{ "id": 6964675606257717, "name": "My backtesting strategy", "owner": "wzhao", "data": { "datasources": [ { "type": 6, "id": "688850594033338", "name": "Spot profit", "mode": "sql", "max_line": null, "data": [], "cols": [], "type_map": { "tradeDate": 6, "accountType": 18, "margin": 39, "floatingPnl": 39, "realizedPnl": 39, "totalPnl": 39, "cash": 39, "marketValue": 39, "totalEquity": 39, "marginRatio": 16, "pnl": 39, "netValue": 16, "totalReturn": 16, "ratio": 16, "totalFee": 39, "totalFundingFee": 39 }, "deps": [ "8917622888109537" ], "variables": [], "error_message": "", "ddb": null, "auto_refresh": false, "code": "error = true\r\nretry = 0\r\ndo{\r\n try{\r\n userEngine = string({{engine1}})\r\n allEngines = Backtest::getBacktestEngineList() \r\n res = Backtest::getDailyTotalPortfolios(long(allEngines[userEngine]),\"spot\") \r\n error = false\r\n }\r\n catch(ex){\r\n retry += 1\r\n if(retry > 100){\r\n error = false\r\n }\r\n }\r\n}while(error)\r\n\r\nres ", "interval": 1, "timer": null, "filter": false, "stream_table": "", "filter_column": "", "filter_expression": "", "ip": "" }, { "type": 6, "id": "1995982686294054", "name": "Futures profit", "mode": "sql", "max_line": null, "data": [], "cols": [], "type_map": { "tradeDate": 6, "accountType": 18, "margin": 39, "floatingPnl": 39, "realizedPnl": 39, "totalPnl": 39, "cash": 39, "marketValue": 39, "totalEquity": 39, "marginRatio": 16, "pnl": 39, "netValue": 16, "totalReturn": 16, "ratio": 16, "totalFee": 39, "totalFundingFee": 39 }, "deps": [ "8917622888109537" ], "variables": [], "error_message": "", "ddb": null, "auto_refresh": false, "code": "error = true\r\nretry = 0\r\ndo{\r\n try{\r\n userEngine = string({{engine1}})\r\n allEngines = Backtest::getBacktestEngineList() \r\n res = Backtest::getDailyTotalPortfolios(long(allEngines[userEngine]),\"futures\") \r\n error = false\r\n }\r\n catch(ex){\r\n retry += 1\r\n if(retry > 100){\r\n error = false\r\n }\r\n }\r\n}while(error)\r\n\r\nres ", "interval": 1, "timer": null, "filter": false, "stream_table": "", "filter_column": "", "filter_expression": "", "ip": "" }, { "type": 6, "id": "1369493564216944", "name": "Delete", "mode": "sql", "max_line": null, "data": [], "cols": [], "type_map": {}, "deps": [ "419213128611478" ], "variables": [], "error_message": "CryptocurrencySolution::utils::dropMyBacktestEngine(\"admin_test\") => CryptocurrencySolution::utils::dropMyBacktestEngine: engineStat = Backtest::Backtest::getBacktestEngineStat(Backtest::Backtest::getBacktestEngineList()[straName]) => [PLUGIN::BACKTEST] The first arg must be a valid backtest engine.", "ddb": null, "auto_refresh": false, "code": "use CryptocurrencySolution::utils\r\ndropMyBacktestEngine('{{dropengine}}')\r\ntable('{{dropengine}}'as engineName,\"Deleted\" as status)\r\n\r\n", "interval": 1, "timer": null, "filter": false, "stream_table": "", "filter_column": "", "filter_expression": "", "ip": "" }, { "type": 6, "id": "2893517602125528", "name": "Submit simulation", "mode": "sql", "max_line": null, "data": [], "cols": [], "type_map": {}, "deps": [ "1605445192344963" ], "variables": [], "error_message": "newengine, name = CryptocurrencySolution::simulatedTrading::submitCryptoSimulatedTradingByStrategyName(\"admin_test\", ) => CryptocurrencySolution::simulatedTrading::submitCryptoSimulatedTradingByStrategyName: throw \"没有该回测引擎：\" + strategyName + \"请先创建该回测引擎！\" => 没有该回测引擎：admin_test请先创建该回测引擎！", "ddb": null, "auto_refresh": false, "code": "// table('{{toSubmit}}' as name,1 as value)\r\nuse CryptocurrencySolution::simulatedTrading\r\n\r\nnewengine,name = submitCryptoSimulatedTradingByStrategyName('{{toSubmit}}',)\r\n\r\ntable('{{toSubmit}}' as engineName,Backtest::getBacktestEngineStat(newengine)[`status] as status)", "interval": 1, "timer": null, "filter": false, "stream_table": "", "filter_column": "", "filter_expression": "", "ip": "" }, { "type": 6, "id": "4845716039526574", "name": "User strategy list", "mode": "sql", "max_line": null, "data": [], "cols": [], "type_map": { "engineNum": 18, "name": 18, "user": 18, "status": 18, "lastErrMsg": 18, "numIndicators": 5, "snapshotTimestamp": 12, "startDate": 6, "endDate": 6, "strategyGroup": 18, "Universe": 18, "dataType": 4 }, "deps": [ "4981609641924617" ], "variables": [], "error_message": "", "ddb": null, "auto_refresh": true, "code": "use CryptocurrencySolution::utils\r\ntry{\r\n engineList = CryptocurrencySolution::utils::getAllBacktestEngine()\r\n res = engineListConfig(engineList)\r\n rowsize = res.rows()\r\n engineList = \"engine\" + string(1..rowsize)\r\n res = table(engineList as engineNum, res)\r\n }\r\n catch(ex){}\r\nres\r\n", "interval": 60, "timer": null, "filter": false, "stream_table": "", "filter_column": "", "filter_expression": "", "ip": "" }, { "type": 6, "id": "8058718549335126", "name": "Positions", "mode": "sql", "max_line": null, "data": [], "cols": [], "type_map": { "symbol": 18, "accountType": 18, "lastDayLongPosition": 39, "lastDayShortPosition": 39, "longPosition": 39, "longPositionAvgPrice": 39, "shortPosition": 39, "shortPositionAvgPrice": 39, "todayBuyVolume": 39, "todayBuyValue": 39, "todaySellVolume": 39, "todaySellValue": 39 }, "deps": [], "variables": [], "error_message": "", "ddb": null, "auto_refresh": false, "code": "\r\nerror = true\r\nretry = 0\r\ndo{\r\n try{\r\n userEngine = string({{engine1}})\r\n allEngines = Backtest::getBacktestEngineList() \r\n res=Backtest::getPosition(allEngines[userEngine],accountType=\"spot\").append!(Backtest::getPosition(allEngines[userEngine],accountType=\"futures\")) \r\n error = false\r\n }\r\n catch(ex){\r\n retry += 1\r\n if(retry > 100){\r\n error = false\r\n }\r\n }\r\n}while(error)\r\n\r\nres ", "interval": 1, "timer": null, "filter": false, "stream_table": "", "filter_column": "", "filter_expression": "", "ip": "" }, { "type": 6, "id": "551263058591349", "name": "Profit summary", "mode": "sql", "max_line": null, "data": [], "cols": [], "type_map": { "accountType": 18, "totalReturn": 16, "annualReturn": 16, "annualVolatility": 16, "annualSkew": 16, "annualKur": 16, "sharpeRatio": 16, "maxDrawdown": 16, "drawdownRatio": 16, "beta": 16, "alpha": 16, "annualExcessReturn": 16, "turnoverRate": 16, "dailyWinningRate": 16, "maxMarginRatio": 16 }, "deps": [ "271960415380564" ], "variables": [], "error_message": "", "ddb": null, "auto_refresh": false, "code": "\r\nerror = true\r\nretry = 0\r\ndo{\r\n try{\r\n userEngine = string({{engine1}})\r\n allEngines = Backtest::getBacktestEngineList() \r\n res=Backtest::getReturnSummary(long(allEngines[userEngine])) \r\n error = false\r\n }\r\n catch(ex){\r\n retry += 1\r\n if(retry > 100){\r\n error = false\r\n }\r\n }\r\n}while(error)\r\n\r\nres ", "interval": 1, "timer": null, "filter": false, "stream_table": "", "filter_column": "", "filter_expression": "", "ip": "" }, { "type": 6, "id": "1787792694653141", "name": "Total asset", "mode": "sql", "max_line": null, "data": [], "cols": [], "type_map": { "tradeDate": 6, "accountType": 18, "margin": 39, "floatingPnl": 39, "realizedPnl": 39, "totalPnl": 39, "cash": 39, "marketValue": 39, "totalEquity": 39, "marginRatio": 16, "pnl": 39, "netValue": 16, "totalReturn": 16, "ratio": 16, "totalFee": 39, "totalFundingFee": 39 }, "deps": [ "9001077398390041" ], "variables": [], "error_message": "", "ddb": null, "auto_refresh": false, "code": "error = true\r\nretry = 0\r\ndo{\r\n try{\r\n userEngine = string({{engine1}})\r\n allEngines = Backtest::getBacktestEngineList() \r\n res = Backtest::getDailyTotalPortfolios(long(allEngines[userEngine])) \r\n error = false\r\n }\r\n catch(ex){\r\n retry += 1\r\n if(retry > 100){\r\n error = false\r\n }\r\n }\r\n}while(error)\r\n\r\nres ", "interval": 1, "timer": null, "filter": false, "stream_table": "", "filter_column": "", "filter_expression": "", "ip": "" }, { "type": 6, "id": "7745046273190469", "name": "Available asset", "mode": "sql", "max_line": null, "data": [], "cols": [], "type_map": { "cash": 18, "value": 39 }, "deps": [ "6540000367920909" ], "variables": [], "error_message": "", "ddb": null, "auto_refresh": false, "code": "\r\nerror = true\r\nretry = 0\r\ndo{\r\n try{\r\n userEngine = string({{engine1}})\r\n allEngines = Backtest::getBacktestEngineList() \r\n res=table(`cash as cash,Backtest::getAvailableCash(long(allEngines[userEngine])) as value) \r\n error = false\r\n }\r\n catch(ex){\r\n retry += 1\r\n if(retry > 100){\r\n error = false\r\n }\r\n }\r\n}while(error)\r\n\r\nres ", "interval": 1, "timer": null, "filter": false, "stream_table": "", "filter_column": "", "filter_expression": "", "ip": "" }, { "type": 6, "id": "801612560813910", "name": "Daily positions", "mode": "sql", "max_line": null, "data": [], "cols": [], "type_map": { "symbol": 18, "accountType": 18, "tradeDate": 6, "lastDayLongPosition": 39, "lastDayShortPosition": 39, "longPosition": 39, "longPositionAvgPrice": 39, "shortPosition": 39, "shortPositionAvgPrice": 39, "todayBuyVolume": 39, "todayBuyValue": 39, "todaySellVolume": 39, "todaySellValue": 39 }, "deps": [ "4996719637656052" ], "variables": [], "error_message": "", "ddb": null, "auto_refresh": false, "code": "\r\nerror = true\r\nretry = 0\r\ndo{\r\n try{\r\n userEngine = string({{engine1}})\r\n allEngines = Backtest::getBacktestEngineList() \r\n res = Backtest::getDailyPosition(long(allEngines[userEngine]),'spot')[0].transpose()\r\n res1 = Backtest::getDailyPosition(long(allEngines[userEngine]),\"futures\")[0].transpose()\r\n res.append!(res1)\r\n error = false\r\n }\r\n catch(ex){\r\n retry += 1\r\n if(retry > 100){\r\n error = false\r\n }\r\n }\r\n}while(error)\r\n\r\nres ", "interval": 1, "timer": null, "filter": false, "stream_table": "", "filter_column": "", "filter_expression": "", "ip": "" }, { "type": 6, "id": "5057651463912178", "name": "Cancellation record", "mode": "sql", "max_line": null, "data": [], "cols": [], "type_map": { "orderId": 5, "symbol": 17, "direction": 4, "sendTime": 12, "orderPrice": 39, "orderQty": 39, "tradeTime": 12, "tradePrice": 39, "tradeQty": 39, "orderStatus": 4, "label": 18, "accountType": 18 }, "deps": [ "3869493379231772" ], "variables": [], "error_message": "", "ddb": null, "auto_refresh": false, "code": "\r\nerror = true\r\nretry = 0\r\ndo{\r\n try{\r\n userEngine = string({{engine1}})\r\n allEngines = Backtest::getBacktestEngineList() \r\n res = Backtest::getTradeDetails(allEngines[userEngine])\r\n res1 = res[res.orderStatus == -3] \r\n error = false\r\n }\r\n catch(ex){\r\n retry += 1\r\n if(retry > 100){\r\n error = false\r\n }\r\n }\r\n}while(error)\r\n\r\nres1 ", "interval": 1, "timer": null, "filter": false, "stream_table": "", "filter_column": "", "filter_expression": "", "ip": "" }, { "type": 6, "id": "3802192863552051", "name": "Trade details", "mode": "sql", "max_line": null, "data": [], "cols": [], "type_map": { "orderId": 5, "symbol": 145, "direction": 4, "sendTime": 12, "orderPrice": 39, "orderQty": 39, "tradeTime": 12, "tradePrice": 39, "tradeQty": 39, "orderStatus": 4, "label": 18, "accountType": 18 }, "deps": [ "2953252339907458" ], "variables": [], "error_message": "", "ddb": null, "auto_refresh": false, "code": "\r\nerror = true\r\nretry = 0\r\ndo{\r\n try{\r\n userEngine = string({{engine1}})\r\n allEngines = Backtest::getBacktestEngineList() \r\n res = Backtest::getTradeDetails(allEngines[userEngine])\r\n error = false\r\n }\r\n catch(ex){\r\n retry += 1\r\n if(retry > 100){\r\n error = false\r\n }\r\n }\r\n}while(error)\r\n\r\nselect * from res context by symbol order by tradeTime limit 1000", "interval": 1, "timer": null, "filter": false, "stream_table": "", "filter_column": "", "filter_expression": "", "ip": "" } ], "variables": [ { "id": "8751023248871784", "name": "engine1", "display_name": "Engine No.", "mode": "select", "code": "\r\n\r\n \r\n", "deps": [], "value": "CryptocurrencySolution::utils::getAllBacktestEngine()[0]", "options": [ { "key": "3163019156689804", "label": "engine1", "value": "CryptocurrencySolution::utils::getAllBacktestEngine()[0]" }, { "label": "engine2", "value": "CryptocurrencySolution::utils::getAllBacktestEngine()[1]", "key": "5138656406531570" }, { "label": "engine3", "value": "CryptocurrencySolution::utils::getAllBacktestEngine()[2]", "key": "5405839093002650" } ], "select_key": "3163019156689804" }, { "id": "7682222211923294", "name": "dropengine", "display_name": "Delete strategy", "mode": "select", "code": "use CryptocurrencySolution::utils\r\nvec = CryptocurrencySolution::utils::getAllBacktestEngine()\r\ntable(vec as label, vec as value)\r\n\r\n \r\n", "deps": [], "value": "admin_test", "options": [ { "key": "1297546649419571", "label": "admin_test", "value": "admin_test" } ], "select_key": "1297546649419571" }, { "id": "1767206586878931", "name": "toSubmit", "display_name": "Simulation strategy to be submitted", "mode": "select", "code": "use CryptocurrencySolution::utils\r\nvec = CryptocurrencySolution::utils::getAllBacktestEngine()\r\ntable(vec as label, vec as value)\r\n", "deps": [], "value": "admin_test", "options": [ { "key": "6122090761716671", "label": "admin_test", "value": "admin_test" } ], "select_key": "6122090761716671" } ], "canvas": { "widgets": [ { "id": "2953252339907458", "w": 12, "h": 5, "x": 0, "y": 0, "type": "TABLE", "source_id": [ "3802192863552051" ], "config": { "title": "Trade details", "title_size": 18, "padding": { "top": 12, "bottom": 1, "left": 12, "right": 12 }, "bordered": false, "max_content": false, "need_select_cols": false, "is_reverse": false, "variable_cols": 3, "with_search_btn": false, "search_btn_label": "Query", "col_properties": [ { "col": "orderId", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "symbol", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": true }, { "col": "direction", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "sendTime", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "orderPrice", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "orderQty", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "tradeTime", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "tradePrice", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "tradeQty", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "orderStatus", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "label", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "accountType", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false } ], "pagination": { "show": true } } }, { "id": "3869493379231772", "w": 12, "h": 5, "x": 0, "y": 5, "type": "TABLE", "source_id": [ "5057651463912178" ], "config": { "title": "Cancellation record", "title_size": 18, "padding": { "top": 12, "bottom": 12, "left": 12, "right": 12 }, "bordered": false, "max_content": false, "need_select_cols": false, "is_reverse": false, "variable_cols": 3, "with_search_btn": false, "search_btn_label": "Query", "col_properties": [ { "col": "orderId", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "symbol", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "direction", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "sendTime", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "orderPrice", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "orderQty", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "tradeTime", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "tradePrice", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "tradeQty", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "orderStatus", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "label", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "accountType", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false } ], "pagination": { "show": true } } }, { "id": "4996719637656052", "w": 12, "h": 3, "x": 0, "y": 10, "type": "TABLE", "source_id": [ "801612560813910" ], "config": { "title": "Daily positions", "title_size": 18, "padding": { "top": 12, "bottom": 1, "left": 12, "right": 12 }, "bordered": false, "max_content": false, "need_select_cols": false, "is_reverse": false, "variable_cols": 3, "with_search_btn": false, "search_btn_label": "Query", "col_properties": [ { "col": "symbol", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "accountType", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "tradeDate", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "lastDayLongPosition", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "lastDayShortPosition", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "longPosition", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "longPositionAvgPrice", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "shortPosition", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "shortPositionAvgPrice", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "todayBuyVolume", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "todayBuyValue", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "todaySellVolume", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "todaySellValue", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false } ], "pagination": { "show": true } } }, { "id": "6540000367920909", "w": 3, "h": 3, "x": 1, "y": 27, "type": "TABLE", "source_id": [ "7745046273190469" ], "config": { "title": "Available asset", "title_size": 18, "padding": { "top": 12, "bottom": 12, "left": 12, "right": 12 }, "bordered": false, "max_content": false, "need_select_cols": false, "is_reverse": false, "variable_cols": 3, "with_search_btn": false, "search_btn_label": "Query", "col_properties": [ { "col": "cash", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "value", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false } ], "pagination": { "show": true } } }, { "id": "9001077398390041", "w": 12, "h": 5, "x": 0, "y": 13, "type": "TABLE", "source_id": [ "1787792694653141" ], "config": { "title": "Total asset", "title_size": 18, "padding": { "top": 12, "bottom": 0, "left": 12, "right": 12 }, "bordered": false, "max_content": false, "need_select_cols": false, "is_reverse": false, "variable_cols": 3, "with_search_btn": false, "search_btn_label": "Query", "col_properties": [ { "col": "tradeDate", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "accountType", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "margin", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "floatingPnl", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "realizedPnl", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "totalPnl", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "cash", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "marketValue", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "totalEquity", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "marginRatio", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "pnl", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "netValue", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "totalReturn", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "ratio", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "totalFee", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "totalFundingFee", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false } ], "pagination": { "show": true } } }, { "id": "271960415380564", "w": 12, "h": 5, "x": 0, "y": 18, "type": "TABLE", "source_id": [ "551263058591349" ], "config": { "title": "Profit summary", "title_size": 18, "padding": { "top": 12, "bottom": 12, "left": 12, "right": 12 }, "bordered": false, "max_content": false, "need_select_cols": false, "is_reverse": false, "variable_ids": [ "8751023248871784" ], "variable_cols": 1, "variable_form_label_col": null, "with_search_btn": true, "search_btn_label": "Query", "col_properties": [ { "col": "accountType", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "totalReturn", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "annualReturn", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "annualVolatility", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "annualSkew", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "annualKur", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "sharpeRatio", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "maxDrawdown", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "drawdownRatio", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "beta", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "alpha", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "annualExcessReturn", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "turnoverRate", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "dailyWinningRate", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "maxMarginRatio", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false } ], "pagination": { "show": true } } }, { "id": "4981609641924617", "w": 12, "h": 4, "x": 0, "y": 23, "type": "TABLE", "source_id": [ "4845716039526574" ], "config": { "title": "Title", "title_size": 18, "padding": { "top": 12, "bottom": 12, "left": 12, "right": 12 }, "bordered": false, "max_content": false, "need_select_cols": false, "is_reverse": false, "variable_cols": 3, "with_search_btn": false, "search_btn_label": "Query", "col_properties": [ { "col": "engineNum", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "name", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "user", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "status", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "lastErrMsg", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "numIndicators", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "snapshotTimestamp", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "startDate", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "endDate", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "strategyGroup", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "Universe", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "dataType", "show": true, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false } ], "pagination": { "show": true } } }, { "id": "1605445192344963", "w": 5, "h": 4, "x": 5, "y": 27, "type": "TABLE", "source_id": [ "2893517602125528" ], "config": { "title": "Submission result", "title_size": 18, "padding": { "top": 12, "bottom": 12, "left": 12, "right": 12 }, "bordered": false, "max_content": false, "need_select_cols": false, "is_reverse": false, "variable_ids": [ "1767206586878931" ], "variable_cols": 1, "with_search_btn": true, "search_btn_label": "Submit simulation", "col_properties": [], "pagination": { "show": true } } }, { "id": "419213128611478", "w": 5, "h": 4, "x": 1, "y": 31, "type": "TABLE", "source_id": [ "1369493564216944" ], "config": { "title": "", "title_size": 18, "padding": { "top": 12, "bottom": 12, "left": 12, "right": 12 }, "bordered": false, "max_content": false, "need_select_cols": false, "is_reverse": false, "variable_ids": [ "7682222211923294" ], "variable_cols": 1, "with_search_btn": true, "search_btn_label": "Confirm deletion", "col_properties": [ { "col": "name", "show": false, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false }, { "col": "value", "show": false, "with_value_format": false, "font_size": 14, "is_thousandth_place": false, "align": "left", "sorter": false } ], "pagination": { "show": true } } }, { "id": "8917622888109537", "w": 12, "h": 9, "x": 0, "y": 35, "type": "COMPOSITE_GRAPH", "source_id": [ "688850594033338", "1995982686294054" ], "config": { "title": "Up to the daily profit curve", "title_size": 18, "padding": { "top": 12, "bottom": 12, "left": 12, "right": 12 }, "animation": true, "automatic_mode": false, "variable_cols": 3, "with_search_btn": false, "search_btn_label": "Query", "legend": { "show": true, "top": null, "bottom": null, "left": "center", "right": null, "textStyle": { "color": "#fff" }, "itemHeight": 14 }, "tooltip": { "show": true }, "splitLine": { "show": false, "lineStyle": { "color": "#6E6F7A", "width": 1, "type": "dashed" } }, "x_datazoom": false, "y_datazoom": false, "xAxis": { "type": "time", "name": "Time", "fontsize": 12, "axis_color": "#000000", "time_format": "YYYY-MM-DD" }, "yAxis": [ { "type": "value", "name": "Return axis", "position": "left", "offset": 0, "fontsize": 12, "with_zero": true }, { "type": "value", "name": "NV axis", "fontsize": 12, "with_zero": true, "position": "right", "offset": 0, "axis_color": "#000000" } ], "series": [ { "type": "LINE", "color": "#00d4aa", "yAxisIndex": 0, "line_type": "solid", "is_filled": false, "end_label": false, "data_source_id": "688850594033338", "x_col_name": "tradeDate", "col_name": "totalReturn", "name": "Spot: up to daily profit" }, { "type": "BAR", "color": "#b565d8", "yAxisIndex": 2, "line_type": "solid", "is_filled": false, "end_label": false, "data_source_id": "688850594033338", "x_col_name": "tradeDate", "col_name": "pnl", "name": "Spot: daily net P&L" }, { "type": "LINE", "color": "#ff4444", "yAxisIndex": 0, "line_type": "solid", "is_filled": false, "end_label": false, "data_source_id": "1995982686294054", "x_col_name": "tradeDate", "col_name": "totalReturn", "name": "Spot: up to daily profit" }, { "type": "BAR", "color": "#ff6835", "yAxisIndex": 1, "line_type": "solid", "is_filled": false, "end_label": false, "data_source_id": "1995982686294054", "x_col_name": "tradeDate", "col_name": "pnl", "name": "Spot: daily net P&L" } ], "thresholds": [] } } ], "page_count": 4, "auto_expand": true } }, "createTime": "2025.08.28 13:46:09.637", "permission": 0 }