[ { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 614, "trigger_date": "2021-05-15", "trigger_time_bjt": "2021-05-15 08:00", "entry_i": 614, "entry_date": "2021-05-15", "entry_time_bjt": "2021-05-15 08:00", "entry_price": 49873.27, "notional_usdt": 100000.0, "btc_qty": -2.0050820810426107, "equity_before": 100000.0, "trigger_close": 49873.27, "trigger_prev_close": 49707.9, "trigger_ma120": 50514.83641666665, "trigger_ma120_slope_pct": 0.17699281737493244, "bull_age": null, "bear_age": 3, "time_factor": "跌破MA120第3天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 617, "exit_date": "2021-05-18", "exit_time_bjt": "2021-05-18 08:00", "exit_price": 43566.18, "held_days": 3, "pnl_pct": 12.646233142523034, "pnl_usdt": 12646.233142523035, "equity_after": 112646.23314252304, "reason": "空单止盈：08:00收盘跌幅达到12%" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 637, "trigger_date": "2021-06-07", "trigger_time_bjt": "2021-06-07 08:00", "entry_i": 637, "entry_date": "2021-06-07", "entry_time_bjt": "2021-06-07 08:00", "entry_price": 35801.71, "notional_usdt": 112646.23314252304, "btc_qty": 3.146392536628084, "equity_before": 112646.23314252304, "trigger_close": 35801.71, "trigger_prev_close": 35498.62, "trigger_ma120": 51259.74108333334, "trigger_ma120_slope_pct": -0.056020222451669266, "bull_age": null, "bear_age": 26, "time_factor": "熊段第26天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 644, "exit_date": "2021-06-14", "exit_time_bjt": "2021-06-14 08:00", "exit_price": 38993.65, "held_days": 7, "pnl_pct": 8.915607662315583, "pnl_usdt": 10043.09619336466, "equity_after": 122689.3293358877, "reason": "短多止盈：08:00收盘收益超过+8%" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 644, "trigger_date": "2021-06-14", "trigger_time_bjt": "2021-06-14 08:00", "entry_i": 644, "entry_date": "2021-06-14", "entry_time_bjt": "2021-06-14 08:00", "entry_price": 38993.65, "notional_usdt": 122689.3293358877, "btc_qty": 3.1463925366280843, "equity_before": 122689.3293358877, "trigger_close": 38993.65, "trigger_prev_close": 35537.05, "trigger_ma120": 50705.63108333335, "trigger_ma120_slope_pct": -0.1350418520482899, "bull_age": null, "bear_age": 33, "time_factor": "熊段第33天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 652, "exit_date": "2021-06-22", "exit_time_bjt": "2021-06-22 08:00", "exit_price": 31606.0, "held_days": 8, "pnl_pct": -18.945777068830438, "pnl_usdt": -23244.446823220467, "equity_after": 99444.88251266723, "reason": "短多止损：08:00收盘回撤12%" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 653, "trigger_date": "2021-06-23", "trigger_time_bjt": "2021-06-23 08:00", "entry_i": 653, "entry_date": "2021-06-23", "entry_time_bjt": "2021-06-23 08:00", "entry_price": 32496.0, "notional_usdt": 99444.88251266723, "btc_qty": 3.060219181212064, "equity_before": 99444.88251266723, "trigger_close": 32496.0, "trigger_prev_close": 31606.0, "trigger_ma120": 49495.91108333333, "trigger_ma120_slope_pct": -0.3627681988040865, "bull_age": null, "bear_age": 42, "time_factor": "熊段第42天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 660, "exit_date": "2021-06-30", "exit_time_bjt": "2021-06-30 08:00", "exit_price": 35911.26, "held_days": 7, "pnl_pct": 10.509785819793205, "pnl_usdt": 10451.444160826313, "equity_after": 109896.32667349355, "reason": "短多止盈：08:00收盘收益超过+8%" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 660, "trigger_date": "2021-06-30", "trigger_time_bjt": "2021-06-30 08:00", "entry_i": 660, "entry_date": "2021-06-30", "entry_time_bjt": "2021-06-30 08:00", "entry_price": 35911.26, "notional_usdt": 109896.32667349355, "btc_qty": 3.060219181212064, "equity_before": 109896.32667349355, "trigger_close": 35911.26, "trigger_prev_close": 34487.22, "trigger_ma120": 48698.496416666654, "trigger_ma120_slope_pct": -0.233571278547684, "bull_age": null, "bear_age": 49, "time_factor": "熊段第49天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 677, "exit_date": "2021-07-17", "exit_time_bjt": "2021-07-17 08:00", "exit_price": 31382.95, "held_days": 17, "pnl_pct": -12.609721853257172, "pnl_usdt": -13857.621120474407, "equity_after": 96038.70555301914, "reason": "短多止损：08:00收盘回撤12%" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 678, "trigger_date": "2021-07-18", "trigger_time_bjt": "2021-07-18 08:00", "entry_i": 678, "entry_date": "2021-07-18", "entry_time_bjt": "2021-07-18 08:00", "entry_price": 31496.65, "notional_usdt": 96038.70555301914, "btc_qty": 3.049172072363859, "equity_before": 96038.70555301914, "trigger_close": 31496.65, "trigger_prev_close": 31382.95, "trigger_ma120": 45529.40699999999, "trigger_ma120_slope_pct": -0.4843692615680295, "bull_age": null, "bear_age": 67, "time_factor": "熊段第67天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 685, "exit_date": "2021-07-25", "exit_time_bjt": "2021-07-25 08:00", "exit_price": 34230.0, "held_days": 7, "pnl_pct": 8.678224509590704, "pnl_usdt": 8334.454483995756, "equity_after": 104373.1600370149, "reason": "短多止盈：08:00收盘收益超过+8%" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 685, "trigger_date": "2021-07-25", "trigger_time_bjt": "2021-07-25 08:00", "entry_i": 685, "entry_date": "2021-07-25", "entry_time_bjt": "2021-07-25 08:00", "entry_price": 34230.0, "notional_usdt": 104373.1600370149, "btc_qty": 3.049172072363859, "equity_before": 104373.1600370149, "trigger_close": 34230.0, "trigger_prev_close": 33634.46, "trigger_ma120": 44211.59025, "trigger_ma120_slope_pct": -0.39052299596258333, "bull_age": null, "bear_age": 74, "time_factor": "熊段第74天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 687, "exit_date": "2021-07-27", "exit_time_bjt": "2021-07-27 08:00", "exit_price": 37218.09, "held_days": 2, "pnl_pct": 8.72944785276073, "pnl_usdt": 9111.200577709717, "equity_after": 113484.36061472462, "reason": "短多止盈：08:00收盘收益超过+8%" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 687, "trigger_date": "2021-07-27", "trigger_time_bjt": "2021-07-27 08:00", "entry_i": 687, "entry_date": "2021-07-27", "entry_time_bjt": "2021-07-27 08:00", "entry_price": 37218.09, "notional_usdt": 113484.36061472462, "btc_qty": 3.0491720723638593, "equity_before": 113484.36061472462, "trigger_close": 37218.09, "trigger_prev_close": 35370.66, "trigger_ma120": 43886.22083333333, "trigger_ma120_slope_pct": -0.3516977088769524, "bull_age": null, "bear_age": 76, "time_factor": "熊段第76天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 691, "exit_date": "2021-07-31", "exit_time_bjt": "2021-07-31 08:00", "exit_price": 42203.25, "held_days": 4, "pnl_pct": 13.394454148506817, "pnl_usdt": 15200.610648265418, "equity_after": 128684.97126299003, "reason": "短多止盈：08:00收盘收益超过+8%" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 691, "trigger_date": "2021-07-31", "trigger_time_bjt": "2021-07-31 08:00", "entry_i": 691, "entry_date": "2021-07-31", "entry_time_bjt": "2021-07-31 08:00", "entry_price": 42203.25, "notional_usdt": 128684.97126299003, "btc_qty": 3.049172072363859, "equity_before": 128684.97126299003, "trigger_close": 42203.25, "trigger_prev_close": 40012.9, "trigger_ma120": 43282.79175000002, "trigger_ma120_slope_pct": -0.31840855860501005, "bull_age": null, "bear_age": 80, "time_factor": "熊段第80天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 698, "exit_date": "2021-08-07", "exit_time_bjt": "2021-08-07 08:00", "exit_price": 42825.43, "held_days": 7, "pnl_pct": 1.4742466516204367, "pnl_usdt": 1897.1338799833518, "equity_after": 130582.10514297338, "reason": "短多到期/08:00收盘收复MA120退出" }, { "module": "LONG_HOLD", "module_name": "MA120上方多方长持", "direction": "long", "trigger_i": 698, "trigger_date": "2021-08-07", "trigger_time_bjt": "2021-08-07 08:00", "entry_i": 698, "entry_date": "2021-08-07", "entry_time_bjt": "2021-08-07 08:00", "entry_price": 42825.43, "notional_usdt": 130582.10514297338, "btc_qty": 3.049172072363859, "equity_before": 130582.10514297338, "trigger_close": 42825.43, "trigger_prev_close": 40882.4, "trigger_ma120": 42251.46116666669, "trigger_ma120_slope_pct": -0.30079468510787466, "bull_age": 1, "bear_age": null, "time_factor": "站上MA120第1天 · 多头早中段", "rule": "北京时间08:00收盘价高于MA120，按该收盘价做多；08:00收盘跌回MA120下方退出。", "exit_i": 818, "exit_date": "2021-12-05", "exit_time_bjt": "2021-12-05 08:00", "exit_price": 49135.66, "held_days": 120, "pnl_pct": 14.734773241039267, "pnl_usdt": 19240.9770861926, "equity_after": 149823.08222916597, "reason": "08:00收盘跌回MA120下方，按收盘价退出" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 818, "trigger_date": "2021-12-05", "trigger_time_bjt": "2021-12-05 08:00", "entry_i": 818, "entry_date": "2021-12-05", "entry_time_bjt": "2021-12-05 08:00", "entry_price": 49135.66, "notional_usdt": 149823.08222916597, "btc_qty": -3.049172072363859, "equity_before": 149823.08222916597, "trigger_close": 49135.66, "trigger_prev_close": 53612.0, "trigger_ma120": 53222.58583333335, "trigger_ma120_slope_pct": 0.09890022460612435, "bull_age": null, "bear_age": 1, "time_factor": "跌破MA120第1天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 823, "exit_date": "2021-12-10", "exit_time_bjt": "2021-12-10 08:00", "exit_price": 47539.76, "held_days": 5, "pnl_pct": 3.247946603342667, "pnl_usdt": 4866.173710285488, "equity_after": 154689.25593945145, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 825, "trigger_date": "2021-12-12", "trigger_time_bjt": "2021-12-12 08:00", "entry_i": 825, "entry_date": "2021-12-12", "entry_time_bjt": "2021-12-12 08:00", "entry_price": 49381.15, "notional_usdt": 154689.25593945145, "btc_qty": -3.132556773980587, "equity_before": 154689.25593945145, "trigger_close": 49381.15, "trigger_prev_close": 47136.35, "trigger_ma120": 53447.19541666668, "trigger_ma120_slope_pct": 0.024775599858029018, "bull_age": null, "bear_age": 8, "time_factor": "跌破MA120第8天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 830, "exit_date": "2021-12-17", "exit_time_bjt": "2021-12-17 08:00", "exit_price": 47624.5, "held_days": 5, "pnl_pct": 3.557329061797875, "pnl_usdt": 5502.8058570130015, "equity_after": 160192.06179646446, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 832, "trigger_date": "2021-12-19", "trigger_time_bjt": "2021-12-19 08:00", "entry_i": 832, "entry_date": "2021-12-19", "entry_time_bjt": "2021-12-19 08:00", "entry_price": 46815.99, "notional_usdt": 160192.06179646446, "btc_qty": 3.4217382094550275, "equity_before": 160192.06179646446, "trigger_close": 46815.99, "trigger_prev_close": 46125.33, "trigger_ma120": 53521.84225000001, "trigger_ma120_slope_pct": -0.03917036599846435, "bull_age": null, "bear_age": 15, "time_factor": "熊段第15天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 837, "exit_date": "2021-12-24", "exit_time_bjt": "2021-12-24 08:00", "exit_price": 50817.92, "held_days": 5, "pnl_pct": 8.548211839587294, "pnl_usdt": 13693.556792564368, "equity_after": 173885.61858902883, "reason": "短多止盈：08:00收盘收益超过+8%" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 837, "trigger_date": "2021-12-24", "trigger_time_bjt": "2021-12-24 08:00", "entry_i": 837, "entry_date": "2021-12-24", "entry_time_bjt": "2021-12-24 08:00", "entry_price": 50817.92, "notional_usdt": 173885.61858902883, "btc_qty": -3.4217382094550275, "equity_before": 173885.61858902883, "trigger_close": 50817.92, "trigger_prev_close": 48569.69, "trigger_ma120": 53500.77591666667, "trigger_ma120_slope_pct": 0.028438669832753227, "bull_age": null, "bear_age": 20, "time_factor": "跌破MA120第20天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 842, "exit_date": "2021-12-29", "exit_time_bjt": "2021-12-29 08:00", "exit_price": 47522.03, "held_days": 5, "pnl_pct": 6.485684577408914, "pnl_usdt": 11277.67274716073, "equity_after": 185163.29133618955, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 844, "trigger_date": "2021-12-31", "trigger_time_bjt": "2021-12-31 08:00", "entry_i": 844, "entry_date": "2021-12-31", "entry_time_bjt": "2021-12-31 08:00", "entry_price": 47095.02, "notional_usdt": 185163.29133618955, "btc_qty": 3.9316957787933746, "equity_before": 185163.29133618955, "trigger_close": 47095.02, "trigger_prev_close": 46436.54, "trigger_ma120": 53559.582833333334, "trigger_ma120_slope_pct": -0.02718848608370683, "bull_age": null, "bear_age": 27, "time_factor": "熊段第27天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 865, "exit_date": "2022-01-21", "exit_time_bjt": "2022-01-21 08:00", "exit_price": 40661.69, "held_days": 21, "pnl_pct": -13.660319074076188, "pnl_usdt": -25293.896404584764, "equity_after": 159869.3949316048, "reason": "短多止损：08:00收盘回撤12%" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 868, "trigger_date": "2022-01-24", "trigger_time_bjt": "2022-01-24 08:00", "entry_i": 868, "entry_date": "2022-01-24", "entry_time_bjt": "2022-01-24 08:00", "entry_price": 36230.01, "notional_usdt": 159869.3949316048, "btc_qty": 4.4126235386522055, "equity_before": 159869.3949316048, "trigger_close": 36230.01, "trigger_prev_close": 35043.73, "trigger_ma120": 52744.496083333324, "trigger_ma120_slope_pct": -0.10135435820016747, "bull_age": null, "bear_age": 51, "time_factor": "熊段第51天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 880, "exit_date": "2022-02-05", "exit_time_bjt": "2022-02-05 08:00", "exit_price": 41550.0, "held_days": 12, "pnl_pct": 14.683931911694192, "pnl_usdt": 23475.113099394333, "equity_after": 183344.50803099913, "reason": "短多止盈：08:00收盘收益超过+8%" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 880, "trigger_date": "2022-02-05", "trigger_time_bjt": "2022-02-05 08:00", "entry_i": 880, "entry_date": "2022-02-05", "entry_time_bjt": "2022-02-05 08:00", "entry_price": 41550.0, "notional_usdt": 183344.50803099913, "btc_qty": 4.4126235386522055, "equity_before": 183344.50803099913, "trigger_close": 41550.0, "trigger_prev_close": 37289.86, "trigger_ma120": 51817.54274999999, "trigger_ma120_slope_pct": -0.19685812822944904, "bull_age": null, "bear_age": 63, "time_factor": "熊段第63天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 910, "exit_date": "2022-03-07", "exit_time_bjt": "2022-03-07 08:00", "exit_price": 38401.1, "held_days": 30, "pnl_pct": -7.578580024067394, "pnl_usdt": -13894.91026086194, "equity_after": 169449.5977701372, "reason": "短多到期/08:00收盘收复MA120退出" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 912, "trigger_date": "2022-03-09", "trigger_time_bjt": "2022-03-09 08:00", "entry_i": 912, "entry_date": "2022-03-09", "entry_time_bjt": "2022-03-09 08:00", "entry_price": 38709.9, "notional_usdt": 169449.5977701372, "btc_qty": 4.3774227722142705, "equity_before": 169449.5977701372, "trigger_close": 38709.9, "trigger_prev_close": 37963.8, "trigger_ma120": 46535.04766666665, "trigger_ma120_slope_pct": -0.5148143750897116, "bull_age": null, "bear_age": 95, "time_factor": "熊段第95天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 913, "exit_date": "2022-03-10", "exit_time_bjt": "2022-03-10 08:00", "exit_price": 41937.5, "held_days": 1, "pnl_pct": 8.337918723634008, "pnl_usdt": 14128.569739598783, "equity_after": 183578.16750973597, "reason": "短多止盈：08:00收盘收益超过+8%" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 913, "trigger_date": "2022-03-10", "trigger_time_bjt": "2022-03-10 08:00", "entry_i": 913, "entry_date": "2022-03-10", "entry_time_bjt": "2022-03-10 08:00", "entry_price": 41937.5, "notional_usdt": 183578.16750973597, "btc_qty": 4.3774227722142705, "equity_before": 183578.16750973597, "trigger_close": 41937.5, "trigger_prev_close": 38709.9, "trigger_ma120": 46326.11033333331, "trigger_ma120_slope_pct": -0.44898918945989186, "bull_age": null, "bear_age": 96, "time_factor": "熊段第96天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 928, "exit_date": "2022-03-25", "exit_time_bjt": "2022-03-25 08:00", "exit_price": 43973.4, "held_days": 15, "pnl_pct": 4.854605067064077, "pnl_usdt": 8911.995021951021, "equity_after": 192490.162531687, "reason": "短多到期/08:00收盘收复MA120退出" }, { "module": "LONG_HOLD", "module_name": "MA120上方多方长持", "direction": "long", "trigger_i": 928, "trigger_date": "2022-03-25", "trigger_time_bjt": "2022-03-25 08:00", "entry_i": 928, "entry_date": "2022-03-25", "entry_time_bjt": "2022-03-25 08:00", "entry_price": 43973.4, "notional_usdt": 192490.162531687, "btc_qty": 4.3774227722142705, "equity_before": 192490.162531687, "trigger_close": 43973.4, "trigger_prev_close": 42867.9, "trigger_ma120": 43814.04999999998, "trigger_ma120_slope_pct": -0.25027482709483184, "bull_age": 1, "bear_age": null, "time_factor": "站上MA120第1天 · 多头早中段", "rule": "北京时间08:00收盘价高于MA120，按该收盘价做多；08:00收盘跌回MA120下方退出。", "exit_i": 943, "exit_date": "2022-04-09", "exit_time_bjt": "2022-04-09 08:00", "exit_price": 42229.2, "held_days": 15, "pnl_pct": -3.96648883188474, "pnl_usdt": -7635.10079929615, "equity_after": 184855.06173239087, "reason": "08:00收盘跌回MA120下方，按收盘价退出" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 943, "trigger_date": "2022-04-09", "trigger_time_bjt": "2022-04-09 08:00", "entry_i": 943, "entry_date": "2022-04-09", "entry_time_bjt": "2022-04-09 08:00", "entry_price": 42229.2, "notional_usdt": 184855.06173239087, "btc_qty": -4.3774227722142705, "equity_before": 184855.06173239087, "trigger_close": 42229.2, "trigger_prev_close": 43417.1, "trigger_ma120": 42793.81625000002, "trigger_ma120_slope_pct": -0.10330686167626668, "bull_age": null, "bear_age": 1, "time_factor": "跌破MA120第1天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 948, "exit_date": "2022-04-14", "exit_time_bjt": "2022-04-14 08:00", "exit_price": 41129.8, "held_days": 5, "pnl_pct": 2.603411857198323, "pnl_usdt": 4812.538595772343, "equity_after": 189667.60032816321, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 948, "trigger_date": "2022-04-14", "trigger_time_bjt": "2022-04-14 08:00", "entry_i": 948, "entry_date": "2022-04-14", "entry_time_bjt": "2022-04-14 08:00", "entry_price": 41129.8, "notional_usdt": 189667.60032816321, "btc_qty": -4.6114398885519305, "equity_before": 189667.60032816321, "trigger_close": 41129.8, "trigger_prev_close": 40060.7, "trigger_ma120": 42493.69725000001, "trigger_ma120_slope_pct": -0.14088568443987315, "bull_age": null, "bear_age": 6, "time_factor": "跌破MA120第6天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 953, "exit_date": "2022-04-19", "exit_time_bjt": "2022-04-19 08:00", "exit_price": 40785.6, "held_days": 5, "pnl_pct": 0.8368628099334409, "pnl_usdt": 1587.2576096395946, "equity_after": 191254.85793780282, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 953, "trigger_date": "2022-04-19", "trigger_time_bjt": "2022-04-19 08:00", "entry_i": 953, "entry_date": "2022-04-19", "entry_time_bjt": "2022-04-19 08:00", "entry_price": 40785.6, "notional_usdt": 191254.85793780282, "btc_qty": -4.68927410502243, "equity_before": 191254.85793780282, "trigger_close": 40785.6, "trigger_prev_close": 39649.1, "trigger_ma120": 42203.165333333345, "trigger_ma120_slope_pct": -0.11603007873239868, "bull_age": null, "bear_age": 11, "time_factor": "跌破MA120第11天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 958, "exit_date": "2022-04-24", "exit_time_bjt": "2022-04-24 08:00", "exit_price": 39415.1, "held_days": 5, "pnl_pct": 3.3602545996626256, "pnl_usdt": 6426.650160933239, "equity_after": 197681.50809873606, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 958, "trigger_date": "2022-04-24", "trigger_time_bjt": "2022-04-24 08:00", "entry_i": 958, "entry_date": "2022-04-24", "entry_time_bjt": "2022-04-24 08:00", "entry_price": 39415.1, "notional_usdt": 197681.50809873606, "btc_qty": -5.015375023753233, "equity_before": 197681.50809873606, "trigger_close": 39415.1, "trigger_prev_close": 39674.2, "trigger_ma120": 41839.58408333335, "trigger_ma120_slope_pct": -0.22641345401688273, "bull_age": null, "bear_age": 16, "time_factor": "跌破MA120第16天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 963, "exit_date": "2022-04-29", "exit_time_bjt": "2022-04-29 08:00", "exit_price": 39732.5, "held_days": 5, "pnl_pct": -0.8052751356713581, "pnl_usdt": -1591.8800325392835, "equity_after": 196089.62806619678, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 963, "trigger_date": "2022-04-29", "trigger_time_bjt": "2022-04-29 08:00", "entry_i": 963, "entry_date": "2022-04-29", "entry_time_bjt": "2022-04-29 08:00", "entry_price": 39732.5, "notional_usdt": 196089.62806619678, "btc_qty": -4.935245153619752, "equity_before": 196089.62806619678, "trigger_close": 39732.5, "trigger_prev_close": 39209.0, "trigger_ma120": 41431.61691666667, "trigger_ma120_slope_pct": -0.13465988950359664, "bull_age": null, "bear_age": 21, "time_factor": "跌破MA120第21天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 968, "exit_date": "2022-05-04", "exit_time_bjt": "2022-05-04 08:00", "exit_price": 37712.9, "held_days": 5, "pnl_pct": 5.082992512426851, "pnl_usdt": 9967.221112250443, "equity_after": 206056.8491784472, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 969, "trigger_date": "2022-05-05", "trigger_time_bjt": "2022-05-05 08:00", "entry_i": 969, "entry_date": "2022-05-05", "entry_time_bjt": "2022-05-05 08:00", "entry_price": 39684.0, "notional_usdt": 206056.8491784472, "btc_qty": -5.192441517449027, "equity_before": 206056.8491784472, "trigger_close": 39684.0, "trigger_prev_close": 37712.9, "trigger_ma120": 41014.78808333334, "trigger_ma120_slope_pct": -0.12478723317321805, "bull_age": null, "bear_age": 27, "time_factor": "跌破MA120第27天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 973, "exit_date": "2022-05-09", "exit_time_bjt": "2022-05-09 08:00", "exit_price": 34032.0, "held_days": 4, "pnl_pct": 14.242515875415783, "pnl_usdt": 29347.679456621903, "equity_after": 235404.52863506912, "reason": "空单止盈：08:00收盘跌幅达到12%" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 975, "trigger_date": "2022-05-11", "trigger_time_bjt": "2022-05-11 08:00", "entry_i": 975, "entry_date": "2022-05-11", "entry_time_bjt": "2022-05-11 08:00", "entry_price": 31002.1, "notional_usdt": 235404.52863506912, "btc_qty": 7.593180095382865, "equity_before": 235404.52863506912, "trigger_close": 31002.1, "trigger_prev_close": 30056.6, "trigger_ma120": 40595.54658333335, "trigger_ma120_slope_pct": -0.22119753662532826, "bull_age": null, "bear_age": 33, "time_factor": "熊段第33天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 1005, "exit_date": "2022-06-10", "exit_time_bjt": "2022-06-10 08:00", "exit_price": 30093.3, "held_days": 30, "pnl_pct": -2.9314143235458223, "pnl_usdt": -6900.682070683943, "equity_after": 228503.84656438517, "reason": "短多到期/08:00收盘收复MA120退出" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 1011, "trigger_date": "2022-06-16", "trigger_time_bjt": "2022-06-16 08:00", "entry_i": 1011, "entry_date": "2022-06-16", "entry_time_bjt": "2022-06-16 08:00", "entry_price": 22567.5, "notional_usdt": 228503.84656438517, "btc_qty": 10.125350462584919, "equity_before": 228503.84656438517, "trigger_close": 22567.5, "trigger_prev_close": 22122.7, "trigger_ma120": 37168.714166666665, "trigger_ma120_slope_pct": -0.4899839762003477, "bull_age": null, "bear_age": 69, "time_factor": "熊段第69天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 1014, "exit_date": "2022-06-19", "exit_time_bjt": "2022-06-19 08:00", "exit_price": 18959.7, "held_days": 3, "pnl_pct": -15.986706547025587, "pnl_usdt": -36530.239398913865, "equity_after": 191973.6071654713, "reason": "短多止损：08:00收盘回撤12%" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 1015, "trigger_date": "2022-06-20", "trigger_time_bjt": "2022-06-20 08:00", "entry_i": 1015, "entry_date": "2022-06-20", "entry_time_bjt": "2022-06-20 08:00", "entry_price": 20564.2, "notional_usdt": 191973.6071654713, "btc_qty": 9.335330679796506, "equity_before": 191973.6071654713, "trigger_close": 20564.2, "trigger_prev_close": 18959.7, "trigger_ma120": 36468.68750000001, "trigger_ma120_slope_pct": -0.4433483405456018, "bull_age": null, "bear_age": 73, "time_factor": "熊段第73天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 1044, "exit_date": "2022-07-19", "exit_time_bjt": "2022-07-19 08:00", "exit_price": 22423.9, "held_days": 29, "pnl_pct": 9.04338607871933, "pnl_usdt": 17360.914465217564, "equity_after": 209334.52163068886, "reason": "短多止盈：08:00收盘收益超过+8%" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 1044, "trigger_date": "2022-07-19", "trigger_time_bjt": "2022-07-19 08:00", "entry_i": 1044, "entry_date": "2022-07-19", "entry_time_bjt": "2022-07-19 08:00", "entry_price": 22423.9, "notional_usdt": 209334.52163068886, "btc_qty": 9.335330679796504, "equity_before": 209334.52163068886, "trigger_close": 22423.9, "trigger_prev_close": 20794.4, "trigger_ma120": 31815.065833333334, "trigger_ma120_slope_pct": -0.4909784460120914, "bull_age": null, "bear_age": 102, "time_factor": "熊段第102天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 1069, "exit_date": "2022-08-13", "exit_time_bjt": "2022-08-13 08:00", "exit_price": 24387.5, "held_days": 25, "pnl_pct": 8.7567283122026, "pnl_usdt": 18330.85532284841, "equity_after": 227665.37695353728, "reason": "短多止盈：08:00收盘收益超过+8%" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 1069, "trigger_date": "2022-08-13", "trigger_time_bjt": "2022-08-13 08:00", "entry_i": 1069, "entry_date": "2022-08-13", "entry_time_bjt": "2022-08-13 08:00", "entry_price": 24387.5, "notional_usdt": 227665.37695353728, "btc_qty": 9.335330679796506, "equity_before": 227665.37695353728, "trigger_close": 24387.5, "trigger_prev_close": 23917.2, "trigger_ma120": 27481.889166666668, "trigger_ma120_slope_pct": -0.4686609050747359, "bull_age": null, "bear_age": 127, "time_factor": "熊段第127天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 1076, "exit_date": "2022-08-20", "exit_time_bjt": "2022-08-20 08:00", "exit_price": 20824.9, "held_days": 7, "pnl_pct": -14.608303434136339, "pnl_usdt": -33258.049079843026, "equity_after": 194407.32787369424, "reason": "短多止损：08:00收盘回撤12%" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 1077, "trigger_date": "2022-08-21", "trigger_time_bjt": "2022-08-21 08:00", "entry_i": 1077, "entry_date": "2022-08-21", "entry_time_bjt": "2022-08-21 08:00", "entry_price": 21127.8, "notional_usdt": 194407.32787369424, "btc_qty": 9.201494139176548, "equity_before": 194407.32787369424, "trigger_close": 21127.8, "trigger_prev_close": 20824.9, "trigger_ma120": 26322.4925, "trigger_ma120_slope_pct": -0.5837257460904577, "bull_age": null, "bear_age": 135, "time_factor": "熊段第135天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 1107, "exit_date": "2022-09-20", "exit_time_bjt": "2022-09-20 08:00", "exit_price": 19528.6, "held_days": 30, "pnl_pct": -7.569174263292922, "pnl_usdt": -14715.029427371152, "equity_after": 179692.29844632308, "reason": "短多到期/08:00收盘收复MA120退出" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 1107, "trigger_date": "2022-09-20", "trigger_time_bjt": "2022-09-20 08:00", "entry_i": 1107, "entry_date": "2022-09-20", "entry_time_bjt": "2022-09-20 08:00", "entry_price": 19528.6, "notional_usdt": 179692.29844632308, "btc_qty": 9.201494139176546, "equity_before": 179692.29844632308, "trigger_close": 19528.6, "trigger_prev_close": 19404.5, "trigger_ma120": 22851.153333333332, "trigger_ma120_slope_pct": -0.3906943304532673, "bull_age": null, "bear_age": 165, "time_factor": "熊段第165天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 1137, "exit_date": "2022-10-20", "exit_time_bjt": "2022-10-20 08:00", "exit_price": 19116.7, "held_days": 30, "pnl_pct": -2.109214178179686, "pnl_usdt": -3790.0954359268017, "equity_after": 175902.20301039628, "reason": "短多到期/08:00收盘收复MA120退出" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 1139, "trigger_date": "2022-10-22", "trigger_time_bjt": "2022-10-22 08:00", "entry_i": 1139, "entry_date": "2022-10-22", "entry_time_bjt": "2022-10-22 08:00", "entry_price": 19150.9, "notional_usdt": 175902.20301039628, "btc_qty": 9.185061955855666, "equity_before": 175902.20301039628, "trigger_close": 19150.9, "trigger_prev_close": 19034.7, "trigger_ma120": 20876.248333333337, "trigger_ma120_slope_pct": -0.07760773373013397, "bull_age": null, "bear_age": 197, "time_factor": "熊段第197天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 1144, "exit_date": "2022-10-27", "exit_time_bjt": "2022-10-27 08:00", "exit_price": 20758.3, "held_days": 5, "pnl_pct": 8.39333921643368, "pnl_usdt": 14764.068587842376, "equity_after": 190666.27159823864, "reason": "短多止盈：08:00收盘收益超过+8%" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 1152, "trigger_date": "2022-11-04", "trigger_time_bjt": "2022-11-04 08:00", "entry_i": 1152, "entry_date": "2022-11-04", "entry_time_bjt": "2022-11-04 08:00", "entry_price": 20199.7, "notional_usdt": 190666.27159823864, "btc_qty": 9.439064520673012, "equity_before": 190666.27159823864, "trigger_close": 20199.7, "trigger_prev_close": 20140.1, "trigger_ma120": 20867.342500000002, "trigger_ma120_slope_pct": -0.014150893484787819, "bull_age": null, "bear_age": 210, "time_factor": "熊段第210天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 1153, "exit_date": "2022-11-05", "exit_time_bjt": "2022-11-05 08:00", "exit_price": 21137.6, "held_days": 1, "pnl_pct": 4.643138264429658, "pnl_usdt": 8852.898613939196, "equity_after": 199519.17021217785, "reason": "短多到期/08:00收盘收复MA120退出" }, { "module": "LONG_HOLD", "module_name": "MA120上方多方长持", "direction": "long", "trigger_i": 1153, "trigger_date": "2022-11-05", "trigger_time_bjt": "2022-11-05 08:00", "entry_i": 1153, "entry_date": "2022-11-05", "entry_time_bjt": "2022-11-05 08:00", "entry_price": 21137.6, "notional_usdt": 199519.17021217785, "btc_qty": 9.439064520673012, "equity_before": 199519.17021217785, "trigger_close": 21137.6, "trigger_prev_close": 20199.7, "trigger_ma120": 20863.377500000006, "trigger_ma120_slope_pct": -0.019000982036865288, "bull_age": 1, "bear_age": null, "time_factor": "站上MA120第1天 · 多头早中段", "rule": "北京时间08:00收盘价高于MA120，按该收盘价做多；08:00收盘跌回MA120下方退出。", "exit_i": 1156, "exit_date": "2022-11-08", "exit_time_bjt": "2022-11-08 08:00", "exit_price": 20578.6, "held_days": 3, "pnl_pct": -2.64457648928923, "pnl_usdt": -5276.437067056216, "equity_after": 194242.73314512163, "reason": "08:00收盘跌回MA120下方，按收盘价退出" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1156, "trigger_date": "2022-11-08", "trigger_time_bjt": "2022-11-08 08:00", "entry_i": 1156, "entry_date": "2022-11-08", "entry_time_bjt": "2022-11-08 08:00", "entry_price": 20578.6, "notional_usdt": 194242.73314512163, "btc_qty": -9.439064520673012, "equity_before": 194242.73314512163, "trigger_close": 20578.6, "trigger_prev_close": 20900.0, "trigger_ma120": 20852.93416666667, "trigger_ma120_slope_pct": -0.010996443617461438, "bull_age": null, "bear_age": 1, "time_factor": "跌破MA120第1天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 1158, "exit_date": "2022-11-10", "exit_time_bjt": "2022-11-10 08:00", "exit_price": 15905.0, "held_days": 2, "pnl_pct": 22.710971591847837, "pnl_usdt": 44114.41194381738, "equity_after": 238357.145088939, "reason": "空单止盈：08:00收盘跌幅达到12%" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 1159, "trigger_date": "2022-11-11", "trigger_time_bjt": "2022-11-11 08:00", "entry_i": 1159, "entry_date": "2022-11-11", "entry_time_bjt": "2022-11-11 08:00", "entry_price": 17588.0, "notional_usdt": 238357.145088939, "btc_qty": 13.552259784451842, "equity_before": 238357.145088939, "trigger_close": 17588.0, "trigger_prev_close": 15905.0, "trigger_ma120": 20790.681666666667, "trigger_ma120_slope_pct": -0.10538880284111096, "bull_age": null, "bear_age": 4, "time_factor": "熊段第4天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 1189, "exit_date": "2022-12-11", "exit_time_bjt": "2022-12-11 08:00", "exit_price": 17120.0, "held_days": 30, "pnl_pct": -2.6609051626108715, "pnl_usdt": -6342.457579123463, "equity_after": 232014.68750981553, "reason": "短多到期/08:00收盘收复MA120退出" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 1191, "trigger_date": "2022-12-13", "trigger_time_bjt": "2022-12-13 08:00", "entry_i": 1191, "entry_date": "2022-12-13", "entry_time_bjt": "2022-12-13 08:00", "entry_price": 17200.0, "notional_usdt": 232014.68750981553, "btc_qty": 13.48922601801253, "equity_before": 232014.68750981553, "trigger_close": 17200.0, "trigger_prev_close": 17077.3, "trigger_ma120": 19152.7225, "trigger_ma120_slope_pct": -0.30771388893517937, "bull_age": null, "bear_age": 36, "time_factor": "熊段第36天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 1221, "exit_date": "2023-01-12", "exit_time_bjt": "2023-01-12 08:00", "exit_price": 17935.7, "held_days": 30, "pnl_pct": 4.277325581395353, "pnl_usdt": 9924.023581451827, "equity_after": 241938.71109126735, "reason": "短多到期/08:00收盘收复MA120退出" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 1221, "trigger_date": "2023-01-12", "trigger_time_bjt": "2023-01-12 08:00", "entry_i": 1221, "entry_date": "2023-01-12", "entry_time_bjt": "2023-01-12 08:00", "entry_price": 17935.7, "notional_usdt": 241938.71109126735, "btc_qty": 13.48922601801253, "equity_before": 241938.71109126735, "trigger_close": 17935.7, "trigger_prev_close": 17428.8, "trigger_ma120": 18148.31416666667, "trigger_ma120_slope_pct": -0.10214564102376533, "bull_age": null, "bear_age": 66, "time_factor": "熊段第66天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 1222, "exit_date": "2023-01-13", "exit_time_bjt": "2023-01-13 08:00", "exit_price": 18838.0, "held_days": 1, "pnl_pct": 5.030748730186163, "pnl_usdt": 12171.328636052702, "equity_after": 254110.03972732005, "reason": "短多到期/08:00收盘收复MA120退出" }, { "module": "LONG_HOLD", "module_name": "MA120上方多方长持", "direction": "long", "trigger_i": 1222, "trigger_date": "2023-01-13", "trigger_time_bjt": "2023-01-13 08:00", "entry_i": 1222, "entry_date": "2023-01-13", "entry_time_bjt": "2023-01-13 08:00", "entry_price": 18838.0, "notional_usdt": 254110.03972732005, "btc_qty": 13.48922601801253, "equity_before": 254110.03972732005, "trigger_close": 18838.0, "trigger_prev_close": 17935.7, "trigger_ma120": 18136.822500000006, "trigger_ma120_slope_pct": -0.06332084931487403, "bull_age": 1, "bear_age": null, "time_factor": "站上MA120第1天 · 多头早中段", "rule": "北京时间08:00收盘价高于MA120，按该收盘价做多；08:00收盘跌回MA120下方退出。", "exit_i": 1366, "exit_date": "2023-06-06", "exit_time_bjt": "2023-06-06 08:00", "exit_price": 25714.7, "held_days": 144, "pnl_pct": 36.50440598789682, "pnl_usdt": 92761.3605580668, "equity_after": 346871.40028538683, "reason": "08:00收盘跌回MA120下方，按收盘价退出" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1366, "trigger_date": "2023-06-06", "trigger_time_bjt": "2023-06-06 08:00", "entry_i": 1366, "entry_date": "2023-06-06", "entry_time_bjt": "2023-06-06 08:00", "entry_price": 25714.7, "notional_usdt": 346871.40028538683, "btc_qty": -13.48922601801253, "equity_before": 346871.40028538683, "trigger_close": 25714.7, "trigger_prev_close": 27102.4, "trigger_ma120": 26353.92499999999, "trigger_ma120_slope_pct": 0.08815750808111034, "bull_age": null, "bear_age": 1, "time_factor": "跌破MA120第1天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 1367, "exit_date": "2023-06-07", "exit_time_bjt": "2023-06-07 08:00", "exit_price": 27221.5, "held_days": 1, "pnl_pct": -5.859683371767897, "pnl_usdt": -20325.56576394127, "equity_after": 326545.83452144556, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "LONG_HOLD", "module_name": "MA120上方多方长持", "direction": "long", "trigger_i": 1367, "trigger_date": "2023-06-07", "trigger_time_bjt": "2023-06-07 08:00", "entry_i": 1367, "entry_date": "2023-06-07", "entry_time_bjt": "2023-06-07 08:00", "entry_price": 27221.5, "notional_usdt": 326545.83452144556, "btc_qty": 11.99587952616298, "equity_before": 326545.83452144556, "trigger_close": 27221.5, "trigger_prev_close": 25714.7, "trigger_ma120": 26391.12333333332, "trigger_ma120_slope_pct": 0.14114912041880423, "bull_age": 1, "bear_age": null, "time_factor": "站上MA120第1天 · 多头早中段", "rule": "北京时间08:00收盘价高于MA120，按该收盘价做多；08:00收盘跌回MA120下方退出。", "exit_i": 1368, "exit_date": "2023-06-08", "exit_time_bjt": "2023-06-08 08:00", "exit_price": 26325.9, "held_days": 1, "pnl_pct": -3.2900464706206445, "pnl_usdt": -10743.50970363155, "equity_after": 315802.324817814, "reason": "08:00收盘跌回MA120下方，按收盘价退出" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1368, "trigger_date": "2023-06-08", "trigger_time_bjt": "2023-06-08 08:00", "entry_i": 1368, "entry_date": "2023-06-08", "entry_time_bjt": "2023-06-08 08:00", "entry_price": 26325.9, "notional_usdt": 315802.324817814, "btc_qty": -11.995879526162978, "equity_before": 315802.324817814, "trigger_close": 26325.9, "trigger_prev_close": 27221.5, "trigger_ma120": 26416.88833333332, "trigger_ma120_slope_pct": 0.09762752299165012, "bull_age": null, "bear_age": 1, "time_factor": "跌破MA120第1天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 1369, "exit_date": "2023-06-09", "exit_time_bjt": "2023-06-09 08:00", "exit_price": 26485.9, "held_days": 1, "pnl_pct": -0.6077664961121937, "pnl_usdt": -1919.3407241860768, "equity_after": 313882.9840936279, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "LONG_HOLD", "module_name": "MA120上方多方长持", "direction": "long", "trigger_i": 1369, "trigger_date": "2023-06-09", "trigger_time_bjt": "2023-06-09 08:00", "entry_i": 1369, "entry_date": "2023-06-09", "entry_time_bjt": "2023-06-09 08:00", "entry_price": 26485.9, "notional_usdt": 313882.9840936279, "btc_qty": 11.850946507146364, "equity_before": 313882.9840936279, "trigger_close": 26485.9, "trigger_prev_close": 26325.9, "trigger_ma120": 26446.304999999986, "trigger_ma120_slope_pct": 0.11135553247407781, "bull_age": 1, "bear_age": null, "time_factor": "站上MA120第1天 · 多头早中段", "rule": "北京时间08:00收盘价高于MA120，按该收盘价做多；08:00收盘跌回MA120下方退出。", "exit_i": 1370, "exit_date": "2023-06-10", "exit_time_bjt": "2023-06-10 08:00", "exit_price": 26468.1, "held_days": 1, "pnl_pct": -0.06720556975599035, "pnl_usdt": -210.94684782722717, "equity_after": 313672.03724580066, "reason": "08:00收盘跌回MA120下方，按收盘价退出" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1370, "trigger_date": "2023-06-10", "trigger_time_bjt": "2023-06-10 08:00", "entry_i": 1370, "entry_date": "2023-06-10", "entry_time_bjt": "2023-06-10 08:00", "entry_price": 26468.1, "notional_usdt": 313672.03724580066, "btc_qty": -11.850946507146364, "equity_before": 313672.03724580066, "trigger_close": 26468.1, "trigger_prev_close": 26485.9, "trigger_ma120": 26485.26083333332, "trigger_ma120_slope_pct": 0.14730161106941697, "bull_age": null, "bear_age": 1, "time_factor": "跌破MA120第1天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 1375, "exit_date": "2023-06-15", "exit_time_bjt": "2023-06-15 08:00", "exit_price": 25115.9, "held_days": 5, "pnl_pct": 5.108791337496825, "pnl_usdt": 16024.84986696328, "equity_after": 329696.88711276394, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1375, "trigger_date": "2023-06-15", "trigger_time_bjt": "2023-06-15 08:00", "entry_i": 1375, "entry_date": "2023-06-15", "entry_time_bjt": "2023-06-15 08:00", "entry_price": 25115.9, "notional_usdt": 329696.88711276394, "btc_qty": -13.12701862615968, "equity_before": 329696.88711276394, "trigger_close": 25115.9, "trigger_prev_close": 25918.0, "trigger_ma120": 26647.515833333317, "trigger_ma120_slope_pct": 0.0916653431507708, "bull_age": null, "bear_age": 6, "time_factor": "跌破MA120第6天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 1380, "exit_date": "2023-06-20", "exit_time_bjt": "2023-06-20 08:00", "exit_price": 26828.5, "held_days": 5, "pnl_pct": -6.818788098375923, "pnl_usdt": -22481.33209916105, "equity_after": 307215.5550136029, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "LONG_HOLD", "module_name": "MA120上方多方长持", "direction": "long", "trigger_i": 1380, "trigger_date": "2023-06-20", "trigger_time_bjt": "2023-06-20 08:00", "entry_i": 1380, "entry_date": "2023-06-20", "entry_time_bjt": "2023-06-20 08:00", "entry_price": 26828.5, "notional_usdt": 307215.5550136029, "btc_qty": 11.451089513524904, "equity_before": 307215.5550136029, "trigger_close": 26828.5, "trigger_prev_close": 26329.7, "trigger_ma120": 26732.896666666657, "trigger_ma120_slope_pct": 0.07994671466924341, "bull_age": 1, "bear_age": null, "time_factor": "站上MA120第1天 · 多头早中段", "rule": "北京时间08:00收盘价高于MA120，按该收盘价做多；08:00收盘跌回MA120下方退出。", "exit_i": 1439, "exit_date": "2023-08-18", "exit_time_bjt": "2023-08-18 08:00", "exit_price": 26609.7, "held_days": 59, "pnl_pct": -0.8155506271315893, "pnl_usdt": -2505.498385559231, "equity_after": 304710.05662804365, "reason": "08:00收盘跌回MA120下方，按收盘价退出" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1439, "trigger_date": "2023-08-18", "trigger_time_bjt": "2023-08-18 08:00", "entry_i": 1439, "entry_date": "2023-08-18", "entry_time_bjt": "2023-08-18 08:00", "entry_price": 26609.7, "notional_usdt": 304710.05662804365, "btc_qty": -11.451089513524904, "equity_before": 304710.05662804365, "trigger_close": 26609.7, "trigger_prev_close": 28714.4, "trigger_ma120": 28523.859166666658, "trigger_ma120_slope_pct": -0.06380639573424496, "bull_age": null, "bear_age": 1, "time_factor": "跌破MA120第1天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 1444, "exit_date": "2023-08-23", "exit_time_bjt": "2023-08-23 08:00", "exit_price": 26044.4, "held_days": 5, "pnl_pct": 2.124413277864836, "pnl_usdt": 6473.30090199562, "equity_after": 311183.35753003927, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1445, "trigger_date": "2023-08-24", "trigger_time_bjt": "2023-08-24 08:00", "entry_i": 1445, "entry_date": "2023-08-24", "entry_time_bjt": "2023-08-24 08:00", "entry_price": 26419.2, "notional_usdt": 311183.35753003927, "btc_qty": -11.77868207705151, "equity_before": 311183.35753003927, "trigger_close": 26419.2, "trigger_prev_close": 26044.4, "trigger_ma120": 28442.488333333327, "trigger_ma120_slope_pct": -0.05468575515287233, "bull_age": null, "bear_age": 7, "time_factor": "跌破MA120第7天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 1450, "exit_date": "2023-08-29", "exit_time_bjt": "2023-08-29 08:00", "exit_price": 26106.5, "held_days": 5, "pnl_pct": 1.1836088905038786, "pnl_usdt": 3683.1938854940154, "equity_after": 314866.5514155333, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1450, "trigger_date": "2023-08-29", "trigger_time_bjt": "2023-08-29 08:00", "entry_i": 1450, "entry_date": "2023-08-29", "entry_time_bjt": "2023-08-29 08:00", "entry_price": 26106.5, "notional_usdt": 314866.5514155333, "btc_qty": -12.060848884972451, "equity_before": 314866.5514155333, "trigger_close": 26106.5, "trigger_prev_close": 26087.7, "trigger_ma120": 28316.02333333333, "trigger_ma120_slope_pct": -0.09163375442323707, "bull_age": null, "bear_age": 12, "time_factor": "跌破MA120第12天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 1455, "exit_date": "2023-09-03", "exit_time_bjt": "2023-09-03 08:00", "exit_price": 25855.8, "held_days": 5, "pnl_pct": 0.9602972439813867, "pnl_usdt": 3023.6548154626025, "equity_after": 317890.2062309959, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 1455, "trigger_date": "2023-09-03", "trigger_time_bjt": "2023-09-03 08:00", "entry_i": 1455, "entry_date": "2023-09-03", "entry_time_bjt": "2023-09-03 08:00", "entry_price": 25855.8, "notional_usdt": 317890.2062309959, "btc_qty": 12.294734884667884, "equity_before": 317890.2062309959, "trigger_close": 25855.8, "trigger_prev_close": 25795.6, "trigger_ma120": 28220.382499999996, "trigger_ma120_slope_pct": -0.10724520613311084, "bull_age": null, "bear_age": 17, "time_factor": "熊段第17天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 1484, "exit_date": "2023-10-02", "exit_time_bjt": "2023-10-02 08:00", "exit_price": 27981.4, "held_days": 29, "pnl_pct": 8.220979432081021, "pnl_usdt": 26133.688470850113, "equity_after": 344023.894701846, "reason": "短多止盈：08:00收盘收益超过+8%" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1484, "trigger_date": "2023-10-02", "trigger_time_bjt": "2023-10-02 08:00", "entry_i": 1484, "entry_date": "2023-10-02", "entry_time_bjt": "2023-10-02 08:00", "entry_price": 27981.4, "notional_usdt": 344023.894701846, "btc_qty": -12.294734884667886, "equity_before": 344023.894701846, "trigger_close": 27981.4, "trigger_prev_close": 26950.9, "trigger_ma120": 28024.38666666666, "trigger_ma120_slope_pct": 0.027558002009464566, "bull_age": null, "bear_age": 46, "time_factor": "跌破MA120第46天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 1489, "exit_date": "2023-10-07", "exit_time_bjt": "2023-10-07 08:00", "exit_price": 27916.3, "held_days": 5, "pnl_pct": 0.23265454909333405, "pnl_usdt": 800.3872409919062, "equity_after": 344824.28194283793, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1489, "trigger_date": "2023-10-07", "trigger_time_bjt": "2023-10-07 08:00", "entry_i": 1489, "entry_date": "2023-10-07", "entry_time_bjt": "2023-10-07 08:00", "entry_price": 27916.3, "notional_usdt": 344824.28194283793, "btc_qty": -12.352076813289653, "equity_before": 344824.28194283793, "trigger_close": 27916.3, "trigger_prev_close": 27398.4, "trigger_ma120": 28067.00083333333, "trigger_ma120_slope_pct": 0.04248784764093738, "bull_age": null, "bear_age": 51, "time_factor": "跌破MA120第51天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 1494, "exit_date": "2023-10-12", "exit_time_bjt": "2023-10-12 08:00", "exit_price": 26864.5, "held_days": 5, "pnl_pct": 3.7676912771391597, "pnl_usdt": 12991.914392218046, "equity_after": 357816.196335056, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1494, "trigger_date": "2023-10-12", "trigger_time_bjt": "2023-10-12 08:00", "entry_i": 1494, "entry_date": "2023-10-12", "entry_time_bjt": "2023-10-12 08:00", "entry_price": 26864.5, "notional_usdt": 357816.196335056, "btc_qty": -13.319294843941112, "equity_before": 357816.196335056, "trigger_close": 26864.5, "trigger_prev_close": 27381.2, "trigger_ma120": 28130.757499999996, "trigger_ma120_slope_pct": 0.02804656850454723, "bull_age": null, "bear_age": 56, "time_factor": "跌破MA120第56天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 1499, "exit_date": "2023-10-17", "exit_time_bjt": "2023-10-17 08:00", "exit_price": 28486.3, "held_days": 5, "pnl_pct": -6.036963278676318, "pnl_usdt": -21601.232377903685, "equity_after": 336214.9639571523, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "LONG_HOLD", "module_name": "MA120上方多方长持", "direction": "long", "trigger_i": 1499, "trigger_date": "2023-10-17", "trigger_time_bjt": "2023-10-17 08:00", "entry_i": 1499, "entry_date": "2023-10-17", "entry_time_bjt": "2023-10-17 08:00", "entry_price": 28486.3, "notional_usdt": 336214.9639571523, "btc_qty": 11.802689852917096, "equity_before": 336214.9639571523, "trigger_close": 28486.3, "trigger_prev_close": 27139.8, "trigger_ma120": 28182.254166666655, "trigger_ma120_slope_pct": 0.06381013493479415, "bull_age": 1, "bear_age": null, "time_factor": "站上MA120第1天 · 多头早中段", "rule": "北京时间08:00收盘价高于MA120，按该收盘价做多；08:00收盘跌回MA120下方退出。", "exit_i": 1745, "exit_date": "2024-06-19", "exit_time_bjt": "2024-06-19 08:00", "exit_price": 65150.0, "held_days": 246, "pnl_pct": 128.7064308106002, "pnl_usdt": 432730.2799603966, "equity_after": 768945.2439175488, "reason": "08:00收盘跌回MA120下方，按收盘价退出" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1745, "trigger_date": "2024-06-19", "trigger_time_bjt": "2024-06-19 08:00", "entry_i": 1745, "entry_date": "2024-06-19", "entry_time_bjt": "2024-06-19 08:00", "entry_price": 65150.0, "notional_usdt": 768945.2439175488, "btc_qty": -11.802689852917096, "equity_before": 768945.2439175488, "trigger_close": 65150.0, "trigger_prev_close": 66472.1, "trigger_ma120": 65597.42166666669, "trigger_ma120_slope_pct": 0.16970728629903675, "bull_age": null, "bear_age": 1, "time_factor": "跌破MA120第1天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 1750, "exit_date": "2024-06-24", "exit_time_bjt": "2024-06-24 08:00", "exit_price": 63194.9, "held_days": 5, "pnl_pct": 3.0009209516500364, "pnl_usdt": 23075.438931438195, "equity_after": 792020.6828489869, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1750, "trigger_date": "2024-06-24", "trigger_time_bjt": "2024-06-24 08:00", "entry_i": 1750, "entry_date": "2024-06-24", "entry_time_bjt": "2024-06-24 08:00", "entry_price": 63194.9, "notional_usdt": 792020.6828489869, "btc_qty": -12.532984194119889, "equity_before": 792020.6828489869, "trigger_close": 63194.9, "trigger_prev_close": 64240.0, "trigger_ma120": 66126.42500000002, "trigger_ma120_slope_pct": 0.14630763661802604, "bull_age": null, "bear_age": 6, "time_factor": "跌破MA120第6天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 1755, "exit_date": "2024-06-29", "exit_time_bjt": "2024-06-29 08:00", "exit_price": 60429.8, "held_days": 5, "pnl_pct": 4.375511314995354, "pnl_usdt": 34654.95459516089, "equity_after": 826675.6374441478, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1756, "trigger_date": "2024-06-30", "trigger_time_bjt": "2024-06-30 08:00", "entry_i": 1756, "entry_date": "2024-06-30", "entry_time_bjt": "2024-06-30 08:00", "entry_price": 60982.4, "notional_usdt": 826675.6374441478, "btc_qty": -13.555970861168925, "equity_before": 826675.6374441478, "trigger_close": 60982.4, "trigger_prev_close": 60429.8, "trigger_ma120": 66264.19916666667, "trigger_ma120_slope_pct": -0.018209132452018384, "bull_age": null, "bear_age": 12, "time_factor": "跌破MA120第12天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 1761, "exit_date": "2024-07-05", "exit_time_bjt": "2024-07-05 08:00", "exit_price": 57045.9, "held_days": 5, "pnl_pct": 6.455141155480925, "pnl_usdt": 53363.07929499147, "equity_after": 880038.7167391393, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 1763, "trigger_date": "2024-07-07", "trigger_time_bjt": "2024-07-07 08:00", "entry_i": 1763, "entry_date": "2024-07-07", "entry_time_bjt": "2024-07-07 08:00", "entry_price": 58216.0, "notional_usdt": 880038.7167391393, "btc_qty": 15.116784333158225, "equity_before": 880038.7167391393, "trigger_close": 58216.0, "trigger_prev_close": 56604.9, "trigger_ma120": 65942.59500000002, "trigger_ma120_slope_pct": -0.1257617685737955, "bull_age": null, "bear_age": 19, "time_factor": "熊段第19天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 1772, "exit_date": "2024-07-16", "exit_time_bjt": "2024-07-16 08:00", "exit_price": 64680.6, "held_days": 9, "pnl_pct": 11.104507351930737, "pnl_usdt": 97723.96400013464, "equity_after": 977762.6807392739, "reason": "短多止盈：08:00收盘收益超过+8%" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1772, "trigger_date": "2024-07-16", "trigger_time_bjt": "2024-07-16 08:00", "entry_i": 1772, "entry_date": "2024-07-16", "entry_time_bjt": "2024-07-16 08:00", "entry_price": 64680.6, "notional_usdt": 977762.6807392739, "btc_qty": -15.116784333158225, "equity_before": 977762.6807392739, "trigger_close": 64680.6, "trigger_prev_close": 60766.0, "trigger_ma120": 65101.76583333333, "trigger_ma120_slope_pct": -0.048199974738938334, "bull_age": null, "bear_age": 28, "time_factor": "跌破MA120第28天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 1776, "exit_date": "2024-07-20", "exit_time_bjt": "2024-07-20 08:00", "exit_price": 66627.9, "held_days": 4, "pnl_pct": -3.0106399755104247, "pnl_usdt": -29436.91413195895, "equity_after": 948325.7666073149, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "LONG_HOLD", "module_name": "MA120上方多方长持", "direction": "long", "trigger_i": 1776, "trigger_date": "2024-07-20", "trigger_time_bjt": "2024-07-20 08:00", "entry_i": 1776, "entry_date": "2024-07-20", "entry_time_bjt": "2024-07-20 08:00", "entry_price": 66627.9, "notional_usdt": 948325.7666073149, "btc_qty": 14.233163083442747, "equity_before": 948325.7666073149, "trigger_close": 66627.9, "trigger_prev_close": 63959.9, "trigger_ma120": 65073.45833333334, "trigger_ma120_slope_pct": 0.013934913451763009, "bull_age": 1, "bear_age": null, "time_factor": "站上MA120第1天 · 多头早中段", "rule": "北京时间08:00收盘价高于MA120，按该收盘价做多；08:00收盘跌回MA120下方退出。", "exit_i": 1788, "exit_date": "2024-08-01", "exit_time_bjt": "2024-08-01 08:00", "exit_price": 64601.8, "held_days": 12, "pnl_pct": -3.0409182939879376, "pnl_usdt": -28837.81172336319, "equity_after": 919487.9548839517, "reason": "08:00收盘跌回MA120下方，按收盘价退出" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1788, "trigger_date": "2024-08-01", "trigger_time_bjt": "2024-08-01 08:00", "entry_i": 1788, "entry_date": "2024-08-01", "entry_time_bjt": "2024-08-01 08:00", "entry_price": 64601.8, "notional_usdt": 919487.9548839517, "btc_qty": -14.233163083442747, "equity_before": 919487.9548839517, "trigger_close": 64601.8, "trigger_prev_close": 66159.3, "trigger_ma120": 64904.28166666666, "trigger_ma120_slope_pct": -0.011599070446510762, "bull_age": null, "bear_age": 1, "time_factor": "跌破MA120第1天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 1789, "exit_date": "2024-08-02", "exit_time_bjt": "2024-08-02 08:00", "exit_price": 65328.9, "held_days": 1, "pnl_pct": -1.1255104346937679, "pnl_usdt": -10348.932877971201, "equity_after": 909139.0220059805, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "LONG_HOLD", "module_name": "MA120上方多方长持", "direction": "long", "trigger_i": 1789, "trigger_date": "2024-08-02", "trigger_time_bjt": "2024-08-02 08:00", "entry_i": 1789, "entry_date": "2024-08-02", "entry_time_bjt": "2024-08-02 08:00", "entry_price": 65328.9, "notional_usdt": 909139.0220059805, "btc_qty": 13.91633751687202, "equity_before": 909139.0220059805, "trigger_close": 65328.9, "trigger_prev_close": 64601.8, "trigger_ma120": 64898.92333333333, "trigger_ma120_slope_pct": -0.008255747072050124, "bull_age": 1, "bear_age": null, "time_factor": "站上MA120第1天 · 多头早中段", "rule": "北京时间08:00收盘价高于MA120，按该收盘价做多；08:00收盘跌回MA120下方退出。", "exit_i": 1790, "exit_date": "2024-08-03", "exit_time_bjt": "2024-08-03 08:00", "exit_price": 61483.7, "held_days": 1, "pnl_pct": -5.885909605090555, "pnl_usdt": -53511.10101987634, "equity_after": 855627.9209861042, "reason": "08:00收盘跌回MA120下方，按收盘价退出" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1790, "trigger_date": "2024-08-03", "trigger_time_bjt": "2024-08-03 08:00", "entry_i": 1790, "entry_date": "2024-08-03", "entry_time_bjt": "2024-08-03 08:00", "entry_price": 61483.7, "notional_usdt": 855627.9209861042, "btc_qty": -13.91633751687202, "equity_before": 855627.9209861042, "trigger_close": 61483.7, "trigger_prev_close": 65328.9, "trigger_ma120": 64840.53833333334, "trigger_ma120_slope_pct": -0.08996297165072553, "bull_age": null, "bear_age": 1, "time_factor": "跌破MA120第1天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 1793, "exit_date": "2024-08-06", "exit_time_bjt": "2024-08-06 08:00", "exit_price": 54003.1, "held_days": 3, "pnl_pct": 12.166801932870012, "pnl_usdt": 104102.55442871281, "equity_after": 959730.475414817, "reason": "空单止盈：08:00收盘跌幅达到12%" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 1794, "trigger_date": "2024-08-07", "trigger_time_bjt": "2024-08-07 08:00", "entry_i": 1794, "entry_date": "2024-08-07", "entry_time_bjt": "2024-08-07 08:00", "entry_price": 55991.2, "notional_usdt": 959730.475414817, "btc_qty": 17.14073774833933, "equity_before": 959730.475414817, "trigger_close": 55991.2, "trigger_prev_close": 54003.1, "trigger_ma120": 64432.66333333333, "trigger_ma120_slope_pct": -0.20247800908017588, "bull_age": null, "bear_age": 5, "time_factor": "熊段第5天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 1796, "exit_date": "2024-08-09", "exit_time_bjt": "2024-08-09 08:00", "exit_price": 61659.8, "held_days": 2, "pnl_pct": 10.124090928574493, "pnl_usdt": 97163.98600023634, "equity_after": 1056894.4614150533, "reason": "短多止盈：08:00收盘收益超过+8%" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1796, "trigger_date": "2024-08-09", "trigger_time_bjt": "2024-08-09 08:00", "entry_i": 1796, "entry_date": "2024-08-09", "entry_time_bjt": "2024-08-09 08:00", "entry_price": 61659.8, "notional_usdt": 1056894.4614150533, "btc_qty": -17.14073774833933, "equity_before": 1056894.4614150533, "trigger_close": 61659.8, "trigger_prev_close": 55102.9, "trigger_ma120": 64240.09416666666, "trigger_ma120_slope_pct": -0.11689679947995968, "bull_age": null, "bear_age": 7, "time_factor": "跌破MA120第7天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 1801, "exit_date": "2024-08-14", "exit_time_bjt": "2024-08-14 08:00", "exit_price": 60550.5, "held_days": 5, "pnl_pct": 1.7990651932053021, "pnl_usdt": 19014.220384232867, "equity_after": 1075908.6817992863, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1801, "trigger_date": "2024-08-14", "trigger_time_bjt": "2024-08-14 08:00", "entry_i": 1801, "entry_date": "2024-08-14", "entry_time_bjt": "2024-08-14 08:00", "entry_price": 60550.5, "notional_usdt": 1075908.6817992863, "btc_qty": -17.768782781302985, "equity_before": 1075908.6817992863, "trigger_close": 60550.5, "trigger_prev_close": 59323.6, "trigger_ma120": 63991.13833333333, "trigger_ma120_slope_pct": -0.03699924293577572, "bull_age": null, "bear_age": 12, "time_factor": "跌破MA120第12天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 1806, "exit_date": "2024-08-19", "exit_time_bjt": "2024-08-19 08:00", "exit_price": 58390.0, "held_days": 5, "pnl_pct": 3.568096052055722, "pnl_usdt": 38389.4551990051, "equity_after": 1114298.1369982914, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1807, "trigger_date": "2024-08-20", "trigger_time_bjt": "2024-08-20 08:00", "entry_i": 1807, "entry_date": "2024-08-20", "entry_time_bjt": "2024-08-20 08:00", "entry_price": 59398.5, "notional_usdt": 1114298.1369982914, "btc_qty": -18.759701625433156, "equity_before": 1114298.1369982914, "trigger_close": 59398.5, "trigger_prev_close": 58390.0, "trigger_ma120": 63742.8825, "trigger_ma120_slope_pct": -0.07203585789571365, "bull_age": null, "bear_age": 18, "time_factor": "跌破MA120第18天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 1811, "exit_date": "2024-08-24", "exit_time_bjt": "2024-08-24 08:00", "exit_price": 64019.9, "held_days": 4, "pnl_pct": -7.7803311531436, "pnl_usdt": -86696.08509177681, "equity_after": 1027602.0519065146, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "LONG_HOLD", "module_name": "MA120上方多方长持", "direction": "long", "trigger_i": 1811, "trigger_date": "2024-08-24", "trigger_time_bjt": "2024-08-24 08:00", "entry_i": 1811, "entry_date": "2024-08-24", "entry_time_bjt": "2024-08-24 08:00", "entry_price": 64019.9, "notional_usdt": 1027602.0519065146, "btc_qty": 16.05129111270893, "equity_before": 1027602.0519065146, "trigger_close": 64019.9, "trigger_prev_close": 60349.9, "trigger_ma120": 63597.712500000016, "trigger_ma120_slope_pct": -0.006012695395551937, "bull_age": 1, "bear_age": null, "time_factor": "站上MA120第1天 · 多头早中段", "rule": "北京时间08:00收盘价高于MA120，按该收盘价做多；08:00收盘跌回MA120下方退出。", "exit_i": 1814, "exit_date": "2024-08-27", "exit_time_bjt": "2024-08-27 08:00", "exit_price": 62807.6, "held_days": 3, "pnl_pct": -1.893629949437603, "pnl_usdt": -19458.980215937103, "equity_after": 1008143.0716905774, "reason": "08:00收盘跌回MA120下方，按收盘价退出" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1814, "trigger_date": "2024-08-27", "trigger_time_bjt": "2024-08-27 08:00", "entry_i": 1814, "entry_date": "2024-08-27", "entry_time_bjt": "2024-08-27 08:00", "entry_price": 62807.6, "notional_usdt": 1008143.0716905774, "btc_qty": -16.05129111270893, "equity_before": 1008143.0716905774, "trigger_close": 62807.6, "trigger_prev_close": 64190.2, "trigger_ma120": 63604.84750000002, "trigger_ma120_slope_pct": -0.0036775194584892645, "bull_age": null, "bear_age": 1, "time_factor": "跌破MA120第1天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 1819, "exit_date": "2024-09-01", "exit_time_bjt": "2024-09-01 08:00", "exit_price": 58941.9, "held_days": 5, "pnl_pct": 6.1548283965634685, "pnl_usdt": 62049.47605439887, "equity_after": 1070192.5477449764, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1819, "trigger_date": "2024-09-01", "trigger_time_bjt": "2024-09-01 08:00", "entry_i": 1819, "entry_date": "2024-09-01", "entry_time_bjt": "2024-09-01 08:00", "entry_price": 58941.9, "notional_usdt": 1070192.5477449764, "btc_qty": -18.156736510783947, "equity_before": 1070192.5477449764, "trigger_close": 58941.9, "trigger_prev_close": 59096.3, "trigger_ma120": 63530.383333333346, "trigger_ma120_slope_pct": -0.05128509154005423, "bull_age": null, "bear_age": 6, "time_factor": "跌破MA120第6天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 1824, "exit_date": "2024-09-06", "exit_time_bjt": "2024-09-06 08:00", "exit_price": 56145.7, "held_days": 5, "pnl_pct": 4.74399366155486, "pnl_usdt": 50769.866631454155, "equity_after": 1120962.4143764304, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 1826, "trigger_date": "2024-09-08", "trigger_time_bjt": "2024-09-08 08:00", "entry_i": 1826, "entry_date": "2024-09-08", "entry_time_bjt": "2024-09-08 08:00", "entry_price": 54134.9, "notional_usdt": 1120962.4143764304, "btc_qty": 20.70683448896055, "equity_before": 1120962.4143764304, "trigger_close": 54134.9, "trigger_prev_close": 53927.7, "trigger_ma120": 63177.950833333336, "trigger_ma120_slope_pct": -0.08754879235394197, "bull_age": null, "bear_age": 13, "time_factor": "熊段第13天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 1832, "exit_date": "2024-09-14", "exit_time_bjt": "2024-09-14 08:00", "exit_price": 60456.2, "held_days": 6, "pnl_pct": 11.676940384114488, "pnl_usdt": 130894.1128550662, "equity_after": 1251856.5272314968, "reason": "短多止盈：08:00收盘收益超过+8%" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1832, "trigger_date": "2024-09-14", "trigger_time_bjt": "2024-09-14 08:00", "entry_i": 1832, "entry_date": "2024-09-14", "entry_time_bjt": "2024-09-14 08:00", "entry_price": 60456.2, "notional_usdt": 1251856.5272314968, "btc_qty": -20.70683448896055, "equity_before": 1251856.5272314968, "trigger_close": 60456.2, "trigger_prev_close": 58097.0, "trigger_ma120": 62904.59416666666, "trigger_ma120_slope_pct": -0.06303856501216343, "bull_age": null, "bear_age": 19, "time_factor": "跌破MA120第19天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 1837, "exit_date": "2024-09-19", "exit_time_bjt": "2024-09-19 08:00", "exit_price": 61735.3, "held_days": 5, "pnl_pct": -2.115746606634234, "pnl_usdt": -26486.11199482956, "equity_after": 1225370.4152366673, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1837, "trigger_date": "2024-09-19", "trigger_time_bjt": "2024-09-19 08:00", "entry_i": 1837, "entry_date": "2024-09-19", "entry_time_bjt": "2024-09-19 08:00", "entry_price": 61735.3, "notional_usdt": 1225370.4152366673, "btc_qty": -19.848780442253737, "equity_before": 1225370.4152366673, "trigger_close": 61735.3, "trigger_prev_close": 60281.0, "trigger_ma120": 62550.6625, "trigger_ma120_slope_pct": -0.1122294951116598, "bull_age": null, "bear_age": 24, "time_factor": "跌破MA120第24天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 1838, "exit_date": "2024-09-20", "exit_time_bjt": "2024-09-20 08:00", "exit_price": 62926.9, "held_days": 1, "pnl_pct": -1.9301760905025138, "pnl_usdt": -23651.806774989524, "equity_after": 1201718.6084616778, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "LONG_HOLD", "module_name": "MA120上方多方长持", "direction": "long", "trigger_i": 1838, "trigger_date": "2024-09-20", "trigger_time_bjt": "2024-09-20 08:00", "entry_i": 1838, "entry_date": "2024-09-20", "entry_time_bjt": "2024-09-20 08:00", "entry_price": 62926.9, "notional_usdt": 1201718.6084616778, "btc_qty": 19.09705719591586, "equity_before": 1201718.6084616778, "trigger_close": 62926.9, "trigger_prev_close": 61735.3, "trigger_ma120": 62498.22750000001, "trigger_ma120_slope_pct": -0.08382804898348084, "bull_age": 1, "bear_age": null, "time_factor": "站上MA120第1天 · 多头早中段", "rule": "北京时间08:00收盘价高于MA120，按该收盘价做多；08:00收盘跌回MA120下方退出。", "exit_i": 1850, "exit_date": "2024-10-02", "exit_time_bjt": "2024-10-02 08:00", "exit_price": 60776.8, "held_days": 12, "pnl_pct": -3.4168217407817614, "pnl_usdt": -41060.58267693866, "equity_after": 1160658.025784739, "reason": "08:00收盘跌回MA120下方，按收盘价退出" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1850, "trigger_date": "2024-10-02", "trigger_time_bjt": "2024-10-02 08:00", "entry_i": 1850, "entry_date": "2024-10-02", "entry_time_bjt": "2024-10-02 08:00", "entry_price": 60776.8, "notional_usdt": 1160658.025784739, "btc_qty": -19.09705719591586, "equity_before": 1160658.025784739, "trigger_close": 60776.8, "trigger_prev_close": 63309.1, "trigger_ma120": 62053.52083333333, "trigger_ma120_slope_pct": -0.10831850749529748, "bull_age": null, "bear_age": 1, "time_factor": "跌破MA120第1天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 1853, "exit_date": "2024-10-05", "exit_time_bjt": "2024-10-05 08:00", "exit_price": 62054.4, "held_days": 3, "pnl_pct": -2.1021179134143266, "pnl_usdt": -24398.400273502073, "equity_after": 1136259.625511237, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "LONG_HOLD", "module_name": "MA120上方多方长持", "direction": "long", "trigger_i": 1853, "trigger_date": "2024-10-05", "trigger_time_bjt": "2024-10-05 08:00", "entry_i": 1853, "entry_date": "2024-10-05", "entry_time_bjt": "2024-10-05 08:00", "entry_price": 62054.4, "notional_usdt": 1136259.625511237, "btc_qty": 18.310701989081142, "equity_before": 1136259.625511237, "trigger_close": 62054.4, "trigger_prev_close": 60727.2, "trigger_ma120": 61810.69499999999, "trigger_ma120_slope_pct": -0.11817304441023024, "bull_age": 1, "bear_age": null, "time_factor": "站上MA120第1天 · 多头早中段", "rule": "北京时间08:00收盘价高于MA120，按该收盘价做多；08:00收盘跌回MA120下方退出。", "exit_i": 1858, "exit_date": "2024-10-10", "exit_time_bjt": "2024-10-10 08:00", "exit_price": 60606.4, "held_days": 5, "pnl_pct": -2.3334364686468656, "pnl_usdt": -26513.896480189505, "equity_after": 1109745.7290310476, "reason": "08:00收盘跌回MA120下方，按收盘价退出" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1858, "trigger_date": "2024-10-10", "trigger_time_bjt": "2024-10-10 08:00", "entry_i": 1858, "entry_date": "2024-10-10", "entry_time_bjt": "2024-10-10 08:00", "entry_price": 60606.4, "notional_usdt": 1109745.7290310476, "btc_qty": -18.310701989081146, "equity_before": 1109745.7290310476, "trigger_close": 60606.4, "trigger_prev_close": 62131.7, "trigger_ma120": 61514.621666666666, "trigger_ma120_slope_pct": -0.09087539097579755, "bull_age": null, "bear_age": 1, "time_factor": "跌破MA120第1天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 1860, "exit_date": "2024-10-12", "exit_time_bjt": "2024-10-12 08:00", "exit_price": 62509.0, "held_days": 2, "pnl_pct": -3.139272420074445, "pnl_usdt": -34837.94160442576, "equity_after": 1074907.787426622, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "LONG_HOLD", "module_name": "MA120上方多方长持", "direction": "long", "trigger_i": 1860, "trigger_date": "2024-10-12", "trigger_time_bjt": "2024-10-12 08:00", "entry_i": 1860, "entry_date": "2024-10-12", "entry_time_bjt": "2024-10-12 08:00", "entry_price": 62509.0, "notional_usdt": 1074907.787426622, "btc_qty": 17.19604836786098, "equity_before": 1074907.787426622, "trigger_close": 62509.0, "trigger_prev_close": 60293.2, "trigger_ma120": 61412.496666666666, "trigger_ma120_slope_pct": -0.058015040459258316, "bull_age": 1, "bear_age": null, "time_factor": "站上MA120第1天 · 多头早中段", "rule": "北京时间08:00收盘价高于MA120，按该收盘价做多；08:00收盘跌回MA120下方退出。", "exit_i": 1996, "exit_date": "2025-02-25", "exit_time_bjt": "2025-02-25 08:00", "exit_price": 91514.5, "held_days": 136, "pnl_pct": 46.40211809499433, "pnl_usdt": 498779.98093399167, "equity_after": 1573687.7683606136, "reason": "08:00收盘跌回MA120下方，按收盘价退出" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 1996, "trigger_date": "2025-02-25", "trigger_time_bjt": "2025-02-25 08:00", "entry_i": 1996, "entry_date": "2025-02-25", "entry_time_bjt": "2025-02-25 08:00", "entry_price": 91514.5, "notional_usdt": 1573687.7683606136, "btc_qty": -17.19604836786098, "equity_before": 1573687.7683606136, "trigger_close": 91514.5, "trigger_prev_close": 96218.4, "trigger_ma120": 94605.12416666666, "trigger_ma120_slope_pct": 0.2076238583265111, "bull_age": null, "bear_age": 1, "time_factor": "跌破MA120第1天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 2001, "exit_date": "2025-03-02", "exit_time_bjt": "2025-03-02 08:00", "exit_price": 86007.7, "held_days": 5, "pnl_pct": 6.017407077566946, "pnl_usdt": 94695.19915213689, "equity_after": 1668382.9675127505, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 2002, "trigger_date": "2025-03-03", "trigger_time_bjt": "2025-03-03 08:00", "entry_i": 2002, "entry_date": "2025-03-03", "entry_time_bjt": "2025-03-03 08:00", "entry_price": 94222.8, "notional_usdt": 1668382.9675127505, "btc_qty": -17.706786123027022, "equity_before": 1668382.9675127505, "trigger_close": 94222.8, "trigger_prev_close": 86007.7, "trigger_ma120": 95420.40166666664, "trigger_ma120_slope_pct": 0.21754846488479807, "bull_age": null, "bear_age": 7, "time_factor": "跌破MA120第7天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 2007, "exit_date": "2025-03-08", "exit_time_bjt": "2025-03-08 08:00", "exit_price": 86753.8, "held_days": 5, "pnl_pct": 7.926956108288015, "pnl_usdt": 132251.98555288883, "equity_after": 1800634.9530656394, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 2011, "trigger_date": "2025-03-12", "trigger_time_bjt": "2025-03-12 08:00", "entry_i": 2011, "entry_date": "2025-03-12", "entry_time_bjt": "2025-03-12 08:00", "entry_price": 82896.0, "notional_usdt": 1800634.9530656394, "btc_qty": 21.721614469523733, "equity_before": 1800634.9530656394, "trigger_close": 82896.0, "trigger_prev_close": 78567.8, "trigger_ma120": 96164.55333333336, "trigger_ma120_slope_pct": -0.050520635201023456, "bull_age": null, "bear_age": 16, "time_factor": "熊段第16天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 2041, "exit_date": "2025-04-11", "exit_time_bjt": "2025-04-11 08:00", "exit_price": 79560.2, "held_days": 30, "pnl_pct": -4.0240783632503385, "pnl_usdt": -72458.96154743728, "equity_after": 1728175.991518202, "reason": "短多到期/08:00收盘收复MA120退出" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 2042, "trigger_date": "2025-04-12", "trigger_time_bjt": "2025-04-12 08:00", "entry_i": 2042, "entry_date": "2025-04-12", "entry_time_bjt": "2025-04-12 08:00", "entry_price": 83378.3, "notional_usdt": 1728175.991518202, "btc_qty": 20.72692764805953, "equity_before": 1728175.991518202, "trigger_close": 83378.3, "trigger_prev_close": 79560.2, "trigger_ma120": 93051.52666666669, "trigger_ma120_slope_pct": -0.14847908267021648, "bull_age": null, "bear_age": 47, "time_factor": "熊段第47天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 2053, "exit_date": "2025-04-23", "exit_time_bjt": "2025-04-23 08:00", "exit_price": 93404.9, "held_days": 11, "pnl_pct": 12.025431077390625, "pnl_usdt": 207820.61275603343, "equity_after": 1935996.6042742354, "reason": "短多止盈：08:00收盘收益超过+8%" }, { "module": "LONG_HOLD", "module_name": "MA120上方多方长持", "direction": "long", "trigger_i": 2053, "trigger_date": "2025-04-23", "trigger_time_bjt": "2025-04-23 08:00", "entry_i": 2053, "entry_date": "2025-04-23", "entry_time_bjt": "2025-04-23 08:00", "entry_price": 93404.9, "notional_usdt": 1935996.6042742354, "btc_qty": 20.72692764805953, "equity_before": 1935996.6042742354, "trigger_close": 93404.9, "trigger_prev_close": 87466.0, "trigger_ma120": 91714.27083333334, "trigger_ma120_slope_pct": -0.013229560113869887, "bull_age": 1, "bear_age": null, "time_factor": "站上MA120第1天 · 多头早中段", "rule": "北京时间08:00收盘价高于MA120，按该收盘价做多；08:00收盘跌回MA120下方退出。", "exit_i": 2182, "exit_date": "2025-08-30", "exit_time_bjt": "2025-08-30 08:00", "exit_price": 108332.4, "held_days": 129, "pnl_pct": 15.981495617467601, "pnl_usdt": 309401.2124664085, "equity_after": 2245397.816740644, "reason": "08:00收盘跌回MA120下方，按收盘价退出" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 2182, "trigger_date": "2025-08-30", "trigger_time_bjt": "2025-08-30 08:00", "entry_i": 2182, "entry_date": "2025-08-30", "entry_time_bjt": "2025-08-30 08:00", "entry_price": 108332.4, "notional_usdt": 2245397.816740644, "btc_qty": -20.72692764805953, "equity_before": 2245397.816740644, "trigger_close": 108332.4, "trigger_prev_close": 112507.3, "trigger_ma120": 110018.17000000001, "trigger_ma120_slope_pct": 0.09028699811504115, "bull_age": null, "bear_age": 1, "time_factor": "跌破MA120第1天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 2186, "exit_date": "2025-09-03", "exit_time_bjt": "2025-09-03 08:00", "exit_price": 111188.0, "held_days": 4, "pnl_pct": -2.6359611713577897, "pnl_usdt": -59187.814591798924, "equity_after": 2186210.0021488452, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "LONG_HOLD", "module_name": "MA120上方多方长持", "direction": "long", "trigger_i": 2186, "trigger_date": "2025-09-03", "trigger_time_bjt": "2025-09-03 08:00", "entry_i": 2186, "entry_date": "2025-09-03", "entry_time_bjt": "2025-09-03 08:00", "entry_price": 111188.0, "notional_usdt": 2186210.0021488452, "btc_qty": 19.662283719006055, "equity_before": 2186210.0021488452, "trigger_close": 111188.0, "trigger_prev_close": 109187.9, "trigger_ma120": 110483.01000000004, "trigger_ma120_slope_pct": 0.12454281982698934, "bull_age": 1, "bear_age": null, "time_factor": "站上MA120第1天 · 多头早中段", "rule": "北京时间08:00收盘价高于MA120，按该收盘价做多；08:00收盘跌回MA120下方退出。", "exit_i": 2188, "exit_date": "2025-09-05", "exit_time_bjt": "2025-09-05 08:00", "exit_price": 110679.4, "held_days": 2, "pnl_pct": -0.45742346296363534, "pnl_usdt": -10000.237499486615, "equity_after": 2176209.7646493586, "reason": "08:00收盘跌回MA120下方，按收盘价退出" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 2188, "trigger_date": "2025-09-05", "trigger_time_bjt": "2025-09-05 08:00", "entry_i": 2188, "entry_date": "2025-09-05", "entry_time_bjt": "2025-09-05 08:00", "entry_price": 110679.4, "notional_usdt": 2176209.7646493586, "btc_qty": -19.662283719006055, "equity_before": 2176209.7646493586, "trigger_close": 110679.4, "trigger_prev_close": 111659.8, "trigger_ma120": 110720.94250000006, "trigger_ma120_slope_pct": 0.10315063290122772, "bull_age": null, "bear_age": 1, "time_factor": "跌破MA120第1天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 2191, "exit_date": "2025-09-08", "exit_time_bjt": "2025-09-08 08:00", "exit_price": 111076.0, "held_days": 3, "pnl_pct": -0.35833226417924735, "pnl_usdt": -7798.061722957917, "equity_after": 2168411.7029264006, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "LONG_HOLD", "module_name": "MA120上方多方长持", "direction": "long", "trigger_i": 2191, "trigger_date": "2025-09-08", "trigger_time_bjt": "2025-09-08 08:00", "entry_i": 2191, "entry_date": "2025-09-08", "entry_time_bjt": "2025-09-08 08:00", "entry_price": 111076.0, "notional_usdt": 2168411.7029264006, "btc_qty": 19.521874238597, "equity_before": 2168411.7029264006, "trigger_close": 111076.0, "trigger_prev_close": 110135.3, "trigger_ma120": 110894.83750000007, "trigger_ma120_slope_pct": 0.04726829485512951, "bull_age": 1, "bear_age": null, "time_factor": "站上MA120第1天 · 多头早中段", "rule": "北京时间08:00收盘价高于MA120，按该收盘价做多；08:00收盘跌回MA120下方退出。", "exit_i": 2207, "exit_date": "2025-09-24", "exit_time_bjt": "2025-09-24 08:00", "exit_price": 111947.0, "held_days": 16, "pnl_pct": 0.7841477907018612, "pnl_usdt": 17003.552461817977, "equity_after": 2185415.2553882184, "reason": "08:00收盘跌回MA120下方，按收盘价退出" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 2207, "trigger_date": "2025-09-24", "trigger_time_bjt": "2025-09-24 08:00", "entry_i": 2207, "entry_date": "2025-09-24", "entry_time_bjt": "2025-09-24 08:00", "entry_price": 111947.0, "notional_usdt": 2185415.2553882184, "btc_qty": -19.521874238597, "equity_before": 2185415.2553882184, "trigger_close": 111947.0, "trigger_prev_close": 112604.7, "trigger_ma120": 112048.1866666667, "trigger_ma120_slope_pct": 0.019044541270751836, "bull_age": null, "bear_age": 1, "time_factor": "跌破MA120第1天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 2208, "exit_date": "2025-09-25", "exit_time_bjt": "2025-09-25 08:00", "exit_price": 113254.0, "held_days": 1, "pnl_pct": -1.1675167713292898, "pnl_usdt": -25515.08962984628, "equity_after": 2159900.1657583723, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "LONG_HOLD", "module_name": "MA120上方多方长持", "direction": "long", "trigger_i": 2208, "trigger_date": "2025-09-25", "trigger_time_bjt": "2025-09-25 08:00", "entry_i": 2208, "entry_date": "2025-09-25", "entry_time_bjt": "2025-09-25 08:00", "entry_price": 113254.0, "notional_usdt": 2159900.1657583723, "btc_qty": 19.071292543825137, "equity_before": 2159900.1657583723, "trigger_close": 113254.0, "trigger_prev_close": 111947.0, "trigger_ma120": 112084.55916666669, "trigger_ma120_slope_pct": 0.03246148026312401, "bull_age": 1, "bear_age": null, "time_factor": "站上MA120第1天 · 多头早中段", "rule": "北京时间08:00收盘价高于MA120，按该收盘价做多；08:00收盘跌回MA120下方退出。", "exit_i": 2209, "exit_date": "2025-09-26", "exit_time_bjt": "2025-09-26 08:00", "exit_price": 108934.5, "held_days": 1, "pnl_pct": -3.8139933247390845, "pnl_usdt": -82378.44814305274, "equity_after": 2077521.7176153196, "reason": "08:00收盘跌回MA120下方，按收盘价退出" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 2209, "trigger_date": "2025-09-26", "trigger_time_bjt": "2025-09-26 08:00", "entry_i": 2209, "entry_date": "2025-09-26", "entry_time_bjt": "2025-09-26 08:00", "entry_price": 108934.5, "notional_usdt": 2077521.7176153196, "btc_qty": -19.07129254382514, "equity_before": 2077521.7176153196, "trigger_close": 108934.5, "trigger_prev_close": 113254.0, "trigger_ma120": 112094.6541666667, "trigger_ma120_slope_pct": 0.009006592946492198, "bull_age": null, "bear_age": 1, "time_factor": "跌破MA120第1天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 2213, "exit_date": "2025-09-30", "exit_time_bjt": "2025-09-30 08:00", "exit_price": 114257.1, "held_days": 4, "pnl_pct": -4.886055381903811, "pnl_usdt": -101508.86169376381, "equity_after": 1976012.8559215558, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "LONG_HOLD", "module_name": "MA120上方多方长持", "direction": "long", "trigger_i": 2213, "trigger_date": "2025-09-30", "trigger_time_bjt": "2025-09-30 08:00", "entry_i": 2213, "entry_date": "2025-09-30", "entry_time_bjt": "2025-09-30 08:00", "entry_price": 114257.1, "notional_usdt": 1976012.8559215558, "btc_qty": 17.294442585375926, "equity_before": 1976012.8559215558, "trigger_close": 114257.1, "trigger_prev_close": 112119.6, "trigger_ma120": 112310.69250000005, "trigger_ma120_slope_pct": 0.06440011590507222, "bull_age": 1, "bear_age": null, "time_factor": "站上MA120第1天 · 多头早中段", "rule": "北京时间08:00收盘价高于MA120，按该收盘价做多；08:00收盘跌回MA120下方退出。", "exit_i": 2224, "exit_date": "2025-10-11", "exit_time_bjt": "2025-10-11 08:00", "exit_price": 112714.9, "held_days": 11, "pnl_pct": -1.3497629468978367, "pnl_usdt": -26671.489355166894, "equity_after": 1949341.3665663889, "reason": "08:00收盘跌回MA120下方，按收盘价退出" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 2224, "trigger_date": "2025-10-11", "trigger_time_bjt": "2025-10-11 08:00", "entry_i": 2224, "entry_date": "2025-10-11", "entry_time_bjt": "2025-10-11 08:00", "entry_price": 112714.9, "notional_usdt": 1949341.3665663889, "btc_qty": -17.294442585375926, "equity_before": 1949341.3665663889, "trigger_close": 112714.9, "trigger_prev_close": 121579.3, "trigger_ma120": 113619.6941666667, "trigger_ma120_slope_pct": 0.05214108408411189, "bull_age": null, "bear_age": 1, "time_factor": "跌破MA120第1天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 2226, "exit_date": "2025-10-13", "exit_time_bjt": "2025-10-13 08:00", "exit_price": 114894.4, "held_days": 2, "pnl_pct": -1.9336396519005032, "pnl_usdt": -37693.23761482684, "equity_after": 1911648.128951562, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "LONG_HOLD", "module_name": "MA120上方多方长持", "direction": "long", "trigger_i": 2226, "trigger_date": "2025-10-13", "trigger_time_bjt": "2025-10-13 08:00", "entry_i": 2226, "entry_date": "2025-10-13", "entry_time_bjt": "2025-10-13 08:00", "entry_price": 114894.4, "notional_usdt": 1911648.128951562, "btc_qty": 16.63830551316306, "equity_before": 1911648.128951562, "trigger_close": 114894.4, "trigger_prev_close": 110579.1, "trigger_ma120": 113737.08000000005, "trigger_ma120_slope_pct": 0.06990658663166283, "bull_age": 1, "bear_age": null, "time_factor": "站上MA120第1天 · 多头早中段", "rule": "北京时间08:00收盘价高于MA120，按该收盘价做多；08:00收盘跌回MA120下方退出。", "exit_i": 2228, "exit_date": "2025-10-15", "exit_time_bjt": "2025-10-15 08:00", "exit_price": 112983.8, "held_days": 2, "pnl_pct": -1.662918297149374, "pnl_usdt": -31789.14651344918, "equity_after": 1879858.9824381128, "reason": "08:00收盘跌回MA120下方，按收盘价退出" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 2228, "trigger_date": "2025-10-15", "trigger_time_bjt": "2025-10-15 08:00", "entry_i": 2228, "entry_date": "2025-10-15", "entry_time_bjt": "2025-10-15 08:00", "entry_price": 112983.8, "notional_usdt": 1879858.9824381128, "btc_qty": -16.63830551316306, "equity_before": 1879858.9824381128, "trigger_close": 112983.8, "trigger_prev_close": 115111.9, "trigger_ma120": 113868.83833333338, "trigger_ma120_slope_pct": 0.04564129244759574, "bull_age": null, "bear_age": 1, "time_factor": "跌破MA120第1天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 2233, "exit_date": "2025-10-20", "exit_time_bjt": "2025-10-20 08:00", "exit_price": 108586.2, "held_days": 5, "pnl_pct": 3.8922394183945004, "pnl_usdt": 73168.61232468598, "equity_after": 1953027.5947627989, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 2233, "trigger_date": "2025-10-20", "trigger_time_bjt": "2025-10-20 08:00", "entry_i": 2233, "entry_date": "2025-10-20", "entry_time_bjt": "2025-10-20 08:00", "entry_price": 108586.2, "notional_usdt": 1953027.5947627989, "btc_qty": -17.985965019153436, "equity_before": 1953027.5947627989, "trigger_close": 108586.2, "trigger_prev_close": 107117.5, "trigger_ma120": 114049.14583333336, "trigger_ma120_slope_pct": 0.04756352057218027, "bull_age": null, "bear_age": 6, "time_factor": "跌破MA120第6天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 2238, "exit_date": "2025-10-25", "exit_time_bjt": "2025-10-25 08:00", "exit_price": 110965.4, "held_days": 5, "pnl_pct": -2.1910703201695956, "pnl_usdt": -42792.207973569806, "equity_after": 1910235.386789229, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 2238, "trigger_date": "2025-10-25", "trigger_time_bjt": "2025-10-25 08:00", "entry_i": 2238, "entry_date": "2025-10-25", "entry_time_bjt": "2025-10-25 08:00", "entry_price": 110965.4, "notional_usdt": 1910235.386789229, "btc_qty": -17.214693830592502, "equity_before": 1910235.386789229, "trigger_close": 110965.4, "trigger_prev_close": 110025.9, "trigger_ma120": 114222.66833333338, "trigger_ma120_slope_pct": 0.02956869313448518, "bull_age": null, "bear_age": 11, "time_factor": "跌破MA120第11天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 2240, "exit_date": "2025-10-27", "exit_time_bjt": "2025-10-27 08:00", "exit_price": 114497.8, "held_days": 2, "pnl_pct": -3.183334625027269, "pnl_usdt": -60809.184487185106, "equity_after": 1849426.2023020438, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "LONG_HOLD", "module_name": "MA120上方多方长持", "direction": "long", "trigger_i": 2240, "trigger_date": "2025-10-27", "trigger_time_bjt": "2025-10-27 08:00", "entry_i": 2240, "entry_date": "2025-10-27", "entry_time_bjt": "2025-10-27 08:00", "entry_price": 114497.8, "notional_usdt": 1849426.2023020438, "btc_qty": 16.152504260361717, "equity_before": 1849426.2023020438, "trigger_close": 114497.8, "trigger_prev_close": 111589.4, "trigger_ma120": 114321.29750000004, "trigger_ma120_slope_pct": 0.05292569327624008, "bull_age": 1, "bear_age": null, "time_factor": "站上MA120第1天 · 多头早中段", "rule": "北京时间08:00收盘价高于MA120，按该收盘价做多；08:00收盘跌回MA120下方退出。", "exit_i": 2241, "exit_date": "2025-10-28", "exit_time_bjt": "2025-10-28 08:00", "exit_price": 114064.1, "held_days": 1, "pnl_pct": -0.37878457053323045, "pnl_usdt": -7005.34109771883, "equity_after": 1842420.861204325, "reason": "08:00收盘跌回MA120下方，按收盘价退出" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 2241, "trigger_date": "2025-10-28", "trigger_time_bjt": "2025-10-28 08:00", "entry_i": 2241, "entry_date": "2025-10-28", "entry_time_bjt": "2025-10-28 08:00", "entry_price": 114064.1, "notional_usdt": 1842420.861204325, "btc_qty": -16.152504260361717, "equity_before": 1842420.861204325, "trigger_close": 114064.1, "trigger_prev_close": 114497.8, "trigger_ma120": 114369.25000000003, "trigger_ma120_slope_pct": 0.041945377675567386, "bull_age": null, "bear_age": 1, "time_factor": "跌破MA120第1天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 2246, "exit_date": "2025-11-02", "exit_time_bjt": "2025-11-02 08:00", "exit_price": 110047.2, "held_days": 5, "pnl_pct": 3.5216163543130645, "pnl_usdt": 64882.99436344712, "equity_after": 1907303.8555677722, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 2246, "trigger_date": "2025-11-02", "trigger_time_bjt": "2025-11-02 08:00", "entry_i": 2246, "entry_date": "2025-11-02", "entry_time_bjt": "2025-11-02 08:00", "entry_price": 110047.2, "notional_usdt": 1907303.8555677722, "btc_qty": -17.331689089479536, "equity_before": 1907303.8555677722, "trigger_close": 110047.2, "trigger_prev_close": 109557.3, "trigger_ma120": 114466.59333333337, "trigger_ma120_slope_pct": 0.015376573060610355, "bull_age": null, "bear_age": 6, "time_factor": "跌破MA120第6天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 2251, "exit_date": "2025-11-07", "exit_time_bjt": "2025-11-07 08:00", "exit_price": 101305.6, "held_days": 5, "pnl_pct": 7.943500607012257, "pnl_usdt": 151506.69334459415, "equity_after": 2058810.5489123664, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 2252, "trigger_date": "2025-11-08", "trigger_time_bjt": "2025-11-08 08:00", "entry_i": 2252, "entry_date": "2025-11-08", "entry_time_bjt": "2025-11-08 08:00", "entry_price": 103305.2, "notional_usdt": 2058810.5489123664, "btc_qty": 19.929398993587608, "equity_before": 2058810.5489123664, "trigger_close": 103305.2, "trigger_prev_close": 101305.6, "trigger_ma120": 114178.10750000001, "trigger_ma120_slope_pct": -0.09241619262655432, "bull_age": null, "bear_age": 12, "time_factor": "熊段第12天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 2265, "exit_date": "2025-11-21", "exit_time_bjt": "2025-11-21 08:00", "exit_price": 86601.3, "held_days": 13, "pnl_pct": -16.169466783859853, "pnl_usdt": -332898.6878489878, "equity_after": 1725911.8610633786, "reason": "短多止损：08:00收盘回撤12%" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 2268, "trigger_date": "2025-11-24", "trigger_time_bjt": "2025-11-24 08:00", "entry_i": 2268, "entry_date": "2025-11-24", "entry_time_bjt": "2025-11-24 08:00", "entry_price": 86807.7, "notional_usdt": 1725911.8610633786, "btc_qty": 19.882013474189257, "equity_before": 1725911.8610633786, "trigger_close": 86807.7, "trigger_prev_close": 84689.4, "trigger_ma120": 111088.98500000006, "trigger_ma120_slope_pct": -0.232615319372953, "bull_age": null, "bear_age": 28, "time_factor": "熊段第28天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 2298, "exit_date": "2025-12-24", "exit_time_bjt": "2025-12-24 08:00", "exit_price": 87463.0, "held_days": 30, "pnl_pct": 0.7548869512727485, "pnl_usdt": 13028.683429636094, "equity_after": 1738940.5444930147, "reason": "短多到期/08:00收盘收复MA120退出" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 2299, "trigger_date": "2025-12-25", "trigger_time_bjt": "2025-12-25 08:00", "entry_i": 2299, "entry_date": "2025-12-25", "entry_time_bjt": "2025-12-25 08:00", "entry_price": 87627.3, "notional_usdt": 1738940.5444930147, "btc_qty": 19.844734968360484, "equity_before": 1738940.5444930147, "trigger_close": 87627.3, "trigger_prev_close": 87463.0, "trigger_ma120": 104204.84833333339, "trigger_ma120_slope_pct": -0.19222001029893798, "bull_age": null, "bear_age": 59, "time_factor": "熊段第59天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 2319, "exit_date": "2026-01-14", "exit_time_bjt": "2026-01-14 08:00", "exit_price": 95375.2, "held_days": 20, "pnl_pct": 8.841879186052747, "pnl_usdt": 153755.02206136019, "equity_after": 1892695.566554375, "reason": "短多止盈：08:00收盘收益超过+8%" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 2319, "trigger_date": "2026-01-14", "trigger_time_bjt": "2026-01-14 08:00", "entry_i": 2319, "entry_date": "2026-01-14", "entry_time_bjt": "2026-01-14 08:00", "entry_price": 95375.2, "notional_usdt": 1892695.566554375, "btc_qty": 19.844734968360488, "equity_before": 1892695.566554375, "trigger_close": 95375.2, "trigger_prev_close": 91252.6, "trigger_ma120": 100573.31000000003, "trigger_ma120_slope_pct": -0.16482634815360164, "bull_age": null, "bear_age": 79, "time_factor": "熊段第79天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 2337, "exit_date": "2026-02-01", "exit_time_bjt": "2026-02-01 08:00", "exit_price": 78706.8, "held_days": 18, "pnl_pct": -17.476660599401093, "pnl_usdt": -330779.98034661973, "equity_after": 1561915.5862077554, "reason": "短多止损：08:00收盘回撤12%" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 2339, "trigger_date": "2026-02-03", "trigger_time_bjt": "2026-02-03 08:00", "entry_i": 2339, "entry_date": "2026-02-03", "entry_time_bjt": "2026-02-03 08:00", "entry_price": 78692.5, "notional_usdt": 1561915.5862077554, "btc_qty": 19.84834115332154, "equity_before": 1561915.5862077554, "trigger_close": 78692.5, "trigger_prev_close": 76931.5, "trigger_ma120": 96090.66999999998, "trigger_ma120_slope_pct": -0.38645205067557864, "bull_age": null, "bear_age": 99, "time_factor": "熊段第99天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 2342, "exit_date": "2026-02-06", "exit_time_bjt": "2026-02-06 08:00", "exit_price": 62868.1, "held_days": 3, "pnl_pct": -20.10915906852623, "pnl_usdt": -314088.08974662144, "equity_after": 1247827.496461134, "reason": "短多止损：08:00收盘回撤12%" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 2343, "trigger_date": "2026-02-07", "trigger_time_bjt": "2026-02-07 08:00", "entry_i": 2343, "entry_date": "2026-02-07", "entry_time_bjt": "2026-02-07 08:00", "entry_price": 70544.5, "notional_usdt": 1247827.496461134, "btc_qty": 17.68851570939101, "equity_before": 1247827.496461134, "trigger_close": 70544.5, "trigger_prev_close": 62868.1, "trigger_ma120": 94353.59166666663, "trigger_ma120_slope_pct": -0.44871810314848215, "bull_age": null, "bear_age": 103, "time_factor": "熊段第103天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 2373, "exit_date": "2026-03-09", "exit_time_bjt": "2026-03-09 08:00", "exit_price": 65934.3, "held_days": 30, "pnl_pct": -6.535165746443727, "pnl_usdt": -81547.59512343434, "equity_after": 1166279.9013376995, "reason": "短多到期/08:00收盘收复MA120退出" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 2374, "trigger_date": "2026-03-10", "trigger_time_bjt": "2026-03-10 08:00", "entry_i": 2374, "entry_date": "2026-03-10", "entry_time_bjt": "2026-03-10 08:00", "entry_price": 68394.1, "notional_usdt": 1166279.9013376995, "btc_qty": 17.052346640100527, "equity_before": 1166279.9013376995, "trigger_close": 68394.1, "trigger_prev_close": 65934.3, "trigger_ma120": 83737.68500000004, "trigger_ma120_slope_pct": -0.3597146663919082, "bull_age": null, "bear_age": 134, "time_factor": "熊段第134天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 2381, "exit_date": "2026-03-17", "exit_time_bjt": "2026-03-17 08:00", "exit_price": 74846.4, "held_days": 7, "pnl_pct": 9.434000886041316, "pnl_usdt": 110026.85622592036, "equity_after": 1276306.7575636199, "reason": "短多止盈：08:00收盘收益超过+8%" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 2381, "trigger_date": "2026-03-17", "trigger_time_bjt": "2026-03-17 08:00", "entry_i": 2381, "entry_date": "2026-03-17", "entry_time_bjt": "2026-03-17 08:00", "entry_price": 74846.4, "notional_usdt": 1276306.7575636199, "btc_qty": 17.052346640100527, "equity_before": 1276306.7575636199, "trigger_close": 74846.4, "trigger_prev_close": 72778.9, "trigger_ma120": 82118.25250000002, "trigger_ma120_slope_pct": -0.19623407373726698, "bull_age": null, "bear_age": 141, "time_factor": "熊段第141天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 2411, "exit_date": "2026-04-16", "exit_time_bjt": "2026-04-16 08:00", "exit_price": 74776.2, "held_days": 30, "pnl_pct": -0.09379208619252344, "pnl_usdt": -1197.0747341350716, "equity_after": 1275109.6828294848, "reason": "短多到期/08:00收盘收复MA120退出" }, { "module": "REBOUND_LONG", "module_name": "MA120下行反弹短多", "direction": "long", "trigger_i": 2411, "trigger_date": "2026-04-16", "trigger_time_bjt": "2026-04-16 08:00", "entry_i": 2411, "entry_date": "2026-04-16", "entry_time_bjt": "2026-04-16 08:00", "entry_price": 74776.2, "notional_usdt": 1275109.6828294848, "btc_qty": 17.052346640100524, "equity_before": 1275109.6828294848, "trigger_close": 74776.2, "trigger_prev_close": 74106.9, "trigger_ma120": 77182.00750000002, "trigger_ma120_slope_pct": -0.14070354034350085, "bull_age": null, "bear_age": 171, "time_factor": "熊段第171天 · 短持仓上限30天", "rule": "MA120下行且08:00收盘低于MA120；当日收盘高于前一日收盘，按收盘价短多，收盘收益超过8%退出。", "exit_i": 2413, "exit_date": "2026-04-18", "exit_time_bjt": "2026-04-18 08:00", "exit_price": 77030.6, "held_days": 2, "pnl_pct": 3.014863017912117, "pnl_usdt": 38442.81026544263, "equity_after": 1313552.4930949274, "reason": "短多到期/08:00收盘收复MA120退出" }, { "module": "LONG_HOLD", "module_name": "MA120上方多方长持", "direction": "long", "trigger_i": 2413, "trigger_date": "2026-04-18", "trigger_time_bjt": "2026-04-18 08:00", "entry_i": 2413, "entry_date": "2026-04-18", "entry_time_bjt": "2026-04-18 08:00", "entry_price": 77030.6, "notional_usdt": 1313552.4930949274, "btc_qty": 17.052346640100524, "equity_before": 1313552.4930949274, "trigger_close": 77030.6, "trigger_prev_close": 75106.8, "trigger_ma120": 77019.22500000002, "trigger_ma120_slope_pct": -0.09122615526114819, "bull_age": 1, "bear_age": null, "time_factor": "站上MA120第1天 · 多头早中段", "rule": "北京时间08:00收盘价高于MA120，按该收盘价做多；08:00收盘跌回MA120下方退出。", "exit_i": 2414, "exit_date": "2026-04-19", "exit_time_bjt": "2026-04-19 08:00", "exit_price": 75653.8, "held_days": 1, "pnl_pct": -1.7873416538362719, "pnl_usdt": -23477.67085409046, "equity_after": 1290074.822240837, "reason": "08:00收盘跌回MA120下方，按收盘价退出" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 2414, "trigger_date": "2026-04-19", "trigger_time_bjt": "2026-04-19 08:00", "entry_i": 2414, "entry_date": "2026-04-19", "entry_time_bjt": "2026-04-19 08:00", "entry_price": 75653.8, "notional_usdt": 1290074.822240837, "btc_qty": -17.052346640100524, "equity_before": 1290074.822240837, "trigger_close": 75653.8, "trigger_prev_close": 77030.6, "trigger_ma120": 76915.5066666667, "trigger_ma120_slope_pct": -0.1346655115438078, "bull_age": null, "bear_age": 1, "time_factor": "跌破MA120第1天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 2418, "exit_date": "2026-04-23", "exit_time_bjt": "2026-04-23 08:00", "exit_price": 78139.8, "held_days": 4, "pnl_pct": -3.2860213234497144, "pnl_usdt": -42392.133747289896, "equity_after": 1247682.688493547, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "LONG_HOLD", "module_name": "MA120上方多方长持", "direction": "long", "trigger_i": 2418, "trigger_date": "2026-04-23", "trigger_time_bjt": "2026-04-23 08:00", "entry_i": 2418, "entry_date": "2026-04-23", "entry_time_bjt": "2026-04-23 08:00", "entry_price": 78139.8, "notional_usdt": 1247682.688493547, "btc_qty": 15.96731356483568, "equity_before": 1247682.688493547, "trigger_close": 78139.8, "trigger_prev_close": 76288.2, "trigger_ma120": 76507.0891666667, "trigger_ma120_slope_pct": -0.10144748185885177, "bull_age": 1, "bear_age": null, "time_factor": "站上MA120第1天 · 多头早中段", "rule": "北京时间08:00收盘价高于MA120，按该收盘价做多；08:00收盘跌回MA120下方退出。", "exit_i": 2425, "exit_date": "2026-04-30", "exit_time_bjt": "2026-04-30 08:00", "exit_price": 75749.9, "held_days": 7, "pnl_pct": -3.0584925991620215, "pnl_usdt": -38160.28268860088, "equity_after": 1209522.405804946, "reason": "08:00收盘跌回MA120下方，按收盘价退出" }, { "module": "SHORT_RETEST", "module_name": "MA120下方反抽做空", "direction": "short", "trigger_i": 2425, "trigger_date": "2026-04-30", "trigger_time_bjt": "2026-04-30 08:00", "entry_i": 2425, "entry_date": "2026-04-30", "entry_time_bjt": "2026-04-30 08:00", "entry_price": 75749.9, "notional_usdt": 1209522.405804946, "btc_qty": -15.96731356483568, "equity_before": 1209522.405804946, "trigger_close": 75749.9, "trigger_prev_close": 76298.1, "trigger_ma120": 75904.19833333335, "trigger_ma120_slope_pct": -0.13929512766794883, "bull_age": null, "bear_age": 1, "time_factor": "跌破MA120第1天 · 0-60天反抽空窗口", "rule": "跌破MA120后0-60天内，08:00收盘反抽到MA120下方8%以内，按收盘价做空。", "exit_i": 2426, "exit_date": "2026-05-01", "exit_time_bjt": "2026-05-01 08:00", "exit_price": 76305.4, "held_days": 1, "pnl_pct": -0.7333343014314211, "pnl_usdt": -8869.84268526622, "equity_after": 1200652.56311968, "reason": "空单到期/08:00收盘站回MA120" }, { "module": "LONG_HOLD", "module_name": "MA120上方多方长持", "direction": "long", "trigger_i": 2426, "trigger_date": "2026-05-01", "trigger_time_bjt": "2026-05-01 08:00", "entry_i": 2426, "entry_date": "2026-05-01", "entry_time_bjt": "2026-05-01 08:00", "entry_price": 76305.4, "notional_usdt": 1200652.56311968, "btc_qty": 15.734830865439143, "equity_before": 1200652.56311968, "trigger_close": 76305.4, "trigger_prev_close": 75749.9, "trigger_ma120": 75810.00833333336, "trigger_ma120_slope_pct": -0.12409063275571341, "bull_age": 1, "bear_age": null, "time_factor": "站上MA120第1天 · 多头早中段", "rule": "北京时间08:00收盘价高于MA120，按该收盘价做多；08:00收盘跌回MA120下方退出。", "exit_i": 2450, "exit_date": "2026-05-25", "exit_time_bjt": "2026-05-25 08:00", "exit_price": 77030.3, "held_days": 24, "pnl_pct": 0.9499982963198095, "pnl_usdt": 11406.178894357085, "equity_after": 1212058.742014037, "reason": "样本结束：按最后一个08:00收盘价计价" } ]