2026-02-24 buy test2

public static int atLeastYear = 0;
public boolean useOriginalPos=false;
private boolean checkAdx = true;
private int adxThrehold = 30;
private boolean useAlign = false;
public static int highPos = 180;

19:10:48 (AnalysisPnls_straddle_buy.java:210) calcTotalPnls() - logTotal:1643603.9939 cumuTotal 1643603.9939 cumu_detail_Total 1643219.0
19:10:49 (AnalysisPnls_straddle_buy.java:745) createTotalPnls() - 4023
19:10:49 (AnalysisPnls_straddle_buy.java:811) createTotalPnls() - totalCount:61
19:10:49 (AnalysisPnls_straddle_buy.java:536) analysisFutureProfitDistribution() - totalCount:61
19:10:49 (InvestmentMetricsCalculator.java:389) printResults() - ========== 投资绩效分析 ==========
19:10:49 (InvestmentMetricsCalculator.java:390) printResults() - 总年限: 3.12
19:10:49 (InvestmentMetricsCalculator.java:391) printResults() - 总收益: 116万
19:10:49 (InvestmentMetricsCalculator.java:392) printResults() - 年化回报率: 18.16%
19:10:49 (InvestmentMetricsCalculator.java:393) printResults() - 夏普比率: 1.00
19:10:49 (InvestmentMetricsCalculator.java:394) printResults() - 卡玛比率: 1.49
19:10:49 (InvestmentMetricsCalculator.java:395) printResults() - 最大回撤金额: 383,748.15 元
19:10:49 (InvestmentMetricsCalculator.java:396) printResults() - 最大回撤比例: 12.21%
19:10:49 (InvestmentMetricsCalculator.java:400) printResults() - 最大回撤期: 2025-07-25 至 2025-08-07

19:10:50 (AnalysisLog.java:96) analysisLogsFeeRates() - total avg:0.049 count 61

:交易统计:
总交易次数: 338
盈利次数: 180, 亏损次数: 158
胜率: 53.25%
盈亏比: 1.73
总盈亏: 1,643,603.99
最大盈利: 192,150.00, 最大亏损: 48,480.00
期望值: 4,862.73

 

public static int atLeastYear = 0;
public boolean useOriginalPos=true;
private boolean checkAdx = true;
private int adxThrehold = 30;
private boolean useAlign = false;
public static int highPos = 180;

19:19:02 (AnalysisPnls_straddle_buy.java:210) calcTotalPnls() - logTotal:1425337.9878 cumuTotal 1425337.9878 cumu_detail_Total 1424820.0

19:19:03 (AnalysisPnls_straddle_buy.java:745) createTotalPnls() - 4023
19:19:03 (AnalysisPnls_straddle_buy.java:811) createTotalPnls() - totalCount:61
19:19:03 (AnalysisPnls_straddle_buy.java:536) analysisFutureProfitDistribution() - totalCount:61
19:19:03 (InvestmentMetricsCalculator.java:389) printResults() - ========== 投资绩效分析 ==========
19:19:03 (InvestmentMetricsCalculator.java:390) printResults() - 总年限: 3.12
19:19:03 (InvestmentMetricsCalculator.java:391) printResults() - 总收益: 98万
19:19:03 (InvestmentMetricsCalculator.java:392) printResults() - 年化回报率: 15.78%
19:19:03 (InvestmentMetricsCalculator.java:393) printResults() - 夏普比率: 0.70
19:19:03 (InvestmentMetricsCalculator.java:394) printResults() - 卡玛比率: 0.83
19:19:03 (InvestmentMetricsCalculator.java:395) printResults() - 最大回撤金额: 451,433.95 元
19:19:03 (InvestmentMetricsCalculator.java:396) printResults() - 最大回撤比例: 19.07%
19:19:03 (InvestmentMetricsCalculator.java:400) printResults() - 最大回撤期: 2024-05-28 至 2024-07-18
19:19:03 (InvestmentMetricsCalculator.java:406) printResults() -

19:19:04 (AnalysisLog.java:96) analysisLogsFeeRates() - total avg:0.0556 count 61

:交易统计:
总交易次数: 561
盈利次数: 256, 亏损次数: 305
胜率: 45.63%
盈亏比: 1.64
总盈亏: 1,425,337.99
最大盈利: 219,520.00, 最大亏损: 55,962.50
期望值: 2,540.71

 

public static int atLeastYear = 0;
public boolean useOriginalPos=true;
private boolean checkAdx = true;
private int adxThrehold = 20;
private boolean useAlign = false;
public static int highPos = 180;

 

19:30:33 (AnalysisPnls_straddle_buy.java:210) calcTotalPnls() - logTotal:888696.9903 cumuTotal 888696.9903 cumu_detail_Total 888522.0
19:30:34 (AnalysisPnls_straddle_buy.java:745) createTotalPnls() - 4023
19:30:34 (AnalysisPnls_straddle_buy.java:811) createTotalPnls() - totalCount:60
19:30:34 (AnalysisPnls_straddle_buy.java:536) analysisFutureProfitDistribution() - totalCount:60
19:30:34 (InvestmentMetricsCalculator.java:389) printResults() - ========== 投资绩效分析 ==========
19:30:34 (InvestmentMetricsCalculator.java:390) printResults() - 总年限: 3.12
19:30:34 (InvestmentMetricsCalculator.java:391) printResults() - 总收益: 85万
19:30:34 (InvestmentMetricsCalculator.java:392) printResults() - 年化回报率: 13.88%
19:30:34 (InvestmentMetricsCalculator.java:393) printResults() - 夏普比率: 0.76
19:30:34 (InvestmentMetricsCalculator.java:394) printResults() - 卡玛比率: 1.22
19:30:34 (InvestmentMetricsCalculator.java:395) printResults() - 最大回撤金额: 260,387.22 元
19:30:34 (InvestmentMetricsCalculator.java:396) printResults() - 最大回撤比例: 11.37%
19:30:34 (InvestmentMetricsCalculator.java:400) printResults() - 最大回撤期: 2024-11-11 至 2025-04-02
19:30:34 (InvestmentMetricsCalculator.java:406) printResults() -

19:30:35 (AnalysisLog.java:96) analysisLogsFeeRates() - total avg:0.0556 count 60

:交易统计:
总交易次数: 409
盈利次数: 185, 亏损次数: 224
胜率: 45.23%
盈亏比: 1.62
总盈亏: 888,696.99
最大盈利: 200,360.00, 最大亏损: 55,962.50
期望值: 2,172.85

public static int atLeastYear = 0;
public boolean useOriginalPos=true;
private boolean checkAdx = true;
private int adxThrehold = 15;
private boolean useAlign = false;
public static int highPos = 180;

19:40:07 (AnalysisPnls_straddle_buy.java:210) calcTotalPnls() - logTotal:841838.4888 cumuTotal 841838.4888 cumu_detail_Total 842035.0
19:40:08 (AnalysisPnls_straddle_buy.java:745) createTotalPnls() - 4023
19:40:08 (AnalysisPnls_straddle_buy.java:811) createTotalPnls() - totalCount:60
19:40:08 (AnalysisPnls_straddle_buy.java:536) analysisFutureProfitDistribution() - totalCount:60
19:40:08 (InvestmentMetricsCalculator.java:389) printResults() - ========== 投资绩效分析 ==========
19:40:08 (InvestmentMetricsCalculator.java:390) printResults() - 总年限: 3.12
19:40:08 (InvestmentMetricsCalculator.java:391) printResults() - 总收益: 70万
19:40:08 (InvestmentMetricsCalculator.java:392) printResults() - 年化回报率: 11.66%
19:40:08 (InvestmentMetricsCalculator.java:393) printResults() - 夏普比率: 0.78
19:40:08 (InvestmentMetricsCalculator.java:394) printResults() - 卡玛比率: 1.13
19:40:08 (InvestmentMetricsCalculator.java:395) printResults() - 最大回撤金额: 214,358.75 元
19:40:08 (InvestmentMetricsCalculator.java:396) printResults() - 最大回撤比例: 10.28%
19:40:08 (InvestmentMetricsCalculator.java:400) printResults() - 最大回撤期: 2024-05-22 至 2025-04-01
19:40:08 (InvestmentMetricsCalculator.java:406) printResults() -

19:40:09 (AnalysisLog.java:96) analysisLogsFeeRates() - total avg:0.0551 count 60

:交易统计:
总交易次数: 245
盈利次数: 114, 亏损次数: 131
胜率: 46.53%
盈亏比: 1.76
总盈亏: 841,838.49
最大盈利: 200,360.00, 最大亏损: 55,962.50
期望值: 3,436.08

 

public static int atLeastYear = 0;
public boolean useOriginalPos=true;
private boolean checkAdx = true;
private int adxThrehold = 25;
private boolean useAlign = false;
public static int highPos = 180;

 

19:59:37 (InvestmentMetricsCalculator.java:389) printResults() - ========== 投资绩效分析 ==========
19:59:37 (InvestmentMetricsCalculator.java:390) printResults() - 总年限: 3.12
19:59:37 (InvestmentMetricsCalculator.java:391) printResults() - 总收益: 116万
19:59:37 (InvestmentMetricsCalculator.java:392) printResults() - 年化回报率: 18.14%
19:59:37 (InvestmentMetricsCalculator.java:393) printResults() - 夏普比率: 0.91
19:59:37 (InvestmentMetricsCalculator.java:394) printResults() - 卡玛比率: 1.79
19:59:37 (InvestmentMetricsCalculator.java:395) printResults() - 最大回撤金额: 308,354.70 元
19:59:37 (InvestmentMetricsCalculator.java:396) printResults() - 最大回撤比例: 10.14%
19:59:37 (InvestmentMetricsCalculator.java:400) printResults() - 最大回撤期: 2025-07-25 至 2025-10-27

19:59:38 (AnalysisLog.java:96) analysisLogsFeeRates() - total avg:0.0552 count 61

:交易统计:
总交易次数: 507
盈利次数: 235, 亏损次数: 272
胜率: 46.35%
盈亏比: 1.76
总盈亏: 1,663,995.48
最大盈利: 219,520.00, 最大亏损: 55,962.50
期望值: 3,282.04