82 lines
4.6 KiB
TypeScript
82 lines
4.6 KiB
TypeScript
export default function AboutPage() {
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return (
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<div className="space-y-6 max-w-3xl">
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<div>
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<h1 className="text-2xl font-bold text-slate-100">策略说明</h1>
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<p className="text-slate-400 text-sm mt-1">资金费率套利原理与历史数据</p>
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</div>
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<div className="rounded-xl border border-slate-700 bg-slate-800/50 p-6 space-y-4">
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<h2 className="text-lg font-semibold text-cyan-400">策略原理</h2>
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<p className="text-slate-300 text-sm leading-relaxed">
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永续合约每8小时结算一次资金费率。多头多时，多头付钱给空头（费率为正）；空头多时，空头付钱给多头（费率为负）。
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</p>
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<p className="text-slate-300 text-sm leading-relaxed">
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<span className="text-cyan-400 font-medium">套利做法：</span>现货买入 + 永续做空，完全对冲币价风险，净收资金费率（USDT结算）。
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</p>
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<div className="bg-slate-900/50 rounded-lg p-4 text-sm font-mono text-slate-300 space-y-1">
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<div>买入 1 BTC 现货（$96,000）</div>
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<div>做空 1 BTC 永续（$96,000，1倍杠杆）</div>
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<div className="text-slate-500">───────────────────────</div>
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<div className="text-emerald-400">BTC涨跌：两边对冲，净盈亏 = 0</div>
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<div className="text-emerald-400">资金费率：每8小时直接收 USDT ✓</div>
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</div>
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</div>
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<div className="rounded-xl border border-slate-700 bg-slate-800/50 p-6 space-y-4">
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<h2 className="text-lg font-semibold text-cyan-400">历史年化数据（2019-2026，露露×小周15轮验证）</h2>
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<table className="w-full text-sm">
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<thead>
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<tr className="border-b border-slate-700">
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<th className="text-left py-2 text-slate-400">资产</th>
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<th className="text-right py-2 text-slate-400">全周期毛年化</th>
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<th className="text-right py-2 text-slate-400">PM净年化</th>
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<th className="text-right py-2 text-slate-400">负费率占比</th>
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</tr>
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</thead>
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<tbody className="text-slate-300">
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<tr className="border-b border-slate-700/50">
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<td className="py-2 text-cyan-400 font-medium">BTC</td>
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<td className="py-2 text-right">12.33%</td>
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<td className="py-2 text-right text-emerald-400 font-medium">11.67%</td>
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<td className="py-2 text-right">13.07%</td>
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</tr>
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<tr className="border-b border-slate-700/50">
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<td className="py-2 text-violet-400 font-medium">ETH</td>
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<td className="py-2 text-right">14.87%</td>
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<td className="py-2 text-right text-emerald-400 font-medium">14.09%</td>
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<td className="py-2 text-right">12.17%</td>
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</tr>
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<tr>
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<td className="py-2 text-emerald-400 font-medium">50/50组合</td>
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<td className="py-2 text-right">13.81%</td>
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<td className="py-2 text-right text-emerald-400 font-bold">13.08%</td>
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<td className="py-2 text-right">—</td>
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</tr>
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</tbody>
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</table>
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<p className="text-slate-500 text-xs">PM = Portfolio Margin模式，资金利用率约95%。数据来源：Binance fapi/v1/fundingRate官方API</p>
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</div>
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<div className="rounded-xl border border-slate-700 bg-slate-800/50 p-6 space-y-3">
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<h2 className="text-lg font-semibold text-cyan-400">风险说明</h2>
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<div className="space-y-2 text-sm">
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{[
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{ level: "🟡 中", risk: "市场周期", desc: "熊市年化可降至0-4%，但不亏本金" },
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{ level: "🟢 低", risk: "费率持续为负", desc: "历史负费率仅12-13%，长期均值为正" },
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{ level: "🟡 中", risk: "交易所对手方", desc: "FTX教训，建议考虑分散" },
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{ level: "🟢 低", risk: "爆仓风险", desc: "1倍杠杆+对冲，理论需BTC翻倍才触发" },
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{ level: "🟢 低", risk: "基差波动", desc: "长期持有不影响，只影响平仓时机" },
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].map((r, i) => (
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<div key={i} className="flex items-start gap-3 bg-slate-900/40 rounded-lg px-4 py-2">
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<span className="text-xs w-12 shrink-0 mt-0.5">{r.level}</span>
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<span className="text-slate-300 font-medium w-24 shrink-0">{r.risk}</span>
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<span className="text-slate-400">{r.desc}</span>
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</div>
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))}
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</div>
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</div>
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</div>
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);
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}
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