| 平仓日期 | 品种 | 方向 | 持仓时长 | 净盈亏 $ | 净盈亏 % |
|---|---|---|---|---|---|
| 2026-09-09 | XAUUSD | 做空 | 1h38m | -18.78 | -0.89% |
| 2026-09-09 | XAUUSD | 做空 | 6h16m | -38.39 | -1.79% |
| 2026-09-08 | XAUUSD | 做空 | 2h30m | +27.83 | +1.32% |
| 2026-09-08 | XAUUSD | 做多 | 0h52m | -18.16 | -0.85% |
| 2026-09-08 | XAUUSD | 做多 | 0h14m | -9.49 | -0.44% |
| 2026-09-08 | XAUUSD | 做多 | 1h37m | +14.39 | +0.68% |
| 2026-09-04 | XAUUSD | 做多 | 11h34m | -32.39 | -1.50% |
| 2026-09-04 | XAUUSD | 做多 | 19h29m | -33.01 | -1.51% |
| 2026-09-04 | XAUUSD | 做多 | 1h30m | -61.32 | -2.72% |
| 2026-09-04 | XAUUSD | 做空 | 0h30m | -60.75 | -2.63% |
| 2026-09-03 | XAUUSD | 做多 | 6h55m | +210.63 | +10.01% |
| 2026-09-03 | XAUUSD | 做多 | 2h19m | +37.09 | +1.80% |
| 2026-09-02 | XAUUSD | 做空 | 1h23m | -33.86 | -1.61% |
| 2026-09-02 | XAUUSD | 做空 | 7h39m | +52.02 | +2.54% |
| 2026-09-01 | XAUUSD | 做空 | 1h06m | +152.22 | +8.03% |
| 2026-09-01 | XAUUSD | 做多 | 6h34m | -31.88 | -1.65% |
| 2026-09-01 | XAUUSD | 做多 | 11h19m | -32.76 | -1.67% |
| 2026-08-31 | XAUUSD | 做空 | 58h42m | +120.38 | +6.54% |
| 2026-08-28 | XAUUSD | 做空 | 1h57m | +50.83 | +2.84% |
| 2026-08-28 | XAUUSD | 做空 | 30h57m | +192.98 | +12.09% |
| 2026-08-28 | XAUUSD | 做多 | 13h49m | -34.26 | -2.10% |
| 2026-08-28 | XAUUSD | 做多 | 22h28m | -34.78 | -2.09% |
| 2026-08-27 | XAUUSD | 做多 | 0h23m | +20.43 | +1.24% |
| 2026-08-26 | XAUUSD | 做空 | 8h19m | +47.96 | +3.00% |
| 2026-08-26 | XAUUSD | 做多 | 21h51m | -38.31 | -2.34% |
| 2026-08-25 | XAUUSD | 做空 | 10h58m | +39.63 | +2.48% |
| 2026-08-25 | XAUUSD | 做多 | 1h42m | -25.54 | -1.58% |
| 2026-08-25 | XAUUSD | 做多 | 2h12m | -25.60 | -1.55% |
| 2026-08-24 | XAUUSD | 做多 | 58h42m | +45.04 | +2.81% |
| 2026-08-21 | XAUUSD | 做多 | 17h25m | +69.86 | +4.56% |
| 2026-08-21 | XAUUSD | 做多 | 31h40m | +83.92 | +5.80% |
| 2026-08-20 | XAUUSD | 做空 | 7h30m | -112.17 | -7.19% |
| 2026-08-19 | XAUUSD | 做多 | 121h17m | +224.46 | +16.80% |
| 2026-08-18 | XAUUSD | 做空 | 12h37m | +34.64 | +2.66% |
| 2026-08-18 | XAUUSD | 做多 | 1h08m | -23.17 | -1.75% |
| 2026-08-18 | XAUUSD | 做多 | 3h06m | -23.18 | -1.72% |
| 2026-08-17 | XAUUSD | 做空 | 54h52m | -18.46 | -1.35% |
| 2026-08-14 | XAUUSD | 做空 | 3h25m | -32.18 | -2.30% |
| 2026-08-14 | XAUUSD | 做空 | 21h22m | -32.03 | -2.24% |
| 2026-08-13 | XAUUSD | 做多 | 22h36m | -156.20 | -9.85% |
| 2026-08-13 | XAUUSD | 做多 | 2h17m | -22.94 | -1.43% |
| 2026-08-12 | XAUUSD | 做空 | 1h44m | -23.27 | -1.43% |
| 2026-08-12 | XAUUSD | 做空 | 10h19m | -23.06 | -1.39% |
| 2026-08-11 | XAUUSD | 做多 | 8h15m | +51.68 | +3.22% |
| 2026-08-11 | XAUUSD | 做多 | 14h04m | +150.17 | +10.33% |
| 2026-08-07 | XAUUSD | 做多 | 30h57m | +84.95 | +6.21% |
| 2026-08-07 | XAUUSD | 做空 | 25h12m | -137.87 | -9.15% |
| 2026-08-07 | XAUUSD | 做空 | 11h41m | -28.35 | -1.85% |
$1,500 固定仓位口径下,水策略十年回测最深回撤 -23.46%(发生在开局 2016 年),最长水下 447 天,最坏单笔约 -9.7%(接近单笔 10% 披露线)。其中一个子策略按既定三倍配比执行,回撤会集中体现在其连续亏损段。这不是平滑曲线,请仅用能承受两成以上回撤的闲置资金参与。历史业绩不代表未来收益。