| 模型 | 周期 | 策略类 | Raw PnL(含旧) | Cal PnL | 余额 | Poly PnL(权威) | ΔPnL | Δ胜率 | Raw胜率 | Cal胜率 | 总单数 | Raw胜负 | Paper一致率(原始) | Poly对账 | 平均EV | EV偏差 | Brier | 闸门 | EV分层 | 风控 | 未结单 | 审计/30m跳过 | 耗时 | 数据年龄 | 开关 | 操作 | 定价模型 | Redis前缀 | 写入策略 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MJD5M | 5m | com.mario.future.service.ws.mjd.common.MJD5MStrategy | 无数据(服务未写入、该策略未启动或键已重置待首单) | Kou(矩匹配,已接主路径) | mjd:performance:5m: | - | |||||||||||||||||||||||
| MJD5M-Paper独立模拟 | 5m | com.mario.future.service.ws.mjd.common.MJD5MStrategy (live 内独立 paper) | 无数据(服务未写入、该策略未启动或键已重置待首单) | 同信号独立 paper 成交/结算模拟 | mjd:performance:5m:paper: | - | |||||||||||||||||||||||
| MJD5MTAKER | 5m | com.mario.future.service.ws.mjd.MJD5MTakerStrategy | 无数据(服务未写入、该策略未启动或键已重置待首单) | Kou(短期限 ITM 上调 + edge 凹形封顶) | mjd5mtaker:performance: | - | |||||||||||||||||||||||
| MJD5MTAKER-Paper独立模拟 | 5m | com.mario.future.service.ws.mjd.MJD5MTakerStrategy (live 内独立 paper) | 无数据(服务未写入、该策略未启动或键已重置待首单) | 同信号独立 paper 成交/结算模拟 | mjd5mtaker:performance:paper: | - | |||||||||||||||||||||||
| MJD5M-MatchedTaker | 5m | com.mario.future.service.ws.mjd.common.MJD5MMatchedTakerStrategy | 0.00 | 0.00 | 100.00 | - | — | — | 0.0% | 0.0% | 0 | 0胜/0负 | - | - | - (当前窗口无样本) | - (当前窗口无样本) | raw=- / cal=- / market=- | INSUFFICIENT_SAMPLE | - | 正常 | 0 | 审计窗口: 可验证=0 (paper=0/live=0), legacy_unknown=0, Verified PnL=0.00 实盘提交: 尚无尝试 total=38049; no_positive_ev=8211; risk_halt=3055; settlement_deferred=21925; order_rejected=4132; invalid_quote=596; maker_entry_too_late=104 | - | 59s | Kou(Matched Execution taker 臂) | mjd5m_matched_taker:performance: | MJD5M_MATCHED_TAKER | ||
| MJD5M-MatchedTaker-Paper独立模拟 | 5m | com.mario.future.service.ws.mjd.common.MJD5MMatchedTakerStrategy (live 内独立 paper) | 4100.69 | 74.72 | 4200.69 | 0.00 | -4100.69 | -44.4% | 44.4% | 35.4% | 2302 | 1023胜/1279负 | - | Poly结算 0胜/0负 · 已结算0 | 0.1044 (n=113) | -48.11 (n=113) | raw=0.1921 / cal=0.1921 / market=0.2025 | PASS_RAW_NON_MAKER | 0.06-0.10:6笔/33%; 0.10-0.15:4笔/25%; 0.15-0.20:3笔/0% · Sharpe=0.17 Sortino=0.37 | 正常 | 4 | 审计窗口: 可验证=100 (paper=100/live=0), legacy_unknown=0, Verified PnL=55.27 实盘提交: 未启用(paper-independent模式) 同Live信号闸门; total=38049; no_positive_ev=8211; risk_halt=3055; settlement_deferred=21925; order_rejected=4132; invalid_quote=596; maker_entry_too_late=104 | - | 59s | 同信号独立 paper 成交/结算模拟 | mjd5m_matched_taker:performance:paper: | MJD5M_MATCHED_TAKER-Paper | ||
| LJD-Abstract-5m | 5m | com.mario.future.service.ws.ljd.LJD5MStrategy | 无数据(服务未写入、该策略未启动或键已重置待首单) | Logit跳跃扩散(非 Kou) | ljd:performance:5m | - | |||||||||||||||||||||||
| LJD-Abstract-5m-Paper影子 | 5m | com.mario.future.service.ws.ljd.LJD5MStrategy (live 内影子) | 无数据(服务未写入、该策略未启动或键已重置待首单) | 同 LJD-Abstract-5m(实盘成交镜像) | ljd:performance:5m:paper: | - | |||||||||||||||||||||||
| MJD15M | 15m | com.mario.future.service.ws.mjd.common.MJD15MStrategy | 无数据(服务未写入、该策略未启动或键已重置待首单) | Kou(矩匹配,已接主路径) | mjd:performance:15m: | - | |||||||||||||||||||||||
| MJD15M-Paper独立模拟 | 15m | com.mario.future.service.ws.mjd.common.MJD15MStrategy (live 内独立 paper) | 无数据(服务未写入、该策略未启动或键已重置待首单) | 同信号独立 paper 成交/结算模拟 | mjd:performance:15m:paper: | - | |||||||||||||||||||||||
| MJD15M-MatchedTaker | 15m | com.mario.future.service.ws.mjd.common.MJD15MMatchedTakerStrategy | 无数据(服务未写入、该策略未启动或键已重置待首单) | Kou(Matched Execution taker 臂) | mjd15m_matched_taker:performance: | - | |||||||||||||||||||||||
| MJD15M-MatchedTaker-Paper独立模拟 | 15m | com.mario.future.service.ws.mjd.common.MJD15MMatchedTakerStrategy (live 内独立 paper) | 无数据(服务未写入、该策略未启动或键已重置待首单) | 同信号独立 paper 成交/结算模拟 | mjd15m_matched_taker:performance:paper: | - | |||||||||||||||||||||||
| MJD1H | 1h | com.mario.future.service.ws.mjd.common.MJD1HStrategy | 无数据(服务未写入、该策略未启动或键已重置待首单) | Kou(矩匹配,已接主路径) | mjd:performance:1h: | - | |||||||||||||||||||||||
| MJD1H-Paper独立模拟 | 1h | com.mario.future.service.ws.mjd.common.MJD1HStrategy (live 内独立 paper) | 无数据(服务未写入、该策略未启动或键已重置待首单) | 同信号独立 paper 成交/结算模拟 | mjd:performance:1h:paper: | - | |||||||||||||||||||||||
| MJD-bak | 5m | com.mario.future.service.ws.mjd.bak.MJDStrategybak | 无数据(服务未写入、该策略未启动或键已重置待首单) | Merton(legacy,无优化) | mjd:performance: | - | |||||||||||||||||||||||
| LJD1-5mRoot | 5mRoot | com.mario.future.service.ws.ljd.LJD1Strategy | 无数据(服务未写入、该策略未启动或键已重置待首单) | Logit跳跃扩散(非 Kou) | ljd:performance:5mRoot | - | |||||||||||||||||||||||
| LJD2-5m2 | 5m2 | com.mario.future.service.ws.ljd.LJD2Strategy | 无数据(服务未写入、该策略未启动或键已重置待首单) | Logit跳跃扩散(非 Kou) | ljd:performance:5m2 | - | |||||||||||||||||||||||
| LJD-Abstract-15m | 15m | com.mario.future.service.ws.ljd.LJD15MStrategy | 无数据(服务未写入、该策略未启动或键已重置待首单) | Logit跳跃扩散(非 Kou) | ljd:performance:15m: | - | |||||||||||||||||||||||
| LJD-Abstract-15m-Paper影子 | 15m | com.mario.future.service.ws.ljd.LJD15MStrategy (live 内影子) | 无数据(服务未写入、该策略未启动或键已重置待首单) | 同 LJD-Abstract-15m(实盘成交镜像) | ljd:performance:15m:paper: | - | |||||||||||||||||||||||
| LJD-Abstract-1h | 1h | com.mario.future.service.ws.ljd.LJD1HStrategy | 无数据(服务未写入、该策略未启动或键已重置待首单) | Logit跳跃扩散(非 Kou) | ljd:performance:1h: | - | |||||||||||||||||||||||
| LJD-Abstract-1h-Paper影子 | 1h | com.mario.future.service.ws.ljd.LJD1HStrategy (live 内影子) | 无数据(服务未写入、该策略未启动或键已重置待首单) | 同 LJD-Abstract-1h(实盘成交镜像) | ljd:performance:1h:paper: | - | |||||||||||||||||||||||
| Endgame | 5m | com.mario.future.service.ws.endgame.EndgameStrategy (endgame.enabled) | 0.00 | 0.00 | 100.00 | - | — | — | 0.0% | 0.0% | 0 | 0胜/0负 | - | - | - (当前窗口无样本) | - (当前窗口无样本) | raw=- / cal=- / market=- | INSUFFICIENT_SAMPLE | - | 正常 | 0 | 审计窗口: 可验证=0 (paper=0/live=0), legacy_unknown=0, Verified PnL=0.00 实盘提交: 未启用(paper模式) - | - | 35h | 尾盘 Endgame(taker/maker) | endgame:performance: | ENDGAME | ||
| LP-LowProbMaker | 5m | com.mario.future.service.ws.lp.LPMainJob (lp.lowProbMakerEnabled) | 0.00 | 0.00 | 100.00 | - | — | — | 0.0% | 0.0% | 0 | 0胜/0负 | - | - | - (当前窗口无样本) | - (当前窗口无样本) | raw=- / cal=- / market=- | INSUFFICIENT_SAMPLE | - | 正常 | 0 | 审计窗口: 可验证=0 (paper=0/live=0), legacy_unknown=0, Verified PnL=0.00 实盘提交: 尚无尝试 - | - | 35h | 低概率区 Maker(0-5c) | lp:performance:lowProbMaker: | LP-LOW_PROB_MAKER | ||