实验室投资组合
本研究曾开立的每一笔模拟仓位——盈利、亏损与系统中断，全部完整保留。未执行任何真实下单，亦不涉及客户资金。 数据更新至 2026-10-31 11:00 UTC.
本摘要仅反映 56 笔具备完整价格数据的已平仓交易。 已平仓交易总数为 113 笔。其余交易缺少其中一腿或两腿的开仓或平仓价格——源系统是在本项目进行到一定阶段后，才开始稳定记录这些数据——因此无法计算全口径盈亏，故未收录于此，而非显示为零。完整记录（含所有交易）：
下载完整记录（CSV）. 详见
研究方法.
资金分母说明： 每笔仓位均以固定 $10,000 名义金额计算——并无共用资金池被逐步消耗或复利累积。美元盈亏为各笔交易加总，并非对投资组合余额的百分比收益率。
仓位容量
以下数字描述的是本模拟系统的仓位容量上限（策略在两个平台上总共允许多少个仓位槽），并非账户中的真实资金——本研究在 Coinbase INTX 或 Interactive Brokers 上均无真实入金账户。这些数字也将两腿的名义金额视为1:1计算，这实际上低估了真实的资金使用效率：Interactive Brokers 对冲腿通常不使用杠杆（接近全额名义金额的真实资金），而 Coinbase INTX 永续合约腿采用保证金交易，实际占用的保证金仅为名义金额的一小部分，且因品种而异。本页目前并未针对各品种的保证金要求建模，因此这些数字仅反映名义敞口，并非真实资金使用率。
容量上限
$160,000
HL 6个仓位 + INTX 10个仓位 × $10,000 名义金额
已部署
$50,000
未使用容量
$110,000
容量使用率
31.2%
活跃仓位数
5
预估年化收益率
+21.3%
SILVER
GOOGL
TSM
SNDK
INTC
未使用容量
“预估年化收益率”是一种外推估算，并非预测：其计算方式为将56笔具备完整价格数据的交易，加上当前持仓中的头寸，以资金天数加权（美元盈亏 ÷ 名义金额 × 持仓天数，加总后按365天年化）。过往业绩——无论是否为模拟——均不代表未来表现。该数字不构成投资建议。
持仓中
5
已平仓
56
胜率（已平仓）
64%
最大回撤（策略盈亏）
-$1,153.36
已实现策略盈亏
+$1,970.41
已实现全口径盈亏（All-in）
+$2,563.76
净收取资金费率
+$2,170.88
已付手续费
-$723.50
策略盈亏 = 资金费率 − 手续费 + 单腿裸露期间价格盈亏（策略自身的核算方式，决定盈亏统计）。 全口径盈亏 = 资金费率 − 手续费 + 两腿在整个持仓期间的完整价格变动（即真实券商对账单会显示的结果，含对冲滑点）。完整定义见研究方法页。截至目前，所有已平仓交易的单腿裸露价格盈亏合计：+$534.72。
累计盈亏
已实现（已平仓交易，全口径盈亏）——金色圆点标示当前未实现部分（持仓中头寸，累计资金费扣除手续费，因尚未平仓故无法计算全口径盈亏）。
持仓中
| 标的 | 交易平台 | 方向 | 开仓时间 | 持仓天数 | 开仓年化费率 | 当前累计资金费 | 规则版本 |
|---|---|---|---|---|---|---|---|
| SILVER | INTX | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-08 06:49 UTC | 23.2天 | +28.1% | +$6.46 | 实验室版本 |
| GOOGL | INTX | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-21 16:48 UTC | 9.8天 | +21.9% | +$37.82 | 实验室版本 |
| TSM | INTX | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-27 13:30 UTC | 3.9天 | +28.9% | +$14.22 | 实验室版本 |
| SNDK | INTX | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-30 13:31 UTC | 22小时 | +37.6% | +$2.24 | 实验室版本 |
| INTC | INTX | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-30 14:01 UTC | 21小时 | +106.3% | +$8.45 | 实验室版本 |
已平仓历史记录
| 标的 | 方向 | 开仓时间 | 平仓时间（永续／对冲） | 持仓天数 | 资金费率 | 永续腿盈亏 | 对冲腿盈亏 | 手续费 | 策略盈亏 | 全口径盈亏 |
|---|---|---|---|---|---|---|---|---|---|---|
| META | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-26 17:15 UTC | 2026-10-27 11:30 UTC 2026-10-27 13:30 UTC |
20小时 | +$1.43 | +$201.34 | -$207.89 | -$11.50 | -$52.73 | -$16.62 |
| SNDK | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-26 13:35 UTC | 2026-10-28 16:46 UTC | 2.1天 | +$3.19 | -$1,050.81 | +$1,031.45 | -$11.50 | -$8.31 | -$27.66 |
| TSM | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-23 16:03 UTC | 2026-10-25 23:30 UTC 2026-10-26 13:30 UTC |
2.9天 | +$7.12 | +$19.29 | -$36.59 | -$11.50 | -$16.21 | -$21.68 |
| META | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-21 15:18 UTC | 2026-10-23 18:03 UTC | 2.1天 | +$9.73 | +$899.53 | -$897.87 | -$11.50 | -$1.77 | -$0.11 |
| MU | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-21 13:38 UTC | 2026-10-24 00:30 UTC 2026-10-26 13:30 UTC |
5.0天 | +$13.05 | +$537.63 | -$401.48 | -$11.50 | +$134.99 | +$137.70 |
| TSM | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-21 13:38 UTC | 2026-10-23 09:33 UTC 2026-10-23 13:33 UTC |
2.0天 | +$11.91 | +$432.69 | -$488.90 | -$11.50 | -$1.04 | -$55.80 |
| SNDK | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-21 13:38 UTC | 2026-10-24 00:30 UTC 2026-10-26 13:30 UTC |
5.0天 | +$17.73 | +$1,313.25 | -$1,178.83 | -$11.50 | +$104.37 | +$140.65 |
| TSLA | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-20 14:03 UTC | 2026-10-21 17:03 UTC | 1.1天 | +$3.04 | -$454.67 | +$455.93 | -$11.50 | -$8.46 | -$7.19 |
| TSM | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-20 13:48 UTC | 2026-10-21 04:48 UTC 2026-10-21 13:33 UTC |
24小时 | +$3.59 | -$280.78 | +$390.04 | -$11.50 | +$189.77 | +$101.36 |
| AMZN | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-20 13:33 UTC | 2026-10-21 03:33 UTC 2026-10-21 13:33 UTC |
1.0天 | +$5.88 | -$1.51 | -$56.20 | -$11.50 | -$1.43 | -$63.33 |
| MU | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-20 13:33 UTC | 2026-10-21 04:03 UTC 2026-10-21 13:33 UTC |
1.0天 | +$2.85 | -$387.84 | +$466.47 | -$11.50 | +$330.44 | +$69.98 |
| SNDK | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-19 13:38 UTC | 2026-10-21 05:48 UTC 2026-10-21 13:33 UTC |
2.0天 | +$13.40 | -$294.91 | +$417.51 | -$11.50 | +$381.80 | +$124.50 |
| SNDK | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-16 13:38 UTC | 2026-10-17 21:33 UTC 2026-10-19 13:33 UTC |
3.0天 | +$12.86 | +$932.89 | +$95.73 | -$11.50 | +$472.00 | +$1,029.98 |
| QQQ | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-15 14:18 UTC | 2026-10-17 05:33 UTC 2026-10-19 13:33 UTC |
4.0天 | +$4.39 | +$148.92 | -$3.31 | -$11.50 | +$131.52 | +$138.50 |
| NVDA | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-12 14:19 UTC | 2026-10-14 22:32 UTC 2026-10-15 13:33 UTC |
3.0天 | +$3.78 | +$294.87 | -$432.39 | -$11.50 | -$268.90 | -$145.24 |
| SNDK | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-12 13:49 UTC | 2026-10-15 22:33 UTC 2026-10-16 13:33 UTC |
4.0天 | +$18.71 | +$681.75 | -$939.32 | -$11.50 | -$331.76 | -$250.35 |
| AMD | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-09 14:49 UTC | 2026-10-14 08:47 UTC 2026-10-14 13:32 UTC |
4.9天 | +$22.57 | +$172.18 | -$388.93 | -$11.50 | -$253.82 | -$205.69 |
| SNDK | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-08 14:19 UTC | 2026-10-11 06:04 UTC 2026-10-12 13:34 UTC |
4.0天 | +$9.27 | +$375.13 | -$672.85 | -$11.50 | -$294.99 | -$299.95 |
| MSFT | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-07 17:49 UTC | 2026-10-13 17:32 UTC | 6.0天 | +$7.62 | -$291.06 | +$296.55 | -$11.50 | -$3.88 | +$1.61 |
| NATGAS | 做空 Hyperliquid 永续合约 买入 IB 现股 |
2026-10-06 20:18 UTC | 2026-10-11 22:04 UTC | 5.1天 | +$558.25 | -$894.55 | +$310.60 | -$17.00 | +$541.25 | -$42.70 |
| TSM | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-06 14:03 UTC | 2026-10-10 09:19 UTC 2026-10-12 13:34 UTC |
6.0天 | +$10.82 | +$641.63 | -$645.42 | -$11.50 | -$7.52 | -$4.48 |
| SNDK | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-05 16:48 UTC | 2026-10-07 14:19 UTC | 1.9天 | +$18.27 | +$238.77 | -$226.90 | -$11.50 | +$6.77 | +$18.63 |
| INTC | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-05 13:48 UTC | 2026-10-06 15:18 UTC | 1.1天 | +$25.12 | +$290.70 | -$270.34 | -$11.50 | +$13.62 | +$33.98 |
| MU | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-05 13:33 UTC | 2026-10-17 02:48 UTC 2026-10-19 13:33 UTC |
14.0天 | +$40.42 | +$1,794.03 | -$1,416.29 | -$11.50 | +$450.50 | +$406.66 |
| META | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-05 13:33 UTC | 2026-10-07 19:19 UTC | 2.2天 | +$4.42 | +$71.77 | -$58.00 | -$11.50 | -$7.08 | +$6.70 |
| GOOGL | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-01 14:30 UTC | 2026-10-05 16:33 UTC | 4.1天 | +$43.74 | -$99.48 | +$118.29 | -$11.50 | +$32.24 | +$51.06 |
| MSFT | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-01 14:15 UTC | 2026-10-06 19:33 UTC | 5.2天 | +$14.81 | -$283.39 | +$291.99 | -$11.50 | +$3.31 | +$11.91 |
| SPY | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-10-01 13:30 UTC | 2026-10-08 19:04 UTC | 7.2天 | +$41.08 | -$106.67 | +$111.14 | -$11.50 | +$29.58 | +$34.05 |
| NVDA | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-09-30 14:00 UTC | 2026-10-02 19:18 UTC | 2.2天 | +$9.17 | -$119.53 | +$122.49 | -$11.50 | -$2.33 | +$0.64 |
| AMZN | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-09-30 13:30 UTC | 2026-10-08 19:04 UTC | 8.2天 | +$26.90 | -$309.84 | +$318.08 | -$11.50 | +$15.40 | +$23.64 |
| PALLADIUM | 做空 Hyperliquid 永续合约 买入 IB 现股 |
2026-09-29 09:00 UTC | 2026-10-15 08:18 UTC | 16.0天 | +$74.35 | +$771.62 | -$827.22 | -$17.00 | +$57.35 | +$1.74 |
| SNDK | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-09-24 19:18 UTC | 2026-10-01 17:30 UTC | 6.9天 | +$26.45 | -$305.75 | +$322.16 | -$11.50 | +$14.95 | +$31.35 |
| MU | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-09-21 14:19 UTC | 2026-10-01 18:00 UTC | 10.2天 | +$40.64 | -$538.81 | +$554.78 | -$11.50 | +$29.14 | +$45.11 |
| INTC | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-09-16 17:46 UTC | 2026-09-27 22:34 UTC 2026-09-28 13:30 UTC |
11.8天 | +$50.63 | -$2,194.18 | +$1,894.52 | -$11.50 | -$151.28 | -$260.54 |
| TSLA | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-09-14 18:16 UTC | 2026-10-02 18:18 UTC | 18.0天 | +$54.94 | -$272.72 | +$280.03 | -$11.50 | +$43.44 | +$50.75 |
| MU | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-09-14 13:36 UTC | 2026-09-20 04:04 UTC 2026-09-21 13:34 UTC |
7.0天 | +$31.69 | -$1,032.81 | +$1,478.64 | -$11.50 | +$299.78 | +$466.02 |
| SNDK | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-09-14 13:36 UTC | 2026-09-20 03:19 UTC 2026-09-21 13:34 UTC |
7.0天 | +$15.56 | -$1,511.64 | +$2,001.44 | -$11.50 | +$203.30 | +$493.86 |
| SNDK | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-09-11 16:35 UTC | 2026-09-13 06:16 UTC 2026-09-14 13:31 UTC |
2.9天 | +$2.80 | +$125.14 | -$640.75 | -$11.50 | -$685.83 | -$524.30 |
| NATGAS | 做空 Hyperliquid 永续合约 买入 IB 现股 |
2026-09-08 16:04 UTC | 2026-09-12 15:16 UTC 2026-09-14 13:31 UTC |
5.9天 | +$282.99 | -$143.38 | +$6.97 | -$17.00 | +$410.82 | +$129.59 |
| MU | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-09-08 14:19 UTC | 2026-09-13 08:31 UTC 2026-09-14 13:31 UTC |
6.0天 | +$21.49 | +$716.67 | -$1,063.95 | -$11.50 | -$662.35 | -$337.29 |
| AAPL | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-09-03 19:58 UTC | 2026-10-02 16:33 UTC | 28.9天 | +$61.06 | -$155.84 | +$152.49 | -$11.50 | +$49.56 | +$46.22 |
| MU | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-09-03 14:18 UTC | 2026-09-06 14:34 UTC 2026-09-07 13:49 UTC |
4.0天 | +$14.63 | -$858.89 | +$867.45 | -$11.50 | +$3.13 | +$11.68 |
| INTC | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-09-03 13:33 UTC | 2026-09-07 23:34 UTC 2026-09-08 13:34 UTC |
5.0天 | +$8.84 | -$925.35 | +$1,303.18 | -$11.50 | +$535.96 | +$375.17 |
| QQQ | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-09-03 13:33 UTC | 2026-10-03 13:33 UTC 2026-10-05 13:33 UTC |
32.0天 | +$84.67 | -$537.85 | +$543.99 | -$11.50 | +$72.50 | +$79.31 |
| SNDK | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-08-31 13:36 UTC | 2026-09-06 15:04 UTC 2026-09-07 13:49 UTC |
7.0天 | +$27.38 | -$1,831.91 | +$1,706.73 | -$11.50 | +$15.88 | -$109.30 |
| AMD | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-08-31 13:36 UTC | 2026-09-07 12:19 UTC 2026-09-07 13:49 UTC |
7.0天 | +$23.73 | -$276.72 | +$257.53 | -$11.50 | +$12.23 | -$6.96 |
| SNDK | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-08-27 13:30 UTC | 2026-08-30 23:01 UTC 2026-08-31 13:31 UTC |
4.0天 | +$13.41 | +$449.98 | -$392.92 | -$11.50 | +$10.97 | +$58.96 |
| MU | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-08-25 13:30 UTC | 2026-08-30 23:16 UTC 2026-08-31 13:31 UTC |
6.0天 | +$22.14 | +$88.35 | +$124.25 | -$11.50 | +$68.47 | +$223.25 |
| NVDA | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-08-24 15:04 UTC | 2026-08-30 08:00 UTC 2026-08-31 13:31 UTC |
6.9天 | +$5.04 | -$409.75 | +$443.89 | -$11.50 | +$60.10 | +$27.69 |
| GOOGL | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-08-24 14:49 UTC | 2026-09-23 14:53 UTC | 30.0天 | +$77.31 | +$227.73 | -$219.60 | -$11.50 | +$65.81 | +$73.94 |
| AMD | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-08-24 14:04 UTC | 2026-08-30 23:46 UTC 2026-08-31 13:31 UTC |
7.0天 | +$19.44 | -$232.79 | +$332.20 | -$11.50 | +$79.25 | +$107.35 |
| INTC | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-08-24 13:49 UTC | 2026-08-30 10:16 UTC 2026-08-31 13:31 UTC |
7.0天 | +$20.99 | -$454.28 | +$559.24 | -$11.50 | +$149.76 | +$114.45 |
| SILVER | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-08-21 14:33 UTC | 2026-08-30 21:31 UTC 2026-08-31 13:31 UTC |
10.0天 | +$25.73 | +$480.22 | -$290.92 | -$11.50 | -$40.50 | +$203.53 |
| SPY | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-08-21 13:33 UTC | 2026-09-06 17:49 UTC 2026-09-07 13:49 UTC |
17.0天 | +$29.40 | -$69.46 | +$56.67 | -$11.50 | +$17.90 | +$5.11 |
| TSM | 做空 Coinbase 永续合约 买入 IB 现股 |
2026-08-19 14:18 UTC | 2026-09-13 23:46 UTC 2026-09-14 13:31 UTC |
26.0天 | +$80.10 | -$301.46 | +$252.57 | -$11.50 | -$271.40 | +$19.71 |
| NFLX | 做空 Hyperliquid 永续合约 买入 IB 现股 |
2026-05-25 04:03 UTC | 2026-05-26 01:48 UTC | 22小时 | +$21.14 | +$42.49 | $0.00 | -$17.00 | +$4.14 | +$46.63 |
本研究曾开立的每一笔交易，无论盈亏——包括造成本项目历史上最大单笔亏损的ARM系统中断事件——无论是否显示在上方表格中，均完整保留在完整记录中： 下载完整记录（CSV）。事件复盘请见 研究日志。