Dualmak策略 - A

A / 4H;单品种按 5 万固定本金口径展示,盈亏保留当前配置手数产生的实际结果,手续费和保证金规则与组合页一致。
期末权益94,988
总收益 / 5万89.98%
最大回撤 / 5万32.03%
夏普率0.76
胜率40.43%
盈亏比1.67
平均盈亏比2.47
平仓笔数94
手续费合计752
最大保证金占用8,961
最高资金使用率17.92%
连续回撤周数45
连续盈利周数7
最大回撤时间2022-05-11 12:00:00

净值收益率曲线

蓝线:收益率 / 5万

回撤 / 资金使用率

红线:回撤 / 5万紫线:资金使用率

对应周期指数K线与开平仓点

加载中
红色K线为上涨/多向,绿色K线为下跌/空向;红色MA为多头参数线,绿色MA为空头参数线;三角为开仓点,圆点为平仓点,线段连接同一笔交易。多空条件同时成立时不生成新开仓/反手信号,延续上一有效方向;空仓则继续等待下一根单边信号。鼠标悬停可查看对应时间、指针价、OHLC 与 MA 值。页面每 5 秒读取 chart_data/A.js,部署端更新该文件后图表自动刷新。

最近平仓记录

时间事件合约方向开仓价平仓价净盈亏
2022-08-31 20:00:00DELIVERY_ROLL_CLOSEDCE.a2209-16121.05879.04,836
2022-09-14 08:00:00REVERSE_CLOSEDCE.a2211-15834.05825.0176
2022-10-12 12:00:00REVERSE_CLOSEDCE.a221115825.05858.0656
2022-10-31 20:00:00DELIVERY_ROLL_CLOSEDCE.a2211-15858.05717.02,816
2022-11-10 20:00:00REVERSE_CLOSEDCE.a2301-15565.05647.0-1,644
2022-11-23 12:00:00REVERSE_CLOSEDCE.a230115647.05561.0-1,724
2022-12-30 12:00:00DELIVERY_ROLL_CLOSEDCE.a2301-15561.05245.06,316
2023-01-10 08:00:00REVERSE_CLOSEDCE.a2305-15179.05241.0-1,244
2023-03-01 08:00:00REVERSE_CLOSEDCE.a230515241.05559.06,356
2023-04-28 12:00:00DELIVERY_ROLL_CLOSEDCE.a2305-15559.04867.013,836
2023-05-12 12:00:00REVERSE_CLOSEDCE.a2307-14837.05053.0-4,324
2023-05-23 12:00:00REVERSE_CLOSEDCE.a230715053.05044.0-184
2023-06-19 08:00:00REVERSE_CLOSEDCE.a2307-15044.05078.0-684
2023-07-12 08:00:00REVERSE_CLOSEDCE.a230915015.05140.02,496
2023-08-09 12:00:00REVERSE_CLOSEDCE.a2309-15140.05105.0696
2023-08-31 20:00:00DELIVERY_ROLL_CLOSEDCE.a230915105.05269.03,276
2023-09-11 12:00:00REVERSE_CLOSEDCE.a231115307.05156.0-3,024
2023-10-31 20:00:00DELIVERY_ROLL_CLOSEDCE.a2311-15156.04872.05,676
2023-11-06 08:00:00REVERSE_CLOSEDCE.a2401-14895.04919.0-484
2023-12-05 12:00:00REVERSE_CLOSEDCE.a240114919.04946.0536
2023-12-25 12:00:00REVERSE_CLOSEDCE.a2401-14946.04875.01,416
2024-01-05 08:00:00REVERSE_CLOSEDCE.a240314904.04841.0-1,264
2024-02-08 12:00:00REVERSE_CLOSEDCE.a2403-14841.04785.01,116
2024-02-21 12:00:00REVERSE_CLOSEDCE.a240314785.04708.0-1,544
2024-02-29 20:00:00DELIVERY_ROLL_CLOSEDCE.a2403-14708.04619.01,776
2024-03-12 12:00:00REVERSE_CLOSEDCE.a2405-14523.04692.0-3,384
2024-03-25 12:00:00REVERSE_CLOSEDCE.a240514692.04703.0216
2024-03-26 20:00:00REVERSE_CLOSEDCE.a2405-14703.04735.0-644
2024-04-16 20:00:00REVERSE_CLOSEDCE.a240514735.04705.0-604
2024-04-30 12:00:00DELIVERY_ROLL_CLOSEDCE.a2405-14705.04655.0996
2024-05-09 12:00:00REVERSE_CLOSEDCE.a2407-14646.04670.0-484
2024-05-14 08:00:00REVERSE_CLOSEDCE.a240714670.04632.0-764
2024-05-20 12:00:00REVERSE_CLOSEDCE.a2407-14632.04658.0-524
2024-05-29 08:00:00REVERSE_CLOSEDCE.a240714658.04648.0-204
2024-06-26 20:00:00REVERSE_CLOSEDCE.a2407-14648.04678.0-604
2024-07-10 20:00:00REVERSE_CLOSEDCE.a240914645.04635.0-204
2024-08-02 08:00:00REVERSE_CLOSEDCE.a2409-14635.04598.0736
2024-08-12 08:00:00REVERSE_CLOSEDCE.a240914598.04560.0-764
2024-08-30 20:00:00DELIVERY_ROLL_CLOSEDCE.a2409-14560.04396.03,276
2024-09-05 08:00:00REVERSE_CLOSEDCE.a2501-14262.04319.0-1,144
2024-09-13 08:00:00REVERSE_CLOSEDCE.a250114319.04304.0-304
2024-11-01 08:00:00REVERSE_CLOSEDCE.a2501-14304.03997.06,136
2024-11-14 20:00:00REVERSE_CLOSEDCE.a250113997.03940.0-1,144
2024-12-25 08:00:00REVERSE_CLOSEDCE.a2501-13940.03793.02,936
2025-01-08 08:00:00REVERSE_CLOSEDCE.a250513898.03851.0-944
2025-01-14 08:00:00REVERSE_CLOSEDCE.a2505-13851.03960.0-2,184
2025-02-13 12:00:00REVERSE_CLOSEDCE.a250513960.04010.0996
2025-02-21 20:00:00REVERSE_CLOSEDCE.a2505-14010.04066.0-1,124
2025-03-10 08:00:00REVERSE_CLOSEDCE.a250514066.04170.02,076
2025-04-07 12:00:00REVERSE_CLOSEDCE.a2505-14170.04035.02,696
2025-04-30 12:00:00DELIVERY_ROLL_CLOSEDCE.a250514035.04158.02,456
2025-05-06 08:00:00REVERSE_CLOSEDCE.a250714188.04165.0-464
2025-05-07 12:00:00REVERSE_CLOSEDCE.a2507-14165.04231.0-1,324
2025-05-12 08:00:00REVERSE_CLOSEDCE.a250714231.04167.0-1,284
2025-05-21 12:00:00REVERSE_CLOSEDCE.a2507-14167.04215.0-964
2025-05-27 20:00:00REVERSE_CLOSEDCE.a250714215.04146.0-1,384
2025-06-12 12:00:00REVERSE_CLOSEDCE.a2507-14146.04205.0-1,184
2025-06-26 12:00:00REVERSE_CLOSEDCE.a250914202.04147.0-1,104
2025-07-16 08:00:00REVERSE_CLOSEDCE.a2509-14147.04158.0-224
2025-07-30 12:00:00REVERSE_CLOSEDCE.a250914158.04159.016
2025-08-29 20:00:00DELIVERY_ROLL_CLOSEDCE.a2509-14159.04081.01,556
2025-09-15 08:00:00REVERSE_CLOSEDCE.a2511-13959.03956.056
2025-09-18 12:00:00REVERSE_CLOSEDCE.a251113956.03881.0-1,504
2025-10-09 20:00:00REVERSE_CLOSEDCE.a2511-13881.03960.0-1,584
2025-10-31 20:00:00DELIVERY_ROLL_CLOSEDCE.a251113960.04095.02,696
2025-11-20 20:00:00REVERSE_CLOSEDCE.a260114100.04107.0136
2025-12-11 08:00:00REVERSE_CLOSEDCE.a2601-14107.04160.0-1,064
2025-12-18 08:00:00REVERSE_CLOSEDCE.a260114160.04054.0-2,124
2025-12-26 12:00:00REVERSE_CLOSEDCE.a2601-14054.04084.0-604
2026-03-20 12:00:00REVERSE_CLOSEDCE.a260514125.04796.013,416
2026-04-09 20:00:00REVERSE_CLOSEDCE.a2605-14796.04820.0-484
2026-04-30 12:00:00DELIVERY_ROLL_CLOSEDCE.a260514820.04889.01,376
2026-05-08 20:00:00REVERSE_CLOSEDCE.a260714927.04816.0-2,224
2026-05-26 08:00:00REVERSE_CLOSEDCE.a2607-14816.04813.056
2026-06-02 12:00:00REVERSE_CLOSEDCE.a260714813.04705.0-2,164
2026-06-24 12:00:00REVERSE_CLOSEDCE.a2607-14705.04728.0-464
2026-07-03 12:00:00REVERSE_CLOSEDCE.a260914763.04742.0-424
2026-07-23 20:00:00REVERSE_CLOSEDCE.a2609-14742.04760.0-364
2026-07-30 12:00:00REVERSE_CLOSEDCE.a260914760.04692.0-1,364
2026-07-31 12:00:00FINAL_CLOSEDCE.a2609-14692.04704.0-244

每周收益

周末周盈亏周收益/5万周末权益
2022-01-07160.03%50,016
2022-01-141,6003.20%51,616
2022-01-21-28-0.06%51,588
2022-01-284,0208.04%55,608
2022-02-112,1604.32%57,768
2022-02-18-2,648-5.30%55,120
2022-02-252,0804.16%57,200
2022-03-04-7,456-14.91%49,744
2022-03-11-1,620-3.24%48,124
2022-03-182,0404.08%50,164
2022-03-259401.88%51,104
2022-04-01-3,596-7.19%47,508
2022-04-08-360-0.72%47,148
2022-04-15-3,228-6.46%43,920
2022-04-221,6203.24%45,540
2022-04-29-1,280-2.56%44,260
2022-05-063000.60%44,560
2022-05-131,9923.98%46,552
2022-05-202600.52%46,812
2022-05-279601.92%47,772
2022-06-03-848-1.70%46,924
2022-06-10-416-0.83%46,508
2022-06-171,4002.80%47,908
2022-06-243,7007.40%51,608
2022-07-011,7123.42%53,320
2022-07-08400.08%53,360
2022-07-15400.08%53,400
2022-07-222,4804.96%55,880
2022-07-291,5723.14%57,452
2022-08-05-960-1.92%56,492
2022-08-121,1402.28%57,632
2022-08-19-1,948-3.90%55,684
2022-08-262,5805.16%58,264
2022-09-021,8723.74%60,136
2022-09-092,8805.76%63,016
2022-09-16-928-1.86%62,088
2022-09-232,4004.80%64,488
2022-09-30-320-0.64%64,168
2022-10-14-3,568-7.14%60,600
2022-10-211,4202.84%62,020
2022-10-281,3602.72%63,380
2022-11-04520.10%63,432
2022-11-11-608-1.22%62,824
2022-11-18-600-1.20%62,224
2022-11-25-2,688-5.38%59,536
2022-12-026801.36%60,216
2022-12-09-940-1.88%59,276
2022-12-162,2404.48%61,516
2022-12-233,3006.60%64,816
2022-12-301,7723.54%66,588
2023-01-06-760-1.52%65,828
2023-01-131,1922.38%67,020
2023-01-203,6207.24%70,640
2023-02-031,0602.12%71,700
2023-02-106201.24%72,320
2023-02-171800.36%72,500
2023-02-24-60-0.12%72,440
2023-03-031920.38%72,632
2023-03-10-980-1.96%71,652
2023-03-171,6003.20%73,252
2023-03-241,2402.48%74,492
2023-03-316601.32%75,152
2023-04-075401.08%75,692
2023-04-142,3204.64%78,012
2023-04-214,6409.28%82,652
2023-04-282,8725.74%85,524
2023-05-05-1,420-2.84%84,104
2023-05-12-2,408-4.82%81,696
2023-05-19-80-0.16%81,616
2023-05-267921.58%82,408
2023-06-02-1,100-2.20%81,308
2023-06-09-580-1.16%80,728
2023-06-16-400-0.80%80,328
2023-06-231,3722.74%81,700
2023-06-302,1804.36%83,880
2023-07-07-240-0.48%83,640
2023-07-14-328-0.66%83,312
2023-07-211,7803.56%85,092
2023-07-281,8603.72%86,952
2023-08-04-380-0.76%86,572
2023-08-11-3,668-7.34%82,904
2023-08-183,1006.20%86,004
2023-08-256401.28%86,644
2023-09-012520.50%86,896
2023-09-08-3,280-6.56%83,616
2023-09-151,5123.02%85,128
2023-09-222000.40%85,328
2023-09-29-400-0.80%84,928
2023-10-131,1402.28%86,068
2023-10-201,2802.56%87,348
2023-10-276801.36%88,028
2023-11-039921.98%89,020
2023-11-10320.06%89,052
2023-11-172,7005.40%91,752
2023-11-246401.28%92,392
2023-12-01-1,400-2.80%90,992
2023-12-08-1,028-2.06%89,964
2023-12-155401.08%90,504
2023-12-225601.12%91,064
2023-12-291,4522.90%92,516
2024-01-05-2,328-4.66%90,188
2024-01-125401.08%90,728
2024-01-191600.32%90,888
2024-01-262,3404.68%93,228
2024-02-02-1,080-2.16%92,148
2024-02-09-1,428-2.86%90,720
2024-02-234120.82%91,132
2024-03-01-688-1.38%90,444
2024-03-08-2,220-4.44%88,224
2024-03-151,2122.42%89,436
2024-03-22-1,440-2.88%87,996
2024-03-29-736-1.47%87,260
2024-04-058401.68%88,100
2024-04-12-580-1.16%87,520
2024-04-19-208-0.42%87,312
2024-04-263200.64%87,632
2024-05-03-128-0.26%87,504
2024-05-10-2,048-4.10%85,456
2024-05-171920.38%85,648
2024-05-241520.30%85,800
2024-05-31-348-0.70%85,452
2024-06-07-40-0.08%85,412
2024-06-143200.64%85,732
2024-06-21-1,020-2.04%84,712
2024-06-281,2922.58%86,004
2024-07-055201.04%86,524
2024-07-12-628-1.26%85,896
2024-07-191,4202.84%87,316
2024-07-26-560-1.12%86,756
2024-08-02-928-1.86%85,828
2024-08-09-1,020-2.04%84,808
2024-08-161,2522.50%86,060
2024-08-231,3402.68%87,400
2024-08-305321.06%87,932
2024-09-06-1,088-2.18%86,844
2024-09-13-548-1.10%86,296
2024-09-203,6407.28%89,936
2024-09-27-1,340-2.68%88,596
2024-10-04-440-0.88%88,156
2024-10-114,3608.72%92,516
2024-10-184800.96%92,996
2024-10-258401.68%93,836
2024-11-01-1,408-2.82%92,428
2024-11-088001.60%93,228
2024-11-15-248-0.50%92,980
2024-11-22-300-0.60%92,680
2024-11-29-540-1.08%92,140
2024-12-068001.60%92,940
2024-12-131,1202.24%94,060
2024-12-208801.76%94,940
2024-12-27520.10%94,992
2025-01-03-800-1.60%94,192
2025-01-10-1,608-3.22%92,584
2025-01-17-728-1.46%91,856
2025-01-247601.52%92,616
2025-01-31-40-0.08%92,576
2025-02-076801.36%93,256
2025-02-14-1,908-3.82%91,348
2025-02-21920.18%91,440
2025-02-283,2406.48%94,680
2025-03-07-2,200-4.40%92,480
2025-03-143,8927.78%96,372
2025-03-212,5605.12%98,932
2025-03-28-300-0.60%98,632
2025-04-04-1,620-3.24%97,012
2025-04-112,2924.58%99,304
2025-04-18-2,400-4.80%96,904
2025-04-251,9603.92%98,864
2025-05-02-528-1.06%98,336
2025-05-09-2,996-5.99%95,340
2025-05-16-448-0.90%94,892
2025-05-23-1,528-3.06%93,364
2025-05-301120.22%93,476
2025-06-06-600-1.20%92,876
2025-06-13-228-0.46%92,648
2025-06-203800.76%93,028
2025-06-27-2,448-4.90%90,580
2025-07-049001.80%91,480
2025-07-11-140-0.28%91,340
2025-07-18-608-1.22%90,732
2025-07-256401.28%91,372
2025-08-01-468-0.94%90,904
2025-08-084800.96%91,384
2025-08-15-640-1.28%90,744
2025-08-224400.88%91,184
2025-08-297521.50%91,936
2025-09-05-80-0.16%91,856
2025-09-121400.28%91,996
2025-09-19-1,916-3.83%90,080
2025-09-26-740-1.48%89,340
2025-10-032200.44%89,560
2025-10-10-968-1.94%88,592
2025-10-171,2602.52%89,852
2025-10-241,3202.64%91,172
2025-10-314120.82%91,584
2025-11-073600.72%91,944
2025-11-141,5603.12%93,504
2025-11-21-1,668-3.34%91,836
2025-11-28-140-0.28%91,696
2025-12-055401.08%92,236
2025-12-12-2,348-4.70%89,888
2025-12-19-1,268-2.54%88,620
2025-12-26-408-0.82%88,212
2026-01-022,0204.04%90,232
2026-01-092,0204.04%92,252
2026-01-16-780-1.56%91,472
2026-01-231,5003.00%92,972
2026-01-302000.40%93,172
2026-02-06800.16%93,252
2026-02-135,64011.28%98,892
2026-02-272600.52%99,152
2026-03-061,4002.80%100,552
2026-03-134,1808.36%104,732
2026-03-20-3,048-6.10%101,684
2026-03-274,4808.96%106,164
2026-04-03-740-1.48%105,424
2026-04-10-3,848-7.70%101,576
2026-04-17-2,120-4.24%99,456
2026-04-242,3604.72%101,816
2026-05-013920.78%102,208
2026-05-08-1,968-3.94%100,240
2026-05-151,3602.72%101,600
2026-05-22-3,060-6.12%98,540
2026-05-29-1,028-2.06%97,512
2026-06-051720.34%97,684
2026-06-12-640-1.28%97,044
2026-06-191,4802.96%98,524
2026-06-262520.50%98,776
2026-07-03-2,188-4.38%96,588
2026-07-106001.20%97,188
2026-07-179601.92%98,148
2026-07-24-968-1.94%97,180
2026-07-31-2,192-4.38%94,988

月度收益

月份月盈亏月收益/5万月末权益
2022-015,60811.22%55,608
2022-02-136-0.27%55,472
2022-03-7,764-15.53%47,708
2022-04-3,448-6.90%44,260
2022-051,9923.98%46,252
2022-065,80811.62%52,060
2022-075,39210.78%57,452
2022-082,5645.13%60,016
2022-094,1528.30%64,168
2022-10-516-1.03%63,652
2022-11-4,116-8.23%59,536
2022-127,05214.10%66,588
2023-014,4128.82%71,000
2023-026801.36%71,680
2023-033,4726.94%75,152
2023-0410,37220.74%85,524
2023-05-4,516-9.03%81,008
2023-062,8725.74%83,880
2023-072,2524.50%86,132
2023-086441.29%86,776
2023-09-1,848-3.70%84,928
2023-104,4928.98%89,420
2023-111,7723.54%91,192
2023-121,3242.65%92,516
2024-01-988-1.98%91,528
2024-02-584-1.17%90,944
2024-03-3,684-7.37%87,260
2024-042440.49%87,504
2024-05-2,052-4.10%85,452
2024-065521.10%86,004
2024-075721.14%86,576
2024-081,3562.71%87,932
2024-092240.45%88,156
2024-104,4608.92%92,616
2024-11-476-0.95%92,140
2024-123,0126.02%95,152
2025-01-2,576-5.15%92,576
2025-022,1044.21%94,680
2025-033,7927.58%98,472
2025-04-136-0.27%98,336
2025-05-4,860-9.72%93,476
2025-06-2,856-5.71%90,620
2025-072840.57%90,904
2025-081,0322.06%91,936
2025-09-2,376-4.75%89,560
2025-102,0244.05%91,584
2025-111120.22%91,696
2025-12-1,464-2.93%90,232
2026-012,9405.88%93,172
2026-025,98011.96%99,152
2026-035,31210.62%104,464
2026-04-2,256-4.51%102,208
2026-05-4,696-9.39%97,512
2026-06-736-1.47%96,776
2026-07-1,788-3.58%94,988

年度收益

年份年盈亏年收益/5万年末权益
202216,58833.18%66,588
202325,92851.86%92,516
20242,6365.27%95,152
2025-4,920-9.84%90,232
2026-YTD4,7569.51%94,988