这张页面用于看最新交易日的三策略状态、监控指标以及 refined vs control 的结构分歧。当前目标是做前向观察，不再继续做历史盲调。
| 策略 | 角色 | 交易笔数 | 胜率 | 单笔均值 | PF | 总收益 | 年化 | BUY对齐 | SELL对齐 |
|---|---|---|---|---|---|---|---|---|---|
| workbook_preserving | 重构基线 | 106 | 45.28% | 2.57% | 3.37 | 923.08% | 26.18% | 105 | 105 |
| alpha_first_selective_veto | 平衡对照 | 102 | 47.06% | 2.86% | 4.04 | 1146.08% | 28.70% | 101 | 101 |
| RC1 / alpha_first_glued_refined_hot_cap | 前向默认 / RC1 | 91 | 52.75% | 3.42% | 5.11 | 1424.12% | 31.32% | 90 | 90 |
| 策略 | 角色 | 交易日 | 收盘 | A1 | B1 | C1 | 最近真实事件日 | 最近真实事件方向 | 最近真实事件原因 | 当日事件数 | 当日事件 | 是否持仓 | 持仓开仓日 | 持仓开仓原因 | 持仓天数 | 持仓浮盈亏 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| workbook_preserving | 重构基线 | 2026-06-04 | 4439.771 | 0.0439 | 0.0123 | 87.74 | 2026-05-06 | BUY | dual_gold_resonance_buy | 0 | 是 | 2026-05-06 | dual_gold_resonance_buy | 29 | 10.33% | |
| alpha_first_selective_veto | 平衡对照 | 2026-06-04 | 4439.771 | 0.0439 | 0.0123 | 87.74 | 2026-05-06 | BUY | dual_gold_resonance_buy | 0 | 是 | 2026-05-06 | dual_gold_resonance_buy | 29 | 10.33% | |
| RC1 / alpha_first_glued_refined_hot_cap | 前向默认 / RC1 | 2026-06-04 | 4439.771 | 0.0439 | 0.0123 | 87.74 | 2026-05-06 | BUY | dual_gold_resonance_buy | 0 | 是 | 2026-05-06 | dual_gold_resonance_buy | 29 | 10.33% | |
| alpha_first_glued_followthrough_probe | 2026-06-04 | 4439.771 | 0.0439 | 0.0123 | 87.74 | 2026-05-06 | BUY | dual_gold_resonance_buy | 0 | 是 | 2026-05-06 | dual_gold_resonance_buy | 29 | 10.33% | ||
| alpha_first_glued_followthrough_mid_exit_probe | 2026-06-04 | 4439.771 | 0.0439 | 0.0123 | 87.74 | 2026-05-06 | BUY | dual_gold_resonance_buy | 0 | 是 | 2026-05-06 | dual_gold_resonance_buy | 29 | 10.33% |
| 指标 | 当前值 | 预警阈值 | 硬阈值 | 状态 | 含义 |
|---|---|---|---|---|---|
| next_open_avg_return_delta_vs_control | 0.0052846983279676 | <=0.20% | <=0.00% | ok | Refined should keep a positive execution-aware edge over control |
| next_open_profit_factor_delta_vs_control | 0.9170407302181012 | <=0.30 | <=0.00 | ok | Profit factor should remain clearly above control |
| next_open_max_drawdown | -0.1319253592544694 | <=-18% | <=-22% | ok | Refined should not buy alpha with worse execution-aware drawdown |
| next_open_max_loss_streak | 8.0 | >=9 | >=11 | ok | Loss clustering should stay no worse than control |
| worst_5trade_sum_next_open | -0.0795559000774173 | <=-9.0% | <=-11.0% | ok | Rolling cluster loss should remain controlled |
| short_loss_share | 0.8638250854196728 | >=90% | >=93% | ok | Refined edge partly comes from reducing low-quality short losses |
| removed_trade_over_removal_count | 0.0 | >=1 | >=2 | ok | Promotion must not rely on deleting good trades |
| local_sensitivity_robust_case_count | 52.0 | <40 | <25 | ok | Refined-like branches must not be knife-edge artifacts |
| headline_avg_return_delta_vs_control | 0.0053060073054712 | <=0.30% | <=0.00% | ok | Headline quality must pay for the divergence cost |
| headline_profit_factor_delta_vs_control | 0.9426291301044722 | <=0.50 | <=0.00 | ok | PF gain is a core promotion requirement |
| 交易日 | 策略 | 变化类型 | 旧值 | 新值 | 原因 |
|---|---|---|---|---|---|
| 2026-06-04 | alpha_first_glued_followthrough_mid_exit_probe | latest_real_event_changed | 2026-02-13|SELL|knife_take_profit_2_glued | 2026-05-06|BUY|dual_gold_resonance_buy | latest real-trade event changed |
| 2026-06-04 | alpha_first_glued_followthrough_mid_exit_probe | position_changed | False | True | position state changed between forward snapshots |
| 2026-06-04 | alpha_first_glued_followthrough_probe | latest_real_event_changed | 2026-02-13|SELL|knife_take_profit_2_glued | 2026-05-06|BUY|dual_gold_resonance_buy | latest real-trade event changed |
| 2026-06-04 | alpha_first_glued_followthrough_probe | position_changed | False | True | position state changed between forward snapshots |
| 2026-06-04 | RC1 / alpha_first_glued_refined_hot_cap | latest_real_event_changed | 2026-02-13|SELL|knife_take_profit_2_glued | 2026-05-06|BUY|dual_gold_resonance_buy | latest real-trade event changed |
| 2026-06-04 | RC1 / alpha_first_glued_refined_hot_cap | position_changed | False | True | position state changed between forward snapshots |
| 2026-06-04 | alpha_first_selective_veto | latest_real_event_changed | 2026-02-13|SELL|knife_take_profit_2_glued | 2026-05-06|BUY|dual_gold_resonance_buy | latest real-trade event changed |
| 2026-06-04 | alpha_first_selective_veto | position_changed | False | True | position state changed between forward snapshots |
| 2026-06-04 | workbook_preserving | latest_real_event_changed | 2026-02-13|SELL|knife_take_profit_2_glued | 2026-05-06|BUY|dual_gold_resonance_buy | latest real-trade event changed |
| 2026-06-04 | workbook_preserving | position_changed | False | True | position state changed between forward snapshots |
| 交易日 | 同仓位 | 同最新真实事件 | 收益差 | PF差 | 分歧等级 |
|---|---|---|---|---|---|
| 2026-04-03 | 是 | 是 | 0.53% | 0.92 | none |
| 2026-04-07 | 是 | 是 | 0.53% | 0.92 | none |
| 2026-04-08 | 是 | 是 | 0.53% | 0.92 | none |
| 2026-04-09 | 是 | 是 | 0.53% | 0.92 | none |
| 2026-04-10 | 是 | 是 | 0.53% | 0.92 | none |
| 2026-06-04 | 是 | 是 | 0.53% | 0.92 | none |