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
failed
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-9.61%
年化收益率-3.44%
最大回撤-36.67%
Sharpe Ratio0.009

CONTROLLED INPUT

回测参数、费用与数据版本

is_official=false
Run ID2979b5b3-80ef-4d26-b1d9-c71932523403参数集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¥903,858.039换手率—波动率—费用合计—滑点成本—印花税—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

1 EVENTS
  1. RUN_MARKED_FAILED

    Historical run retained and marked failed

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.SZSELL10.780010,400112112.00145.75END_OF_SANDBOX_LIQUIDATION
2026-07-17000002.SZSELL3.10007,60023560.0030.63END_OF_SANDBOX_LIQUIDATION
2026-07-17000006.SZSELL6.070022,800138396.00179.91END_OF_SANDBOX_LIQUIDATION
2026-07-17000007.SZSELL9.410019,400182554.00237.32END_OF_SANDBOX_LIQUIDATION
2026-07-17000008.SZSELL2.290042,50097325.00126.52END_OF_SANDBOX_LIQUIDATION
2026-07-17000009.SZSELL6.05008,70052635.0068.43END_OF_SANDBOX_LIQUIDATION
2026-07-17000010.SZSELL1.680043,60073248.0095.22END_OF_SANDBOX_LIQUIDATION
2026-07-17000011.SZSELL6.630011,30074919.0097.39END_OF_SANDBOX_LIQUIDATION
2026-07-17000012.SZSELL3.810018,00068580.0089.15END_OF_SANDBOX_LIQUIDATION
2026-07-17000014.SZSELL9.37008,30077771.00101.10END_OF_SANDBOX_LIQUIDATION