.ZCE AP510 2025-08-27
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - C-buy_玉米.csv 1.6 -11310.0 C1909-C-1880.DCE_C1909-P-1880.DCE_C1909.DCE 2019-08-07
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - CF-buy_棉花.csv -1.7 -15015.0 CF601C14000.ZCE_CF601P14200.ZCE_CF2601.ZCE 2025-12-11
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - CU-buy_沪铜.csv -0.8 -13510.0 CU1905C49000.SHF_CU1905P49000.SHF_CU1905.SHF 2019-04-24
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - I-buy_铁矿石.csv 1.5 -34259.9999 I2601-C-770.DCE_I2601-P-770.DCE_I2601.DCE I2601 2025-12-16
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - IF-buy_沪深300期货.csv 0.5 -11680.0001 IO2306-C-3950.CFX_IO2306-P-3950.CFX_IF2306.CFX IO2306 2023-06-16
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - IF-buy_沪深300期货.csv 0.7 -15200.0005 IO2512-C-4550.CFX_IO2512-P-4550.CFX_IF2512.CFX IO2512 2025-12-19
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - IM-buy_中证1000期货.csv -0.6 -11740.0006 MO2304-C-6900.CFX_MO2304-P-6900.CFX_IM2304.CFX MO2304 2023-04-21
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - L-buy_塑料.csv 0.1 -11992.5 L2509-C-7300.DCE_L2509-P-7300.DCE_L2509.DCE L2509 2025-08-18
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - LC-buy_碳酸锂.csv -2.1 -36780.0 LC2511-C-74000.GFE_LC2511-P-74000.GFE_LC2511.GFE L 2025-10-15
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - MA-buy_甲醇.csv -4.4 -13870.0 MA409C2550.ZCE_MA409P2550.ZCE_MA2409.ZCE MA409 2024-08-13
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - OI-buy_菜油.csv -2.4 -21125.0 OI601C9800.ZCE_OI601P9800.ZCE_OI2601.ZCE OI601 2025-12-11
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - P-buy_棕榈油.csv -2.2 -21270.0 P2409-C-7700.DCE_P2409-P-7700.DCE_P2409.DCE P2409 2024-08-07
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - PB-buy_沪铅.csv 0.3 -10775.0 PB2601C17200.SHF_PB2601P17200.SHF_PB2601.SHF PB2601 2025-12-25
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - PG-buy_LPG.csv 1.4 -15696.0005 PG2602-C-4100.DCE_PG2602-P-4100.DCE_PG2602.DCE PG2602 2026-01-20
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - PK-buy_花生.csv -3.1 -16080.0 PK510C8100.ZCE_PK510P8100.ZCE_PK2510.ZCE PK510 2025-09-11
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - PK-buy_花生.csv 0.7 -14160.0 PK603C8000.ZCE_PK603P8000.ZCE_PK2603.ZCE PK603 2026-02-11
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - PX-buy_对二甲苯.csv -3.7 -11495.0 PX409C8600.ZCE_PX409P8600.ZCE_PX2409.ZCE PX409 2024-07-29
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - RM-buy_菜粕.csv 0.4 -31900.0 RM601C2400.ZCE_RM601P2400.ZCE_RM2601.ZCE RM601 2025-12-11
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - RU-buy_橡胶.csv 0.3 -32130.0 RU2601C15500.SHF_RU2601P15750.SHF_RU2601.SHF RU2601 2025-12-25
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - SA-buy_纯碱.csv -2.2 -11550.0 SA605C1180.ZCE_SA605P1180.ZCE_SA2605.ZCE SA605 2026-02-13
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - SC-buy_原油.csv -1.9 -15349.9996 SC2407C620.INE_SC2407P620.INE_SC2407.INE S 2024-06-12
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - SC-buy_原油.csv 3.1 -12299.9985 SC2408C600.INE_SC2408P600.INE_SC2408.INE S 2024-07-15
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - SM-buy_锰硅.csv -0.4 -15900.0 SM402C6400.ZCE_SM402P6400.ZCE_SM2402.ZCE SM402 2024-01-11
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - SM-buy_锰硅.csv -0.2 -18150.0 SM405C6300.ZCE_SM405P6300.ZCE_SM2405.ZCE SM405 2024-04-11
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - SM-buy_锰硅.csv 1.3 -11815.0 SM603C5700.ZCE_SM603P5700.ZCE_SM2603.ZCE SM603 2026-02-11
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - TA-buy_PTA.csv 1.7 -15640.0 TA405C5800.ZCE_TA405P5800.ZCE_TA2405.ZCE TA405 2024-04-11
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - TA-buy_PTA.csv 2.9 -14630.0 TA601C4550.ZCE_TA601P4550.ZCE_TA2601.ZCE TA601 2025-12-11
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - UR-buy_尿素.csv -0.4 -20400.0 UR601C1640.ZCE_UR601P1640.ZCE_UR2601.ZCE UR601 2025-12-11
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - V-buy_PVC.csv -0.9 -29080.0 V2309-C-6200.DCE_V2309-P-6200.DCE_V2309.DCE V2309 2023-08-07
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - V-buy_PVC.csv 2.3 -10972.5 V2509-C-5000.DCE_V2509-P-5000.DCE_V2509.DCE V2509 2025-07-23
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - ZN-buy_沪锌.csv 0.6 -12580.0 ZN2402C21200.SHF_ZN2402P21200.SHF_ZN2402.SHF ZN2402 2024-01-25
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - ZN-buy_沪锌.csv 0.5 -13020.0 ZN2504C24000.SHF_ZN2504P24000.SHF_ZN2504.SHF ZN2504 2025-03-25
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - ZN-buy_沪锌.csv -0.6 -11420.0 ZN2507C22200.SHF_ZN2507P22200.SHF_ZN2507.SHF ZN2507 2025-06-24
18:49:43 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - ZN-buy_沪锌.csv 0.1 -11840.0 ZN2512C22400.SHF_ZN2512P22400.SHF_ZN2512.SHF ZN2512 2025-11-24
18:49:43 (AnalysisPnls_straddle_buy.java:252) listLogProfitRateOver() - valueAvg:5714.6891
18:49:43 (AnalysisPnls_straddle_buy.java:255) listLogProfitRateOver() -
: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
18:49:43 (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
18:49:43 (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]
18:49:43 (AnalysisPnls_straddle_buy.java:1193) calcStatic() -
18:49:43 (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]
18:49:43 (AnalysisPnls_straddle_buy.java:1193) calcStatic() -
18:49:43 (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]
18:49:43 (AnalysisPnls_straddle_buy.java:1193) calcStatic() -
18:49:43 (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]
18:49:43 (AnalysisPnls_straddle_buy.java:1193) calcStatic() -
18:49:43 (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() -
--- 胜率与盈亏比 ---
日胜率: 胜率=46.24% (350胜/407负), 盈亏比=1.34 (平均盈利=16,044.46元, 平均亏损=11,941.71元)
月胜率: 胜率=55.26% (21胜/17负), 盈亏比=1.34 (平均盈利=90,895.74元, 平均亏损=67,854.59元)
年胜率: 胜率=100.00% (4胜/0负), 盈亏比=∞ (平均盈利=188,820.61元, 平均亏损=0.00元)
18:41:34 (InvestmentMetricsCalculator.java:411) printResults() -
--- 每年收益 ---
2023: 收益率=5.69%, 收益=9.7万
2024: 收益率=13.32%, 收益=23.9万
2025: 收益率=19.87%, 收益=40.5万
2026: 收益率=0.60%, 收益=1.5万
18:41:34 (InvestmentMetricsCalculator.java:416) printResults() -
--- 每月收益 ---
2023-01: 收益率=2.09%, 收益=3.5万
2023-02: 收益率=-7.47%, 收益=-12.9万
2023-03: 收益率=7.44%, 收益=11.9万
2023-04: 收益率=0.06%, 收益=0.1万
2023-05: 收益率=3.79%, 收益=6.5万
2023-06: 收益率=-4.19%, 收益=-7.4万
2023-07: 收益率=-1.04%, 收益=-1.8万
2023-08: 收益率=1.85%, 收益=3.1万
2023-09: 收益率=-1.19%, 收益=-2.1万
2023-10: 收益率=1.24%, 收益=2.1万
2023-11: 收益率=-4.37%, 收益=-7.7万
2023-12: 收益率=5.50%, 收益=9.4万
2024-01: 收益率=-5.27%, 收益=-9.5万
2024-02: 收益率=-5.89%, 收益=-9.9万
2024-03: 收益率=8.49%, 收益=13.6万
2024-04: 收益率=3.46%, 收益=6.1万
2024-05: 收益率=3.52%, 收益=6.4万
2024-06: 收益率=-7.58%, 收益=-14.3万
2024-07: 收益率=-3.73%, 收益=-6.4万
2024-08: 收益率=5.61%, 收益=9.3万
2024-09: 收益率=15.34%, 收益=26.8万
2024-10: 收益率=3.14%, 收益=6.3万
2024-11: 收益率=0.72%, 收益=1.5万
2024-12: 收益率=-3.18%, 收益=-6.7万
2025-01: 收益率=-0.88%, 收益=-1.8万
2025-02: 收益率=-4.45%, 收益=-9.0万
2025-03: 收益率=-0.59%, 收益=-1.1万
2025-04: 收益率=15.75%, 收益=29.6万
2025-05: 收益率=-2.22%, 收益=-4.8万
2025-06: 收益率=-0.25%, 收益=-0.5万
2025-07: 收益率=9.70%, 收益=20.6万
2025-08: 收益率=5.29%, 收益=12.4万
2025-09: 收益率=-0.40%, 收益=-1.0万
2025-10: 收益率=-2.91%, 收益=-7.2万
2025-11: 收益率=-2.22%, 收益=-5.3万
2025-12: 收益率=4.70%, 收益=11.0万
2026-01: 收益率=2.05%, 收益=5.0万
2026-02: 收益率=-1.42%, 收益=-3.5万
18:41:34 (InvestmentMetricsCalculator.java:421) printResults() - ==================================
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - 159901-buy_159901.sz.csv 0.0418 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - 159915-buy_159915.sz.csv 0.0512 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - 159919-buy_159919.sz.csv 0.0367 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - 159922-buy_159922.sz.csv 0.0399 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - 510050-buy_510050.sh.csv 0.0427 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - 510300-buy_510300.sh.csv 0.0376 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - 510500-buy_510500.sh.csv 0.039 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - 588000-buy_588000.sh.csv 0.054 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - 588080-buy_588080.sh.csv 0.058 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - A-buy_豆一.csv 0.0338 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - AG-buy_白银.csv 0.064 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - AL-buy_沪铝.csv 0.0275 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - AO-buy_氧化铝.csv 0.1045 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - AP-buy_苹果.csv 0.0717 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - AU-buy_黄金.csv 0.0448 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - B-buy_豆二.csv 0.0472 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - BR-buy_丁二烯橡胶.csv 0.057 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - C-buy_玉米.csv 0.0286 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - CF-buy_棉花.csv 0.0461 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - CJ-buy_红枣.csv 0.0795 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - CS-buy_玉米淀粉.csv 0.0277 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - CU-buy_沪铜.csv 0.0295 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - EB-buy_苯乙烯.csv 0.035 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - EG-buy_乙二醇.csv 0.0446 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - FG-buy_玻璃.csv 0.1076 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - I-buy_铁矿石.csv 0.1069 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - IF-buy_沪深300期货.csv 0.0371 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - IH-buy_上证50期货.csv 0.0365 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - IM-buy_中证1000期货.csv 0.038 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - JD-buy_鸡蛋.csv 0.0575 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - L-buy_塑料.csv 0.0452 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - LC-buy_碳酸锂.csv 0.0873 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - LH-buy_生猪.csv 0.0557 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - M-buy_豆粕.csv 0.0518 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - MA-buy_甲醇.csv 0.0642 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - NI-buy_沪镍.csv 0.0442 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - OI-buy_菜油.csv 0.0687 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - P-buy_棕榈油.csv 0.0809 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - PB-buy_沪铅.csv 0.0356 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - PF-buy_短纤.csv 0.0279 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - PG-buy_LPG.csv 0.0653 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - PK-buy_花生.csv 0.0479 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - PP-buy_聚丙烯.csv 0.0455 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - PR-buy_瓶片.csv 0.0333 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - PS-buy_多晶硅.csv 0.077 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - PX-buy_对二甲苯.csv 0.0588 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - RB-buy_螺纹钢.csv 0.0669 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - RM-buy_菜粕.csv 0.0568 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - RU-buy_橡胶.csv 0.084 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - SA-buy_纯碱.csv 0.1005 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - SC-buy_原油.csv 0.0612 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - SF-buy_硅铁.csv 0.0448 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - SH-buy_烧碱.csv 0.0804 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - SI-buy_工业硅.csv 0.0895 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - SM-buy_锰硅.csv 0.0465 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - SN-buy_沪锡.csv 0.051 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - TA-buy_PTA.csv 0.0833 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - UR-buy_尿素.csv 0.0739 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - V-buy_PVC.csv 0.047 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - Y-buy_豆油.csv 0.0663 0.0
18:41:35 (AnalysisLog.java:90) analysisLogsFeeRates() - ZN-buy_沪锌.csv 0.0341 0.0
18:41:35 (AnalysisLog.java:96) analysisLogsFeeRates() - total avg:0.0558 count 61
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 159901-buy_159901.sz.csv 0.2 -12852.0002 90004600.SZ_90004609.SZ_null 90004600.SZ_90004609.SZ_null 2025-06-25
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 159915-buy_159915.sz.csv -2.4 -24696.0006 90001259.SZ_90001268.SZ_null 90001259.SZ_90001268.SZ_null 2022-12-28
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 159919-buy_159919.sz.csv -1.1 -15830.0003 90000584.SZ_90000593.SZ_null 90000584.SZ_90000593.SZ_null 2021-09-22
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 159919-buy_159919.sz.csv 1.5 -12500.0002 90000664.SZ_90000673.SZ_null 90000664.SZ_90000673.SZ_null 2021-12-22
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 159919-buy_159919.sz.csv 1.8 -13523.9998 90001719.SZ_90001728.SZ_null 90001719.SZ_90001728.SZ_null 2023-02-22
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 159919-buy_159919.sz.csv 0.6 -10608.0001 90001477.SZ_90001486.SZ_null 90001477.SZ_90001486.SZ_null 2023-06-28
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 159919-buy_159919.sz.csv -0.2 -14079.0 90003649.SZ_90003658.SZ_null 90003649.SZ_90003658.SZ_null 2024-07-24
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 159919-buy_159919.sz.csv 1.5 -19530.0007 90003217.SZ_90003226.SZ_null 90003217.SZ_90003226.SZ_null 2024-09-25
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 159922-buy_159922.sz.csv -1.6 -12487.9995 90002251.SZ_90002260.SZ_null 90002251.SZ_90002260.SZ_null 2023-07-26
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 510050-buy_510050.sh.csv 1.4 -27968.0 10000578.SH_10000583.SH_null 10000578.SH_10000583.SH_null 2016-04-27
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 510050-buy_510050.sh.csv -2.3 -11379.9996 10007455.SH_10007464.SH_null 10007455.SH_10007464.SH_null 2024-08-28
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 510300-buy_510300.sh.csv -2.0 -12150.0002 10003225.SH_10003234.SH_null 10003225.SH_10003234.SH_null 2021-09-22
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - 510300-buy_510300.sh.csv 1.4 -11599.9998 10003393.SH_10003402.SH_null 10003393.SH_10003402.SH_null 2021-12-22
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - A-buy_豆一.csv 0.7 -17640.0 A2303-C-5500.DCE_A2303-P-5500.DCE_A2303.DCE A2303 2023-02-07
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - AG-buy_白银.csv 0.2 -27937.5 AG2310C5900.SHF_AG2310P5900.SHF_AG2310.SHF AG2310 2023-09-22
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - AG-buy_白银.csv 0.4 -16237.5 AG2312C5800.SHF_AG2312P5800.SHF_AG2312.SHF AG2312 2023-11-24
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - AL-buy_沪铝.csv -1.0 -13225.0 AL2301C18900.SHF_AL2301P18900.SHF_AL2301.SHF AL2301 2022-12-26
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - AL-buy_沪铝.csv -1.3 -12600.0 AL2303C19000.SHF_AL2303P19000.SHF_AL2303.SHF AL2303 2023-02-22
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - AU-buy_黄金.csv -0.5 -24819.9999 AU2112C372.SHF_AU2112P372.SHF_AU2112.SHF AU2112 2021-11-24
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - B-buy_豆二.csv 0.3 -16965.0 B2301-C-5000.DCE_B2301-P-5000.DCE_B2301.DCE B2301 2022-12-07
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - B-buy_豆二.csv -0.2 -14040.0 B2601-C-3800.DCE_B2601-P-3800.DCE_B2601.DCE B2601 2025-12-16
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - CF-buy_棉花.csv -1.9 -13055.0 CF601C14200.ZCE_CF601P14200.ZCE_CF2601.ZCE 2025-12-11
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - CJ-buy_红枣.csv -4.4 -22150.0 CJ505C9600.ZCE_CJ505P9600.ZCE_CJ2505.ZCE 2025-03-27
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - CU-buy_沪铜.csv -0.8 -13950.0 CU1905C49000.SHF_CU1905P49000.SHF_CU1905.SHF 2019-04-24
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - EB-buy_苯乙烯.csv -0.9 -11775.0 EB2406-C-9400.DCE_EB2406-P-9400.DCE_EB2406.DCE EB2406 2024-05-10
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - EG-buy_乙二醇.csv -0.7 -13980.0 EG2309-C-4050.DCE_EG2309-P-4050.DCE_EG2309.DCE EG2309 2023-08-07
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - I-buy_铁矿石.csv -3.2 -19550.0004 I2305-C-910.DCE_I2305-P-910.DCE_I2305.DCE I2305 2023-04-10
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - I-buy_铁矿石.csv 4.8 -35879.9986 I2309-C-780.DCE_I2309-P-780.DCE_I2309.DCE I2309 2023-08-07
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - I-buy_铁矿石.csv -9.0 -10000.0011 I2405-C-930.DCE_I2405-P-940.DCE_I2405.DCE I2405 2024-04-09
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - I-buy_铁矿石.csv -6.4 -34080.0009 I2505-C-810.DCE_I2505-P-810.DCE_I2505.DCE I2505 2025-04-17
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - I-buy_铁矿石.csv 1.5 -34259.9999 I2601-C-770.DCE_I2601-P-770.DCE_I2601.DCE I2601 2025-12-16
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - IF-buy_沪深300期货.csv -1.2 -12320.0002 IO2111-C-4950.CFX_IO2111-P-4950.CFX_IF2111.CFX IO2111 2021-11-19
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - IF-buy_沪深300期货.csv 1.4 -10459.9995 IO2112-C-4900.CFX_IO2112-P-4900.CFX_IF2112.CFX IO2112 2021-12-17
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - IF-buy_沪深300期货.csv 0.3 -12420.0003 IO2304-C-4050.CFX_IO2304-P-4050.CFX_IF2304.CFX IO2304 2023-04-21
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - IF-buy_沪深300期货.csv 0.5 -11680.0001 IO2306-C-3950.CFX_IO2306-P-3950.CFX_IF2306.CFX IO2306 2023-06-16
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - IF-buy_沪深300期货.csv 0.7 -15200.0005 IO2512-C-4550.CFX_IO2512-P-4550.CFX_IF2512.CFX IO2512 2025-12-19
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - IH-buy_上证50期货.csv 0.5 -12119.9998 HO2404-C-2425.CFX_HO2404-P-2425.CFX_IH2404.CFX HO2404 2024-04-19
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - IM-buy_中证1000期货.csv -0.2 -22959.9997 MO2304-C-6800.CFX_MO2304-P-6800.CFX_IM2304.CFX MO2304 2023-04-21
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - L-buy_塑料.csv 0.7 -10092.5 L2110-C-8400.DCE_L2110-P-8400.DCE_L2110.DCE L2110 2021-09-07
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - L-buy_塑料.csv -3.8 -12045.0 L2305-C-8400.DCE_L2305-P-8400.DCE_L2305.DCE L2305 2023-04-10
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - L-buy_塑料.csv -1.9 -18630.0 L2306-C-8100.DCE_L2306-P-8100.DCE_L2306.DCE L2306 2023-05-10
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - L-buy_塑料.csv -0.4 -13740.0 L2402-C-8000.DCE_L2402-P-8000.DCE_L2402.DCE L2402 2024-01-08
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - L-buy_塑料.csv 3.5 -10050.0 L2405-C-8100.DCE_L2405-P-8100.DCE_L2405.DCE L2405 2024-04-09
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - L-buy_塑料.csv -2.1 -11027.5 L2409-C-8400.DCE_L2409-P-8400.DCE_L2409.DCE L2409 2024-08-07
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - L-buy_塑料.csv 0.1 -11992.5 L2509-C-7300.DCE_L2509-P-7300.DCE_L2509.DCE L2509 2025-08-18
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - LC-buy_碳酸锂.csv -2.0 -14040.0 LC2502-C-76000.GFE_LC2502-P-76000.GFE_LC2502.GFE L 2025-01-08
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - LC-buy_碳酸锂.csv -2.1 -36780.0 LC2511-C-74000.GFE_LC2511-P-74000.GFE_LC2511.GFE L 2025-10-15
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - M-buy_豆粕.csv 1.2 -18560.0 M2601-C-3050.DCE_M2601-P-3050.DCE_M2601.DCE M2601 2025-12-16
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - MA-buy_甲醇.csv 1.1 -14345.0 MA302C2600.ZCE_MA302P2600.ZCE_MA2302.ZCE MA302 2023-01-05
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - MA-buy_甲醇.csv 0.5 -24000.0 MA401C2400.ZCE_MA401P2400.ZCE_MA2401.ZCE MA401 2023-12-13
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - MA-buy_甲醇.csv 3.5 -28300.0 MA405C2425.ZCE_MA405P2425.ZCE_MA2405.ZCE MA405 2024-04-11
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - NI-buy_沪镍.csv -1.0 -14832.0 NI2503C126000.SHF_NI2503P126000.SHF_NI2503.SHF NI2503 2025-02-24
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - NI-buy_沪镍.csv 1.4 -12488.0 NI2510C120000.SHF_NI2510P120000.SHF_NI2510.SHF NI2510 2025-09-24
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - NI-buy_沪镍.csv 0.6 -18648.0 NI2511C122000.SHF_NI2511P122000.SHF_NI2511.SHF NI2511 2025-10-27
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - OI-buy_菜油.csv 1.1 -29340.0 OI405C8100.ZCE_OI405P8100.ZCE_OI2405.ZCE OI405 2024-04-11
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - OI-buy_菜油.csv -2.8 -19020.0 OI409C8300.ZCE_OI409P8300.ZCE_OI2409.ZCE OI409 2024-08-06
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - OI-buy_菜油.csv -1.4 -21350.0 OI507C9300.ZCE_OI507P9300.ZCE_OI2507.ZCE OI507 2025-06-11
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - OI-buy_菜油.csv -4.6 -11140.0 OI601C10000.ZCE_OI601P10000.ZCE_OI2601.ZCE OI601 2025-12-11
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - P-buy_棕榈油.csv -6.0 -35010.0 P2305-C-8100.DCE_P2305-P-8100.DCE_P2305.DCE P2305 2023-04-10
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - P-buy_棕榈油.csv 2.0 -10950.0 P2306-C-7400.DCE_P2306-P-7400.DCE_P2306.DCE P2306 2023-05-10
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - P-buy_棕榈油.csv 5.4 -18760.0 P2309-C-7100.DCE_P2309-P-7100.DCE_P2309.DCE P2309 2023-08-07
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - P-buy_棕榈油.csv 1.1 -19740.0 P2310-C-7500.DCE_P2310-P-7500.DCE_P2310.DCE P2310 2023-09-07
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - P-buy_棕榈油.csv 2.1 -24090.0 P2409-C-7400.DCE_P2409-P-7400.DCE_P2409.DCE P2409 2024-08-07
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - PF-buy_短纤.csv -1.2 -11960.0 PF405C7400.ZCE_PF405P7400.ZCE_PF2405.ZCE PF405 2024-04-11
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - PG-buy_LPG.csv 17.8 -39424.0 PG2011-C-3000.DCE_PG2011-P-3000.DCE_PG2011.DCE PG2011 2020-10-09
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - PG-buy_LPG.csv -0.7 -15720.0003 PG2501-C-4450.DCE_PG2501-P-4450.DCE_PG2501.DCE PG2501 2024-12-17
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - PG-buy_LPG.csv 0.5 -13459.9997 PG2510-C-4450.DCE_PG2510-P-4450.DCE_PG2510.DCE PG2510 2025-09-16
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - PG-buy_LPG.csv 1.4 -15696.0005 PG2602-C-4100.DCE_PG2602-P-4100.DCE_PG2602.DCE PG2602 2026-01-20
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - PK-buy_花生.csv -0.4 -24862.5 PK303C10400.ZCE_PK303P10400.ZCE_PK2303.ZCE PK303 2023-02-03
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - PK-buy_花生.csv 0.1 -41332.5 PK310C10600.ZCE_PK310P10600.ZCE_PK2310.ZCE PK310 2023-09-05
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - PK-buy_花生.csv 0.1 -15152.5 PK403C8900.ZCE_PK403P8900.ZCE_PK2403.ZCE PK403 2024-02-06
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - PK-buy_花生.csv 1.7 -11610.0 PK505C8100.ZCE_PK505P8100.ZCE_PK2505.ZCE PK505 2025-04-11
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - PK-buy_花生.csv -3.1 -16080.0 PK510C8100.ZCE_PK510P8100.ZCE_PK2510.ZCE PK510 2025-09-11
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - PK-buy_花生.csv -0.4 -11940.0 PK603C8100.ZCE_PK603P8100.ZCE_PK2603.ZCE PK603 2026-02-11
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - PP-buy_聚丙烯.csv 0.3 -12705.0 PP2110-C-8500.DCE_PP2110-P-8500.DCE_PP2110.DCE PP2110 2021-09-07
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - PP-buy_聚丙烯.csv -2.8 -18450.0 PP2305-C-7800.DCE_PP2305-P-7800.DCE_PP2305.DCE PP2305 2023-04-10
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - PP-buy_聚丙烯.csv 1.9 -21970.0 PP2309-C-7300.DCE_PP2309-P-7300.DCE_PP2309.DCE PP2309 2023-08-07
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - PP-buy_聚丙烯.csv -2.6 -22067.5 PP2402-C-7500.DCE_PP2402-P-7500.DCE_PP2402.DCE PP2402 2024-01-08
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - PP-buy_聚丙烯.csv -1.7 -10432.5 PP2406-C-7600.DCE_PP2406-P-7600.DCE_PP2406.DCE PP2406 2024-05-10
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - PP-buy_聚丙烯.csv -0.2 -18232.5 PP2409-C-7500.DCE_PP2409-P-7500.DCE_PP2409.DCE PP2409 2024-08-07
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - PX-buy_对二甲苯.csv 0.8 -24310.0 PX405C8500.ZCE_PX405P8500.ZCE_PX2405.ZCE PX405 2024-01-03
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - PX-buy_对二甲苯.csv -2.1 -15042.5 PX409C8500.ZCE_PX409P8500.ZCE_PX2409.ZCE PX409 2024-07-29
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - RB-buy_螺纹钢.csv 0.7 -40625.0 RB2310C3700.SHF_RB2310P3700.SHF_RB2310.SHF RB2310 2023-09-22
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - RM-buy_菜粕.csv 0.4 -31900.0 RM601C2400.ZCE_RM601P2400.ZCE_RM2601.ZCE RM601 2025-12-11
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - RU-buy_橡胶.csv 0.0 -16500.0 RU2301C12750.SHF_RU2301P12750.SHF_RU2301.SHF RU2301 2022-12-26
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - RU-buy_橡胶.csv 3.3 -24520.0 RU2309C11750.SHF_RU2309P11750.SHF_RU2309.SHF RU2309 2023-08-25
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - RU-buy_橡胶.csv 2.5 -13530.0 RU2409C14750.SHF_RU2409P14750.SHF_RU2409.SHF RU2409 2024-08-26
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - RU-buy_橡胶.csv 0.3 -32130.0 RU2601C15500.SHF_RU2601P15750.SHF_RU2601.SHF RU2601 2025-12-25
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - SA-buy_纯碱.csv -9.2 -35230.0 SA409C1820.ZCE_SA409P1820.ZCE_SA2409.ZCE SA409 2024-08-13
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - SA-buy_纯碱.csv -7.0 -23630.0 SA505C1420.ZCE_SA505P1420.ZCE_SA2505.ZCE SA505 2025-04-11
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - SC-buy_原油.csv -1.0 -26100.001 SC2407C610.INE_SC2407P610.INE_SC2407.INE S 2024-06-12
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - SC-buy_原油.csv 3.3 -13849.9987 SC2408C600.INE_SC2408P600.INE_SC2408.INE S 2024-07-15
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - SF-buy_硅铁.csv 0.7 -11840.0 SF502C6200.ZCE_SF502P6200.ZCE_SF2502.ZCE SF502 2025-01-13
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - SM-buy_锰硅.csv -0.2 -18150.0 SM405C6300.ZCE_SM405P6300.ZCE_SM2405.ZCE SM405 2024-04-11
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - SM-buy_锰硅.csv -1.1 -16745.0 SM601C5800.ZCE_SM601P5800.ZCE_SM2601.ZCE SM601 2025-12-11
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - SM-buy_锰硅.csv 1.3 -11815.0 SM603C5700.ZCE_SM603P5700.ZCE_SM2603.ZCE SM603 2026-02-11
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - TA-buy_PTA.csv -2.7 -31960.0 TA401C5700.ZCE_TA401P5700.ZCE_TA2401.ZCE TA401 2023-12-13
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - TA-buy_PTA.csv 6.3 -15172.5 TA405C5600.ZCE_TA405P5600.ZCE_TA2405.ZCE TA405 2024-04-11
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - TA-buy_PTA.csv 2.9 -14630.0 TA601C4550.ZCE_TA601P4550.ZCE_TA2601.ZCE TA601 2025-12-11
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - UR-buy_尿素.csv -7.2 -24420.0 UR405C2160.ZCE_UR405P2160.ZCE_UR2405.ZCE UR405 2024-03-19
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - UR-buy_尿素.csv -5.1 -19040.0 UR601C1720.ZCE_UR601P1720.ZCE_UR2601.ZCE UR601 2025-12-11
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - V-buy_PVC.csv 2.2 -37575.0 V2010-C-6500.DCE_V2010-P-6500.DCE_V2010.DCE V2010 2020-09-07
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - V-buy_PVC.csv -0.2 -12622.5 V2406-C-5800.DCE_V2406-P-5800.DCE_V2406.DCE V2406 2024-05-10
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - V-buy_PVC.csv -1.3 -11352.5 V2502-C-5000.DCE_V2502-P-5000.DCE_V2502.DCE V2502 2025-01-17
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - Y-buy_豆油.csv -0.5 -16500.0 Y2211-C-9800.DCE_Y2211-P-9800.DCE_Y2211.DCE Y2211 2022-09-07
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - Y-buy_豆油.csv 1.1 -38075.0 Y2301-C-9100.DCE_Y2301-P-9100.DCE_Y2301.DCE Y2301 2022-12-07
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - Y-buy_豆油.csv -0.6 -20775.0 Y2303-C-9100.DCE_Y2303-P-9100.DCE_Y2303.DCE Y2303 2023-02-07
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - Y-buy_豆油.csv -3.8 -10650.0 Y2401-C-8300.DCE_Y2401-P-8300.DCE_Y2401.DCE Y2401 2023-12-07
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - Y-buy_豆油.csv 1.6 -27900.0 Y2405-C-7600.DCE_Y2405-P-7600.DCE_Y2405.DCE Y2405 2024-04-09
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - Y-buy_豆油.csv -4.1 -16620.0 Y2409-C-7700.DCE_Y2409-P-7700.DCE_Y2409.DCE Y2409 2024-08-07
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - ZN-buy_沪锌.csv 2.1 -13680.0 ZN2105C21400.SHF_ZN2105P21400.SHF_ZN2105.SHF ZN2105 2021-04-26
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - ZN-buy_沪锌.csv 1.1 -13140.0 ZN2109C22400.SHF_ZN2109P22400.SHF_ZN2109.SHF ZN2109 2021-08-25
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - ZN-buy_沪锌.csv 0.0 -12320.0 ZN2312C21200.SHF_ZN2312P21200.SHF_ZN2312.SHF ZN2312 2023-11-24
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - ZN-buy_沪锌.csv 0.2 -13400.0 ZN2402C21400.SHF_ZN2402P21400.SHF_ZN2402.SHF ZN2402 2024-01-25
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - ZN-buy_沪锌.csv 0.5 -13020.0 ZN2504C24000.SHF_ZN2504P24000.SHF_ZN2504.SHF ZN2504 2025-03-25
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - ZN-buy_沪锌.csv -0.6 -11420.0 ZN2507C22200.SHF_ZN2507P22200.SHF_ZN2507.SHF ZN2507 2025-06-24
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - ZN-buy_沪锌.csv 0.1 -10560.0 ZN2509C22400.SHF_ZN2509P22400.SHF_ZN2509.SHF ZN2509 2025-08-25
18:41:35 (AnalysisPnls_straddle_buy.java:244) listLogProfitRateOver() - ZN-buy_沪锌.csv 0.1 -11840.0 ZN2512C22400.SHF_ZN2512P22400.SHF_ZN2512.SHF ZN2512 2025-11-24
18:41:35 (AnalysisPnls_straddle_buy.java:252) listLogProfitRateOver() - valueAvg:1603.5713
18:41:35 (AnalysisPnls_straddle_buy.java:255) listLogProfitRateOver() -
: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。

posted on 2026-02-24 18:42  how2j.cn  阅读(1)  评论(0)    收藏  举报

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