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
← 返回回测沙盒

SANDBOX RUN · NOT OFFICIAL

buy_and_hold

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12.14%
年化收益率4.05%
最大回撤-26.71%
Sharpe Ratio0.312
基准收益16.16%
超额收益-4.02%
Alpha0.0168
Beta0.6431
信息比率-0.0414
跟踪误差18.12%

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 ID4f329368-bee8-4f09-b990-ba6459ee437e参数集BT_PARAM_BUY_AND_HOLD_000001_V1策略模板BUY_AND_HOLD模板版本BUY_AND_HOLD_V0_1数据集A_DAILY_BARS_100数据版本ADJ_A_100_QFQ_20260717_V1Enginebacktest_engine_v0.1Strategybuy_and_hold_v0.1Metricsmetrics_v0.1区间2023-07-172026-07-17初始资金¥100,000最终价值¥112,136.507换手率2.0174波动率20.53%费用合计175.60滑点成本105.90印花税112.06胜率100.00%
查看运行时参数快照
{
  "id": 1,
  "notes": "演示买入持有参数,不构成投资建议。",
  "allow_t0": false,
  "end_date": "2026-07-17",
  "is_active": true,
  "is_sandbox": true,
  "start_date": "2023-07-17",
  "allow_short": false,
  "price_field": "adjusted_close/adjusted_open",
  "initial_cash": 100000,
  "cash_currency": "CNY",
  "slippage_rate": 0.0005,
  "strategy_name": "buy_and_hold",
  "strategy_type": "DEMO",
  "universe_name": "A_DAILY_BARS_100",
  "allow_leverage": false,
  "benchmark_code": "000300.SH",
  "stamp_tax_sell": 0.001,
  "commission_rate": 0.0003,
  "max_position_count": 1,
  "parameter_set_code": "BT_PARAM_BUY_AND_HOLD_000001_V1",
  "rebalance_frequency": "NONE",
  "strategy_parameters": {
    "mode": "buy_and_hold",
    "symbols": [
      "000001.SZ"
    ]
  },
  "execution_price_rule": "next_trade_day_adjusted_open",
  "adjusted_data_version": "ADJ_A_100_QFQ_20260717_V1"
}

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

8 EVENTS
  1. RUN_CREATED

    Sandbox run record created

  2. PARAMETERS_LOADED

    Active parameter set and immutable snapshot loaded

  3. DATA_VERSION_CHECKED

    Adjusted data version validation passed

  4. DATA_LOADED

    Adjusted sandbox price data loaded

  5. TRADES_GENERATED

    Sandbox trades and equity curve persisted

  6. METRICS_CALCULATED

    Sandbox metrics calculated

  7. RUN_COMPLETED

    Sandbox run completed successfully

  8. BENCHMARK_ATTACHED

    Default benchmark metrics attached

STATIC VALIDATION

策略静态验证摘要

PASS
规则结果9 RULES9 PASS
失败规则NONE0
WarningsNONE0

TRADE FEASIBILITY

成交可实现性摘要

PASS
成交数CHECKED TRADES2
逐规则检查14 CHECKS14 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)2023-07-172026-07-17

AUDIT TRADES

交易记录 2

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
2026-07-17000001.SZSELL10.774610,400112055.94145.67END_OF_SANDBOX_LIQUIDATION