{"backtest":{"bold":{"ann_hkd":269475,"avg_win":225.9,"by_year":{"2018":842,"2019":2850,"2020":6311,"2021":3158,"2022":10096,"2023":7104,"2024":5541,"2025":4171,"2026":3285},"exp_test":213.1,"exp_train":230.0,"full_adds":22,"max_days":70,"max_mae":2694,"mdd_hkd":-525388,"n":192,"n_sl":0,"sharpe":0.78,"sharpe_test":0.68,"sharpe_train":0.84,"total":43380,"win":1.0,"worst_rrr":0.0188},"bold_nq":{"ann_hkd":66195,"avg_win":197.3,"by_year":{"2019":592,"2020":444,"2021":592,"2022":2516,"2023":1776,"2024":3256,"2025":888,"2026":592},"exp_test":205.9,"exp_train":191.0,"full_adds":2,"max_days":12,"max_mae":986,"mdd_hkd":-90350,"n":54,"n_sl":0,"sharpe":0.99,"sharpe_test":1.46,"sharpe_train":0.79,"total":10656,"win":1.0,"worst_rrr":0.0329},"steady":{"ann_hkd":61623,"avg_win":33.3,"by_year":{"2018":196,"2019":700,"2020":1664,"2021":774,"2022":2330,"2023":1317,"2024":1379,"2025":1084,"2026":476},"exp_test":31.6,"exp_train":34.1,"full_adds":9,"max_days":7,"max_mae":979,"mdd_hkd":-153038,"n":298,"n_sl":0,"sharpe":0.58,"sharpe_test":0.43,"sharpe_train":0.68,"total":9920,"win":1.0,"worst_rrr":0.0083},"steady60":{"ann_hkd":12573,"avg_win":33.2,"by_year":{"2018":118,"2019":252,"2020":392,"2021":302,"2022":336,"2023":112,"2024":239,"2025":189,"2026":84},"exp_test":30.1,"exp_train":34.4,"full_adds":0,"max_days":2,"max_mae":544,"mdd_hkd":-13700,"n":61,"n_sl":0,"sharpe":0.91,"sharpe_test":2.32,"sharpe_train":0.85,"total":2024,"win":1.0,"worst_rrr":0.0083},"steady_nq":{"ann_hkd":13393,"avg_win":29.5,"by_year":{"2019":84,"2020":140,"2021":112,"2022":560,"2023":308,"2024":616,"2025":224,"2026":112},"exp_test":28.8,"exp_train":30.1,"full_adds":1,"max_days":4,"max_mae":564,"mdd_hkd":-72175,"n":73,"n_sl":0,"sharpe":0.43,"sharpe_test":2.11,"sharpe_train":0.3,"total":2156,"win":1.0,"worst_rrr":0.0074}},"he":{"ex":{"backtest":{"ann":3656,"by_year":{"2021":3987,"2022":4623,"2023":1869,"2024":4836,"2025":3583,"2026":2261},"mdd":-1807,"sharpe":1.69,"test":2.02,"train":1.46},"max_dd_pts":-121.8,"name":"\u5730\u8f09\u30fb\u5408\uff08\u4e0d\u542b\u8861\uff09","net_lots":0,"parts":{"bold_nq":{"lots":0,"n":0,"pnl":0,"side":0,"started":true,"w":1,"zh":"\u9032NQ"},"que":{"lots":0,"n":1,"pnl":-121.8,"side":0,"started":true,"w":1,"zh":"\u7f3a"},"steady60":{"lots":0,"n":1,"pnl":56.0,"side":0,"started":true,"w":2,"zh":"\u7a6960"},"tupo":{"lots":0,"n":0,"pnl":0,"side":0,"started":true,"w":1,"zh":"\u7a81\u7834V"}},"total_hkd":-3290,"total_pts":-65.8,"trades":2,"weights":{"bold_nq":1,"que":1,"steady60":2,"tupo":1}},"in":{"backtest":{"ann":5227,"by_year":{"2021":1920,"2022":11788,"2023":1852,"2024":4381,"2025":6980,"2026":3331},"mdd":-3445,"sharpe":1.44,"test":1.75,"train":1.25},"max_dd_pts":-121.8,"name":"\u5730\u8f09\u30fb\u5408\uff08\u542b\u8861\uff09","net_lots":0,"parts":{"bold_nq":{"lots":0,"n":0,"pnl":0,"side":0,"started":true,"w":1,"zh":"\u9032NQ"},"heng":{"lots":0,"n":1,"pnl":67.2,"side":0,"started":true,"w":1,"zh":"\u8861"},"que":{"lots":0,"n":1,"pnl":-121.8,"side":0,"started":true,"w":1,"zh":"\u7f3a"},"steady60":{"lots":0,"n":1,"pnl":56.0,"side":0,"started":true,"w":2,"zh":"\u7a6960"},"tupo":{"lots":0,"n":0,"pnl":0,"side":0,"started":true,"w":1,"zh":"\u7a81\u7834V"}},"total_hkd":70,"total_pts":1.4,"trades":3,"weights":{"bold_nq":1,"heng":1,"que":1,"steady60":2,"tupo":1}}},"heng":{"gate":{"chg":0.009852216748768461,"down":22878,"prev_close":23345.0,"prev_day":"2026-10-30","up":23812},"next_pick":"2027-01\uff08\u7528 2025\u20132026 \u5169\u5e74\u6578\u64da\uff09","params":{"add_lots":[],"dstop_pct":0.02,"hi":75,"lo":25,"move":0.02,"step_pct":null,"tp_pct":0.003,"train":"2024\u20132025","trig":"cross"},"pending":null,"picks":{"2026":{"add_lots":[],"dstop_pct":0.02,"hi":75,"lo":25,"move":0.02,"step_pct":null,"tp_pct":0.003,"train":"2024\u20132025","trig":"cross"}},"rsi":49.2,"start":"2026-10-10","stats":{"max_dd_pts":0.0,"n_sl":0,"total_hkd":3360,"total_pts":67.2,"trades":1,"win_rate":1.0,"wins":1},"status":"ok","today":"2026-11-02","trades":[{"adds":0,"avg":23082.0,"chg":-0.02203,"entry":23082.0,"entry_tk":"2026-10-22 10:29:00","exit":23151.2,"exit_tk":"2026-10-22 21:45:00","fills":[{"avg":23082.0,"kind":"open","lots":1,"price":23082.0,"time":"2026-10-22 10:29:00"},{"avg":23082.0,"kind":"tp","lots":0,"price":23151.2,"time":"2026-10-22 21:45:00"}],"lots":1,"pnl":67.2,"reason":"tp","side":"\u8cb7","signal_tk":"2026-10-22 10:28:00","year":"2026"}],"walk_forward":[{"n":179,"pick":"\u8f49\u5411 75/25\u30fb\u5347\u8dcc \u2265 1%\u30fb\u6b62\u8cfa 0.5%\u30fb\u4e0d\u52a0\u5009","pnl":-1952,"sl":38,"win":0.79,"worst":1043,"year":"2021"},{"n":292,"pick":"\u8f49\u5411 75/25\u30fb\u5347\u8dcc \u2265 1%\u30fb\u6b62\u8cfa 0.5%\u30fb\u52a0\u5009 1\u21925\uff08\u9593\u8ddd 2%\uff09","pnl":7050,"sl":28,"win":0.9,"worst":1414,"year":"2022"},{"n":70,"pick":"\u8f49\u5411 75/25\u30fb\u5347\u8dcc \u2265 2%\u30fb\u6b62\u8cfa 0.3%\u30fb\u4e0d\u52a0\u5009","pnl":33,"sl":9,"win":0.87,"worst":472,"year":"2023"},{"n":109,"pick":"\u7a7f\u8d8a 75/25\u30fb\u5347\u8dcc \u2265 2%\u30fb\u6b62\u8cfa 0.5%\u30fb\u4e0d\u52a0\u5009","pnl":-504,"sl":24,"win":0.78,"worst":553,"year":"2024"},{"n":48,"pick":"\u7a7f\u8d8a 85/15\u30fb\u5347\u8dcc \u2265 1%\u30fb\u6b62\u8cfa 0.5%\u30fb\u52a0\u5009 1\u21925\uff08\u9593\u8ddd 1%\uff09","pnl":3397,"sl":2,"win":0.96,"worst":2111,"year":"2025"},{"n":39,"pick":"\u7a7f\u8d8a 75/25\u30fb\u5347\u8dcc \u2265 2%\u30fb\u6b62\u8cfa 0.3%\u30fb\u4e0d\u52a0\u5009","pnl":1045,"sl":3,"win":0.9,"worst":533,"year":"2026"}]},"last_bar":"2026-11-03 00:48:00","mark":{"price":23575.0,"time":"2026-11-03 00:49:00"},"nq_now":0.011766055855664925,"option_bt":{"ann_hkd":195873,"base":{"ann_hkd":269475,"calmar":0.51,"mdd_hkd":-525388,"sharpe":0.78,"sharpe_test":0.68,"sharpe_train":0.84},"buys":42,"calmar":0.57,"mdd_hkd":-341255,"net_cost_pts":-11849,"sharpe":0.83,"sharpe_test":0.82,"sharpe_train":0.84},"plans":{"bold":{"atr":403.1,"blocked":{"long":false,"short":false},"chg":0.009852216748768461,"gate_down":22878,"gate_up":23812,"key":"bold","name":"\u5730\u8f09\u30fb\u9032","opened_today":false,"option":{"otm_atr":1.0,"tenor_days":14.0,"trig_lots":2,"vol":0.19210000000000002},"params":{"add_lots":[1,2],"g_atr":1.0,"move":0.02,"name":"\u5730\u8f09\u30fb\u9032","run5":0.03,"sl":3000.0,"tp":150.0,"trig":"cross"},"pending":null,"prev_close":23345.0,"prev_day":"2026-10-30","ret5":0.010168758113370924,"step":403.1},"bold_nq":{"atr":403.1,"blocked":{"long":false,"short":false},"chg":0.009852216748768461,"gate_down":22878,"gate_up":23812,"key":"bold_nq","name":"\u5730\u8f09\u30fb\u9032\uff0bNasdaq","nq":{"block_long":false,"block_short":true,"move":0.011766055855664925},"opened_today":false,"params":{"add_lots":[1,2],"g_atr":1.0,"move":0.02,"name":"\u5730\u8f09\u30fb\u9032\uff0bNasdaq","nq":true,"run5":0.03,"sl":1500.0,"tp":150.0,"trig":"cross"},"pending":null,"prev_close":23345.0,"prev_day":"2026-10-30","ret5":0.010168758113370924,"step":403.1},"steady":{"atr":403.1,"blocked":{"long":false,"short":false},"chg":0.009852216748768461,"gate_down":22878,"gate_up":23812,"key":"steady","name":"\u5730\u8f09\u30fb\u7a69","opened_today":false,"params":{"add_lots":[1,2],"g_atr":0.75,"move":0.02,"name":"\u5730\u8f09\u30fb\u7a69","run5":null,"sl":1000.0,"tp":30.0,"trig":"confirm"},"pending":null,"prev_close":23345.0,"prev_day":"2026-10-30","ret5":0.010168758113370924,"step":302.4},"steady60":{"atr":403.1,"blocked":{"long":false,"short":false},"chg":0.009852216748768461,"gate_down":22878,"gate_up":23812,"key":"steady60","name":"\u5730\u8f09\u30fb\u7a6960","opened_today":false,"params":{"add_lots":[1,2],"g_atr":0.75,"move":0.02,"name":"\u5730\u8f09\u30fb\u7a6960","run5":null,"sl":1000.0,"tf":60,"tp":30.0,"trig":"confirm"},"pending":null,"prev_close":23345.0,"prev_day":"2026-10-30","ret5":0.010168758113370924,"step":302.4},"steady_nq":{"atr":403.1,"blocked":{"long":false,"short":false},"chg":0.009852216748768461,"gate_down":22878,"gate_up":23812,"key":"steady_nq","name":"\u5730\u8f09\u30fb\u7a69\uff0bNasdaq","nq":{"block_long":false,"block_short":true,"move":0.011766055855664925},"opened_today":false,"params":{"add_lots":[1,2],"g_atr":0.75,"move":0.02,"name":"\u5730\u8f09\u30fb\u7a69\uff0bNasdaq","nq":true,"run5":null,"sl":1000.0,"tp":30.0,"trig":"confirm"},"pending":null,"prev_close":23345.0,"prev_day":"2026-10-30","ret5":0.010168758113370924,"step":302.4}},"que":{"backtest":{"ann":823,"avg_loss":119,"avg_win":303,"by_year":{"2018":[14,799],"2019":[17,616],"2020":[35,131],"2021":[15,1267],"2022":[31,1934],"2023":[6,-304],"2024":[14,956],"2025":[12,1280],"2026":[10,-57]},"mdd":-1076,"n":154,"phases":{"2018-10\u20132020":0.61,"2021\u20132023":0.79,"2024\u2013":0.69},"sharpe":0.71,"win":0.383},"day":{"done":false,"first_tk":"2026-11-02 09:16:00","gap":0.00424,"last_close":23365.0,"last_tk":"2026-11-02 16:30:00","nq":-0.00717,"ok":false,"prev_close":23345.0,"ref":23444.0,"sess":"2026-11-02"},"rules":{"day_end":990,"day_start":555,"filter":"gap_nq","gap":0.005,"notify":true,"nq_opp":true,"prefix":"que","rsi_hi":70,"rsi_lo":30,"tag":"\u3010\u5730\u8f09\u9663\u30fb\u7f3a\u3011","tp_r":null,"x":0.0025},"start":"2026-10-10","stats":{"max_dd_pts":-121.8,"n_sl":1,"total_hkd":-6090,"total_pts":-121.8,"trades":1,"win_rate":0.0,"wins":0},"status":"ok","today":"2026-11-02","trades":[{"entry":24019.9,"entry_tk":"2026-10-20 09:16:00","exit":23900.1,"exit_tk":"2026-10-20 13:10:00","gap":-0.0063,"nq":-0.01774,"pnl":-121.8,"reason":"sl","side":"\u8cb7"}]},"rsi":49.2,"start":"2026-10-10","stats":{"bold":{"avg_loss":null,"avg_win":null,"max_dd_pts":0.0,"n_sl":0,"rrr":null,"total_hkd":0,"total_pts":0,"trades":0,"win_rate":null,"wins":0,"worst_rrr":null},"bold_nq":{"avg_loss":null,"avg_win":null,"max_dd_pts":0.0,"n_sl":0,"rrr":null,"total_hkd":0,"total_pts":0,"trades":0,"win_rate":null,"wins":0,"worst_rrr":null},"bold_protected":{"avg_loss":null,"avg_win":null,"max_dd_pts":0.0,"n_sl":0,"rrr":null,"total_hkd":0,"total_pts":0,"trades":0,"win_rate":null,"wins":0,"worst_rrr":null},"steady":{"avg_loss":null,"avg_win":null,"max_dd_pts":0.0,"n_sl":0,"rrr":null,"total_hkd":0,"total_pts":0,"trades":0,"win_rate":null,"wins":0,"worst_rrr":null},"steady60":{"avg_loss":null,"avg_win":28.0,"max_dd_pts":0.0,"n_sl":0,"rrr":null,"total_hkd":1400,"total_pts":28.0,"trades":1,"win_rate":1.0,"wins":1,"worst_rrr":0.007},"steady_nq":{"avg_loss":null,"avg_win":null,"max_dd_pts":0.0,"n_sl":0,"rrr":null,"total_hkd":0,"total_pts":0,"trades":0,"win_rate":null,"wins":0,"worst_rrr":null}},"status":"ok","symbol":"HK.HSI_FRONT","today":"2026-11-02","trades":{"bold":[],"bold_nq":[],"steady":[],"steady60":[{"adds":0,"avg":22990.0,"chg":-0.02601,"entry":22990.0,"entry_tk":"2026-10-22 19:00:00","exit":23020.0,"exit_tk":"2026-10-22 20:33:00","fills":[{"avg":22990.0,"kind":"open","lots":1,"price":22990.0,"time":"2026-10-22 19:00:00"},{"avg":22990.0,"kind":"tp","lots":0,"price":23020.0,"time":"2026-10-22 20:33:00"}],"lots":1,"nq_move":null,"pnl":28.0,"reason":"tp","side":"\u8cb7","signal_tk":"2026-10-22 18:59:00","step":294.2}],"steady_nq":[]},"tupo":{"backtest":{"ann":823,"avg_loss":119,"avg_win":303,"by_year":{"2018":[14,799],"2019":[17,616],"2020":[35,131],"2021":[15,1267],"2022":[31,1934],"2023":[6,-304],"2024":[14,956],"2025":[12,1280],"2026":[10,-57]},"mdd":-1076,"n":154,"phases":{"2018-10\u20132020":0.61,"2021\u20132023":0.79,"2024\u2013":0.69},"sharpe":0.71,"win":0.383},"day":{"done":false,"first_tk":"2026-11-02 09:16:00","gap":0.00424,"last_close":23365.0,"last_tk":"2026-11-02 16:30:00","ok":false,"prev_close":23345.0,"ref":23444.0,"sess":"2026-11-02","vhsi":19.18,"vhsi_p75":22.77},"rules":{"day_end":990,"day_start":555,"filter":"gap_nq","gap":0.005,"notify":true,"nq_opp":true,"prefix":"que","rsi_hi":70,"rsi_lo":30,"tag":"\u3010\u5730\u8f09\u9663\u30fb\u7f3a\u3011","tp_r":null,"x":0.0025},"start":"2026-10-10","stats":{"max_dd_pts":0.0,"n_sl":0,"total_hkd":0,"total_pts":0,"trades":0,"win_rate":null,"wins":0},"status":"ok","today":"2026-11-02","trades":[]},"variants":{"bold":{"add_lots":[1,2],"g_atr":1.0,"move":0.02,"name":"\u5730\u8f09\u30fb\u9032","run5":0.03,"sl":3000.0,"tp":150.0,"trig":"cross"},"bold_nq":{"add_lots":[1,2],"g_atr":1.0,"move":0.02,"name":"\u5730\u8f09\u30fb\u9032\uff0bNasdaq","nq":true,"run5":0.03,"sl":1500.0,"tp":150.0,"trig":"cross"},"steady":{"add_lots":[1,2],"g_atr":0.75,"move":0.02,"name":"\u5730\u8f09\u30fb\u7a69","run5":null,"sl":1000.0,"tp":30.0,"trig":"confirm"},"steady60":{"add_lots":[1,2],"g_atr":0.75,"move":0.02,"name":"\u5730\u8f09\u30fb\u7a6960","run5":null,"sl":1000.0,"tf":60,"tp":30.0,"trig":"confirm"},"steady_nq":{"add_lots":[1,2],"g_atr":0.75,"move":0.02,"name":"\u5730\u8f09\u30fb\u7a69\uff0bNasdaq","nq":true,"run5":null,"sl":1000.0,"tp":30.0,"trig":"confirm"}},"vol_now":0.19210000000000002}