CONTROLLED RESEARCHNO TRADING仅工作区研究资产、策略参数、Sandbox 回测任务与报告可受控写入 · 不构成投资建议
智量 AI/策略回测/回测沙盒
← 返回回测沙盒

SANDBOX RUN · NOT OFFICIAL

equal_weight_portfolio

SANDBOXLONG ONLYNO T+0CNY
success
这是回测沙盒结果仅用于系统验证。不构成投资建议，不代表未来收益，不允许用于模拟或实盘交易。
总收益率-9.66%
年化收益率-3.46%
最大回撤-36.70%
Sharpe Ratio0.008
基准收益16.16%
超额收益-25.82%
Alpha-0.0565
Beta0.8557
信息比率-0.2950
跟踪误差22.47%

STRATEGY VS BENCHMARK

策略净值与基准净值

000300.SH
策略净值沪深300 · 000300.SH728 ALIGNED DAYS

CONTROLLED INPUT

回测参数、费用与数据版本

is_official=false
Run ID0d574ccf-c8e9-4726-b586-6a3d18da2240参数集LEGACY RUN策略模板LEGACY RUN模板版本—数据集A_DAILY_BARS_100数据版本ADJ_A_100_QFQ_20260717_V1Engine—Strategy—Metrics—区间2023-07-17 → 2026-07-17初始资金¥1,000,000最终价值¥903,408.075换手率1.7760波动率27.15%费用合计1469.58滑点成本948.18印花税900.65胜率30.00%

策略模板仅用于系统验证，不构成投资建议，不代表未来收益，不允许用于模拟交易或实盘交易。

IMMUTABLE AUDIT TRAIL

运行审计时间线

0 EVENTS

    STATIC VALIDATION

    策略静态验证摘要

    PASS
    规则结果0 RULES0 PASS
    失败规则NONE0
    WarningsNONE0

    TRADE FEASIBILITY

    成交可实现性摘要

    PASS
    成交数CHECKED TRADES0
    逐规则检查0 CHECKS0 PASS
    失败 / WarningNONE0 / 0

    GATES REMAIN CLOSED

    验证通过不代表交易授权

    SANDBOX ONLY

    策略模板仅用于系统验证。回测结果不构成投资建议，不代表未来收益，不允许用于模拟交易或实盘交易。strategy_gate_open=false · paper_trading_gate_open=false · live_trading_allowed=false

    EQUITY / DRAWDOWN

    净值与回撤曲线

    ADJUSTED PRICE ONLY
    组合净值回撤（独立刻度）2023-07-17 → 2026-07-17

    AUDIT TRADES

    交易记录 20 条

    交易日证券方向复权成交价数量金额费用原因
    2023-07-17000001.SZBUY9.590810,40099743.8429.92PREDECLARED_START
    2023-07-17000002.SZBUY13.04167,60099116.3129.73PREDECLARED_START
    2023-07-17000006.SZBUY4.372222,80099685.8229.91PREDECLARED_START
    2023-07-17000007.SZBUY5.142619,40099765.8629.93PREDECLARED_START
    2023-07-17000008.SZBUY2.351242,50099924.9429.98PREDECLARED_START
    2023-07-17000009.SZBUY11.47878,70099865.0229.96PREDECLARED_START
    2023-07-17000010.SZBUY2.291143,60099893.9229.97PREDECLARED_START
    2023-07-17000011.SZBUY8.779411,30099206.9929.76PREDECLARED_START
    2023-07-17000012.SZBUY5.533218,00099598.4129.88PREDECLARED_START
    2023-07-17000014.SZBUY11.92428,30098970.6929.69PREDECLARED_START
    2026-07-17000001.SZSELL10.774610,400112055.94145.67END_OF_SANDBOX_LIQUIDATION
    2026-07-17000002.SZSELL3.09857,60023548.2230.61END_OF_SANDBOX_LIQUIDATION
    2026-07-17000006.SZSELL6.067022,800138326.80179.82END_OF_SANDBOX_LIQUIDATION
    2026-07-17000007.SZSELL9.405319,400182462.72237.20END_OF_SANDBOX_LIQUIDATION
    2026-07-17000008.SZSELL2.288942,50097276.34126.46END_OF_SANDBOX_LIQUIDATION
    2026-07-17000009.SZSELL6.04708,70052608.6868.39END_OF_SANDBOX_LIQUIDATION
    2026-07-17000010.SZSELL1.679243,60073211.3895.17END_OF_SANDBOX_LIQUIDATION
    2026-07-17000011.SZSELL6.626711,30074881.5497.35END_OF_SANDBOX_LIQUIDATION
    2026-07-17000012.SZSELL3.808118,00068545.7189.11END_OF_SANDBOX_LIQUIDATION
    2026-07-17000014.SZSELL9.36538,30077732.11101.05END_OF_SANDBOX_LIQUIDATION